NPORT-EX 2 SIIT_Schedule_F.htm SCHEDULE F
 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK — 97.9%

                 

Communication Services — 7.6%

       

Alphabet Inc, Cl A *

    25,893     $ 3,585  

Alphabet Inc, Cl C *

    66,323       9,271  

AT&T Inc

    300,850       5,093  

BCE Inc

    65,612       2,435  

Comcast Corp, Cl A

    151,605       6,496  

Fox Corp

    44,900       1,338  

Liberty Media Corp-Liberty Formula One, Cl C *

    13,950       1,015  

Meta Platforms Inc, Cl A

    24,430       11,974  

Netflix Inc *

    4,878       2,941  

News Corp

    2,836       79  

Nexstar Media Group Inc, Cl A

    15,784       2,623  

Omnicom Group Inc

    6,334       560  

Pinterest Inc, Cl A *

    48,583       1,783  

ROBLOX Corp, Cl A *

    865       35  

Spotify Technology SA *

    7,785       1,996  

TEGNA Inc

    26,800       375  

Verizon Communications Inc

    64,000       2,561  

Walt Disney Co/The

    42,109       4,699  

Warner Music Group, Cl A

    10,974       383  
                 
              59,242  

Consumer Discretionary — 9.3%

       

Airbnb Inc, Cl A *

    392       62  

Amazon.com Inc *

    103,131       18,229  

American Eagle Outfitters Inc

    10,508       250  

AutoNation Inc *

    4,400       659  

AutoZone Inc *

    184       553  

Best Buy Co Inc

    6,500       526  

Booking Holdings Inc *

    505       1,752  

Burlington Stores Inc *

    2,581       529  

Capri Holdings Ltd *

    7,200       332  

DoorDash Inc, Cl A *

    6,160       767  

DR Horton Inc

    10,446       1,561  

DraftKings Inc, Cl A *

    17,431       755  

eBay Inc

    27,461       1,298  

Expedia Group Inc *

    1,229       168  

Foot Locker Inc

    13,900       479  

Ford Motor Co

    188,689       2,347  

Gap Inc/The

    1,660       31  

General Motors Co

    45,654       1,871  

Genuine Parts Co

    23,047       3,440  

Goodyear Tire & Rubber Co/The *

    58,400       694  

Guess? Inc

    18,000       457  

Harley-Davidson Inc

    25,500       925  

Hilton Worldwide Holdings Inc

    3,151       644  

Home Depot Inc/The

    10,192       3,879  

Jack in the Box Inc

    5,995       438  

KB Home

    19,900       1,322  

Kohl's Corp

    13,100       365  

Lennar Corp, Cl A

    2,511       398  

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

Lowe's Cos Inc

    16,077     $ 3,869  

Macy's Inc

    36,200       631  

MercadoLibre Inc *

    1,201       1,916  

Mobileye Global, Cl A *(A)

    18,168       463  

NIKE Inc, Cl B

    32,604       3,389  

Pool Corp

    6,673       2,657  

PulteGroup Inc

    20,100       2,178  

Ralph Lauren Corp, Cl A

    6,581       1,224  

Ross Stores Inc

    28,956       4,313  

Starbucks Corp

    47,555       4,513  

Tesla Inc *

    3,719       751  

TJX Cos Inc/The

    8,827       875  

TopBuild Corp *

    809       326  

Whirlpool Corp

    9,600       1,031  
                 
              72,867  

Consumer Staples — 5.4%

       

Albertsons Cos Inc, Cl A

    24,900       505  

Altria Group Inc

    66,297       2,712  

Archer-Daniels-Midland Co

    13,492       717  

Bunge Global

    6,800       642  

Casey's General Stores Inc

    9,274       2,824  

Central Garden & Pet Co, Cl A *

    16,125       608  

Coca-Cola Consolidated Inc

    497       418  

Conagra Brands Inc

    25,800       724  

Constellation Brands Inc, Cl A

    9,636       2,395  

Costco Wholesale Corp

    3,750       2,790  

Diageo PLC ADR (A)

    12,305       1,856  

General Mills Inc

    15,619       1,002  

Herbalife Ltd *

    15,000       132  

Hershey Co/The

    591       111  

Kenvue Inc

    148,459       2,821  

Kraft Heinz Co/The

    41,780       1,474  

Kroger Co/The

    37,700       1,870  

Molson Coors Beverage Co, Cl B

    24,900       1,554  

PepsiCo Inc

    20,524       3,393  

Philip Morris International Inc

    35,965       3,235  

Procter & Gamble Co/The

    4,876       775  

Target Corp

    28,170       4,308  

Tyson Foods Inc, Cl A

    6,931       376  

Unilever PLC ADR

    57,462       2,814  

Walgreens Boots Alliance Inc

    33,500       712  

Walmart Inc

    27,054       1,586  
                 
              42,354  

Energy — 4.5%

       

APA Corp

    14,000       417  

Cheniere Energy Inc

    10,596       1,645  

Chesapeake Energy Corp (A)

    7,100       588  

Chevron Corp

    22,466       3,415  

ConocoPhillips

    29,717       3,344  

Devon Energy Corp

    23,300       1,027  

Diamondback Energy Inc

    20,712       3,780  

 

 

 

SEI Institutional Investments Trust

 

1

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

Energy Transfer LP

    91,684     $ 1,342  

Exxon Mobil Corp

    82,139       8,585  

HF Sinclair Corp

    23,000       1,277  

Marathon Oil Corp

    50,100       1,215  

Marathon Petroleum Corp

    16,382       2,772  

MPLX

    33,441       1,285  

Phillips 66

    11,200       1,596  

Scorpio Tankers Inc

    16,207       1,088  

Valero Energy Corp

    13,980       1,978  
                 
              35,354  

Financials — 15.9%

       

Aflac Inc

    21,300       1,720  

Allstate Corp/The

    2,070       330  

Ally Financial Inc

    31,200       1,154  

American Express Co

    2,819       619  

American International Group Inc

    26,600       1,939  

Ameriprise Financial Inc

    11,987       4,883  

Annaly Capital Management Inc

    19,900       380  

Aon PLC, Cl A

    2,607       824  

Apollo Global Management Inc

    1,954       218  

Arch Capital Group Ltd *

    4,666       409  

Ares Management Corp, Cl A

    1,500       199  

Bank of America Corp

    179,983       6,213  

Bank of New York Mellon Corp/The

    21,500       1,206  

BankUnited Inc

    13,300       357  

Berkshire Hathaway Inc, Cl B *

    10,660       4,364  

Blue Owl Capital Inc, Cl A

    41,273       741  

Capital One Financial Corp

    11,626       1,600  

Cboe Global Markets Inc

    8,053       1,546  

Chubb Ltd

    15,825       3,983  

Cincinnati Financial Corp

    12,346       1,407  

Citigroup Inc

    111,871       6,208  

Citizens Financial Group Inc

    27,300       857  

CNA Financial Corp

    13,500       593  

Corebridge Financial Inc

    6,960       173  

Customers Bancorp Inc *

    10,400       565  

Discover Financial Services

    9,600       1,159  

Essent Group Ltd

    3,486       187  

Everest Group Ltd

    3,400       1,254  

FactSet Research Systems Inc

    3,663       1,694  

Fidelity National Information Services Inc

    3,543       245  

Fifth Third Bancorp

    37,700       1,295  

First Horizon Corp

    47,500       670  

Fiserv Inc *

    3,119       466  

Franklin Resources Inc

    11,026       303  

Goldman Sachs Group Inc/The

    5,700       2,218  

Hartford Financial Services Group Inc/The

    23,000       2,204  

Huntington Bancshares Inc/OH

    46,982       613  

Jack Henry & Associates Inc

    864       150  

Jackson Financial Inc, Cl A

    2,948       162  

Janus Henderson Group PLC

    2,472       77  

JPMorgan Chase & Co

    38,498       7,163  

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

KeyCorp

    11,500     $ 164  

Kinsale Capital Group Inc

    6,861       3,542  

KKR & Co Inc

    15,220       1,496  

Lincoln National Corp

    12,100       333  

Loews Corp

    7,815       587  

LPL Financial Holdings Inc

    1,680       450  

M&T Bank Corp

    5,150       720  

Mastercard Inc, Cl A

    6,564       3,116  

MetLife Inc

    23,500       1,639  

MGIC Investment Corp

    82,300       1,637  

Moody's Corp

    5,920       2,246  

Morgan Stanley

    81,221       6,988  

MSCI Inc, Cl A

    5,841       3,277  

Nasdaq Inc

    4,496       253  

Navient Corp

    52,300       850  

PayPal Holdings Inc *

    15,300       923  

Principal Financial Group Inc

    4,801       388  

Progressive Corp/The

    2,694       511  

Radian Group Inc

    42,900       1,250  

Regions Financial Corp

    68,500       1,276  

S&P Global Inc

    5,513       2,362  

State Street Corp

    19,400       1,430  

Travelers Cos Inc/The

    21,643       4,782  

Truist Financial Corp

    114,755       4,014  

Unum Group

    23,000       1,137  

Valley National Bancorp

    35,800       293  

Veritex Holdings Inc

    18,300       359  

Visa Inc, Cl A

    38,204       10,798  

Wells Fargo & Co

    61,868       3,439  

Western Union Co/The

    49,400       662  

Willis Towers Watson PLC

    615       168  

Wintrust Financial Corp

    6,800       655  
                 
              124,093  

Health Care — 12.7%

       

AbbVie Inc

    12,265       2,159  

Acadia Healthcare Co Inc *

    8,851       739  

Amgen Inc

    13,042       3,571  

Becton Dickinson & Co

    595       140  

Boston Scientific Corp *

    36,031       2,386  

Bristol-Myers Squibb Co

    72,153       3,662  

Cardinal Health Inc

    21,800       2,441  

Centene Corp *

    11,000       863  

Cigna Group/The

    6,557       2,204  

CVS Health Corp

    27,000       2,008  

Danaher Corp

    15,162       3,838  

Doximity Inc, Cl A *

    6,387       180  

Elevance Health Inc

    2,695       1,351  

Eli Lilly & Co

    9,247       6,969  

Gilead Sciences Inc

    26,459       1,908  

HCA Healthcare Inc

    6,570       2,048  

Immunovant Inc *

    4,864       172  

Incyte Corp *

    9,976       582  

 

 

 

2

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

Inmode Ltd *

    16,300     $ 359  

Insulet Corp *

    2,093       343  

Jazz Pharmaceuticals PLC *

    6,880       818  

Johnson & Johnson

    67,587       10,907  

McKesson Corp

    6,855       3,574  

Medtronic PLC

    36,643       3,055  

Merck & Co Inc

    70,204       8,926  

Mettler-Toledo International Inc *

    2,949       3,678  

Natera Inc *

    26,531       2,295  

Novartis AG ADR

    37,238       3,760  

Nuvalent Inc, Cl A *

    3,529       297  

Organon & Co

    4,167       72  

Pfizer Inc

    182,759       4,854  

Regeneron Pharmaceuticals Inc *

    885       855  

STERIS PLC

    11,904       2,773  

Stryker Corp

    5,696       1,988  

Thermo Fisher Scientific Inc

    2,939       1,676  

United Therapeutics Corp *

    1,156       261  

UnitedHealth Group Inc

    11,714       5,782  

Universal Health Services Inc, Cl B

    6,957       1,162  

Vaxcyte Inc *

    6,836       505  

Veeva Systems Inc, Cl A *

    2,770       625  

Vertex Pharmaceuticals Inc *

    1,610       677  

Viatris Inc

    46,500       575  

Viking Therapeutics Inc *

    627       48  

Zoetis Inc, Cl A

    13,039       2,586  
                 
              99,672  

Industrials — 11.3%

       

3M Co

    7,706       710  

Acuity Brands Inc

    3,400       854  

AGCO Corp

    12,100       1,327  

Allison Transmission Holdings Inc

    26,900       2,026  

Automatic Data Processing Inc

    15,639       3,927  

Axon Enterprise Inc *

    1,563       480  

AZEK Co Inc/The, Cl A *

    14,019       674  

Beacon Roofing Supply Inc *

    5,020       431  

Booz Allen Hamilton Holding Corp, Cl A

    4,073       602  

Cintas Corp

    2,466       1,550  

Core & Main Inc, Cl A *

    10,898       520  

Crane Co

    860       105  

Cummins Inc

    6,441       1,730  

Curtiss-Wright Corp

    476       112  

Delta Air Lines Inc

    17,900       757  

Eaton Corp PLC

    4,432       1,281  

Emerson Electric Co

    2,264       242  

Encore Wire Corp

    5,300       1,277  

Equifax Inc

    726       199  

Esab Corp

    3,515       348  

FedEx Corp

    7,000       1,743  

Ferguson PLC

    1,664       352  

Flowserve Corp

    24,811       1,050  

Fortive Corp

    35,206       2,997  

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

General Dynamics Corp

    14,740     $ 4,028  

General Electric Co

    1,926       302  

GFL Environmental Inc

    46,210       1,667  

Golden Ocean Group Ltd

    33,139       426  

Griffon Corp

    8,900       635  

GXO Logistics Inc *

    61,816       3,200  

HEICO Corp

    11,761       2,275  

HEICO Corp, Cl A

    7,871       1,225  

Honeywell International Inc

    12,615       2,507  

Hubbell Inc, Cl B

    190       72  

Huntington Ingalls Industries Inc

    2,700       787  

IES Holdings Inc *

    651       72  

Johnson Controls International PLC

    55,660       3,299  

Lockheed Martin Corp

    3,000       1,285  

Lyft Inc, Cl A *

    26,603       422  

ManpowerGroup Inc

    11,900       859  

MSA Safety Inc

    210       39  

Old Dominion Freight Line Inc

    5,318       2,353  

Oshkosh Corp

    10,400       1,153  

Otis Worldwide Corp

    29,127       2,776  

Owens Corning

    11,000       1,648  

PACCAR Inc

    11,649       1,292  

Parker-Hannifin Corp

    829       444  

Rockwell Automation Inc

    118       34  

RTX Corp

    41,391       3,712  

Science Applications International Corp

    4,900       686  

Siemens AG ADR

    34,275       3,388  

Snap-on Inc

    5,800       1,599  

Textron Inc

    16,200       1,443  

Trane Technologies PLC

    1,500       423  

TransDigm Group Inc

    5,268       6,204  

Uber Technologies Inc *

    25,550       2,031  

United Airlines Holdings Inc *

    14,900       678  

United Parcel Service Inc, Cl B

    15,507       2,299  

Veralto

    15,614       1,349  

Vertiv Holdings Co, Cl A

    11,099       751  

Waste Connections Inc

    25,986       4,325  

Westinghouse Air Brake Technologies Corp

    4,776       675  

Woodward Inc

    7,355       1,041  
                 
              88,698  

Information Technology — 23.6%

       

Accenture PLC, Cl A

    5,450       2,043  

Adobe Inc *

    9,794       5,487  

Advanced Micro Devices Inc *

    13,313       2,563  

Amphenol Corp, Cl A

    32,509       3,551  

Analog Devices Inc

    16,537       3,172  

Apple Inc

    117,725       21,279  

Applied Materials Inc

    11,380       2,294  

AppLovin Corp, Cl A *

    2,936       175  

Arista Networks Inc *

    882       245  

Arrow Electronics Inc *

    8,200       963  

Atlassian Corp, Cl A *

    1,816       377  

 

 

 

SEI Institutional Investments Trust

 

3

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Continued)

 

             

Description

 

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Market Value
($ Thousands)

 

COMMON STOCK (continued)

Braze Inc, Cl A *

    1,374     $ 78  

Broadcom Inc

    9,757       12,689  

Cadence Design Systems Inc *

    3,153       960  

CDW Corp/DE

    16,993       4,184  

Ciena Corp *

    1,278       73  

Cisco Systems Inc

    117,615       5,689  

Cloudflare Inc, Cl A *

    3,952       389  

Crowdstrike Holdings Inc, Cl A *

    2,155       699  

Datadog Inc, Cl A *

    558       73  

Dell Technologies Inc, Cl C

    16,000       1,515  

DocuSign Inc, Cl A *

    639       34  

Dropbox Inc, Cl A *

    20,000       479  

DXC Technology Co *

    24,600       538  

Gitlab Inc, Cl A *

    9,630       695  

GoDaddy Inc, Cl A *

    1,980       226  

Hewlett Packard Enterprise Co

    95,916       1,461  

HP Inc

    62,269       1,764  

Informatica Inc, Cl A *

    9,767       318  

Intel Corp

    98,813       4,254  

International Business Machines Corp

    8,245       1,526  

Intuit Inc

    11,125       7,375  

KLA Corp

    1,905       1,300  

Kyndryl Holdings Inc *

    9,428       207  

Lam Research Corp

    350       328  

Marvell Technology Inc

    19,530       1,400  

Microchip Technology Inc

    36,061       3,034  

Micron Technology Inc

    14,560       1,319  

Microsoft Corp

    95,603       39,545  

MongoDB Inc, Cl A *

    1,911       855  

Monolithic Power Systems Inc

    2,529       1,821  

Motorola Solutions Inc

    9,741       3,218  

NetApp Inc

    15,952       1,422  

NVIDIA Corp

    20,620       16,313  

Oracle Corp

    38,916       4,346  

Palantir Technologies Inc, Cl A *

    3,590       90  

Procore Technologies Inc *

    4,486       350  

Pure Storage Inc, Cl A *

    5,355       282  

QUALCOMM Inc

    18,659       2,944  

Roper Technologies Inc

    4,830       2,631  

salesforce.com *

    13,175       4,069  

SAP SE ADR

    21,914       4,117  

SentinelOne Inc, Cl A *

    1,293       36  

ServiceNow Inc *

    1,974       1,523  

Smartsheet Inc, Cl A *

    5,530       233  

Snowflake Inc, Cl A *

    7,749       1,459  

Squarespace Inc, Cl A *

    1,146       38  

Synopsys Inc *

    358       205  

Taiwan Semiconductor Manufacturing Co Ltd ADR

    9,293       1,196  

Tenable Holdings Inc *

    1,291       62  

Twilio Inc, Cl A *

    2,746       164  

Vishay Intertechnology Inc

    46,100       1,003  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Western Digital Corp *

    3,949     $ 235  

Workday Inc, Cl A *

    179       53  

Xerox Holdings Corp

    46,300       863  

Zscaler Inc *

    3,030       733  
                 
              184,562  

Materials — 3.3%

       

Berry Global Group Inc

    16,000       931  

Chemours Co/The

    23,500       462  

Dow Inc

    58,865       3,289  

Ecolab Inc

    429       97  

Huntsman Corp

    12,600       323  

Ingevity Corp *

    10,801       493  

Linde PLC

    7,797       3,500  

LyondellBasell Industries NV, Cl A

    11,500       1,153  

Martin Marietta Materials Inc

    2,352       1,359  

NewMarket Corp

    1,000       642  

Nucor Corp

    3,684       708  

O-I Glass Inc, Cl I *

    39,200       663  

Packaging Corp of America

    1,581       287  

PPG Industries Inc

    6,038       855  

Reliance

    14,327       4,602  

RPM International Inc

    2,411       278  

Sherwin-Williams Co/The

    9,163       3,042  

Steel Dynamics Inc

    15,761       2,109  

Sylvamo Corp

    11,800       713  
                 
              25,506  

Real Estate — 2.5%

       

American Tower Corp, Cl A

    17,844       3,549  

Brixmor Property Group Inc

    47,400       1,072  

Crown Castle Inc

    17,090       1,879  

Equinix Inc

    5,056       4,494  

Healthpeak Properties Inc

    127,169       2,130  

Host Hotels & Resorts Inc

    37,100       769  

Iron Mountain Inc

    11,141       876  

Service Properties Trust

    37,100       252  

Simon Property Group Inc

    6,948       1,029  

VICI Properties Inc, Cl A

    111,556       3,339  
                 
              19,389  

Utilities — 1.8%

       

Black Hills Corp

    6,725       350  

Constellation Energy Corp

    2,350       396  

Duke Energy Corp

    42,832       3,933  

Evergy Inc

    17,068       845  

NextEra Energy Inc

    80,600       4,448  

NRG Energy Inc

    22,000       1,217  

Sempra

    3,995       282  

UGI Corp

    19,105       468  

 

 

 

4

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Fund (Concluded)

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Vistra Corp

    42,000     $ 2,291  
                 
              14,230  

Total Common Stock

               

(Cost $507,464) ($ Thousands)

            765,967  
                 
                 
                 

AFFILIATED PARTNERSHIP — 0.4%

SEI Liquidity Fund, LP

               

5.370% **(B)

    2,930,818       2,930  
                 
                 

Total Affiliated Partnership

               

(Cost $2,932) ($ Thousands)

    2,930  
                 
                 
                 

CASH EQUIVALENT — 1.6%

SEI Daily Income Trust, Government Fund, Institutional Class

               

5.140%**

    12,561,473       12,561  
                 

Total Cash Equivalent

               

(Cost $12,561) ($ Thousands)

            12,561  
                 
                 

Total Investments in Securities — 99.9%

               

(Cost $522,957) ($ Thousands)

  $ 781,458  
                 
                 

 

 

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

 

Type of Contract

 

Number of
Contracts

   

Expiration Date

   

Notional Amount (Thousands)

   

Value
(Thousands)

   

Unrealized Appreciation(Thousands)

 

Long Contracts

                                       

S&P 500 Index E-MINI

    14       Mar-2024     $ 3,537     $ 3,573     $ 36  

S&P Mid Cap 400 Index E-MINI

    5       Mar-2024       1,438       1,446       8  
                    $ 4,975     $ 5,019     $ 44  

 

 

Percentages are based on Net Assets of $782,239 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of February 29, 2024.

Investment in Affiliated Security .

Real Estate Investment Trust.

(A) Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B) This security was purchased with cash collateral held from securities on loan . The total market value of such securities as of February 29, 2024 was $2,930 ($ Thousands).

 

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):

 

Security Description

 

Value
5/31/2023

   

Purchases
at Cost

   

Proceeds
from Sales

   

Realized Gain (Loss)

   

Change in Unrealized Appreciation (Depreciation)

   

Value
2/29/2024

   

Income

   

Capital Gains

 

SEI Liquidity Fund, LP

  $ 285     $ 46,481     $ (43,836 )   $ 1     $ (1 )   $ 2,930     $ 9     $  

SEI Daily Income Trust, Government Fund,
Institutional Class

    17,570       114,751       (119,760 )                 12,561       625        

Totals

  $ 17,855     $ 161,232     $ (163,596 )   $ 1     $ (1 )   $ 15,491     $ 634     $  

 

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

 

See “Glossary” for abbreviations.

 

 

SEI Institutional Investments Trust

 

5

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK — 95.5%

                 

Communication Services — 6.6%

       

Alphabet Inc, Cl A *

    77,200     $ 10,689  

Alphabet Inc, Cl C *

    68,569       9,585  

AT&T Inc

    344,233       5,828  

Comcast Corp, Cl A

    31,006       1,329  

Frontier Communications Parent Inc *

    43,976       1,041  

Liberty Global *

    12,367       229  

Live Nation Entertainment Inc *

    6,954       674  

Meta Platforms Inc, Cl A

    57,844       28,351  

Netflix Inc *

    7,871       4,746  

Nexstar Media Group Inc, Cl A

    28,946       4,810  

Omnicom Group Inc

    22,696       2,006  

Pinterest Inc, Cl A *

    35,476       1,302  

ROBLOX Corp, Cl A *

    1,097       44  

T-Mobile US Inc

    42,390       6,922  

Walt Disney Co/The

    56,033       6,252  

Warner Music Group, Cl A

    32,897       1,149  

ZoomInfo Technologies Inc, Cl A *

    17,953       301  
                 
              85,258  

Consumer Discretionary — 8.4%

       

ADT Inc

    152,337       1,106  

Airbnb Inc, Cl A *

    1,795       283  

Amazon.com Inc *

    127,182       22,481  

Autoliv Inc

    16,610       1,927  

AutoZone Inc *

    824       2,477  

Booking Holdings Inc *

    1,409       4,888  

Carnival Corp, Cl A *

    131,942       2,093  

DoorDash Inc, Cl A *

    17,277       2,152  

DR Horton Inc

    26,238       3,921  

eBay Inc

    22,802       1,078  

Expedia Group Inc *

    5,980       818  

Ford Motor Co

    231,323       2,878  

Gap Inc/The

    42,464       804  

General Motors Co

    169,310       6,938  

Genuine Parts Co

    5,526       825  

H&R Block Inc

    28,515       1,396  

Hilton Worldwide Holdings Inc

    9,560       1,953  

Home Depot Inc/The

    22,007       8,376  

Lennar Corp, Cl A

    7,064       1,120  

Lithia Motors Inc, Cl A

    7,470       2,234  

Magna International Inc, Cl A

    26,980       1,487  

Meritage Homes Corp

    7,443       1,173  

NIKE Inc, Cl B

    1,850       192  

Norwegian Cruise Line Holdings Ltd *

    45,552       883  

Pool Corp

    12,234       4,871  

PulteGroup Inc

    2,169       235  

PVH Corp

    12,857       1,757  

Ralph Lauren Corp, Cl A

    17,441       3,243  

Ross Stores Inc

    62,968       9,380  

Royal Caribbean Cruises Ltd *

    22,737       2,805  

Starbucks Corp

    46,377       4,401  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Taylor Morrison Home Corp, Cl A *

    21,048     $ 1,191  

Tesla Inc *

    1,536       310  

TJX Cos Inc/The

    38,174       3,785  

Toll Brothers Inc

    19,895       2,281  

VF Corp

    16,066       262  
                 
              108,004  

Consumer Staples — 6.4%

       

Archer-Daniels-Midland Co

    27,510       1,461  

Casey's General Stores Inc

    17,016       5,181  

Clorox Co/The

    3,227       495  

Coca-Cola Consolidated Inc

    996       837  

Colgate-Palmolive Co

    3,696       320  

Conagra Brands Inc

    121,820       3,421  

Constellation Brands Inc, Cl A

    17,671       4,391  

Costco Wholesale Corp

    7,553       5,619  

General Mills Inc

    41,812       2,683  

Ingredion Inc

    19,200       2,258  

Kenvue Inc

    76,790       1,459  

Kraft Heinz Co/The

    82,058       2,895  

Kroger Co/The

    205,347       10,187  

Maplebear Inc *(A)

    44,992       1,464  

Mondelez International Inc, Cl A

    4,978       364  

PepsiCo Inc

    57,970       9,585  

Procter & Gamble Co/The

    57,592       9,154  

Sysco Corp

    14,588       1,181  

Target Corp

    41,222       6,304  

Tyson Foods Inc, Cl A

    69,320       3,760  

US Foods Holding Corp *

    9,945       505  

Walmart Inc

    143,588       8,416  
                 
              81,940  

Energy — 4.4%

       

BP PLC ADR

    135,000       4,724  

Canadian Natural Resources

    39,330       2,741  

Cheniere Energy Inc

    30,433       4,723  

Chevron Corp

    17,330       2,634  

ConocoPhillips

    28,640       3,223  

Devon Energy Corp

    45,250       1,994  

Diamondback Energy Inc

    32,224       5,882  

Energy Transfer LP

    254,884       3,732  

EQT Corp

    26,995       1,003  

Exxon Mobil Corp

    33,231       3,473  

Marathon Oil Corp

    26,456       642  

Marathon Petroleum Corp

    40,190       6,801  

MPLX

    55,145       2,120  

Ovintiv Inc

    3,429       169  

PBF Energy Inc, Cl A

    27,006       1,261  

Phillips 66

    2,564       365  

Shell ADR

    60,500       3,801  

TechnipFMC PLC

    23,569       511  

Transocean Ltd *

    320,797       1,505  

 

 

 

6

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Continued)

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Valero Energy Corp

    34,068     $ 4,819  
                 
              56,123  

Financials — 16.0%

       

Allstate Corp/The

    45,632       7,279  

American Express Co

    4,166       914  

Ameriprise Financial Inc

    13,370       5,446  

Aon PLC, Cl A

    5,755       1,819  

Apollo Global Management Inc

    11,987       1,340  

Arch Capital Group Ltd *

    12,801       1,121  

Bank of America Corp

    273,646       9,446  

Berkshire Hathaway Inc, Cl B *

    27,380       11,209  

BlackRock Inc, Cl A

    1,720       1,396  

Block Inc, Cl A *

    24,991       1,986  

Capital One Financial Corp

    54,876       7,552  

Cboe Global Markets Inc

    18,081       3,472  

Charles Schwab Corp/The

    34,870       2,329  

Cincinnati Financial Corp

    34,518       3,935  

Citigroup Inc

    241,675       13,411  

CME Group Inc, Cl A

    16,612       3,660  

Comerica Inc

    5,973       295  

Corebridge Financial Inc

    44,872       1,114  

Essent Group Ltd

    1,455       78  

FactSet Research Systems Inc

    6,717       3,107  

Fidelity National Information Services Inc

    20,643       1,428  

First Horizon Corp

    65,609       925  

Fiserv Inc *

    27,343       4,082  

Global Payments Inc

    42,760       5,546  

Goldman Sachs Group Inc/The

    10,557       4,107  

Huntington Bancshares Inc/OH

    12,037       157  

Intercontinental Exchange Inc

    24,268       3,359  

Jack Henry & Associates Inc

    789       137  

JPMorgan Chase & Co

    104,047       19,359  

KeyCorp

    31,188       445  

Kinsale Capital Group Inc

    12,554       6,480  

KKR & Co Inc

    39,013       3,833  

Loews Corp

    39,778       2,989  

LPL Financial Holdings Inc

    1,075       288  

Mastercard Inc, Cl A

    17,450       8,285  

MGIC Investment Corp

    44,166       878  

Morgan Stanley

    63,574       5,470  

MSCI Inc, Cl A

    9,679       5,430  

Nasdaq Inc

    19,218       1,080  

New York Community Bancorp Inc

    388,710       1,862  

Old Republic International Corp

    6,565       190  

PayPal Holdings Inc *

    29,302       1,768  

Popular Inc

    17,847       1,493  

Principal Financial Group Inc

    21,293       1,722  

Progressive Corp/The

    5,199       986  

S&P Global Inc

    11,617       4,977  

State Street Corp

    16,632       1,226  

Synchrony Financial

    86,695       3,581  

Travelers Cos Inc/The

    24,848       5,490  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Truist Financial Corp

    54,549     $ 1,908  

Unum Group

    13,862       685  

Visa Inc, Cl A

    44,731       12,643  

Wells Fargo & Co

    129,956       7,224  

Willis Towers Watson PLC

    17,668       4,816  
                 
              205,758  

Health Care — 12.4%

       

AbbVie Inc

    21,925       3,860  

Agilent Technologies Inc

    8,350       1,147  

Amgen Inc

    6,432       1,761  

Apellis Pharmaceuticals Inc *

    5,018       311  

Baxter International Inc

    68,280       2,794  

Becton Dickinson & Co

    468       110  

Boston Scientific Corp *

    40,510       2,682  

Bristol-Myers Squibb Co

    132,937       6,747  

Cardinal Health Inc

    29,261       3,277  

Centene Corp *

    19,245       1,509  

Cigna Group/The

    9,751       3,278  

CVS Health Corp

    135,837       10,102  

DENTSPLY SIRONA Inc

    109,605       3,582  

Elevance Health Inc

    7,518       3,768  

Eli Lilly & Co

    28,119       21,193  

Exelixis Inc *

    124,604       2,729  

Gilead Sciences Inc

    9,548       688  

GSK PLC ADR

    86,480       3,623  

HCA Healthcare Inc

    1,352       421  

Humana Inc

    5,802       2,033  

Incyte Corp *

    14,149       826  

Insulet Corp *

    5,076       832  

Jazz Pharmaceuticals PLC *

    24,041       2,858  

Johnson & Johnson

    43,610       7,038  

Koninklijke Philips *

    120,270       2,411  

McKesson Corp

    8,866       4,623  

Medtronic PLC

    32,170       2,682  

Merck & Co Inc

    16,678       2,121  

Mettler-Toledo International Inc *

    624       778  

Neurocrine Biosciences Inc *

    10,844       1,414  

Organon & Co

    91,300       1,590  

Pfizer Inc

    281,124       7,467  

Regeneron Pharmaceuticals Inc *

    263       254  

Sanofi ADR

    40,890       1,957  

Sarepta Therapeutics Inc *

    3,416       437  

STERIS PLC

    21,829       5,084  

Stryker Corp

    13,633       4,759  

Tenet Healthcare Corp *

    6,853       637  

Thermo Fisher Scientific Inc

    7,895       4,502  

United Therapeutics Corp *

    2,506       565  

UnitedHealth Group Inc

    36,754       18,142  

Veeva Systems Inc, Cl A *

    6,926       1,562  

Vertex Pharmaceuticals Inc *

    5,481       2,306  

Viatris Inc

    369,716       4,573  

 

 

 

SEI Institutional Investments Trust

 

7

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Continued)

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Zoetis Inc, Cl A

    22,869     $ 4,536  
                 
              159,569  

Industrials — 9.5%

       

3M Co

    36,657       3,377  

AerCap Holdings NV *

    81,570       6,296  

AGCO Corp

    1,913       210  

Alaska Air Group Inc *

    59,680       2,231  

Allison Transmission Holdings Inc

    26,408       1,989  

Automatic Data Processing Inc

    36,147       9,078  

Axon Enterprise Inc *

    2,389       734  

AZEK Co Inc/The, Cl A *

    2,829       136  

Beacon Roofing Supply Inc *

    20,900       1,795  

Boeing Co/The *

    18,986       3,868  

Booz Allen Hamilton Holding Corp, Cl A

    8,384       1,238  

Builders FirstSource Inc *

    3,852       752  

Chart Industries Inc *

    22,070       3,153  

Cintas Corp

    6,450       4,055  

Core & Main Inc, Cl A *

    88,161       4,208  

Cummins Inc

    2,776       746  

Delta Air Lines Inc

    120,626       5,099  

Eaton Corp PLC

    9,947       2,875  

Emerson Electric Co

    3,661       391  

Equifax Inc

    11,805       3,230  

FedEx Corp

    26,125       6,504  

Ferguson PLC

    4,763       1,007  

Flowserve Corp

    37,477       1,586  

General Electric Co

    34,403       5,398  

Honeywell International Inc

    4,414       877  

Lennox International Inc

    391       184  

Lockheed Martin Corp

    8,410       3,602  

Lyft Inc, Cl A *

    46,810       743  

Masco Corp

    23,559       1,808  

NEXTracker Inc, Cl A *

    13,012       732  

Northrop Grumman Corp

    4,969       2,291  

Old Dominion Freight Line Inc

    9,355       4,139  

Otis Worldwide Corp

    53,413       5,090  

Owens Corning

    1,256       188  

Parker-Hannifin Corp

    571       306  

Rockwell Automation Inc

    1,856       529  

RTX Corp

    45,698       4,098  

Snap-on Inc

    4,107       1,132  

Trane Technologies PLC

    1,910       539  

TransUnion

    41,600       3,229  

Uber Technologies Inc *

    56,651       4,504  

Union Pacific Corp

    1,492       379  

United Airlines Holdings Inc *

    49,486       2,251  

United Rentals Inc

    5,603       3,884  

Waste Connections Inc

    44,938       7,479  

WESCO International Inc

    11,916       1,781  

Woodward Inc

    19,752       2,795  
                 
              122,516  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Information Technology — 24.6%

       

Accenture PLC, Cl A

    9,995     $ 3,746  

Adobe Inc *

    4,211       2,359  

Advanced Micro Devices Inc *

    13,430       2,586  

Apple Inc

    352,432       63,702  

Applied Materials Inc

    35,027       7,062  

AppLovin Corp, Cl A *

    3,610       216  

Arista Networks Inc *

    2,364       656  

Arrow Electronics Inc *

    3,771       443  

Atlassian Corp, Cl A *

    16,444       3,411  

Autodesk Inc *

    8,830       2,280  

Broadcom Inc

    12,984       16,886  

Cadence Design Systems Inc *

    6,451       1,964  

CDW Corp/DE

    36,925       9,091  

Cisco Systems Inc

    110,757       5,357  

Cloudflare Inc, Cl A *

    2,184       215  

Crowdstrike Holdings Inc, Cl A *

    2,484       805  

Dell Technologies Inc, Cl C

    3,241       307  

DocuSign Inc, Cl A *

    21,999       1,172  

Dropbox Inc, Cl A *

    21,092       505  

Elastic NV *

    5,120       685  

Fair Isaac Corp *

    1,502       1,907  

Fortinet Inc *

    29,041       2,007  

Gitlab Inc, Cl A *

    22,742       1,640  

GoDaddy Inc, Cl A *

    5,300       605  

Hewlett Packard Enterprise Co

    78,116       1,190  

HP Inc

    21,013       595  

Intel Corp

    110,265       4,747  

International Business Machines Corp

    12,945       2,395  

Intuit Inc

    19,721       13,073  

KLA Corp

    7,822       5,337  

Lam Research Corp

    5,795       5,437  

Micron Technology Inc

    71,244       6,455  

Microsoft Corp

    181,236       74,966  

MongoDB Inc, Cl A *

    2,443       1,093  

Monolithic Power Systems Inc

    4,638       3,340  

Motorola Solutions Inc

    17,511       5,785  

NetApp Inc

    44,539       3,969  

Nutanix Inc, Cl A *

    48,093       3,038  

NVIDIA Corp

    34,109       26,984  

Oracle Corp

    18,962       2,118  

Palo Alto Networks Inc *

    2,101       653  

Pure Storage Inc, Cl A *

    13,432       707  

QUALCOMM Inc

    25,457       4,017  

Salesforce Inc *

    7,441       2,298  

ServiceNow Inc *

    4,106       3,167  

Smartsheet Inc, Cl A *

    19,315       815  

Snap Inc, Cl A *

    26,640       294  

Snowflake Inc, Cl A *

    9,569       1,802  

Synopsys Inc *

    896       514  

Tenable Holdings Inc *

    4,413       213  

Teradyne Inc

    24,290       2,516  

 

 

 

8

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Continued)

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Twilio Inc, Cl A *

    5,042     $ 300  

UiPath Inc, Cl A *

    51,278       1,218  

Vontier Corp

    85,300       3,668  

Workday Inc, Cl A *

    5,786       1,705  

Zscaler Inc *

    12,219       2,957  
                 
              316,973  

Materials — 2.6%

       

Berry Global Group Inc

    3,880       226  

Commercial Metals Co

    16,236       877  

Crown Holdings Inc

    26,460       2,027  

DuPont de Nemours Inc

    3,143       217  

Ecolab Inc

    9,502       2,136  

FMC Corp

    73,570       4,149  

Mosaic Co/The

    17,128       534  

Newmont Corp

    70,450       2,202  

Nucor Corp

    7,460       1,435  

PPG Industries Inc

    26,073       3,692  

Reliance Inc

    20,545       6,599  

RPM International Inc

    6,799       784  

Sherwin-Williams Co/The

    19,795       6,573  

Steel Dynamics Inc

    13,646       1,826  
                 
              33,277  

Real Estate — 1.7%

       

Brixmor Property Group Inc

    100,718       2,277  

CubeSmart

    4,678       204  

EastGroup Properties Inc

    3,453       607  

Equinix Inc

    9,240       8,213  

Host Hotels & Resorts Inc

    29,200       605  

Howard Hughes Holdings Inc *

    24,700       1,887  

Invitation Homes Inc

    82,042       2,795  

Iron Mountain Inc

    33,383       2,625  

Lamar Advertising Co, Cl A

    18,143       2,006  

Simon Property Group Inc

    3,042       451  
                 
              21,670  

Utilities — 2.9%

       

AES Corp/The

    155,159       2,358  

Constellation Energy Corp

    15,372       2,589  

Dominion Energy Inc

    68,208       3,262  

Edison International

    56,498       3,843  

Entergy Corp

    24,365       2,475  

Evergy Inc

    39,879       1,976  

FirstEnergy Corp

    86,440       3,165  

National Fuel Gas Co

    17,524       854  

NextEra Energy Inc

    62,689       3,460  

NRG Energy Inc

    91,568       5,066  

PG&E Corp

    146,636       2,447  

Pinnacle West Capital Corp

    1,204       82  

Sempra

    21,073       1,488  

UGI Corp

    55,550       1,360  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Vistra Corp

    62,895     $ 3,430  
                 
              37,855  

Total Common Stock

               

(Cost $898,539) ($ Thousands)

            1,228,943  
   

Face Amount
(Thousands)

         

U.S. TREASURY OBLIGATION — 1.8%

U.S. Treasury Bill

               

5.253%, 05/30/2024 (B)

  $ 22,695       22,398  
                 

Total U.S. Treasury Obligation

               

(Cost $22,401) ($ Thousands)

    22,398  
                 
                 
   


Shares

         

AFFILIATED PARTNERSHIP — 0.0%

SEI Liquidity Fund, LP

               

5.370% **(C)

    471,310       469  
                 
                 

Total Affiliated Partnership

               

(Cost $472) ($ Thousands)

    469  
                 
                 
                 

CASH EQUIVALENT — 2.2%

SEI Daily Income Trust, Government Fund, Institutional Class

               

5.140%**

    27,928,997       27,929  

Total Cash Equivalent

               

(Cost $27,929) ($ Thousands)

            27,929  

Total Investments in Securities — 99.5%

               

(Cost $949,341) ($ Thousands)

  $ 1,279,739  
                 
                 

 

 

 

SEI Institutional Investments Trust

 

9

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Continued)

 

 

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

 

Type of Contract

 

Number of
Contracts

   

Expiration Date

   

Notional Amount (Thousands)

   

Value
(Thousands)

   

Unrealized Appreciation(Thousands)

 

Long Contracts

                                       

S&P 500 Index E-MINI

    13       Mar-2024     $ 3,303     $ 3,317     $ 14  
                                         

 

A list of the open OTC Swap agreement held by the Fund at February 29, 2024, is as follows:

 

Total Return Swaps

Counterparty

 

Reference Entity/ Obligation

   

Fund Pays

   

Fund Receives

   

Payment Frequency

   

Termination Date

   

Currency

   

Notional
Amount
(Thousands)

   

Value
(Thousands)

   

Net Unrealized
Appreciation
(Thousands)

 

Bank of America Merrill Lynch

 

United States Custom Basket of Securities

      1 Month + 0.15%       Asset Returns       Monthly       09/15/2025       USD       31,796     $ 310     $ 310  

 

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:

 

United States Custom Basket of Long Securities

 

 

Shares

 

Description

 

Notional Amount (Thousands)

   

Value (Thousands)

      Percentage of Basket  
                                 
    23,836  

NVIDIA CORP

  $ 17,319     $ 1,503       54.5 %
    97,899  

ALPHABET INC-CL C

    13,977       (454 )     44.0  
    67,338  

AMAZON.COM INC

    11,434       448       36.0  
    1,188  

BOOKING HOLDINGS INC

    4,456       (348 )     14.0  
    31,568  

PULTEGROUP INC

    3,298       117       10.4  
    21,712  

SIMON PROPERTY GROUP INC

    3,213       (4 )     10.1  
    37,016  

COLGATE-PALMOLIVE CO

    3,093       103       9.7  
    70,837  

PURE STORAGE-A

    3,075       648       9.7  
    21,743  

EXPEDIA GROUP INC

    3,012       (44 )     9.5  
    33,751  

TEXTRON INC

    2,910       91       9.2  
    88,462  

DROPBOX INC-CLASS A

    2,879       (766 )     9.1  
    104,482  

NEWS CORP - CLASS A

    2,769       34       8.7  
    51,163  

WELLS FARGO & CO

    2,663       194       8.4  
    52,372  

PBF ENERGY INC-CLASS A

    2,659       (205 )     8.4  
    7,989  

CROWDSTRIKE HO-A

    2,647       (64 )     8.3  
    39,524  

EDISON INTERNATIONAL

    2,627       56       8.3  
    165,656  

KEYCORP

    2,352       41       7.4  
    45,165  

US FOODS HOLDING CORP

    2,194       96       6.9  
    24,980  

MEDTRONIC PLC

    2,116       (39 )     6.7  
    136,576  

HEWLETT PACKA

    2,084       (8 )     6.6  
    97,990  

LIBERTY GLOBAL LTD-C

    2,001       (187 )     6.3  
    28,894  

TAYLOR MORRISON HOME CORP

    1,654       (22 )     5.2  
    1,570  

BLACKROCK INC

    1,253       19       3.9  
    20,393  

INCYTE CORP

    1,203       (15 )     3.8  
    7,056  

CHENIERE ENERGY INC

    1,122       (27 )     3.5  
    15,223  

MASCO CORP

    1,119       54       3.5  
    784  

BROADCOM INC

    992       26       3.1  
    11,061  

MICRON TECHNOLOGY INC

    903       102       2.8  
    19,888  

UNITED AIRLINES

    852       52       2.7  
    48,773  

NORWEGIAN CRUISE

    805       139       2.5  
    1,634  

S&P GLOBAL INC

    694       7       2.2  
    4,127  

INTERCONTINENTAL

    565       6       1.8  
    4,651  

ARROW ELECTRONICS INC

    529       16       1.7  
    3,618  

WESCO INTERNATIONAL INC

    524       16       1.6  
    1,970  

EQUIFAX INC

    513       27       1.6  
    813  

NETFLIX INC

    482       7       1.5  
    1,092  

BERKSHIRE HATH-B

    441       6       1.4  
    6,645  

ADVANCE AUTO PARTS INC

    430       18       1.4  
    4,786  

PAYPAL HOLDINGS INC

    286       3       0.9  
    7,152  

KRAFT HEINZ CO/THE

    250       2       0.8  
    1,706  

TARGET CORP

    250       13       0.8  
                                 

 

 

 

10

 

SEI Institutional Investments Trust

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Continued)

 

 
 

Shares

 

Description

 

Notional Amount (Thousands)

   

Value (Thousands)

      Percentage of Basket  
                                 
    1,374  

ASSURANT INC

  $ 237     $ 12       0.7 %
    4,154  

VENTAS INC

    184       (67 )     0.6  
    1,521  

MOHAWK INDUSTRIES INC

    177       3       0.6  
    1,101  

CLOROX COMPANY

    168       1       0.5  
    1,201  

MERCK & CO. INC.

    152       1       0.5  
    1,756  

POPULAR INC

    151       (6 )     0.5  
    250  

ADOBE INC

    148       (8 )     0.5  

 

United States Custom Basket of Short Securities

 

 

Shares

 

Description

 

Notional Amount (Thousands)

   

Value (Thousands)

      Percentage of Basket  
                                 
    (2,198 )

SUPER MICRO COMPUTER INC

  $ (2,207 )   $ 352       (6.9 )%
    (3,955 )

SAIA INC

    (2,185 )     (87 )     (6.9 )
    (33,073 )

CELSIUS HOLDINGS INC

    (2,096 )     (611 )     (6.6 )
    (37,884 )

WAYFAIR INC- CLASS A

    (1,978 )     (279 )     (6.2 )
    (16,368 )

RAYMOND JAMES

    (1,939 )     (28 )     (6.1 )
    (9,082 )

REPLIGEN CORP

    (1,871 )     114       (5.9 )
    (6,592 )

ZEBRA TECH CORP

    (1,870 )     32       (5.9 )
    (14,564 )

AMERICAN WATER W

    (1,810 )     77       (5.7 )
    (13,849 )

SUN COMMUNITIES INC

    (1,777 )     (73 )     (5.6 )
    (130,747 )

ROBINHOOD MARKETS INC - A

    (1,755 )     (416 )     (5.5 )
    (14,539 )

GENERAC HOLDINGS INC

    (1,755 )     124       (5.5 )
    (9,955 )

JACK HENRY

    (1,733 )     6       (5.5 )
    (13,698 )

EXPEDITORS INTL WASH INC

    (1,725 )     91       (5.4 )
    (7,804 )

MARKETAXESS HOLDINGS INC

    (1,721 )     55       (5.4 )
    (3,656 )

KINSALE CAPITAL GROUP INC

    (1,600 )     (312 )     (5.0 )
    (11,819 )

CHART INDUSTRIES INC

    (1,567 )     (121 )     (4.9 )
    (42,979 )

ESSENTIAL UTILITIES INC

    (1,556 )     52       (4.9 )
    (35,814 )

NOBLE CORP PLC

    (1,545 )     50       (4.9 )
    (25,234 )

LIBERTY BROADBAND-C

    (1,521 )     5       (4.8 )
    (7,301 )

FABRINET

    (1,476 )     (96 )     (4.6 )
    (3,275 )

TYLER TECHNOLOGIES INC

    (1,445 )     16       (4.5 )
    (24,865 )

AGREE REALTY CORP

    (1,426 )     56       (4.5 )
    (8,839 )

FIRST SOLAR INC

    (1,412 )     55       (4.4 )
    (12,905 )

CULLEN/FROST BANKERS INC

    (1,410 )     -       (4.4 )
    (5,033 )

RBC BEARINGS INC

    (1,386 )     15       (4.4 )
    (40,758 )

NEW FORTRESS ENERGY INC

    (1,304 )     (126 )     (4.1 )
    (3,547 )

ERIE INDEMNITY COMPANY-CL A

    (1,261 )     (183 )     (4.0 )
    (31,921 )

AFFIRM HOLDINGS INC

    (1,243 )     46       (3.9 )
    (6,789 )

ASPEN TECHNOLOGY INC

    (1,227 )     (88 )     (3.9 )
    (11,970 )

WINTRUST FINANCIAL CORP

    (1,166 )     10       (3.7 )
    (5,924 )

SPS COMMERCE INC

    (1,165 )     71       (3.7 )
    (6,101 )

FIVE BELOW

    (1,157 )     (67 )     (3.6 )
    (13,169 )

MACOM TECHNOLOGY

    (1,135 )     (26 )     (3.6 )
    (35,576 )

OMEGA HEALTHCARE

    (1,116 )     10       (3.5 )
    (122,932 )

AMCOR PLC

    (1,105 )     (22 )     (3.5 )
    (12,640 )

PINNACLE FINL

    (1,075 )     31       (3.4 )
    (20,679 )

COMMERCE BANCSHARES INC

    (1,071 )     (3 )     (3.4 )
    (7,465 )

RLI CORP

    (1,066 )     (28 )     (3.4 )
    (8,571 )

CROCS INC

    (1,042 )     (4 )     (3.3 )
    (8,527 )

CHURCHILL DOWNS INC

    (1,023 )     (15 )     (3.2 )
    (6,147 )

NOVANTA INC

    (1,007 )     (54 )     (3.2 )
    (7,385 )

MASIMO CORP

    (991 )     44       (3.1 )
    (5,190 )

MSA SAFETY INC

    (924 )     (33 )     (2.9 )
    (31,214 )

PILGRIM'S PRIDE CORP

    (892 )     (101 )     (2.8 )
    (6,083 )

ENTEGRIS INC

    (825 )     11       (2.6 )
    (71,205 )

ROIVANT SCIENCES LTD

    (815 )     2       (2.6 )
    (5,722 )

ENPHASE ENERGY INC

    (780 )     67       (2.5 )
    (19,860 )

UNITED BANKSHARES INC

    (711 )     24       (2.2 )
                                 

 

 

 

SEI Institutional Investments Trust

 

11

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Disciplined Equity Fund (Concluded)

 

 
 

Shares

 

Description

 

Notional Amount (Thousands)

   

Value (Thousands)

      Percentage of Basket  
                                 
    (4,156 )

SITEONE LANDSCAP

  $ (698 )   $ (1 )     (2.2 )%
    (4,310 )

FIRST SOLAR INC

    (689 )     28       (2.2 )
    (20,061 )

UNITY SOFTWARE INC

    (684 )     99       (2.2 )
    (7,658 )

IDACORP INC

    (681 )     1       (2.1 )
    (5,487 )

GARMIN LTD

    (680 )     (73 )     (2.1 )
    (8,656 )

VAXCYTE INC

    (649 )     11       (2.0 )
    (10,674 )

BROWN-FORMAN CORP-CLASS B

    (625 )     (17 )     (2.0 )
    (22,066 )

WOLFSPEED INC

    (618 )     46       (1.9 )
    (7,319 )

COSTAR GROUP INC

    (607 )     (29 )     (1.9 )
    (2,908 )

FTI CONSULTING INC

    (554 )     (48 )     (1.7 )
    (6,357 )

TKO GROUP HOLDINGS INC

    (553 )     22       (1.7 )
    (16,899 )

FIRST FINL BANKSHARES INC

    (542 )     20       (1.7 )
    (10,648 )

WEBSTER FINANCIAL CORP

    (513 )     6       (1.6 )
    (3,600 )

HOULIHAN LOKEY INC

    (472 )     8       (1.5 )
    (278 )

TEXAS PACIFIC LAND CORP

    (414 )     (25 )     (1.3 )
    (2,342 )

HEICO CORP

    (366 )     3       (1.2 )
    (2,545 )

UBIQUITI INC

    (326 )     27       (1.0 )
    (18,346 )

SHOALS TECHNOL-A

    (302 )     68       (1.0 )
    (8,387 )

VIPER ENERGY INC

    (301 )     (2 )     (0.9 )
    (6,459 )

RYAN SPECIALTY H

    (294 )     (45 )     (0.9 )
    (5,593 )

KINETIK HOLDINGS INC

    (186 )     (16 )     (0.6 )
    (2,112 )

ON SEMICONDUCTOR

    (170 )     4       (0.5 )
    (1,731 )

CRISPR THERAPEUTICS AG

    (146 )     1       (0.5 )

 

 

Percentages are based on Net Assets of $1,286,500 ($ Thousands).

*

Non-income producing security.

**

The rate reported is the 7-day effective yield as of February 29, 2024.

Investment in Affiliated Security.

Real Estate Investment Trust.

(A)

Certain securities or partial positions of certain securities are on loan at February 29, 2024.

(B)

Interest rate represents the security's effective yield at the time of purchase.

(C)

This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $469 ($ Thousands).

 
 

The following is a summary of the transactions with affiliates for the period ended February 29, 2024 ($ Thousands):

 

Security Description

 

Value
5/31/2023

   

Purchases
at Cost

   

Proceeds
from Sales

   

Realized Gain (Loss)

   

Change in Unrealized Appreciation (Depreciation)

   

Value
2/29/2024

   

Income

   

Capital Gains

 

SEI Liquidity Fund, LP

  $     $ 25,804     $ (25,334 )   $ 1     $ (2 )   $ 469     $ 29     $  

SEI Daily Income Trust, Government Fund,
Institutional Class

    51,401       433,272       (456,744 )                 27,929       1,854        

Totals

  $ 51,401     $ 459,076     $ (482,078 )   $ 1     $ (2 )   $ 28,398     $ 1,883     $  

 

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

 

See “Glossary” for abbreviations.

 

 

12

 

SEI Institutional Investments Trust

 

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Index Fund

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK — 97.5%

                 

Communication Services — 8.4%

       

Alphabet Inc, Cl A *

    222,560     $ 30,816  

Alphabet Inc, Cl C *

    187,880       26,262  

AMC Entertainment Holdings Inc, Cl A *(A)

    2,549       11  

AT&T Inc

    269,385       4,561  

Cable One Inc

    257       117  

Charter Communications Inc, Cl A *

    3,897       1,145  

Comcast Corp, Cl A

    150,750       6,460  

Electronic Arts Inc

    10,165       1,418  

Fox Corp

    16,227       469  

Frontier Communications Parent Inc *

    10,100       239  

GCI Liberty - Escrow *

    4,949        

IAC Inc *

    2,232       127  

Interpublic Group of Cos Inc/The

    14,745       463  

Iridium Communications Inc

    5,300       153  

Liberty Broadband Corp, Cl A *

    80       5  

Liberty Broadband Corp, Cl C *

    4,578       276  

Liberty Media Corp-Liberty Formula One, Cl A *

    1,200       79  

Liberty Media Corp-Liberty Formula One, Cl C *

    7,300       531  

Liberty Media Corp-Liberty Live, Cl A *

    731       28  

Liberty Media Corp-Liberty Live, Cl C *

    1,892       75  

Liberty Media Corp-Liberty SiriusXM *

    6,321       183  

Liberty Media Corp-Liberty SiriusXM, Cl A *

    2,720       79  

Live Nation Entertainment Inc *

    6,500       630  

Madison Square Garden Sports Corp, Cl A *

    986       186  

Match Group Inc *

    10,096       364  

Meta Platforms Inc, Cl A

    82,900       40,632  

Netflix Inc *

    16,100       9,707  

New York Times Co/The, Cl A

    5,100       226  

News Corp

    6,300       176  

News Corp, Cl A

    12,446       335  

Nexstar Media Group Inc, Cl A

    1,600       266  

Omnicom Group Inc

    7,744       684  

Paramount Global, Cl A (A)

    715       15  

Paramount Global, Cl B

    22,586       249  

Pinterest Inc, Cl A *

    21,700       796  

Playtika Holding Corp *

    1,405       10  

ROBLOX Corp, Cl A *

    16,800       670  

Roku Inc, Cl A *

    4,200       265  

Sirius XM Holdings Inc (A)

    29,200       129  

Spotify Technology SA *

    5,300       1,359  

Take-Two Interactive Software Inc *

    6,535       960  

TKO Group Holdings Inc, Cl A

    1,500       126  

T-Mobile US Inc

    19,592       3,199  

Trade Desk Inc/The, Cl A *

    16,700       1,427  

TripAdvisor Inc *

    5,167       139  

Verizon Communications Inc

    158,876       6,358  

Walt Disney Co/The

    69,050       7,705  

Warner Bros Discovery Inc *

    84,836       746  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

ZoomInfo Technologies Inc, Cl A *

    12,100     $ 203  
                 
              151,059  

Consumer Discretionary — 10.4%

       

ADT Inc

    5,483       40  

Advance Auto Parts Inc

    2,708       183  

Airbnb Inc, Cl A *

    15,500       2,441  

Amazon.com Inc *

    337,640       59,681  

Aptiv PLC *

    10,300       819  

Aramark

    10,300       312  

AutoNation Inc *

    832       125  

AutoZone Inc *

    618       1,858  

Bath & Body Works Inc

    9,157       418  

Best Buy Co Inc

    7,147       578  

Booking Holdings Inc *

    1,278       4,433  

BorgWarner Inc

    9,164       285  

Boyd Gaming Corp

    2,400       159  

Bright Horizons Family Solutions Inc *

    2,400       276  

Brunswick Corp/DE

    3,200       280  

Burlington Stores Inc *

    2,200       451  

Caesars Entertainment Inc *

    7,200       313  

Capri Holdings Ltd *

    3,900       180  

CarMax Inc *

    5,760       455  

Carnival Corp, Cl A *

    36,900       585  

Carter's Inc

    2,100       170  

Chipotle Mexican Grill Inc, Cl A *

    1,019       2,740  

Choice Hotels International Inc

    1,484       166  

Churchill Downs Inc

    2,500       305  

Columbia Sportswear Co

    2,000       165  

Coupang Inc, Cl A *

    40,600       752  

Crocs Inc *

    2,600       318  

Darden Restaurants Inc

    4,368       746  

Deckers Outdoor Corp *

    900       806  

Dick's Sporting Goods Inc

    2,258       402  

Domino's Pizza Inc

    1,400       628  

DoorDash Inc, Cl A *

    11,500       1,433  

DR Horton Inc

    11,768       1,759  

DraftKings Inc, Cl A *

    15,800       684  

eBay Inc

    19,111       904  

Etsy Inc *

    4,300       308  

Expedia Group Inc *

    4,722       646  

Five Below Inc *

    1,800       361  

Floor & Decor Holdings Inc, Cl A *

    3,700       448  

Ford Motor Co

    150,984       1,878  

GameStop Corp, Cl A *(A)

    12,800       183  

Gap Inc/The

    4,921       93  

Garmin Ltd

    5,700       783  

General Motors Co

    51,700       2,119  

Gentex Corp

    10,364       379  

Genuine Parts Co

    4,811       718  

Grand Canyon Education Inc *

    1,200       162  

H&R Block Inc

    4,725       231  

Harley-Davidson Inc

    5,503       200  

 

 

 

SEI Institutional Investments Trust

 

13

 

 

 

 

SCHEDULE OF INVESTMENTS (Unaudited)

February 29, 2024

Large Cap Index Fund (Continued)

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Hasbro Inc

    5,667     $ 285  

Hilton Worldwide Holdings Inc

    9,233       1,886  

Home Depot Inc/The

    37,379       14,227  

Hyatt Hotels Corp, Cl A

    1,300       200  

Kohl's Corp

    5,319       148  

Las Vegas Sands Corp

    12,993       708  

Lear Corp

    2,400       330  

Leggett & Platt Inc

    3,312       68  

Lennar Corp, Cl A

    9,590       1,520  

Lennar Corp, Cl B

    713       105  

Lithia Motors Inc, Cl A

    1,200       359  

LKQ Corp

    10,700       559  

Lowe's Cos Inc

    21,710       5,225  

Lucid Group Inc *(A)

    23,800       79  

Lululemon Athletica Inc *

    4,200       1,962  

Macy's Inc

    9,300       162  

Marriott International Inc/MD, Cl A

    8,894       2,222  

Marriott Vacations Worldwide Corp

    1,100       102  

Mattel Inc *

    11,242       221  

McDonald's Corp

    27,380       8,003  

MGM Resorts International *

    11,139       482  

Mister Car Wash Inc *(A)

    3,900       32  

Mohawk Industries Inc *

    2,166       257  

Murphy USA Inc

    800       334  

Newell Brands Inc

    19,493       146  

NIKE Inc, Cl B

    44,768       4,653  

Nordstrom Inc

    5,512       116  

Norwegian Cruise Line Holdings Ltd *

    18,900       366  

NVR Inc *

    114       869  

Ollie's Bargain Outlet Holdings Inc *

    1,600       128  

O'Reilly Automotive Inc *

    2,240       2,436  

Peloton Interactive Inc, Cl A *

    13,900       63  

Penn Entertainment Inc *

    7,000       128  

Penske Automotive Group Inc

    400       61  

Petco Health & Wellness Co Inc, Cl A *

    3,300       9  

Phinia Inc

    1,832       63  

Planet Fitness Inc, Cl A *

    2,700       168  

Polaris Inc

    1,900       176  

Pool Corp

    1,300       518  

PulteGroup Inc

    8,545       926  

PVH Corp

    2,200       301  

QuantumScape Corp, Cl A *(A)

    13,000       81  

Ralph Lauren Corp, Cl A

    1,180       219  

RH *

    500       137  

Rivian Automotive Inc, Cl A *(A)

    26,200       297  

Ross Stores Inc

    12,676       1,888  

Royal Caribbean Cruises Ltd *

    8,600       1,061  

Service Corp International/US

    5,194       380  

Skechers USA Inc, Cl A *

    5,800       358  

Starbucks Corp

    41,912       3,977  

Tapestry Inc

    6,967       331  

Tempur Sealy International Inc

    4,900       267  

 

             

Description

 

Shares

   

Market Value
($ Thousands)

 

COMMON STOCK (continued)

Tesla Inc *

    103,255     $ 20,845  

Texas Roadhouse Inc, Cl A

    2,800       418  

Thor Industries Inc

    2,200       282  

TJX Cos Inc/The

    42,816       4,245  

Toll Brothers Inc

    3,951       453  

TopBuild Corp *

    1,300       523  

Tractor Supply Co

    3,800       966  

Travel + Leisure Co

    1,368       61  

Ulta Beauty Inc *

    1,852       1,016  

Under Armour Inc, Cl A *

    9,700       87  

Under Armour Inc, Cl C *

    11,321       97  

Vail Resorts Inc

    1,400       322  

Valvoline Inc *

    5,304       226  

VF Corp

    16,368       267  

Victoria's Secret & Co *

    3,852       110  

Wayfair Inc, Cl A *

    2,700       161  

Wendy's Co/The

    9,175       166  

Whirlpool Corp

    2,416       259  

Williams-Sonoma Inc

    2,162       509  

Wingstop Inc

    1,300       456  

Wyndham Hotels & Resorts Inc

    2,568       197  

Wynn Resorts Ltd

    3,696       389  

YETI Holdings Inc *

    4,400       181  

Yum! Brands Inc

    10,648       1,474  
                 
              187,668  

Consumer Staples — 5.5%

       

Albertsons Cos Inc, Cl A

    17,600       357  

Altria Group Inc

    65,740       2,689  

Archer-Daniels-Midland Co

    20,279       1,077  

BJ's Wholesale Club Holdings Inc *

    4,700       343  

Boston Beer Co Inc/The, Cl A *

    200       62  

Brown-Forman Corp, Cl A

    2,200       132  

Brown-Forman Corp, Cl B

    6,317       381  

Bunge Global SA

    5,500       519  

Campbell Soup Co

    7,678       327  

Casey's General Stores Inc

    1,400       426  

Celsius Holdings Inc *

    5,100       416  

Church & Dwight Co Inc

    9,014       903  

Clorox Co/The

    4,303       660  

Coca-Cola Co/The

    146,140       8,771  

Colgate-Palmolive Co

    31,450       2,721  

Conagra Brands Inc

    18,576       522  

Constellation Brands Inc, Cl A

    6,131       1,524  

Costco Wholesale Corp

    16,581       12,334  

Coty Inc, Cl A *

    17,622       221  

Darling Ingredients Inc *

    7,000       296  

Dollar General Corp

    8,500       1,235  

Dollar Tree Inc *

    8,134       1,193  

Estee Lauder Cos Inc/The, Cl A

    8,708       1,294  

Flowers Foods Inc

    5,525       124  

Freshpet Inc *

    1,100       124  

General Mills Inc

    22,292       1,431  

 

 

 

14