# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182703
**Filing Date:** 2025-7
**Character Count:** 12254
**Document Hash:** 4edf67c4535e211676246cd4758a5b55
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182703.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182703

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162819

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT Real Return Fund (Series ID: S000013606)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000036889 | SIIT Real Return Fund - Class A | RRPAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

**Item A.2. Information about the Series.**

- **a. Name of Series:** SIIT REAL RETURN FUND

- **b. EDGAR series identifier (if any):** S000013606

- **c. LEI of Series:** 2IVLVKXRG9L28ISTNV47

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $254608302.47

**Total Liabilities:** $14886.10

**Net Assets:** $254593416.37

**Cash Not Reported:** $1544634.54

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000036889 | -0.42%               | 0.89%                | 1.07%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-57476.46               | $-1968225.57                               |
| Month 2  | $-31773.86               | $817045.92                                 |
| Month 3  | $-17226.39               | $835476.12                                 |

### Schedule of Portfolio Investments

| Name                     | Title                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8%  01/15/2027 | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   9355000 | PA      | $12213451.46  | 4.80%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES .875% 01/15/2029   | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   8355000 | PA      | $10381730.57  | 4.08%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-5/8% 10/15/27    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  14378000 | PA      | $15701189.23  | 6.17%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  01/15/2030 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  11457000 | PA      | $13364130.18  | 5.25%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-5/8% 04/15/28    | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   2959000 | PA      | $6220881.43   | 2.44%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2027  | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  10513000 | PA      | $13546039.76  | 5.32%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/4% 01/15/28    | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3747000 | PA      | $5784565.06   | 2.27%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 07/15/2028  | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   9529000 | PA      | $11961185.01  | 4.70%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America | TSY INFL IX N/B 1.625000% 10/15/2029                            | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  16799000 | PA      | $17230473.94  | 6.77%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27    | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3844000 | PA      | $6205584.92   | 2.44%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8%  07/15/2026 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  10044000 | PA      | $13284829.77  | 5.22%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027  | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  13663000 | PA      | $15140939.28  | 5.95%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2.375% 10/15/2028  | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  15112000 | PA      | $16345578.30  | 6.42%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 10/15/2026  | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  12925000 | PA      | $14947740.59  | 5.87%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.250 04/15/2028   | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  14364000 | PA      | $15258931.16  | 5.99%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-1/2% 01/15/29    | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3559000 | PA      | $5502812.83   | 2.16%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 3-7/8% 04/15/29    | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   3478000 | PA      | $7379773.25   | 2.90%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America | TSY INFL IX N/B 1.625000% 04/15/2030                            | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |   9191000 | PA      | $9259493.83   | 3.64%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America | TSY INFL IX N/B 2.125000% 04/15/2029                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  16008000 | PA      | $16957446.44  | 6.66%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES .25%  07/15/29     | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  10095000 | PA      | $12059679.84  | 4.74%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States of America | U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/2% 01/15/2028  | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  10832000 | PA      | $13750780.33  | 5.40%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer