# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-23-075021
**Filing Date:** 2023-3
**Character Count:** 2806103
**Document Hash:** d955306a6a2fd93641bc32f1b9e7512f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-075021.hdr.sgml**: 20230331

**ACCESSION NUMBER**: 0001752724-23-075021

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220831

**FILED AS OF DATE**: 20230331

**DATE AS OF CHANGE**: 20230331

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23784082

**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 LARGE CAP DISCIPLINED EQUITY FUND (Series ID: S000006769)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000018358 | SIIT LARGE CAP DISCIPLINED EQUITY FUND - CLASS A | SCPAX           |

## Nport-Ex

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 97.3%** | **COMMON STOCK — 97.3%** | **COMMON STOCK — 97.3%** |
| **Communication Services — 6.0%** | **Communication Services — 6.0%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 26120 | $2827 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 110724 | 12085 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 220215 | 3863 |
| &nbsp;&nbsp;&nbsp;BCE Inc (A) | 65612 | 3163 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 84021 | 3041 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 44900 | 1535 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 831 | 37 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl A \* | 2237 | 130 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 1958 | 125 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 33512 | 3028 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 14647 | 2386 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 5299 | 1185 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | 19500 | 456 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 5149 | 631 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 2196 | 316 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 64000 | 2676 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 54591 | 6118 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 23911 | 316 |
|  |  | 43918 |
| **Consumer Discretionary — 10.4%** | **Consumer Discretionary — 10.4%** |  |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 2564 | 290 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 11810 | 1127 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 129444 | 16410 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 412 | 873 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 11600 | 820 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 185 | 347 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 7664 | 362 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 18049 | 1333 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 10432 | 2477 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1637 | 609 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 23000 | 1015 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 30901 | 1138 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 125937 | 1919 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 76828 | 2936 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 34890 | 5443 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 58400 | 819 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 25500 | 984 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 3316 | 956 |
| &nbsp;&nbsp;&nbsp;KB Home  | 19900 | 570 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 13100 | 372 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 7400 | 1026 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 32195 | 6250 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 786 | 236 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 40694 | 705 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 2747 | 422 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 1221 | 308 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc \* | 965 | 826 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 82964 | 2708 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 43285 | $4608 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 20100 | 817 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 27695 | 2389 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 18522 | 1557 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 25875 | 4149 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 22317 | 6151 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 1428 | 600 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 2861 | 643 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 9600 | 1503 |
|  |  | 75698 |
| **Consumer Staples — 7.0%** | **Consumer Staples — 7.0%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 59662 | 2692 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 3412 | 254 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 685 | 68 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 56188 | 3467 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 27405 | 2143 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 76167 | 2619 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 2651 | 652 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 1908 | 996 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 1859 | 141 |
| &nbsp;&nbsp;&nbsp;Diageo PLC ADR  | 12305 | 2170 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 2345 | 597 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 3575 | 803 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 17035 | 2385 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 16766 | 2138 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 28800 | 1077 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 71256 | 3416 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 24900 | 1287 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 55688 | 3445 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 29832 | 5139 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 65453 | 6250 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 7640 | 1054 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 32819 | 2698 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 26500 | 1998 |
| &nbsp;&nbsp;&nbsp;Unilever PLC ADR  | 52470 | 2382 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 41400 | 1452 |
|  |  | 51323 |
| **Energy — 4.4%** | **Energy — 4.4%** |  |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 17633 | 707 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 45488 | 7190 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 39735 | 4349 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 23300 | 1645 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 988 | 132 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP  | 32061 | 376 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 84936 | 8119 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd \* | 3345 | 91 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 25236 | 1328 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 19228 | 1937 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 3211 | 125 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 26687 | 2387 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 11058 | 2800 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 9346 | $1095 |
| &nbsp;&nbsp;&nbsp;Viper Energy Partners LP  | 10525 | 321 |
|  |  | 32602 |
| **Financials — 14.7%** | **Financials — 14.7%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 21300 | 1266 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 9400 | 1133 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 37400 | 1242 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 2435 | 370 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 986 | 126 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 7700 | 2064 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 79600 | 514 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 4166 | 1163 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 3336 | 67 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 141876 | 4768 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 4926 | 205 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 25162 | 7066 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 3173 | 200 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 17754 | 1879 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 8743 | 1031 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 71544 | 5076 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 15825 | 2992 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 104500 | 5100 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 29200 | 1071 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 6060 | 1185 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 13500 | 519 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 5471 | 711 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 9600 | 965 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 6902 | 498 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd  | 1343 | 54 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 3700 | 995 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 191 | 83 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 49700 | 1697 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 14800 | 792 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 35178 | 5341 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 5700 | 1896 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 25500 | 1640 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 6773 | 683 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 42897 | 4879 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 74100 | 1311 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 12100 | 557 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 4571 | 5458 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 665 | 165 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 15871 | 2561 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 45350 | 2917 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 82300 | 1176 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 15432 | 4391 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 72069 | 6142 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 918 | 412 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 52300 | 805 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 2761 | 436 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 9600 | 919 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 42900 | $906 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 84900 | 1840 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 4745 | 1671 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 6078 | 1060 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 2164 | 51 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 48460 | 3312 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 9913 | 325 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 1206 | 84 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 15850 | 2562 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 63245 | 2962 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 31580 | 1195 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 100577 | 4587 |
|  |  | 107076 |
| **Health Care — 15.2%** | **Health Care — 15.2%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 1063 | 109 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 18102 | 2434 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 14533 | 1191 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 1811 | 232 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 8515 | 202 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 17901 | 2624 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 19098 | 4589 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 668 | 69 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 831 | 50 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC ADR  | 27075 | 1689 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 1466 | 106 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 3519 | 688 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 2328 | 1129 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 2179 | 723 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 14707 | 593 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 48100 | 3242 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 23400 | 1655 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 19152 | 1719 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 3690 | 1046 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 67731 | 6648 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 12148 | 3279 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 9351 | 842 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 3725 | 1807 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 2836 | 854 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 6948 | 255 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 37191 | 2360 |
| &nbsp;&nbsp;&nbsp;GoodRx Holdings, Cl A \* | 10258 | 63 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 6100 | 1207 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 1051 | 62 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 2577 | 1241 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 80213 | 12942 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 2231 | 328 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 11856 | 4351 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 57663 | 5070 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 87441 | 7464 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 3637 | 4410 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 1340 | 109 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 1399 | $185 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 3884 | 1310 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 26279 | 1294 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 3928 | 411 |
| &nbsp;&nbsp;&nbsp;Novartis AG ADR  | 37238 | 2998 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 4167 | 119 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 55474 | 2076 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 171283 | 7747 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 11244 | 1409 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 1230 | 97 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 602 | 66 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 4691 | 2558 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 12336 | 642 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 308 | 70 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 15638 | 8121 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 6800 | 665 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 1911 | 381 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 4134 | 1165 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 98629 | 942 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 2502 | 747 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 329 | 98 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 5264 | 824 |
|  |  | 111307 |
| **Industrials — 9.8%** | **Industrials — 9.8%** |  |
| &nbsp;&nbsp;&nbsp;3M Co (A) | 15189 | 1889 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 3400 | 557 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 12100 | 1315 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 29100 | 1055 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 2946 | 354 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 4529 | 1339 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 2155 | 246 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 3225 | 1312 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 2819 | 331 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 712 | 85 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 3365 | 234 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 28208 | 893 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 9700 | 2089 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 12500 | 388 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 15185 | 2075 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 6884 | 563 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 3133 | 322 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 9610 | 2026 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 44928 | 2845 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 13155 | 3012 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 74623 | 3312 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 33070 | 6262 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 3227 | 258 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 5915 | 1362 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 1452 | 292 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 788 | 86 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 1201 | 209 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 64465 | $3490 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 624 | 32 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 2000 | 456 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 2023 | 850 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 11900 | 873 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 371 | 29 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 2300 | 1099 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 12535 | 558 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 40835 | 3665 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 4140 | 591 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 1145 | 237 |
| &nbsp;&nbsp;&nbsp;Siemens AG ADR  | 44975 | 2291 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 4900 | 1067 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 12100 | 755 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 2363 | 364 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc  | 12042 | 7230 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 10054 | 289 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 3238 | 727 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 14900 | 522 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 31168 | 6063 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 8379 | 211 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 741 | 205 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 2923 | 494 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 4858 | 640 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 8219 | 720 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 6597 | 3661 |
|  |  | 71830 |
| **Information Technology — 20.7%** | **Information Technology — 20.7%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 4326 | 1248 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 16087 | 6008 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 32257 | 2738 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 49970 | 3674 |
| &nbsp;&nbsp;&nbsp;ANGI Homeservices, Cl A \* | 6223 | 25 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 1049 | 261 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 129897 | 20422 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 11383 | 1071 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 2147 | 257 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 8200 | 859 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 905 | 224 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 6670 | 1630 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 1113 | 180 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 5238 | 361 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 9645 | 4814 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 8264 | 1436 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 3260 | 557 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 117848 | 5270 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 3286 | 192 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 3588 | 655 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 9445 | 991 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 16000 | 613 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 498 | $29 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 24600 | 610 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 916 | 262 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 434 | 185 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 7777 | 379 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 1431 | 408 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 17316 | 2151 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 90800 | 1235 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 66400 | 1906 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 82 | 28 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 146120 | 4664 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 15470 | 1987 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 18678 | 8065 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 7767 | 1273 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 438 | 151 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 111 | 49 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 11050 | 596 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 807 | 114 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 9577 | 448 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 1227 | 398 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 140560 | 9172 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 11300 | 639 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 94773 | 24780 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 599 | 271 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 9857 | 711 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 9816 | 1482 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 33496 | 2484 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 1543 | 859 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 1653 | 204 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 565 | 198 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1801 | 434 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 15685 | 1466 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 1458 | 42 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 8702 | 1151 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 10043 | 432 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 6745 | 2715 |
| &nbsp;&nbsp;&nbsp;salesforce.com \* | 19531 | 3049 |
| &nbsp;&nbsp;&nbsp;SAP SE ADR  | 36798 | 3136 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 18500 | 1239 |
| &nbsp;&nbsp;&nbsp;Snap Inc, Cl A \* | 3515 | 38 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 4370 | 1206 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 4280 | 385 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 645 | 42 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 4254 | 1472 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 8829 | 554 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 36736 | 7300 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 46100 | 907 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A  | 5199 | 603 |
| &nbsp;&nbsp;&nbsp;Vontier Corp  | 115013 | 2521 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 49400 | 732 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 4590 | 708 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd \* | 1220 | 77 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 3228 | $531 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 46300 | 770 |
|  |  | 150734 |
| **Materials — 4.3%** | **Materials — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 26189 | 6611 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 1310 | 351 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 530 | 97 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 16000 | 869 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 3618 | 401 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 23500 | 793 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 55061 | 2808 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 37400 | 1048 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 10801 | 758 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 23200 | 966 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 13219 | 3739 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 807 | 26 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 15700 | 1303 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 494 | 172 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 632 | 34 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 2042 | 271 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 39200 | 510 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 7657 | 1048 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 13592 | 2555 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 30889 | 2878 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 1562 | 362 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 19173 | 1548 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp  | 2109 | 94 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 52350 | 2125 |
|  |  | 31367 |
| **Real Estate — 2.8%** | **Real Estate — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 24579 | 6244 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 1877 | 377 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 19215 | 1526 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 47400 | 1018 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 7300 | 1247 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 1787 | 221 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 11800 | 570 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 111550 | 2928 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 13048 | 232 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 12371 | 651 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 528 | 67 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 2741 | 48 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 2585 | 36 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 2641 | 874 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 37100 | 254 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 7700 | 785 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 16680 | 450 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 91140 | 3007 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 7283 | 249 |
|  |  | 20784 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Utilities — 2.0%** | **Utilities — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 5918 | $361 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 4269 | 348 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 34687 | 3708 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 3596 | 323 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 8831 | 629 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 57702 | 4908 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 34300 | 1416 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 7492 | 218 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 2036 | 157 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 14800 | 585 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 42000 | 1040 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 6632 | 684 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 1156 | 86 |
|  |  | 14463 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $530,813) ($ Thousands) |  | 711102 |
| **AFFILIATED PARTNERSHIP — 0.7%** | **AFFILIATED PARTNERSHIP — 0.7%** | **AFFILIATED PARTNERSHIP — 0.7%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 5165039 | 5167 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,166) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $5,166) ($ Thousands) | 5167 |
| **CASH EQUIVALENT — 2.4%** | **CASH EQUIVALENT — 2.4%** | **CASH EQUIVALENT — 2.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 17398301 | 17398 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $17,398) ($ Thousands) |  | 17398 |
| Total Investments in Securities — 100.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $553,377) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $553,377) ($ Thousands)  | $733667 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 47 | Sep-2022 | $9335 | $9298 | $(37) |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 3 | Sep-2022 | 778 | 729 | (49) |
|  |  |  | $10113 | $10027 | $(86) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Fund** (Concluded)

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $730,639 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $4,935 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $5,167 ($ Thousands). |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 711102 |  |  | 711102 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 5167 |  | 5167 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 17398 | – |  | 17398 |
| Total Investments in Securities | 728500 | 5167 |  | 733667 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (86) |  |  | (86) |
| Total Other Financial Instruments | (86) |  |  | (86) |

---

\* Futures contracts are valued at the unrealized depreciation on the instrument.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 08/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, L.P. | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;13973 | $&nbsp;&nbsp;&nbsp;&nbsp;(8806) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;5167 | &nbsp;&nbsp;&nbsp;&nbsp;5165039 | $&nbsp;&nbsp;&nbsp;&nbsp;3 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;23692 | &nbsp;&nbsp;&nbsp;&nbsp;35554 | &nbsp;&nbsp;&nbsp;&nbsp;(41848) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;17398 | &nbsp;&nbsp;&nbsp;&nbsp;17398301 | &nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;23692 | $&nbsp;&nbsp;&nbsp;&nbsp;49527 | $&nbsp;&nbsp;&nbsp;&nbsp;(50654) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;22565 |  | $&nbsp;&nbsp;&nbsp;&nbsp;66 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 89.8%** | **COMMON STOCK — 89.8%** | **COMMON STOCK — 89.8%** |
| **Communication Services — 4.0%** | **Communication Services — 4.0%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 84860 | $9184 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 78098 | 8524 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 109513 | 1921 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 33876 | 1504 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 36071 | 3259 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 85636 | 13952 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 8605 | 1924 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 15007 | 2871 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 3006 | 433 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 147076 | 6149 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 32656 | 3660 |
|  |  | 53381 |
| **Consumer Discretionary — 7.3%** | **Consumer Discretionary — 7.3%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 12183 | 2055 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 1448 | 164 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 118097 | 14971 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 9161 | 1141 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 2973 | 6300 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 54454 | 3850 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 684 | 1283 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 94278 | 3554 |
| &nbsp;&nbsp;&nbsp;Chewy Inc, Cl A \* | 12441 | 427 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 2195 | 252 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 35653 | 8465 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 94011 | 1433 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 64708 | 2472 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 26134 | 4077 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 24039 | 6933 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 29139 | 2257 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 27585 | 5355 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 5805 | 101 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 9401 | 1445 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 2207 | 557 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 49645 | 5285 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 8977 | 3045 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 28431 | 2597 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \* | 51298 | 1678 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 50667 | 4371 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 22510 | 1892 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 29892 | 8239 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 52274 | 2289 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 3418 | 1435 |
|  |  | 97923 |
| **Consumer Staples — 7.4%** | **Consumer Staples — 7.4%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 6700 | 302 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 1880 | 140 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 169851 | 10481 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC  | 45596 | 2242 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 87793 | 6866 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 96597 | $3321 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 20384 | 5015 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 20691 | 10803 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 8723 | 2219 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 11713 | 2632 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 19990 | 2798 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 86753 | 3245 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 65307 | 3131 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 119560 | 7396 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 50524 | 8704 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 50033 | 4778 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 77252 | 10656 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 128421 | 10559 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 20265 | 2686 |
|  |  | 97974 |
| **Energy — 3.6%** | **Energy — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 277151 | 7001 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 52802 | 8346 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 15064 | 1649 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 12805 | 1707 |
| &nbsp;&nbsp;&nbsp;Energy Transfer LP  | 61828 | 724 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 71690 | 3427 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 68556 | 6553 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 17033 | 896 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 32342 | 3258 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 30916 | 1843 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 1755 | 68 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 57972 | 5186 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 20098 | 5089 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 13129 | 1538 |
|  |  | 47285 |
| **Financials — 11.7%** | **Financials — 11.7%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 7189 | 915 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 28310 | 3411 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 7668 | 1165 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 66085 | 3420 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 13064 | 3501 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 12060 | 3368 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 494129 | 16608 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 18120 | 753 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 35993 | 10107 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 4891 | 3259 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 62456 | 6609 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 20324 | 2398 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 20372 | 994 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 33395 | 1225 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 20777 | 4064 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 3077 | 400 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 32090 | 3225 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 10264 | 741 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 5627 | 2438 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 8028 | $1219 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 29389 | 2964 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 82558 | 2649 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 160166 | 18216 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 59330 | 2733 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 43513 | 7022 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 37788 | 2431 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 31621 | 2695 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 974 | 438 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 55600 | 1942 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 12031 | 1901 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 30733 | 2373 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 52902 | 6488 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 9063 | 642 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 6766 | 2383 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 102605 | 7013 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 119886 | 3926 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 13600 | 2198 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 17379 | 658 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 93854 | 4281 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 84295 | 3684 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 42799 | 8852 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 3874 | 327 |
|  |  | 155636 |
| **Health Care — 14.4%** | **Health Care — 14.4%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 10274 | 1055 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 10386 | 1396 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 2819 | 731 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 26407 | 3387 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 440 | 107 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 5975 | 141 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 37226 | 5456 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 22787 | 5476 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 532 | 55 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 119365 | 6859 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6089 | 1190 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 11476 | 1024 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 7033 | 3411 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 557 | 185 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 44053 | 1776 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 64993 | 5832 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 6833 | 3254 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 14953 | 4238 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 14615 | 4201 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 122159 | 11990 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 4812 | 396 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 11630 | 5642 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 26164 | 7881 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 49657 | 3152 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 23735 | 11435 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 91160 | 14708 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 3262 | $479 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 516 | 189 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 58352 | 5130 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 14273 | 1218 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 5260 | 6378 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 2450 | 324 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 11955 | 4033 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 22564 | 2361 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 75467 | 2824 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 81633 | 3692 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 3824 | 479 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 1001 | 79 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 13915 | 1522 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 4867 | 751 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 14404 | 2901 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 29892 | 6763 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 6769 | 3691 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 50451 | 26201 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 3147 | 627 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 2179 | 614 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 188749 | 1803 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 7241 | 2162 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 69171 | 7354 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 34480 | 5397 |
|  |  | 191950 |
| **Industrials — 8.7%** | **Industrials — 8.7%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 5069 | 630 |
| &nbsp;&nbsp;&nbsp;AMERCO  | 3142 | 1652 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 30600 | 3677 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 4755 | 455 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 10218 | 599 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 12160 | 3595 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 6545 | 747 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 9719 | 3954 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 90608 | 2868 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 62320 | 5094 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 16280 | 1675 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 11324 | 2387 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 92109 | 5833 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 112459 | 8259 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 70916 | 13428 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 4763 | 1097 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 11627 | 2339 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 36831 | 4588 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 662 | 115 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 6293 | 2644 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 44752 | 3232 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 16798 | 4452 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 32960 | 1467 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 36013 | 3232 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 10453 | 1492 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 177 | $37 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 25793 | 947 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 7689 | 1185 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 29044 | 835 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 26031 | 5844 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 25554 | 4971 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 10665 | 3115 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 26065 | 657 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 34033 | 4737 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 11207 | 1894 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 10604 | 1396 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 28446 | 1142 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 16916 | 9387 |
|  |  | 115658 |
| **Information Technology — 21.7%** | **Information Technology — 21.7%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 23266 | 6711 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 6651 | 2484 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 53030 | 4501 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 403 | 100 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 429285 | 67492 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 52844 | 4971 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 20448 | 2451 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 14764 | 2978 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 36979 | 9038 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 18940 | 9453 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 28570 | 4965 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 38048 | 6495 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 86328 | 3861 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 1077 | 63 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 17126 | 997 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 13578 | 3889 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 3442 | 1468 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 19034 | 927 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 10137 | 2892 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 74043 | 9198 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 53716 | 1715 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 4429 | 569 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 15089 | 6515 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 23555 | 3860 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 3312 | 1140 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 748 | 327 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 20030 | 1080 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 1948 | 163 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 6499 | 304 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 8819 | 2861 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 90306 | 5892 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 201962 | 52807 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 10284 | 4661 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 46542 | 11329 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 49638 | 3580 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 42840 | 6466 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 35344 | $2621 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 1078 | 133 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1940 | 468 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 28521 | 2665 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 880 | 25 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 41208 | 5451 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 18460 | 795 |
| &nbsp;&nbsp;&nbsp;salesforce.com inc \* | 9763 | 1524 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 6764 | 2940 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 8449 | 761 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 13786 | 4770 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 3140 | 519 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 15765 | 1761 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 51660 | 10265 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 13418 | 2070 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 28799 | 4739 |
|  |  | 289710 |
| **Materials — 4.1%** | **Materials — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 13851 | 3497 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 2971 | 796 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 16096 | 193 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 26637 | 4891 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 11162 | 1238 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 2445 | 150 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 33961 | 1732 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 63729 | 5799 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 7154 | 773 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 29490 | 3258 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 6861 | 1941 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 7003 | 377 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 3821 | 508 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 21877 | 2996 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 63342 | 8043 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 25060 | 4711 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 7400 | 398 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 21507 | 4992 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 8542 | 690 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 8854 | 257 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 35797 | 5960 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 56107 | 2277 |
|  |  | 55477 |
| **Real Estate — 3.9%** | **Real Estate — 3.9%** |  |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 181422 | 6451 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 8095 | 2057 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 6077 | 1221 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 21369 | 2746 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 47233 | 8069 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 2558 | 316 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 3082 | 2026 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 40855 | 8119 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 115661 | 2813 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 42231 | $750 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 33837 | 1780 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 47673 | 2141 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 36363 | 4528 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 3719 | 1230 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 20774 | 6757 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 30396 | 1038 |
|  |  | 52042 |
| **Utilities — 3.0%** | **Utilities — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 92856 | 2363 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 75799 | 2390 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 18649 | 1522 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 13649 | 1116 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 26264 | 2808 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 1600 | 184 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 5266 | 472 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 79219 | 3479 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 48566 | 1921 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 47088 | 3356 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 34646 | 2947 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 360273 | 10477 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 1389 | 229 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 77505 | 5973 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 9510 | 981 |
|  |  | 40218 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,032,762) ($ Thousands) |  | 1197254 |
| **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 71523532 | 71524 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $71,524) ($ Thousands) |  | 71524 |
| Total Investments in Securities — 95.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,104,286) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,104,286) ($ Thousands)  | $1268778 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 100 | Sep-2022 | $19865 | $19783 | $(82) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Continued)

A list of the open OTC Swap agreement held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Counterparty** | **Reference Entity/ Obligation** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional<br> Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America Merrill Lynch | United States Custom Basket of Securities | 1 Month + 2.32% | Asset Returns | Monthly | 02/28/2023 | USD | 100921 | $(8977) | $(8977) |

---

The following table represents the individual stock exposures comprising the Net Long Custom Basket Total Return Swap as of August 31, 2022:

United States Custom Basket of Long Securities

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Shares  | Description | Currency | Notional Amount (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | Fair Value (Thousands) | Percentage Value of Underlying Investment |
| 112247 | Amazon.Com Inc  | USD | $16072 | $(1895) | $&nbsp;&nbsp;&nbsp;&nbsp;(1895) | &nbsp;&nbsp;&nbsp;&nbsp;11.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;116620 | Alphabet Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;14237 | (1667) | (1667) | 10.3 |
| 35518 | Tesla Inc | USD | 10986 | (1228) | &nbsp;&nbsp;&nbsp;&nbsp;(1228) | 7.6 |
| 26908 | Marsh & Mclennan Cos Inc  | USD | 4659 | (327) | &nbsp;&nbsp;&nbsp;&nbsp;(327) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| 50107 | Merck & Co Inc  | USD | 4489 | (217) | (217) | 1.3 |
| 2081 | Booking Holdings Inc  | USD | 4432 | (534) | &nbsp;&nbsp;&nbsp;&nbsp;(534) | &nbsp;&nbsp;&nbsp;&nbsp;3.3 |
| 22567 | Cadence Design Systems Inc  | USD | 4357 | (449) | &nbsp;&nbsp;&nbsp;&nbsp;(449) | &nbsp;&nbsp;&nbsp;&nbsp;2.8 |
| 42430 | Philip Morris International Inc  | USD | 4285 | (244) | &nbsp;&nbsp;&nbsp;&nbsp;(244) | 1.5 |
| 47681 | Colgate-Palmolive Co  | USD | 3874 | (151) | (151) | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| 10642 | Public Storage  | USD | 3758 | (243) | &nbsp;&nbsp;&nbsp;&nbsp;(243) | 1.5 |
| 36924 | Paypal Holdings Inc  | USD | 3748 | (357) | &nbsp;&nbsp;&nbsp;&nbsp;(357) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 32579 | Expedia Group Inc  | USD | 3687 | (354) | &nbsp;&nbsp;&nbsp;&nbsp;(354) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 35915 | Teradyne Inc | USD | 3667 | &nbsp;&nbsp;&nbsp;&nbsp;(638) | &nbsp;&nbsp;&nbsp;&nbsp;(638) | &nbsp;&nbsp;&nbsp;&nbsp;3.9 |
| 55402 | Oneok Inc  | USD | 3517 | (127) | (127) | &nbsp;&nbsp;&nbsp;&nbsp;0.8 |
| 24023 | Republic Services Inc  | USD | 3507 | (84) | &nbsp;&nbsp;&nbsp;&nbsp;(84) | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| 48914 | The Hartford Financial Services Group Inc | USD | &nbsp;&nbsp;&nbsp;&nbsp;3365 | &nbsp;&nbsp;&nbsp;&nbsp;(208) | &nbsp;&nbsp;&nbsp;&nbsp;(208) | 1.3 |
| 26501 | Airbnb Inc  | USD | 3340 | (354) | &nbsp;&nbsp;&nbsp;&nbsp;(354) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 47700 | Textron Inc | USD | &nbsp;&nbsp;&nbsp;&nbsp;3259 | &nbsp;&nbsp;&nbsp;&nbsp;(292) | &nbsp;&nbsp;&nbsp;&nbsp;(292) | 1.8 |
| 47551 | Pvh Corp  | USD | 3257 | (591) | &nbsp;&nbsp;&nbsp;&nbsp;(591) | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| 6129 | Palo Alto Networks Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;3235 | 186 | 186 | (1.1) |
| 23586 | Dte Energy Co  | USD | &nbsp;&nbsp;&nbsp;&nbsp;3209 | (140) | (140) | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| &nbsp;&nbsp;&nbsp;&nbsp;128375 | Dropbox Inc  | USD | 3181 | (448) | &nbsp;&nbsp;&nbsp;&nbsp;(448) | &nbsp;&nbsp;&nbsp;&nbsp;2.8 |
| &nbsp;&nbsp;&nbsp;&nbsp;213649 | Hewlett Packard Enterprise Co  | USD | 3175 | (279) | &nbsp;&nbsp;&nbsp;&nbsp;(279) | 1.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;103981 | Pure Storage Inc  | USD | 3149 | (140) | (140) | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| 46135 | Targa Resources Corp | USD | 3145 | 1 | &nbsp;&nbsp;&nbsp;&nbsp;1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;164002 | Invesco Ltd  | USD | 3106 | (384) | &nbsp;&nbsp;&nbsp;&nbsp;(384) | 2.4 |
| 4168 | O'Reilly Automotive Inc  | USD | 3076 | (174) | (174) | 1.1 |
| 13069 | Equifax Inc  | USD | 2878 | (422) | &nbsp;&nbsp;&nbsp;&nbsp;(422) | &nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| &nbsp;&nbsp;&nbsp;&nbsp;15481 | Zscaler Inc | USD | 2813 | (357) | &nbsp;&nbsp;&nbsp;&nbsp;(357) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 24658 | Universal Health Services Inc | USD | 2757 | (348) | &nbsp;&nbsp;&nbsp;&nbsp;(348) | 2.1 |
| &nbsp;&nbsp;&nbsp;&nbsp;41344 | Gilead Sciences Inc  | USD | 2737 | (121) | (121) | 0.7 |
| 59458 | Altria Group Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;2692 | (12) | &nbsp;&nbsp;&nbsp;&nbsp;(12) | 0.1 |
| 16745 | Cheniere Energy Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;2663 | &nbsp;&nbsp;&nbsp;&nbsp;21 | 21 | &nbsp;&nbsp;&nbsp;&nbsp;(0.1) |
| &nbsp;&nbsp;&nbsp;&nbsp;9526 | Lennox International Inc  | USD | 2546 | (257) | &nbsp;&nbsp;&nbsp;&nbsp;(257) | 1.6 |
| 52447 | Alaska Air Group Inc  | USD | 2541 | &nbsp;&nbsp;&nbsp;&nbsp;(288) | &nbsp;&nbsp;&nbsp;&nbsp;(288) | 1.8 |
| 12382 | Crowdstrike Holdings Inc  | USD | 2499 | (243) | &nbsp;&nbsp;&nbsp;&nbsp;(243) | 1.5 |
| 20388 | Penske Automotive Group Inc  | USD | 2397 | &nbsp;&nbsp;&nbsp;&nbsp;17 | 17 | &nbsp;&nbsp;&nbsp;&nbsp;(0.1) |
| &nbsp;&nbsp;&nbsp;&nbsp;77481 | Albertsons Companies Inc  | USD | 2193 | (65) | &nbsp;&nbsp;&nbsp;&nbsp;(65) | 0.4 |
| &nbsp;&nbsp;&nbsp;&nbsp;5689 | Mckesson Corp  | USD | 2113 | (26) | &nbsp;&nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;&nbsp;0.2 |
| 59008 | Vici Properties Inc | USD | 2097 | (155) | &nbsp;&nbsp;&nbsp;&nbsp;(155) | 1 |
| 46009 | Pultegroup Inc  | USD | 2043 | (207) | &nbsp;&nbsp;&nbsp;&nbsp;(207) | 1.3 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Shares  | Description | Currency | Notional Amount (Thousands) | Net Unrealized Appreciation (Depreciation) (Thousands) | Fair Value (Thousands) | Percentage Value of Underlying Investment |
| 21357 | Post Holdings Inc  | USD | $1919 | $(27) | $&nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp;&nbsp;0.2% |
| 15330 | Splunk Inc | USD | 1760 | (403) | &nbsp;&nbsp;&nbsp;&nbsp;(403) | &nbsp;&nbsp;&nbsp;&nbsp;2.5 |
| 22260 | Incyte Corp  | USD | 1676 | (112) | (112) | 0.7 |
| 6751 | Union Pacific Corporation | USD | 1608 | (86) | &nbsp;&nbsp;&nbsp;&nbsp;(86) | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| 6701 | Veeva System Inc | USD | 1534 | &nbsp;&nbsp;&nbsp;&nbsp;(203) | &nbsp;&nbsp;&nbsp;&nbsp;(203) | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;11384 | Federal Realty Investment Trust Of  | USD | 1250 | (100) | &nbsp;&nbsp;&nbsp;&nbsp;(100) | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| 22768 | Gaming And Leisure Properties Inc  | USD | 1195 | (98) | &nbsp;&nbsp;&nbsp;&nbsp;(98) | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| &nbsp;&nbsp;&nbsp;&nbsp;17791 | Apellis Pharmaceuticals Inc  | USD | 1191 | (121) | (121) | 0.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;2808 | Mongodb Inc  | USD | 1056 | (150) | &nbsp;&nbsp;&nbsp;&nbsp;(150) | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
|  | OTHER | USD | 10638 | (1107) | (1107) | &nbsp;&nbsp;&nbsp;&nbsp;6.6 |
|  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;186568 | $&nbsp;&nbsp;&nbsp;&nbsp;(16208) | $&nbsp;&nbsp;&nbsp;&nbsp;(16208) | &nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of August 31, 2022:

United States Custom Basket of Short Securities

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Shares  | Description | Currency | Notional Amount (Thousands)  | Net Unrealized Appreciation (Depreciation) (Thousands)  | Fair Value (Thousands)  | Percentage Value of Underlying Investment  |
| (7689) | RH | USD | $&nbsp;&nbsp;&nbsp;&nbsp;(2402) | $441 | $441 | 6.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;(327984) | Sofi Technologies Inc | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2272) | &nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp;&nbsp;339 | 4.7 |
| (4882) | SVB Financial Group | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2272) | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;295 | 4.1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(14188) | Bill.Com Holdings Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2263) | (35) | (35) | &nbsp;&nbsp;&nbsp;&nbsp;(0.5) |
| (25065) | Ross Stores Inc | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2260) | 101 | 101 | 1.4 |
| &nbsp;&nbsp;&nbsp;&nbsp;(159002) | Norwegian Cruise Line Holdings Ltd  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2251) | 175 | 175 | 2.4 |
| (2555) | First Citizens Bancshares Inc  | USD | (2175) | 107 | 107 | 1.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;(61881) | Zillow Group Inc | USD | (2175) | 113 | 113 | 1.6 |
| (29558) | ON Semiconductor Corp  | USD | (2104) | 73 | 73 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(14442) | Packaging Corp Of America  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2070) | 96 | 96 | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(12977) | American Water Works Co Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(2054) | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;123 | 1.7 |
| (50735) | Howmet Aerospace Inc  | USD | (1964) | 178 | 178 | 2.5 |
| (9568) | Jack Henry & Associates Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1935) | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;100 | 1.4 |
| (38366) | Hormel Foods Corp  | USD | (1934) | 6 | 6 | 0.1 |
| (8350) | LPL Financial Holdings Inc  | USD | (1887) | 39 | 39 | 0.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;(38177) | V.F. Corporation | USD | (1792) | &nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;216 | 3 |
| (32493) | Guardant Health Inc  | USD | (1788) | 167 | 167 | 2.3 |
| (58159) | Vornado Realty Trust | USD | (1746) | &nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;195 | 2.7 |
| (4178) | Tyler Technologies Inc  | USD | (1736) | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;185 | 2.6 |
| (6229) | RBC Bearings Inc  | USD | (1616) | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;120 | 1.7 |
| (68915) | Hertz Global Holdings Inc  | USD | (1494) | &nbsp;&nbsp;&nbsp;&nbsp;227 | &nbsp;&nbsp;&nbsp;&nbsp;227 | 3.1 |
| (15898) | Eversource Energy  | USD | (1483) | 59 | 59 | 0.8 |
| (7736) | Medpace Holdings Inc  | USD | (1412) | &nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;273 | 3.8 |
| (9363) | Advanced Drainage Systems Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1409) | 141 | 141 | 1.9 |
| (12605) | Catalent Inc  | USD | (1397) | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;293 | 4.1 |
| (13330) | TD Synnex Corporation | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1386) | &nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;105 | 1.5 |
| (4900) | Kinsale Capital Group Inc  | USD | (1375) | &nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;135 | 1.9 |
| (33100) | Leggett & Platt Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1359) | 97 | 97 | 1.3 |
| (7574) | PNC Financial Services Group Inc  | USD | (1317) | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;123 | 1.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;(10793) | Idacorp Inc  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1239) | 54 | 54 | 0.7 |
| (23851) | Avangrid Inc  | USD | (1219) | 42 | 42 | 0.6 |
| (138537) | Marqeta Inc  | USD | (1187) | 113 | 113 | 1.6 |
| &nbsp;&nbsp;&nbsp;&nbsp;(193932) | Opendoor Technologies Inc  | USD | (1166) | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;333 | 4.6 |
| (34078) | Applovin Corp  | USD | (1143) | 311 | 311 | 4.3 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Disciplined Equity Fund** (Concluded)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Shares  | Description | Currency | Notional Amount (Thousands)  | Net Unrealized Appreciation (Depreciation) (Thousands)  | Fair Value (Thousands)  | Percentage Value of Underlying Investment  |
| &nbsp;&nbsp;&nbsp;&nbsp;(16697) | Wayfair Inc | USD | $(1141) | $&nbsp;&nbsp;&nbsp;&nbsp;268 | $&nbsp;&nbsp;&nbsp;&nbsp;268 | 3.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;(27441) | Hashicorp Inc  | USD | (1125) | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;156 | 2.2 |
| (33509) | Affirm Holdings Inc  | USD | (1074) | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;295 | 4.1 |
| (8874) | Liberty Broadband Corp  | USD | &nbsp;&nbsp;&nbsp;&nbsp;(1066) | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;168 | 2.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(32118) | Pilgrims Pride Corp  | USD | (972) | 59 | 59 | 0.8 |
| (4330) | Erie Indemnity Co  | USD | (950) | 20 | 20 | 0.3 |
| (5854) | Williams-Sonoma Inc | USD | (945) | 72 | 72 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(21944) | OGE Energy Corp  | USD | (936) | 48 | 48 | 0.7 |
| (8890) | Bunge Ltd  | USD | (892) | 5 | 5 | 0.1 |
| (25310) | Highwoods Properties Inc  | USD | (887) | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;108 | 1.5 |
| (92366) | Robinhood Markets Inc  | USD | (869) | (13) | (13) | &nbsp;&nbsp;&nbsp;&nbsp;(0.2) |
| (3069) | Karuna Therapeutics Inc  | USD | (840) | 58 | 58 | 0.8 |
| (8300) | Fabrinet Bearer  | USD | (836) | (18) | (18) | &nbsp;&nbsp;&nbsp;&nbsp;(0.2) |
| (5525) | Regal Rexnord Corporation  | USD | (810) | 51 | 51 | 0.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;(59174) | Quantumscape Corporation  | USD | (780) | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;130 | 1.8 |
| (7543) | Royal Gold Inc | USD | &nbsp;&nbsp;&nbsp;&nbsp;(761) | 69 | 69 | 1 |
|  | OTHER | USD | &nbsp;&nbsp;&nbsp;&nbsp;(11481) | 415 | 415 | 5.4 |
|  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;(85647) | $&nbsp;&nbsp;&nbsp;&nbsp;7231 | &nbsp;&nbsp;&nbsp;&nbsp;$7231 | &nbsp;&nbsp;&nbsp;&nbsp;100.0% |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,333,383 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |

---

---

| |
|:---|
| Cl — Class |
| LP — Limited Partnership |
| OTC — Over The Counter |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 1197254 |  |  | 1197254 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 71524 |  |  | 71524 |
| Total Investments in Securities | 1268778 |  |  | 1268778 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (82) |  |  | (82) |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (8977) |  | (8977) |
| Total Other Financial Instruments | (82) | (8977) |  | (9059) |

---

\*Futures and swap contracts are valued at the unrealized depreciation on the instrument.

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.

