TSY INFL IX N/B 1.125000% 10/15/2030

NPORT-P false 0000939934 XXXXXXXX S000013606 C000036889 SEI INSTITUTIONAL INVESTMENTS TRUST 811-07257 0000939934 0N2JSH1PTH72JCCP2A88 ONE FREEDOM VALLEY DRIVE OAKS 19456 8003425734 SIIT REAL RETURN FUND S000013606 2IVLVKXRG9L28ISTNV47 2026-05-31 2026-05-31 N 273477090.08 8878.71 273468211.37 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1578731.65000000 USD N United States of America 254900HROIFWPRGM1V77 TSY INFL IX N/B 1.125000% 10/15/2030 91282CPH8 18766000.00000000 PA USD 18874340.02000000 6.901840592529 Long DBT USGA US N 2 2030-10-15 Fixed 1.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029 9128285W6 8589000.00000000 PA USD 11072699.06000000 4.048989461893 Long DBT USGA US N 2 2029-01-15 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27 91282CFR7 14914000.00000000 PA USD 16750422.76000000 6.125180940075 Long DBT USGA US N 2 2027-10-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125% 01/15/2030 912828Z37 11671000.00000000 PA USD 14260787.48000000 5.214788003533 Long DBT USGA US N 2 2030-01-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28 912810FD5 3091000.00000000 PA USD 6563041.50000000 2.399928484236 Long DBT USGA US N 2 2028-04-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027 9128282L3 10837000.00000000 PA USD 14530604.91000000 5.313453010573 Long DBT USGA US N 2 2027-07-15 Fixed 0.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28 912810PV4 3883000.00000000 PA USD 6155203.67000000 2.250793113819 Long DBT USGA US N 2 2028-01-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028 912828Y38 9860000.00000000 PA USD 12840650.51000000 4.695481952242 Long DBT USGA US N 2 2028-07-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 TSY INFL IX N/B 1.625000% 10/15/2029 91282CLV1 17060000.00000000 PA USD 18036681.97000000 6.595531480474 Long DBT USGA US N 2 2029-10-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028 91282CJH5 15668000.00000000 PA USD 17320727.74000000 6.333726195534 Long DBT USGA US N 2 2028-10-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 TSY INFL IX N/B 1.250000% 04/15/2031 91282CQP9 9680000.00000000 PA USD 9640652.64000000 3.525328443735 Long DBT USGA US N 2 2031-04-15 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028 91282CGW5 14883000.00000000 PA USD 16326306.33000000 5.970092921663 Long DBT USGA US N 2 2028-04-15 Fixed 1.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29 912810PZ5 3710000.00000000 PA USD 5862333.30000000 2.143698264098 Long DBT USGA US N 2 2029-01-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29 912810FH6 3606000.00000000 PA USD 7724236.30000000 2.824546319772 Long DBT USGA US N 2 2029-04-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 TSY INFL IX N/B 1.625000% 04/15/2030 91282CNB3 17988000.00000000 PA USD 18705861.14000000 6.840232378852 Long DBT USGA US N 2 2030-04-15 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 TSY INFL IX N/B 2.125000% 04/15/2029 91282CKL4 16016000.00000000 PA USD 17392472.66000000 6.359961391076 Long DBT USGA US N 2 2029-04-15 Fixed 2.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES .25% 07/15/29 9128287D6 10269000.00000000 PA USD 12808852.11000000 4.683854129089 Long DBT USGA US N 2 2029-07-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2031 91282CBF7 13506000.00000000 PA USD 16043392.51000000 5.866638915589 Long DBT USGA US N 2 2031-01-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES .125 07/15/2030 912828ZZ6 12824000.00000000 PA USD 15646097.06000000 5.721358611159 Long DBT USGA US N 2 2030-07-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028 9128283R9 11187000.00000000 PA USD 14761790.78000000 5.397991490874 Long DBT USGA US N 2 2028-01-15 Fixed 0.50000000 N N N N N N 2026-05-31 SEI INSTITUTIONAL INVESTMENTS TRUST Glenn Kurdziel Glenn Kurdziel Controller and Chief Financial Officer