The following is a summary of the transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;56710 | $&nbsp;&nbsp;&nbsp;&nbsp;146783 | $&nbsp;&nbsp;&nbsp;&nbsp;(131970) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;1 | $&nbsp;&nbsp;&nbsp;&nbsp;71524 | &nbsp;&nbsp;&nbsp;&nbsp;71523532 | $&nbsp;&nbsp;&nbsp;&nbsp;253 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.6%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.6%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.6%** |
| **Communication Services — 8.0%** | **Communication Services — 8.0%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 35456 | $2783 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 277860 | 30070 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 253680 | 27689 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 11900 | 119 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A \*(A) | 22500 | 205 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 331185 | 5809 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 257 | 292 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 5397 | 2227 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 207050 | 7493 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 12726 | 221 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 12965 | 1645 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 21227 | 705 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* | 10100 | 260 |
| &nbsp;&nbsp;&nbsp;IAC Inc \* | 3932 | 253 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 18345 | 507 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | 1280 | 129 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | 5878 | 598 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl A \* | 1200 | 70 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 8900 | 567 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | 2720 | 113 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | 6321 | 261 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 7100 | 642 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 42806 | 426 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A \* | 986 | 158 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 13596 | 769 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 106400 | 17336 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 20300 | 4538 |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | 8800 | 268 |
| &nbsp;&nbsp;&nbsp;News Corp  | 6300 | 109 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 19946 | 337 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 2000 | 383 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 9244 | 618 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl A  | 715 | 19 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | 27886 | 652 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 25400 | 585 |
| &nbsp;&nbsp;&nbsp;Playtika Holding Corp \* | 4700 | 49 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 20200 | 790 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* | 6100 | 415 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc (A) | 29200 | 178 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 6100 | 660 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 7435 | 911 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 27592 | 3972 |
| &nbsp;&nbsp;&nbsp;TripAdvisor Inc \* | 5167 | 123 |
| &nbsp;&nbsp;&nbsp;Twitter Inc \* | 33360 | 1293 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 192976 | 8068 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 84350 | 9454 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 110636 | 1465 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 2200 | 150 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 12100 | $550 |
|  |  | 136934 |
| **Consumer Discretionary — 11.4%** | **Consumer Discretionary — 11.4%** |  |
| &nbsp;&nbsp;&nbsp;ADT Inc  | 6700 | 49 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 2708 | 457 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 16700 | 1889 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 410940 | 52095 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 12600 | 1177 |
| &nbsp;&nbsp;&nbsp;Aramark  | 11600 | 414 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 2132 | 266 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 907 | 1922 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 12257 | 458 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 9847 | 696 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 1832 | 3436 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 9164 | 345 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 4200 | 229 |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | 3200 | 218 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 3900 | 291 |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | 2900 | 407 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | 10500 | 453 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 7400 | 349 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 7560 | 669 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | 43600 | 412 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 2100 | 155 |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \*(A) | 4100 | 135 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 1219 | 1947 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 1884 | 216 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 1900 | 374 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | 2000 | 142 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 5968 | 738 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 1100 | 354 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc (A) | 2258 | 240 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 10300 | 2445 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 9834 | 1334 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1700 | 632 |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | 11400 | 683 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 15468 | 1101 |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \*(A) | 15800 | 254 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 25711 | 1135 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 5600 | 591 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 6922 | 711 |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | 2800 | 358 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 5300 | 431 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 177884 | 2711 |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \*(A) | 12800 | 367 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 11221 | 103 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 7200 | 637 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 65500 | 2503 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 12264 | 335 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 6411 | 1000 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 1200 | 98 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 8525 | $384 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 17772 | 155 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 5503 | 212 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 6567 | 518 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 12833 | 1634 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 47633 | 13738 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | 2600 | 233 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 7119 | 202 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 14693 | 553 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 2400 | 333 |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | 7212 | 276 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 11690 | 905 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | 713 | 44 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 6900 | 98 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 1200 | 319 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 12800 | 681 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 30810 | 5981 |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc \*(A) | 23800 | 365 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 5200 | 1560 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 15400 | 267 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 12894 | 1982 |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | 2100 | 299 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 17642 | 390 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 34180 | 8623 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 17739 | 579 |
| &nbsp;&nbsp;&nbsp;Mister Car Wash Inc \* | 3900 | 39 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 2166 | 239 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 19493 | 348 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 56568 | 6022 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | 5512 | 94 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \*(A) | 18900 | 247 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 134 | 555 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 3200 | 177 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 3040 | 2119 |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \* | 13900 | 142 |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | 8500 | 265 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 1600 | 189 |
| &nbsp;&nbsp;&nbsp;Petco Health & Wellness Co Inc, Cl A \* | 3300 | 49 |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | 4300 | 291 |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | 2900 | 328 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 1800 | 611 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 10245 | 417 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 3600 | 203 |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \*(A) | 13000 | 143 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 2380 | 217 |
| &nbsp;&nbsp;&nbsp;RH \* | 900 | 230 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \*(A) | 7400 | 242 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 15476 | 1335 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 11200 | 458 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 7394 | 456 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | 4000 | 89 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 6800 | 257 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 53212 | $4474 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 10367 | 360 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 21275 | 3411 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | 8900 | 223 |
| &nbsp;&nbsp;&nbsp;Terminix Global Holdings Inc \* | 6000 | 256 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 117555 | 32399 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 2900 | 235 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 53816 | 3355 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 5751 | 252 |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 1700 | 312 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 5000 | 926 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 4368 | 185 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 2452 | 1030 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | 9700 | 82 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 11321 | 86 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 2000 | 449 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 16368 | 678 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 3852 | 129 |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \*(A) | 4000 | 211 |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | 9175 | 176 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 2416 | 378 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 3162 | 470 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 4768 | 312 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 5396 | 327 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 4400 | 162 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 13448 | 1496 |
|  |  | 196429 |
| **Consumer Staples — 6.4%** | **Consumer Staples — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 8200 | 226 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 83640 | 3774 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 26379 | 2318 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 5900 | 439 |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 500 | 169 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 2200 | 155 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 8317 | 605 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 6500 | 645 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 7678 | 387 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1900 | 406 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 11314 | 947 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 5903 | 852 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 180840 | 11160 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 37850 | 2960 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 22176 | 762 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 7331 | 1804 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 20481 | 10693 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 17622 | 132 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 7000 | 532 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 10708 | 2724 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 9725 | 265 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 2200 | 96 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 28392 | 2181 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 4500 | $181 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 6698 | 1505 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 12756 | 641 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 3500 | 305 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 4811 | 673 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 11903 | 866 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 40200 | 1532 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 15918 | 2030 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 32102 | 1201 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 30246 | 1450 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 6362 | 506 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 11586 | 974 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 7762 | 401 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 63906 | 3953 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 17287 | 1536 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 4200 | 56 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 64052 | 11034 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 6500 | 325 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 71568 | 6834 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 2900 | 83 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 1800 | 160 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 110854 | 15291 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 3100 | 87 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 16 | 62 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 2118 | 133 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 23948 | 1969 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 13365 | 1007 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 11200 | 343 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 32625 | 1144 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 66179 | 8772 |
|  |  | 109286 |
| **Energy — 4.6%** | **Energy — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 17300 | 174 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 12900 | 517 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 14859 | 581 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 43540 | 1100 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 11900 | 1906 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 5600 | 563 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 91098 | 14399 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 59255 | 6485 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc/OK  | 1200 | 84 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 36781 | 1137 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 30927 | 2184 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 8517 | 1135 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 4882 | 270 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 1900 | 132 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 26790 | 3250 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 16719 | 799 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 194438 | 18586 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 40636 | 1224 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 13112 | 1584 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 7626 | $401 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 89522 | 1640 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 33376 | 854 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 24319 | 2450 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 1500 | 86 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 20180 | 357 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 36919 | 2621 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 20858 | 1277 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 11400 | 606 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 3600 | 244 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 22688 | 2030 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 11032 | 2794 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 11200 | 368 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 63555 | 2425 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 45300 | 339 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 10100 | 689 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 200 | 368 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 18236 | 2136 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 57296 | 1950 |
|  |  | 79745 |
| **Financials — 11.1%** | **Financials — 11.1%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 2120 | 270 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 30012 | 1783 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 26859 | 321 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp \* | 599 | 504 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 12325 | 1485 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 15900 | 528 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 27872 | 4237 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 2914 | 372 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 37323 | 1931 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 4880 | 1308 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 71611 | 462 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 9578 | 2675 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 21419 | 1190 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 17000 | 777 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp, Cl A  | 7200 | 534 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 9604 | 1744 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 2493 | 395 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd  | 3500 | 179 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 3800 | 202 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 325263 | 10932 |
| &nbsp;&nbsp;&nbsp;Bank of Hawaii Corp  | 2082 | 162 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 34409 | 1429 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 6400 | 259 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 83300 | 23391 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 6985 | 4655 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 32000 | 3006 |
| &nbsp;&nbsp;&nbsp;Blue Owl Capital Inc, Cl A (A) | 14500 | 161 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp  | 1475 | 131 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 4028 | 192 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 11048 | 696 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 18625 | $1971 |
| &nbsp;&nbsp;&nbsp;Carlyle Group Inc/The  | 8300 | 270 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 4800 | 566 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 70540 | 5005 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 19491 | 3685 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 7586 | 736 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 91504 | 4466 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 22400 | 822 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 16570 | 3241 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 1500 | 58 |
| &nbsp;&nbsp;&nbsp;Coinbase Global Inc, Cl A \*(A) | 6800 | 454 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 5753 | 462 |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc/MO  | 4047 | 278 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \* | 400 | 213 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 2968 | 386 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 12289 | 1235 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 5900 | 426 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 18100 | 538 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 1319 | 283 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 2000 | 187 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 1700 | 457 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1725 | 748 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 11652 | 456 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 30182 | 1031 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 5400 | 289 |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc/NC, Cl A  | 600 | 487 |
| &nbsp;&nbsp;&nbsp;First Hawaiian Inc  | 6600 | 170 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 24656 | 558 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 8300 | 1260 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 17100 | 204 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 14749 | 385 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 4087 | 397 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 15175 | 5048 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 1893 | 245 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 15710 | 1010 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 65982 | 884 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 4100 | 253 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 24900 | 2511 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 17600 | 290 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC  | 5400 | 126 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 11106 | 356 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 134470 | 15293 |
| &nbsp;&nbsp;&nbsp;Kemper Corp  | 3300 | 152 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 41951 | 742 |
| &nbsp;&nbsp;&nbsp;KKR & Co Inc  | 26400 | 1335 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A  | 5200 | 189 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 7788 | 359 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 9836 | 544 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 3800 | 841 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 8057 | 1465 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 610 | 728 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 1900 | 472 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 23165 | $3738 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 31909 | 2053 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 16600 | 237 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 7427 | 2113 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 59414 | 5063 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 1200 | 274 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 3700 | 1662 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 16230 | 966 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc  | 22772 | 223 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 9505 | 904 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp  | 14490 | 316 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 5900 | 206 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 5900 | 155 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 3800 | 307 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 19022 | 3005 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 2853 | 221 |
| &nbsp;&nbsp;&nbsp;Primerica Inc  | 2000 | 254 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 10708 | 801 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 26680 | 3272 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 4600 | 326 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 17663 | 1691 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 8631 | 901 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 40687 | 882 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 2699 | 338 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 2300 | 311 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 22300 | 210 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets Inc, Cl A \* | 22200 | 212 |
| &nbsp;&nbsp;&nbsp;Rocket Cos Inc, Cl A \*(A) | 7200 | 57 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 4800 | 203 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 15576 | 5486 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co <sup>†</sup> | 5442 | 298 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 2900 | 506 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 15131 | 231 |
| &nbsp;&nbsp;&nbsp;SoFi Technologies Inc \* | 32100 | 190 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 12800 | 294 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 16779 | 1147 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 5200 | 308 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 2700 | 1098 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 21818 | 715 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 7496 | 301 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 10330 | 1240 |
| &nbsp;&nbsp;&nbsp;TFS Financial Corp  | 2500 | 36 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 5300 | 369 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 11275 | 1822 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 60763 | 2846 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 11300 | 200 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 10405 | 394 |
| &nbsp;&nbsp;&nbsp;Upstart Holdings Inc \*(A) | 2400 | 62 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 61297 | 2796 |
| &nbsp;&nbsp;&nbsp;UWM Holdings Corp  | 2300 | 8 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 4500 | 103 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 4400 | 271 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 9781 | $634 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp  | 9146 | 430 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 176466 | 7713 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 5200 | 399 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 79 | 108 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 4962 | 1026 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 2900 | 245 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 7702 | 424 |
|  |  | 193079 |
| **Health Care — 13.7%** | **Health Care — 13.7%** |  |
| &nbsp;&nbsp;&nbsp;10X Genomics Inc, Cl A \* | 4400 | 145 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 79637 | 8175 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 81801 | 10999 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 2000 | 519 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 3500 | 287 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 14064 | 1804 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 8800 | 183 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 3600 | 877 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 5500 | 1137 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 1600 | 190 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 6524 | 956 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 24658 | 5925 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 28800 | 717 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 3800 | 200 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 23615 | 1357 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 12970 | 3274 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6400 | 1250 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 8600 | 767 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 900 | 437 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 1641 | 545 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 65039 | 2622 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 99119 | 6682 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 5200 | 291 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 12829 | 907 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 8100 | 713 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 26158 | 2347 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 5700 | 89 |
| &nbsp;&nbsp;&nbsp;Change Healthcare Inc \* | 12908 | 317 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 2543 | 522 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 700 | 333 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 14502 | 4111 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 2004 | 576 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 60499 | 5938 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 29902 | 8071 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 2285 | 195 |
| &nbsp;&nbsp;&nbsp;Definitive Healthcare Corp, Cl A \* | 600 | 12 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc  | 11166 | 366 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 18100 | 1488 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 3700 | 123 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 28184 | 2539 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 22637 | $342 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 11131 | 5400 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 39071 | 11769 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 5100 | 248 |
| &nbsp;&nbsp;&nbsp;Enhabit Inc \* | 2550 | 42 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 2166 | 110 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 8200 | 304 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 8800 | 313 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 15800 | 280 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 57934 | 3677 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 4000 | 237 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 4400 | 220 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 10600 | 2097 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 6168 | 453 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 11300 | 763 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 11000 | 651 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 5675 | 2734 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 1000 | 159 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 3904 | 1357 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 7305 | 1473 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 8700 | 613 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 3000 | 766 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 3600 | 172 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 16515 | 3398 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 7200 | 306 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 8713 | 1853 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 3100 | 481 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 122109 | 19701 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 4190 | 944 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 5700 | 119 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 2600 | 382 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 6770 | 2485 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 62326 | 5480 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 116343 | 9931 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 1049 | 1272 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 2100 | 170 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 15400 | 2037 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 2600 | 877 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 4300 | 212 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 4800 | 502 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \*(A) | 4000 | 132 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 5200 | 427 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 5100 | 134 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 13154 | 375 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 1800 | 296 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 5734 | 774 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 7800 | 292 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 261822 | 11842 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 6100 | 215 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 9940 | 452 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 5544 | 695 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 1900 | 151 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 4706 | $2734 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 2300 | 505 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 6612 | 1454 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 16800 | 702 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 4300 | 470 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 6400 | 987 |
| &nbsp;&nbsp;&nbsp;Signify Health Inc, Cl A \* | 3300 | 92 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 4500 | 76 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 3900 | 785 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 16204 | 3325 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 5200 | 313 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 3300 | 151 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 7853 | 244 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 2340 | 529 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 4200 | 237 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 18125 | 9884 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 3500 | 167 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 1900 | 431 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 43220 | 22445 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 2876 | 281 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 6200 | 1236 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 11800 | 3325 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 57022 | 545 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 2773 | 828 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 3400 | 1009 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 9725 | 1034 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 21744 | 3404 |
|  |  | 235294 |
| **Industrials — 8.6%** | **Industrials — 8.6%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 26633 | 3312 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 5400 | 305 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 1800 | 295 |
| &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc  | 3100 | 421 |
| &nbsp;&nbsp;&nbsp;AECOM  | 6116 | 447 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 2400 | 261 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 5300 | 193 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6200 | 270 |
| &nbsp;&nbsp;&nbsp;Allegion plc  | 3766 | 358 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 5300 | 192 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 400 | 210 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 33000 | 429 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 10728 | 1289 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc  | 2400 | 202 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 1600 | 268 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise Inc \* | 3300 | 385 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 6100 | 111 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 25393 | 4069 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 5900 | 565 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 7800 | 457 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 4750 | 248 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 1200 | 337 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 2366 | $699 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 39678 | 1552 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 24747 | 4571 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 5848 | 668 |
| &nbsp;&nbsp;&nbsp;ChargePoint Holdings Inc \*(A) | 12000 | 195 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 4057 | 1651 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC \* | 22600 | 264 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 2600 | 305 |
| &nbsp;&nbsp;&nbsp;Copa Holdings SA, Cl A \* | 1800 | 128 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 10036 | 1201 |
| &nbsp;&nbsp;&nbsp;Core & Main Inc, Cl A \* | 2900 | 68 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 17200 | 1198 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 2600 | 245 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 99488 | 3149 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 6312 | 1359 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 2000 | 294 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 13019 | 4755 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 29600 | 920 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 6344 | 326 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 6557 | 819 |
| &nbsp;&nbsp;&nbsp;Driven Brands Holdings Inc \* | 2400 | 75 |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Holdings Inc  | 8900 | 127 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 18216 | 2489 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 27610 | 2257 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 5256 | 992 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 2166 | 89 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 8048 | 828 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 27148 | 1366 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 10744 | 2265 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp  | 6800 | 207 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 16553 | 1048 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 5520 | 339 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 1700 | 273 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 4900 | 52 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 2700 | 595 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 11272 | 2580 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 50570 | 3714 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 7872 | 503 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 5000 | 222 |
| &nbsp;&nbsp;&nbsp;Hayward Holdings Inc \* | 2100 | 22 |
| &nbsp;&nbsp;&nbsp;HEICO Corp  | 2310 | 352 |
| &nbsp;&nbsp;&nbsp;HEICO Corp, Cl A  | 3121 | 383 |
| &nbsp;&nbsp;&nbsp;Hertz Global Holdings Inc \* | 8400 | 155 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 4400 | 258 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 31390 | 5944 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 17867 | 633 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 2392 | 493 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 1537 | 354 |
| &nbsp;&nbsp;&nbsp;IAA Inc \* | 7100 | 265 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 3393 | 683 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 14180 | 2763 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 17765 | 841 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 3451 | $250 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 5784 | 721 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 3952 | 688 |
| &nbsp;&nbsp;&nbsp;JetBlue Airways Corp \* | 16300 | 127 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 32666 | 1769 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 5500 | 266 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 3100 | 208 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 6400 | 323 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 9034 | 2061 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 1965 | 288 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 6673 | 634 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 1320 | 317 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc  | 2900 | 396 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 10973 | 4610 |
| &nbsp;&nbsp;&nbsp;Lyft Inc, Cl A \* | 14900 | 219 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 2784 | 204 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 11279 | 574 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 3100 | 250 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 10421 | 314 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 2800 | 135 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 2800 | 403 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 1900 | 226 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 2320 | 184 |
| &nbsp;&nbsp;&nbsp;Nielsen Holdings PLC  | 14000 | 390 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2600 | 591 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 10733 | 2609 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 6778 | 3240 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC  | 8573 | 283 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 4700 | 1276 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp  | 3459 | 276 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 19539 | 1411 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 4200 | 343 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 15296 | 1339 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 5904 | 1565 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 8373 | 373 |
| &nbsp;&nbsp;&nbsp;Plug Power Inc \* | 21700 | 608 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 6700 | 947 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 68662 | 6162 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 2776 | 382 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 9242 | 1319 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 5476 | 421 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 5304 | 1257 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 11737 | 396 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 2706 | 207 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 3000 | 69 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 3000 | 273 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding  | 7800 | 314 |
| &nbsp;&nbsp;&nbsp;SiteOne Landscape Supply Inc \* | 2200 | 275 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 2191 | 477 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 27520 | 1010 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems Holdings Inc, Cl A  | 5400 | 163 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 6893 | $607 |
| &nbsp;&nbsp;&nbsp;Stericycle Inc \* | 4726 | 237 |
| &nbsp;&nbsp;&nbsp;Sunrun Inc \* | 7400 | 244 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 2200 | 299 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 10022 | 625 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 3269 | 206 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 4440 | 368 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 10800 | 1664 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc \* | 2393 | 1437 |
| &nbsp;&nbsp;&nbsp;TransUnion  | 8700 | 643 |
| &nbsp;&nbsp;&nbsp;Trex Co Inc \* | 6000 | 281 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 89000 | 2560 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 28932 | 6495 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 14500 | 508 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 33941 | 6602 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 3200 | 934 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 8700 | 219 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 1100 | 304 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 6900 | 1291 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co, Cl A  | 15600 | 180 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 18994 | 3211 |
| &nbsp;&nbsp;&nbsp;Watsco Inc  | 1300 | 354 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 1800 | 237 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 8537 | 748 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 9200 | 369 |
| &nbsp;&nbsp;&nbsp;Woodward Inc  | 3000 | 279 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 2087 | 1158 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 5000 | 262 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 8002 | 729 |
|  |  | 148352 |
| **Information Technology — 26.6%** | **Information Technology — 26.6%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 29300 | 8452 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 21702 | 8104 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 74613 | 6332 |
| &nbsp;&nbsp;&nbsp;Affirm Holdings Inc, Cl A \* | 7000 | 164 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 7218 | 652 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 2100 | 49 |
| &nbsp;&nbsp;&nbsp;Alteryx Inc, Cl A \* | 3200 | 199 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 5400 | 462 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 27268 | 2005 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 24203 | 3667 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 4000 | 993 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 707563 | 111243 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 40855 | 3843 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 9600 | 236 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 11300 | 1355 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 2789 | 292 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 1470 | 310 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 6200 | 1535 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 10237 | 2065 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 19392 | 4740 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Avalara Inc \* | 4300 | $394 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 5110 | 224 |
| &nbsp;&nbsp;&nbsp;Bentley Systems Inc, Cl B  | 7400 | 272 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 4700 | 761 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 7800 | 516 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 24300 | 1675 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 18432 | 9200 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 5473 | 937 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 12863 | 2235 |
| &nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings Inc \* | 4400 | 42 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 6300 | 1075 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 6800 | 406 |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | 6100 | 310 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 3000 | 230 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 190927 | 8538 |
| &nbsp;&nbsp;&nbsp;Citrix Systems Inc \* | 5187 | 533 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 13400 | 838 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 8800 | 371 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 24476 | 1546 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp  | 2200 | 277 |
| &nbsp;&nbsp;&nbsp;Confluent Inc, Cl A \* | 4200 | 115 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 35358 | 1213 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 3900 | 228 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 9900 | 1808 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 11900 | 1249 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 12042 | 461 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 9700 | 565 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 3343 | 245 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc \* | 2800 | 72 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 11800 | 252 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 11036 | 273 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 10200 | 389 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 3700 | 310 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 5900 | 1690 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 6900 | 655 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 2500 | 1066 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 2600 | 231 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 2531 | 398 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 1100 | 494 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 28548 | 2608 |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | 4500 | 574 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 27174 | 2750 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 3600 | 353 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 3600 | 765 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 28900 | 1407 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 3410 | 973 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 9200 | 432 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 13152 | 1634 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 2700 | 162 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 1700 | 358 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 7500 | 569 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 4200 | 301 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 59670 | $811 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 47570 | 1366 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 2000 | 674 |
| &nbsp;&nbsp;&nbsp;II-VI Inc \* | 5283 | 250 |
| &nbsp;&nbsp;&nbsp;Informatica Inc, Cl A \* | 1700 | 38 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 190258 | 6073 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 41901 | 5382 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 12752 | 5506 |
| &nbsp;&nbsp;&nbsp;IPG Photonics Corp \* | 1900 | 172 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 5574 | 336 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3300 | 634 |
| &nbsp;&nbsp;&nbsp;Jamf Holding Corp \* | 2600 | 62 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 13025 | 370 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 8132 | 1333 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 7009 | 2412 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 11559 | 120 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 6352 | 2782 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 5800 | 313 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 1200 | 285 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 3700 | 309 |
| &nbsp;&nbsp;&nbsp;Mandiant Inc \* | 11800 | 270 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 2600 | 367 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 39538 | 1851 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 39900 | 12942 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 25230 | 1646 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 51016 | 2884 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 346116 | 90499 |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | 2900 | 289 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 2800 | 904 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 2100 | 952 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 7714 | 1878 |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | 6804 | 271 |
| &nbsp;&nbsp;&nbsp;nCino Inc \* | 2900 | 91 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 6589 | 205 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 10555 | 761 |
| &nbsp;&nbsp;&nbsp;New Relic Inc \* | 2700 | 164 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 25848 | 584 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A \* | 10700 | 185 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 111724 | 16864 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 5500 | 503 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 19900 | 1369 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 70520 | 5229 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 83800 | 647 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 4500 | 2506 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 15007 | 1851 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 2200 | 773 |
| &nbsp;&nbsp;&nbsp;Paycor HCM Inc \* | 1700 | 50 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1700 | 410 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 53811 | 5028 |
| &nbsp;&nbsp;&nbsp;Pegasystems Inc  | 2100 | 77 |
| &nbsp;&nbsp;&nbsp;Procore Technologies Inc \* | 3100 | 169 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 4600 | 528 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 13600 | $394 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 4800 | 431 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 52159 | 6899 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 4300 | 185 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 4700 | 1892 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 44818 | 6997 |
| &nbsp;&nbsp;&nbsp;SentinelOne Inc, Cl A \* | 5400 | 147 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 9300 | 4042 |
| &nbsp;&nbsp;&nbsp;Shift4 Payments Inc, Cl A \* | 2400 | 109 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 6800 | 670 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 6200 | 206 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 8800 | 1592 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 6900 | 621 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 10100 | 563 |
| &nbsp;&nbsp;&nbsp;Switch Inc, Cl A  | 5900 | 200 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 7182 | 2485 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 2200 | 212 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 2167 | 798 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 5489 | 181 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 7263 | 615 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 42608 | 7039 |
| &nbsp;&nbsp;&nbsp;Thoughtworks Holding Inc \* | 2200 | 29 |
| &nbsp;&nbsp;&nbsp;Toast Inc, Cl A \* | 6900 | 131 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 20600 | 1292 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 11328 | 717 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 8400 | 584 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 2000 | 743 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc (A) | 300 | 93 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A \* | 15800 | 260 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \*(A) | 8900 | 380 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 2200 | 246 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 4485 | 817 |
| &nbsp;&nbsp;&nbsp;Viasat Inc \* | 3600 | 137 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 76300 | 15162 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 9051 | 1050 |
| &nbsp;&nbsp;&nbsp;Vontier Corp  | 8701 | 191 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 14096 | 596 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 20528 | 304 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 2300 | 355 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd \* | 2700 | 171 |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | 5000 | 567 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 9100 | 1497 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 2525 | 762 |
| &nbsp;&nbsp;&nbsp;Zendesk Inc \* | 6100 | 468 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 11900 | 957 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 4000 | 637 |
|  |  | 458077 |
| **Materials — 2.8%** | **Materials — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 10094 | 2548 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 5573 | 1493 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 8600 | 426 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 71600 | $860 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 2600 | 267 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA (A) | 10100 | 62 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 2676 | 272 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 3710 | 681 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 10600 | 273 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 13800 | 770 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 5200 | 283 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 5183 | 575 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 9930 | 1027 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 8200 | 277 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | 22500 | 389 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 34076 | 2093 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 5451 | 494 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 33876 | 1728 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 23809 | 1325 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | 2100 | 251 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 6328 | 576 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 11655 | 1909 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 11900 | 222 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 5620 | 607 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 68024 | 2014 |
| &nbsp;&nbsp;&nbsp;Ginkgo Bioworks Holdings Inc \*(A) | 51000 | 137 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 14600 | 325 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 10629 | 298 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 11752 | 1298 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 17455 | 727 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 23400 | 6619 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 4500 | 244 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 11760 | 976 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 2863 | 996 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 16578 | 893 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | 5300 | 186 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 300 | 86 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 36933 | 1528 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 12090 | 1607 |
| &nbsp;&nbsp;&nbsp;Olin Corp  | 5500 | 301 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 4099 | 561 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 10965 | 1392 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 2700 | 508 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 3300 | 303 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 5569 | 519 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The, Cl A  | 2106 | 141 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 6268 | 337 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 10811 | 2509 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 4308 | 196 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 5046 | 318 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | 4268 | 201 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | 11900 | 161 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 8300 | 670 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 13600 | 311 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 9404 | 273 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 6057 | $1008 |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | 1700 | 168 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 11045 | 448 |
|  |  | 47667 |
| **Real Estate — 3.4%** | **Real Estate — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 7600 | 1166 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 14300 | 509 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 21612 | 5491 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 13300 | 391 |
| &nbsp;&nbsp;&nbsp;Apartment Income Corp <sup>‡</sup> | 8105 | 331 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 6541 | 1314 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 6984 | 555 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 15100 | 324 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 5047 | 649 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 15317 | 1209 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 7900 | 212 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 19896 | 3399 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 11100 | 511 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 13296 | 1644 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 8600 | 168 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 17809 | 1048 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 1600 | 264 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 3800 | 165 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 4263 | 2802 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 7700 | 540 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 17277 | 1264 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 2963 | 785 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 6000 | 1192 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 3996 | 405 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 6800 | 345 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 11635 | 562 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 15700 | 382 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 24074 | 632 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 5400 | 164 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 33340 | 592 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 2273 | 145 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>‡</sup> | 7600 | 100 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 28800 | 1045 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 12903 | 679 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 6318 | 139 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 2100 | 363 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 6000 | 293 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 29771 | 628 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 4440 | 417 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 3350 | 426 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 29900 | 437 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 5350 | 886 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 8800 | 395 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 4700 | 237 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 12200 | 398 |
| &nbsp;&nbsp;&nbsp;Opendoor Technologies Inc \* | 23600 | 102 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 12188 | $171 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 34244 | 4264 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 7268 | 2404 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 7504 | 267 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 28339 | 1935 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 7258 | 442 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 7800 | 485 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 4832 | 1572 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 15281 | 1558 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup> | 3455 | 153 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 6320 | 258 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 12500 | 337 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 5800 | 892 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 13893 | 623 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 18492 | 885 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 45000 | 1485 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 8936 | 234 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 21383 | 1639 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 34846 | 1190 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 8600 | 723 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 3343 | 112 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 8586 | 287 |
|  |  | 57621 |
| **Utilities — 3.0%** | **Utilities — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 29724 | 757 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 11852 | 723 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 12290 | 1138 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 23950 | 2400 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 8400 | 1247 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 6591 | 747 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc  | 3094 | 153 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A  | 6600 | 253 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 29015 | 915 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 13342 | 901 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 16616 | 1624 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 15592 | 1272 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 37070 | 3032 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 9064 | 1181 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 35616 | 3808 |
| &nbsp;&nbsp;&nbsp;Edison International  | 17479 | 1185 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 9698 | 1118 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 10646 | 523 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 10449 | 716 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 16126 | 1446 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 45576 | 2001 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 25127 | 994 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 5446 | 213 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 2700 | 295 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 4489 | 320 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 91392 | 7774 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 20021 | 591 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 10200 | $421 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 10136 | 411 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 67718 | 835 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 5792 | 436 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 35126 | 1022 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 23352 | 1503 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 14723 | 2429 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 49003 | 3777 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 10625 | 420 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 19000 | 470 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 14357 | 1481 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 25281 | 1877 |
|  |  | 52409 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $476,378) ($ Thousands) |  | 1714893 |
| **AFFILIATED PARTNERSHIP — 0.3%** | **AFFILIATED PARTNERSHIP — 0.3%** | **AFFILIATED PARTNERSHIP — 0.3%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 4772712 | 4770 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,773) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $4,773) ($ Thousands) | 4770 |
| **CASH EQUIVALENT — 0.2%** | **CASH EQUIVALENT — 0.2%** | **CASH EQUIVALENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 3486460 | 3486 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,486) ($ Thousands) |  | 3486 |
| Total Investments in Securities — 100.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $484,637) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $484,637) ($ Thousands)  | $1723149 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Large Cap Index Fund** (Concluded)

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 29 | Sep-2022 | $5455 | $5737 | $282 |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 5 | Sep-2022 | 1213 | 1215 | 2 |
|  |  |  | $6668 | $6952 | $284 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,721,096 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>†</sup><sup>†</sup> | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The <br>total market value of securities on loan at August 31, 2022 was $4,166 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $4,770 ($ Thousands). |

---

---

| |
|:---|
| Cl — Class |
| LP — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 1714893 |  |  | 1714893 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 4770 |  | 4770 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 3486 | – |  | 3486 |
| Total Investments in Securities | 1718379 | 4770 |  | 1723149 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 284 |  |  | 284 |
| Total Other Financial Instruments | 284 |  |  | 284 |

---

\* Futures contracts are valued at the unrealized appreciation on the instrument.

For more 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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Investment Co. | $&nbsp;&nbsp;&nbsp;&nbsp;318 | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(20) | $&nbsp;&nbsp;&nbsp;&nbsp;298 | &nbsp;&nbsp;&nbsp;&nbsp;5442 | $&nbsp;&nbsp;&nbsp;&nbsp;2 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Liquidity Fund, LP | &nbsp;&nbsp;&nbsp;&nbsp;4261 | &nbsp;&nbsp;&nbsp;&nbsp;16779 | &nbsp;&nbsp;&nbsp;&nbsp;(16271) | &nbsp;&nbsp;&nbsp;&nbsp;— | 1 | &nbsp;&nbsp;&nbsp;&nbsp;4770 | &nbsp;&nbsp;&nbsp;&nbsp;4772712 | &nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;7431 | &nbsp;&nbsp;&nbsp;&nbsp;51785 | &nbsp;&nbsp;&nbsp;&nbsp;(55730) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;3486460 | &nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;12010 | $&nbsp;&nbsp;&nbsp;&nbsp;68564 | $&nbsp;&nbsp;&nbsp;&nbsp;(72001) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;(19) | $&nbsp;&nbsp;&nbsp;&nbsp;8554 |  | $&nbsp;&nbsp;&nbsp;&nbsp;64 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.1%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.1%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.1%** |
| **Communication Services — 8.3%** | **Communication Services — 8.3%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 109200 | $8571 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 841120 | 91026 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 771260 | 84183 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 1001691 | 17570 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 16200 | 6685 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 625148 | 22624 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 35468 | 615 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 39300 | 4986 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 64057 | 2138 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 55200 | 1526 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 19400 | 1753 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 132274 | 1317 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 40200 | 2272 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 320678 | 52248 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 62179 | 13901 |
| &nbsp;&nbsp;&nbsp;News Corp  | 17500 | 302 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 55583 | 940 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 28700 | 1920 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | 84681 | 1981 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 22100 | 2709 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 82400 | 11862 |
| &nbsp;&nbsp;&nbsp;Twitter Inc \* | 106500 | 4127 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 587552 | 24565 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 254619 | 28538 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 308146 | 4080 |
|  |  | 392439 |
| **Consumer Discretionary — 11.4%** | **Consumer Discretionary — 11.4%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 8500 | 1433 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 1223600 | 155116 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 37800 | 3532 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 2745 | 5817 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 33500 | 1251 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 28187 | 1992 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 5684 | 10662 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 33300 | 1255 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | 29800 | 1285 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 22700 | 2008 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | 116100 | 1098 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 3920 | 6259 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 17395 | 2152 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 32000 | 7597 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 31369 | 4256 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 5100 | 1896 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 45091 | 3208 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 78783 | 3477 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 17900 | 1890 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 21395 | 2196 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 551643 | 8407 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 21195 | 1876 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 203887 | 7791 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 19800 | $3089 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 18595 | 1466 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 38900 | 4954 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 144587 | 41702 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 48600 | 1829 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 36091 | 2795 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 36300 | 1932 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 92487 | 17955 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 38536 | 5925 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 103487 | 26108 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 50000 | 1632 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 7200 | 795 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 50990 | 910 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 177482 | 18893 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \*(A) | 59600 | 780 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 430 | 1780 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 9200 | 6414 |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | 22600 | 706 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 5600 | 1899 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 33583 | 1365 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 9400 | 529 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 6595 | 602 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 49100 | 4236 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 31200 | 1275 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 160482 | 13492 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 35491 | 1233 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 64591 | 10356 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 352000 | 97015 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 164082 | 10231 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 15700 | 2907 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 7300 | 3065 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 44891 | 1861 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 7900 | 1237 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 15000 | 909 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 39800 | 4427 |
|  |  | 532758 |
| **Consumer Staples — 6.7%** | **Consumer Staples — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 253283 | 11428 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 78891 | 6934 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 25390 | 1846 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 28591 | 1440 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 34000 | 2846 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 17200 | 2483 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 545457 | 33660 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 117091 | 9158 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 66887 | 2300 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 22700 | 5585 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 62000 | 32370 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 32500 | 8267 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 84196 | 6466 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 20400 | 4583 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 39592 | $1991 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 15095 | 2113 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 35600 | 2590 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 102900 | 3923 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 47096 | 6006 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 99091 | 3706 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 91982 | 4410 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 20400 | 1622 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 34990 | 2942 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 26195 | 1353 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 193578 | 11975 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 52731 | 4684 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 193478 | 33330 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 216578 | 20681 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 335467 | 46274 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 71200 | 5854 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 40987 | 3090 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 100087 | 3509 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 196483 | 26044 |
|  |  | 315463 |
| **Energy — 4.6%** | **Energy — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 47700 | 1866 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 131700 | 3327 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 274701 | 43419 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 180641 | 19771 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 113387 | 3505 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 85800 | 6059 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 23700 | 3159 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 81791 | 9921 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 589000 | 56303 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 125791 | 3790 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 38800 | 4686 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 272483 | 4992 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 98700 | 2526 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 75611 | 7618 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 124424 | 8834 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 62291 | 3814 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 67296 | 6020 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 31496 | 7975 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 197666 | 7541 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 57200 | 6699 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 170796 | 5812 |
|  |  | 217637 |
| **Financials — 10.8%** | **Financials — 10.8%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 82782 | 4919 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 38500 | 4639 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 85287 | 12964 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 111078 | 5748 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 15400 | 4127 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 29700 | 8294 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 29400 | 5338 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 7595 | $1204 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 991283 | 33317 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 103787 | 4310 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 253028 | 71050 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 19896 | 13258 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 32700 | 2061 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 54896 | 5809 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 14800 | 1746 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 210991 | 14970 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 59247 | 11201 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 20796 | 2016 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 271657 | 13260 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 69000 | 2531 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 50195 | 9819 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 18391 | 1477 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 39200 | 3939 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 5500 | 1480 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 5300 | 2297 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 96100 | 3282 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 25100 | 3811 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 38795 | 1011 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 12746 | 1239 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 47891 | 15932 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 46300 | 2978 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 201461 | 2700 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 78100 | 7876 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 46500 | 766 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 410657 | 46704 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 130000 | 2300 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 22400 | 1032 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 27287 | 1509 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 25193 | 4580 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 5300 | 1318 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 70091 | 11311 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 96587 | 6213 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 22400 | 6373 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 195753 | 16682 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 11300 | 5076 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 48300 | 2875 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 29096 | 2767 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 57791 | 9131 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 32791 | 2451 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 81783 | 10031 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 52600 | 5036 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 27100 | 2828 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 130400 | 2826 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 48553 | 17099 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 8800 | 1534 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 51200 | 3500 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 8200 | 3333 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 70521 | 2310 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 31700 | 3804 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 33596 | $5430 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 185992 | 8712 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 188883 | 8615 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 29600 | 1918 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 530048 | 23168 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 15645 | 3236 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 21000 | 1156 |
|  |  | 506227 |
| **Health Care — 14.0%** | **Health Care — 14.0%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 244948 | 25144 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 247013 | 33213 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 6300 | 1633 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 41891 | 5373 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 10200 | 2486 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 21096 | 3092 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 74791 | 17972 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 70229 | 4035 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 39839 | 10056 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 20400 | 3986 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 3000 | 1455 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 5500 | 1825 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 199900 | 8058 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 297470 | 20052 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 38096 | 2694 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 25000 | 2200 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 81764 | 7338 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 7200 | 1478 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 44407 | 12587 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 6900 | 1983 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 183457 | 18006 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 90500 | 24427 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 8395 | 716 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc  | 30391 | 996 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 54800 | 4505 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 87200 | 7857 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 33696 | 16346 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 110345 | 33239 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 175278 | 11125 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 31895 | 6311 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 19500 | 1432 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 34800 | 2351 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 17696 | 8526 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 11800 | 4102 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 21900 | 4416 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 26600 | 1873 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 50200 | 10328 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 26500 | 5636 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 367970 | 59368 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 13000 | 2929 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 20360 | 7472 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 187661 | $16499 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 353570 | 30181 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 3200 | 3880 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 48400 | 6402 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 8200 | 2766 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 35147 | 1003 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 17600 | 2377 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 784435 | 35480 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 16400 | 2055 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 15100 | 8774 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 20400 | 4486 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 14000 | 2819 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 46996 | 9644 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 6500 | 1471 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 54691 | 29824 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 131187 | 68129 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 9400 | 920 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 35800 | 10087 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 170205 | 1625 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 8500 | 2538 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 10300 | 3056 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 29495 | 3136 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 65800 | 10300 |
|  |  | 656073 |
| **Industrials — 7.9%** | **Industrials — 7.9%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 79891 | 9934 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 18300 | 1033 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 17900 | 780 |
| &nbsp;&nbsp;&nbsp;Allegion PLC  | 12196 | 1160 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 90191 | 1172 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 32200 | 3869 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 77791 | 12466 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 118885 | 4651 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 74591 | 13778 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 17695 | 2020 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 12195 | 4961 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 29900 | 3577 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 303734 | 9613 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 19696 | 4242 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 39096 | 14280 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 89787 | 2790 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 20100 | 2512 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 55695 | 7610 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 83091 | 6792 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 17195 | 3245 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 23391 | 2407 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 80382 | 4046 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 33300 | 7020 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 50225 | 3181 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 18600 | 1143 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 9000 | 1984 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 32196 | $7371 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 153986 | 11309 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 95087 | 18005 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 52366 | 1855 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 5600 | 1289 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 10600 | 2133 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 39595 | 7714 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 57127 | 2706 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 18096 | 2254 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 11700 | 2036 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 97246 | 5265 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 26960 | 6152 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 19000 | 1806 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 32956 | 13845 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 33100 | 1684 |
| &nbsp;&nbsp;&nbsp;Nielsen Holdings PLC  | 50000 | 1392 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 7600 | 1726 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 33296 | 8095 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 20396 | 9749 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 12800 | 3474 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 59092 | 4268 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 48600 | 4253 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 18000 | 4770 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 22900 | 1019 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 20200 | 2854 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 208108 | 18678 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 29100 | 4153 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 15695 | 1208 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 16296 | 3861 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 31400 | 1060 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 7400 | 1612 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 82987 | 3046 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 20995 | 1850 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 29891 | 1865 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 32696 | 5037 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc  | 7200 | 4323 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 87887 | 19731 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 45500 | 1593 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 102787 | 19993 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 10000 | 2920 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 22200 | 4155 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 53400 | 9026 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 25653 | 2248 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 6000 | 3330 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 25100 | 2287 |
|  |  | 369266 |
| **Information Technology — 27.0%** | **Information Technology — 27.0%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 88596 | 25557 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 66095 | 24683 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 226489 | 19222 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 22296 | 2013 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 83782 | $6161 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 73155 | 11085 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 12200 | 3029 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 2150284 | 338068 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 123600 | 11627 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 31400 | 3764 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 30400 | 6133 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 58491 | 14296 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 57059 | 28479 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 16400 | 2807 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 38500 | 6690 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 18900 | 3226 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 19500 | 1163 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 581443 | 26002 |
| &nbsp;&nbsp;&nbsp;Citrix Systems Inc  | 17600 | 1809 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 73095 | 4617 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 106070 | 3640 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 35052 | 869 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 18900 | 5414 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 8000 | 3412 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 8500 | 1335 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 85400 | 7803 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 81300 | 8227 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 10800 | 2295 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 93100 | 4533 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 11200 | 3196 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 39372 | 4891 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 181274 | 2465 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 147174 | 4225 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 572152 | 18263 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 125851 | 16166 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 39600 | 17099 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 10300 | 1980 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 45700 | 1299 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 25400 | 4163 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 20900 | 7192 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 19395 | 8493 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 120147 | 38972 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 77692 | 5069 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 156000 | 8819 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 1045904 | 273473 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 6100 | 2764 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 23388 | 5693 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 30991 | 2235 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 81000 | 1830 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 350132 | 52849 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV  | 36700 | 6040 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 60700 | 4174 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 220265 | 16333 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 44887 | 5536 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 6700 | 2353 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 161983 | 15136 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 14900 | $1712 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 15300 | 1374 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 156578 | 20711 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 14800 | 5958 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 138991 | 21699 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 27500 | 1841 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 28000 | 12169 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 22396 | 2207 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 7800 | 2153 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 21400 | 7405 |
| &nbsp;&nbsp;&nbsp;TE Connectivity Ltd  | 44991 | 5678 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 6551 | 2413 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 22300 | 1887 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 128883 | 21293 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 34900 | 2207 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 5800 | 2155 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 13400 | 2442 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 230070 | 45717 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 43631 | 1844 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 7400 | 2232 |
|  |  | 1273764 |
| **Materials — 2.5%** | **Materials — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 31100 | 7851 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 16400 | 4395 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 209562 | 2517 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 11500 | 2112 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 44792 | 2500 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 15200 | 1685 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 29200 | 3021 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 101131 | 6212 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 101765 | 5190 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 70982 | 3949 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 17896 | 1629 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 34815 | 5704 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 17500 | 1891 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 202600 | 5997 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 35554 | 3928 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 52096 | 2168 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 70360 | 19902 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 36156 | 3001 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 8700 | 3025 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 50691 | 2731 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 110883 | 4586 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 37187 | 4944 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 13200 | 1807 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 33000 | 4190 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 20700 | 1114 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 33500 | 7775 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 18700 | 3113 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 36182 | 1469 |
|  |  | 118406 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| **Real Estate — 2.8%** | **Real Estate — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 20800 | $3191 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 65000 | 16513 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 19600 | 3938 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 19800 | 1573 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 14800 | 1902 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 45991 | 3631 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 60596 | 10352 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 39900 | 4933 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 54100 | 3184 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 12757 | 8386 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 47696 | 3490 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 9100 | 2412 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 18700 | 3716 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 10100 | 1023 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 75200 | 1974 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 100874 | 1793 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 40501 | 2131 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 87187 | 1838 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 16100 | 2667 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 103599 | 12899 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 21395 | 7078 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 84100 | 5742 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 21500 | 1308 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 15100 | 4911 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 45896 | 4681 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 41700 | 1871 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 56200 | 2690 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 134500 | 4437 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 22596 | 592 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 63600 | 4875 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 104245 | 3561 |
|  |  | 133292 |
| **Utilities — 3.1%** | **Utilities — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 93100 | 2369 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 34900 | 2130 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 36191 | 3352 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 71800 | 7194 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 25400 | 3771 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 19400 | 2200 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 88583 | 2793 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 40591 | 2742 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 49700 | 4858 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 45963 | 3750 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 113385 | 9275 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 27000 | 3519 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 107691 | 11513 |
| &nbsp;&nbsp;&nbsp;Edison International  | 53196 | 3605 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 28600 | 3298 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 32000 | 2193 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 48200 | 4323 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**S&P 500 Index Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 136991 | $6015 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 79987 | 3163 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 274800 | 23375 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 57487 | 1696 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 33687 | 1391 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 15700 | 1183 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 103600 | 3013 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 70000 | 4505 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 43895 | 7241 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 148600 | 11453 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 44231 | 4562 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 76083 | 5649 |
|  |  | 146131 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,177,866) ($ Thousands) |  | 4661456 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **AFFILIATED PARTNERSHIP — 0.0%** | **AFFILIATED PARTNERSHIP — 0.0%** | **AFFILIATED PARTNERSHIP — 0.0%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 2187285 | $2178 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,186) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,186) ($ Thousands) | 2178 |
| **CASH EQUIVALENT — 0.3%** | **CASH EQUIVALENT — 0.3%** | **CASH EQUIVALENT — 0.3%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 13992442 | 13992 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,992) ($ Thousands) |  | 13992 |
| Total Investments in Securities — 99.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,194,044) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,194,044) ($ Thousands)  | $4677626 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 191 | Sep-2022 | $35755 | $37785 | $2030 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $4,704,253 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>†</sup><sup>†</sup> | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $764 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $2,178 ($ Thousands). |

---

---

| |
|:---|
| Cl — Class |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| MSCI — Morgan Stanley Capital International |
| NASDAQ – National Association of Securities Dealers and Automated Quotations |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 4661456 |  |  | 4661456 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 2178 |  | 2178 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 13992 | – |  | 13992 |
| Total Investments in Securities | 4675448 | 2178 |  | 4677626 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 2030 |  |  | 2030 |
| Total Other Financial Instruments | 2030 |  |  | 2030 |

---

\* Futures contracts are valued at the unrealized appreciation on the instrument.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;989 | $&nbsp;&nbsp;&nbsp;&nbsp;16230 | $&nbsp;&nbsp;&nbsp;&nbsp;(15041) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;2178 | 2187285 | $&nbsp;&nbsp;&nbsp;&nbsp;1 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;53523 | &nbsp;&nbsp;&nbsp;&nbsp;76669 | &nbsp;&nbsp;&nbsp;&nbsp;(116200) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;13992 | &nbsp;&nbsp;&nbsp;&nbsp;13992442 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;54512 | $&nbsp;&nbsp;&nbsp;&nbsp;92899 | $&nbsp;&nbsp;&nbsp;&nbsp;(131241) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;16170 |  | $&nbsp;&nbsp;&nbsp;&nbsp;137 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 99.2%** | **COMMON STOCK — 99.2%** | **COMMON STOCK — 99.2%** |
| **Communication Services — 3.5%** | **Communication Services — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;Advantage Solutions Inc \* | 18900 | $69 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 47675 | 477 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A (A) | 114394 | 1043 |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 6660 | 178 |
| &nbsp;&nbsp;&nbsp;Anterix Inc \* | 2500 | 106 |
| &nbsp;&nbsp;&nbsp;ATN International Inc  | 2267 | 106 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 28756 | 16 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 5000 | 78 |
| &nbsp;&nbsp;&nbsp;Boston Omaha Corp, Cl A \* | 4300 | 115 |
| &nbsp;&nbsp;&nbsp;Bumble, Cl A  | 19900 | 498 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 1300 | 1476 |
| &nbsp;&nbsp;&nbsp;Cardlytics Inc \* | 7100 | 94 |
| &nbsp;&nbsp;&nbsp;Cargurus Inc, Cl A \* | 20500 | 383 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 15200 | 194 |
| &nbsp;&nbsp;&nbsp;Charge Enterprises \*(A) | 27400 | 67 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings Inc \* | 24640 | 347 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* | 88200 | 141 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 9604 | 511 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications Holdings Inc \* | 16612 | 95 |
| &nbsp;&nbsp;&nbsp;Daily Journal Corp \* | 300 | 78 |
| &nbsp;&nbsp;&nbsp;DHI Group Inc \* | 9600 | 49 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 8903 | 164 |
| &nbsp;&nbsp;&nbsp;Entravision Communications Corp, Cl A  | 14200 | 72 |
| &nbsp;&nbsp;&nbsp;Eventbrite Inc, Cl A \* | 16900 | 120 |
| &nbsp;&nbsp;&nbsp;EverQuote Inc, Cl A \* | 4400 | 38 |
| &nbsp;&nbsp;&nbsp;EW Scripps Co/The, Cl A \* | 13896 | 208 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* | 55800 | 1437 |
| &nbsp;&nbsp;&nbsp;fuboTV \*(A) | 30800 | 111 |
| &nbsp;&nbsp;&nbsp;Gannett Co Inc \* | 32687 | 76 |
| &nbsp;&nbsp;&nbsp;Globalstar Inc \*(A) | 146200 | 292 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 13900 | 207 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 19500 | 372 |
| &nbsp;&nbsp;&nbsp;IAC Inc \* | 17876 | 1149 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 4100 | 105 |
| &nbsp;&nbsp;&nbsp;iHeartMedia Inc, Cl A \* | 24700 | 219 |
| &nbsp;&nbsp;&nbsp;IMAX Corp \* | 11800 | 185 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding Corp \* | 7600 | 62 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 28146 | 1249 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 9772 | 450 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | 4283 | 432 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | 28314 | 2880 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 8300 | 58 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl C \* | 34462 | 240 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl A \* | 1803 | 51 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl C \* | 9065 | 248 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl A \* | 5408 | 314 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 43942 | 2798 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | 16635 | $691 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | 34322 | 1420 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl A \* | 14516 | 143 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl B \* | 21575 | 201 |
| &nbsp;&nbsp;&nbsp;Loyalty Ventures Inc \* | 4280 | 9 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Entertainment Corp \* | 6011 | 334 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A \* | 4279 | 686 |
| &nbsp;&nbsp;&nbsp;Magnite Inc \* | 31638 | 238 |
| &nbsp;&nbsp;&nbsp;Marcus Corp/The  | 5161 | 83 |
| &nbsp;&nbsp;&nbsp;MediaAlpha Inc, Cl A \* | 4200 | 35 |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | 36482 | 1112 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 8644 | 1654 |
| &nbsp;&nbsp;&nbsp;Ooma Inc \* | 6900 | 83 |
| &nbsp;&nbsp;&nbsp;Outbrain \*(A) | 5800 | 26 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 127511 | 2938 |
| &nbsp;&nbsp;&nbsp;Playstudios Inc \* | 21200 | 77 |
| &nbsp;&nbsp;&nbsp;Playtika Holding Corp \* | 23500 | 247 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 10400 | 204 |
| &nbsp;&nbsp;&nbsp;QuinStreet Inc \* | 11286 | 136 |
| &nbsp;&nbsp;&nbsp;Radius Global Infrastructure, Cl A \* | 16500 | 227 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 96900 | 3790 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* | 27048 | 1839 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 6567 | 301 |
| &nbsp;&nbsp;&nbsp;Shenandoah Telecommunications Co  | 10404 | 232 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 5297 | 294 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc, Cl A  | 10311 | 228 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc (A) | 157481 | 959 |
| &nbsp;&nbsp;&nbsp;Skillz Inc, Cl A \*(A) | 69300 | 92 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 30803 | 3331 |
| &nbsp;&nbsp;&nbsp;Stagwell \* | 13400 | 91 |
| &nbsp;&nbsp;&nbsp;TechTarget Inc \* | 6100 | 396 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | 47800 | 1023 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems Inc  | 23055 | 375 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 6500 | 166 |
| &nbsp;&nbsp;&nbsp;TripAdvisor Inc \* | 22500 | 536 |
| &nbsp;&nbsp;&nbsp;TrueCar Inc \* | 22900 | 50 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 2952 | 84 |
| &nbsp;&nbsp;&nbsp;Vimeo Inc \* | 34746 | 206 |
| &nbsp;&nbsp;&nbsp;Vinco Ventures \* | 22300 | 22 |
| &nbsp;&nbsp;&nbsp;WideOpenWest Inc \* | 11700 | 208 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 10034 | 682 |
| &nbsp;&nbsp;&nbsp;Yelp Inc, Cl A \* | 16298 | 557 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 10257 | 793 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 19000 | 317 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 60100 | 2730 |
|  |  | 49504 |
| **Consumer Discretionary — 10.5%** | **Consumer Discretionary — 10.5%** |  |
| &nbsp;&nbsp;&nbsp;1-800-Flowers.com Inc, Cl A \* | 5400 | 47 |
| &nbsp;&nbsp;&nbsp;1stdibs.com \* | 1400 | 9 |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 15900 | 113 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 6958 | $83 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Co, Cl A \* | 13100 | 188 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 19500 | 840 |
| &nbsp;&nbsp;&nbsp;Accel Entertainment Inc, Cl A \* | 14200 | 134 |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings Corp  | 7900 | 376 |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | 21800 | 724 |
| &nbsp;&nbsp;&nbsp;ADT Inc  | 48100 | 351 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc \* | 8781 | 331 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 83400 | 9434 |
| &nbsp;&nbsp;&nbsp;aka Brands Holding \* | 2100 | 4 |
| &nbsp;&nbsp;&nbsp;Allbirds, Cl A \* | 12300 | 51 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 26198 | 271 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc (A) | 35122 | 395 |
| &nbsp;&nbsp;&nbsp;American Public Education Inc \* | 5227 | 54 |
| &nbsp;&nbsp;&nbsp;America's Car-Mart Inc/TX \* | 1250 | 101 |
| &nbsp;&nbsp;&nbsp;AMMO \*(A) | 17700 | 67 |
| &nbsp;&nbsp;&nbsp;Aramark  | 51500 | 1839 |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 14200 | 135 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | 4898 | 855 |
| &nbsp;&nbsp;&nbsp;Aterian \* | 4200 | 10 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 8600 | 1072 |
| &nbsp;&nbsp;&nbsp;Bally's Corp \* | 8028 | 190 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 7161 | 102 |
| &nbsp;&nbsp;&nbsp;Bed Bath & Beyond Inc \*(A) | 19300 | 184 |
| &nbsp;&nbsp;&nbsp;Big 5 Sporting Goods Corp (A) | 5600 | 69 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc  | 7446 | 153 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 182 | 25 |
| &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc \* | 4642 | 116 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 20150 | 407 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 3387 | 71 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 6600 | 440 |
| &nbsp;&nbsp;&nbsp;Bowlero \* | 4900 | 58 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 17745 | 966 |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | 13135 | 896 |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | 10382 | 254 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 16983 | 1269 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 6651 | 215 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A  | 3200 | 49 |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | 14600 | 2047 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 8576 | 219 |
| &nbsp;&nbsp;&nbsp;Callaway Golf Co \* | 32206 | 713 |
| &nbsp;&nbsp;&nbsp;Camping World Holdings Inc, Cl A (A) | 9200 | 277 |
| &nbsp;&nbsp;&nbsp;Canoo \* | 23900 | 76 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 31900 | 1505 |
| &nbsp;&nbsp;&nbsp;CarParts.com Inc \* | 10300 | 67 |
| &nbsp;&nbsp;&nbsp;Carriage Services Inc, Cl A  | 3506 | 124 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 8270 | 611 |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \*(A) | 23800 | 785 |
| &nbsp;&nbsp;&nbsp;Cato Corp/The, Cl A  | 4596 | 50 |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | 2131 | 499 |
| &nbsp;&nbsp;&nbsp;Cenntro Electric Group \* | 21400 | 28 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 6200 | $46 |
| &nbsp;&nbsp;&nbsp;Century Communities Inc  | 5600 | 261 |
| &nbsp;&nbsp;&nbsp;Cheesecake Factory Inc/The  | 10323 | 316 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 26010 | 512 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 27051 | 154 |
| &nbsp;&nbsp;&nbsp;Children's Place Inc/The \* | 3433 | 145 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 7477 | 858 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 8031 | 1583 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 4769 | 106 |
| &nbsp;&nbsp;&nbsp;Citi Trends Inc \* | 1797 | 36 |
| &nbsp;&nbsp;&nbsp;Clarus Corp (A) | 6221 | 94 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | 7544 | 537 |
| &nbsp;&nbsp;&nbsp;Conn's Inc \* | 3909 | 38 |
| &nbsp;&nbsp;&nbsp;Container Store Group Inc/The \* | 7800 | 53 |
| &nbsp;&nbsp;&nbsp;ContextLogic, Cl A \*(A) | 137300 | 178 |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | 26400 | 304 |
| &nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Inc  | 5444 | 588 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 13103 | 966 |
| &nbsp;&nbsp;&nbsp;Dana Inc  | 26098 | 404 |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | 9900 | 409 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 6004 | 1931 |
| &nbsp;&nbsp;&nbsp;Denny's Corp \* | 14463 | 137 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A  | 13992 | 239 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 13400 | 74 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc (A) | 12335 | 1312 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A  | 962 | 285 |
| &nbsp;&nbsp;&nbsp;Dine Brands Global Inc  | 3672 | 245 |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | 54800 | 3282 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 6040 | 548 |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \*(A) | 86082 | 1382 |
| &nbsp;&nbsp;&nbsp;Dream Finders Homes, Cl A \* | 4700 | 58 |
| &nbsp;&nbsp;&nbsp;Duluth Holdings Inc, Cl B \* | 2900 | 26 |
| &nbsp;&nbsp;&nbsp;Duolingo, Cl A \*(A) | 5500 | 517 |
| &nbsp;&nbsp;&nbsp;El Pollo Loco Holdings Inc \* | 3900 | 35 |
| &nbsp;&nbsp;&nbsp;Ermenegildo Zegna (A) | 12500 | 128 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 5276 | 125 |
| &nbsp;&nbsp;&nbsp;European Wax Center, Cl A  | 3200 | 69 |
| &nbsp;&nbsp;&nbsp;Everi Holdings Inc \* | 18900 | 350 |
| &nbsp;&nbsp;&nbsp;EVgo \*(A) | 17700 | 168 |
| &nbsp;&nbsp;&nbsp;F45 Training Holdings \* | 4400 | 11 |
| &nbsp;&nbsp;&nbsp;Faraday Future Intelligent Electric \* | 23800 | 27 |
| &nbsp;&nbsp;&nbsp;First Watch Restaurant Group \* | 2400 | 40 |
| &nbsp;&nbsp;&nbsp;Fisker \*(A) | 37200 | 336 |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | 12105 | 1548 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 22900 | 1863 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 17300 | 637 |
| &nbsp;&nbsp;&nbsp;Fossil Group Inc \* | 10700 | 45 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 9600 | 895 |
| &nbsp;&nbsp;&nbsp;Franchise Group  | 6800 | 230 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 19150 | 450 |
| &nbsp;&nbsp;&nbsp;Full House Resorts \* | 7000 | 47 |
| &nbsp;&nbsp;&nbsp;Funko Inc, Cl A \* | 6000 | 134 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \*(A) | 59600 | $1707 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 45500 | 416 |
| &nbsp;&nbsp;&nbsp;Genesco Inc \* | 2169 | 123 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 52190 | 1424 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 7548 | 452 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | 10906 | 230 |
| &nbsp;&nbsp;&nbsp;Golden Entertainment Inc \* | 4131 | 158 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 59468 | 834 |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | 29300 | 178 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 900 | 509 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 7015 | 571 |
| &nbsp;&nbsp;&nbsp;Green Brick Partners Inc \* | 6200 | 151 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 3335 | 596 |
| &nbsp;&nbsp;&nbsp;Groupon, Cl A \*(A) | 5457 | 54 |
| &nbsp;&nbsp;&nbsp;GrowGeneration Corp \*(A) | 12100 | 57 |
| &nbsp;&nbsp;&nbsp;Guess? Inc (A) | 5117 | 89 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 36500 | 1643 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 80000 | 697 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 29900 | 1153 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 4363 | 117 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 5048 | 624 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 3412 | 200 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc \* | 19570 | 798 |
| &nbsp;&nbsp;&nbsp;Holley \* | 13400 | 76 |
| &nbsp;&nbsp;&nbsp;Hovnanian Enterprises Inc, Cl A \* | 1400 | 56 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | 11227 | 1006 |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc  | 5300 | 480 |
| &nbsp;&nbsp;&nbsp;International Game Technology PLC  | 22500 | 404 |
| &nbsp;&nbsp;&nbsp;iRobot Corp \*(A) | 6202 | 365 |
| &nbsp;&nbsp;&nbsp;Jack in the Box Inc  | 5021 | 401 |
| &nbsp;&nbsp;&nbsp;JOANN  | 2500 | 18 |
| &nbsp;&nbsp;&nbsp;Johnson Outdoors Inc, Cl A  | 1400 | 86 |
| &nbsp;&nbsp;&nbsp;KB Home  | 18085 | 518 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 28400 | 807 |
| &nbsp;&nbsp;&nbsp;Kontoor Brands Inc  | 11600 | 432 |
| &nbsp;&nbsp;&nbsp;Krispy Kreme  | 19400 | 228 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 800 | 60 |
| &nbsp;&nbsp;&nbsp;Lands' End Inc \* | 2862 | 40 |
| &nbsp;&nbsp;&nbsp;Landsea Homes \* | 1300 | 9 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 7300 | 42 |
| &nbsp;&nbsp;&nbsp;Laureate Education Inc, Cl A  | 22700 | 250 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | 9526 | 251 |
| &nbsp;&nbsp;&nbsp;LCI Industries  | 5749 | 666 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 13171 | 1826 |
| &nbsp;&nbsp;&nbsp;Legacy Housing Corp \* | 1400 | 24 |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | 28600 | 1093 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 36356 | 516 |
| &nbsp;&nbsp;&nbsp;LGI Homes Inc \* | 4900 | 465 |
| &nbsp;&nbsp;&nbsp;Life Time Group Holdings \* | 8300 | 98 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 3300 | 29 |
| &nbsp;&nbsp;&nbsp;Light & Wonder, Cl A \* | 20862 | 1027 |
| &nbsp;&nbsp;&nbsp;Lindblad Expeditions Holdings Inc \* | 6900 | 53 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Liquidity Services Inc \* | 5922 | $104 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 6333 | 1681 |
| &nbsp;&nbsp;&nbsp;LL Flooring Holdings Inc \* | 6926 | 56 |
| &nbsp;&nbsp;&nbsp;Lordstown Motors, Cl A \*(A) | 34900 | 75 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 2900 | 89 |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc \*(A) | 120300 | 1845 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 24882 | 7464 |
| &nbsp;&nbsp;&nbsp;Lulu's Fashion Lounge Holdings \* | 1300 | 8 |
| &nbsp;&nbsp;&nbsp;Luminar Technologies, Cl A \*(A) | 55900 | 482 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 6594 | 285 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 63200 | 1095 |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | 4600 | 276 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 1800 | 18 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 5161 | 188 |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | 9072 | 1292 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 5000 | 120 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 78000 | 1725 |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | 12968 | 403 |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | 8311 | 651 |
| &nbsp;&nbsp;&nbsp;Mister Car Wash Inc \* | 16500 | 163 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 9874 | 148 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2900 | 175 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 7828 | 362 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 3700 | 55 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 3520 | 112 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 4900 | 1422 |
| &nbsp;&nbsp;&nbsp;National Vision Holdings Inc \* | 18300 | 608 |
| &nbsp;&nbsp;&nbsp;NEOGAMES \* | 2300 | 36 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 11000 | 52 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc (A) | 24800 | 424 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 10512 | 376 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 13100 | 725 |
| &nbsp;&nbsp;&nbsp;ONE Group Hospitality Inc/The \* | 4200 | 30 |
| &nbsp;&nbsp;&nbsp;OneSpaWorld Holdings Ltd \* | 12400 | 109 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 2200 | 88 |
| &nbsp;&nbsp;&nbsp;Overstock.com Inc \* | 10300 | 269 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 3454 | 369 |
| &nbsp;&nbsp;&nbsp;Papa John's International Inc  | 7442 | 602 |
| &nbsp;&nbsp;&nbsp;Party City Holdco Inc \* | 26600 | 52 |
| &nbsp;&nbsp;&nbsp;Patrick Industries Inc  | 5225 | 277 |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \* | 68335 | 696 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 6088 | 718 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 16254 | 188 |
| &nbsp;&nbsp;&nbsp;Petco Health & Wellness Co Inc, Cl A \* | 19300 | 288 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 4596 | 95 |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | 18300 | 1240 |
| &nbsp;&nbsp;&nbsp;PLBY Group \*(A) | 7100 | 32 |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | 12207 | 1383 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \* | 16300 | 35 |
| &nbsp;&nbsp;&nbsp;Portillo's, Cl A \*(A) | 5000 | 110 |
| &nbsp;&nbsp;&nbsp;Poshmark, Cl A \* | 11900 | 129 |
| &nbsp;&nbsp;&nbsp;PowerSchool Holdings, Cl A \* | 9800 | 176 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Purple Innovation Inc, Cl A \*(A) | 10765 | $31 |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \*(A) | 55300 | 610 |
| &nbsp;&nbsp;&nbsp;Quotient Technology Inc \* | 21000 | 39 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc  | 83022 | 257 |
| &nbsp;&nbsp;&nbsp;RCI Hospitality Holdings Inc  | 2300 | 150 |
| &nbsp;&nbsp;&nbsp;RealReal Inc/The \* | 17400 | 37 |
| &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc, Cl A  | 12200 | 466 |
| &nbsp;&nbsp;&nbsp;Rent the Runway, Cl A \*(A) | 3700 | 16 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 9340 | 241 |
| &nbsp;&nbsp;&nbsp;Revolve Group Inc, Cl A \* | 8000 | 188 |
| &nbsp;&nbsp;&nbsp;RH \* | 4011 | 1026 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \*(A) | 40700 | 1331 |
| &nbsp;&nbsp;&nbsp;Rocky Brands Inc  | 1600 | 42 |
| &nbsp;&nbsp;&nbsp;Rover Group, Cl A \* | 11100 | 42 |
| &nbsp;&nbsp;&nbsp;Rush Street Interactive \* | 13600 | 66 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 7898 | 144 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 25291 | 376 |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment Inc \* | 8900 | 447 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 34289 | 2116 |
| &nbsp;&nbsp;&nbsp;Shake Shack Inc, Cl A \* | 8500 | 405 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 4152 | 99 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd  | 9700 | 634 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | 17658 | 391 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 29746 | 1124 |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | 11800 | 669 |
| &nbsp;&nbsp;&nbsp;Sleep Number Corp \* | 5009 | 208 |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands Inc  | 12383 | 165 |
| &nbsp;&nbsp;&nbsp;Snap One Holdings \*(A) | 2800 | 31 |
| &nbsp;&nbsp;&nbsp;Solid Power \* | 6600 | 43 |
| &nbsp;&nbsp;&nbsp;Solo Brands, Cl A \* | 2600 | 11 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 5064 | 269 |
| &nbsp;&nbsp;&nbsp;Sonos Inc \* | 29300 | 441 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 9400 | 75 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 4766 | 175 |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | 18151 | 528 |
| &nbsp;&nbsp;&nbsp;Stitch Fix Inc, Cl A \* | 17800 | 89 |
| &nbsp;&nbsp;&nbsp;StoneMor \* | 6900 | 24 |
| &nbsp;&nbsp;&nbsp;Stoneridge Inc \* | 5930 | 113 |
| &nbsp;&nbsp;&nbsp;Strategic Education Inc  | 5387 | 349 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 9488 | 362 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 3942 | 206 |
| &nbsp;&nbsp;&nbsp;Superior Group of Cos Inc  | 2000 | 22 |
| &nbsp;&nbsp;&nbsp;Sweetgreen, Cl A \*(A) | 2900 | 49 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \* | 6100 | 81 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 23860 | 599 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | 36692 | 918 |
| &nbsp;&nbsp;&nbsp;Tenneco Inc, Cl A \* | 18663 | 352 |
| &nbsp;&nbsp;&nbsp;Terminix Global Holdings Inc \* | 26200 | 1117 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | 15066 | 1337 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 12190 | 987 |
| &nbsp;&nbsp;&nbsp;Tilly's Inc, Cl A  | 5243 | 39 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 23539 | 1031 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 7300 | $1341 |
| &nbsp;&nbsp;&nbsp;Torrid Holdings \* | 2700 | 15 |
| &nbsp;&nbsp;&nbsp;Traeger \* | 4800 | 13 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 17800 | 755 |
| &nbsp;&nbsp;&nbsp;TravelCenters of America Inc \* | 2700 | 146 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 25173 | 436 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 8524 | 96 |
| &nbsp;&nbsp;&nbsp;Udemy Inc \* | 17700 | 263 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | 44600 | 376 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 48400 | 367 |
| &nbsp;&nbsp;&nbsp;Unifi Inc \* | 2480 | 28 |
| &nbsp;&nbsp;&nbsp;Universal Electronics Inc \* | 2887 | 64 |
| &nbsp;&nbsp;&nbsp;Universal Technical Institute \* | 7300 | 50 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 15800 | 318 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 8912 | 2002 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 18700 | 625 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 13073 | 368 |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | 6265 | 751 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 22400 | 140 |
| &nbsp;&nbsp;&nbsp;Vizio Holding, Cl A \* | 17400 | 187 |
| &nbsp;&nbsp;&nbsp;Volta \*(A) | 27500 | 59 |
| &nbsp;&nbsp;&nbsp;Vuzix \* | 14200 | 107 |
| &nbsp;&nbsp;&nbsp;Warby Parker, Cl A \*(A) | 20200 | 254 |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \*(A) | 17400 | 917 |
| &nbsp;&nbsp;&nbsp;Weber, Cl A (A) | 3600 | 26 |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | 36275 | 696 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 15437 | 2296 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 6800 | 774 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 791 | 163 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 7235 | 417 |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc  | 17896 | 350 |
| &nbsp;&nbsp;&nbsp;Workhorse Group Inc \*(A) | 25800 | 81 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 12174 | 64 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 20100 | 1313 |
| &nbsp;&nbsp;&nbsp;Xometry, Cl A \*(A) | 7700 | 377 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 4800 | 329 |
| &nbsp;&nbsp;&nbsp;Xponential Fitness, Cl A \* | 2000 | 37 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 18400 | 679 |
| &nbsp;&nbsp;&nbsp;Zumiez Inc \* | 4803 | 125 |
|  |  | 146192 |
| **Consumer Staples — 2.9%** | **Consumer Staples — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;22nd Century Group Inc \*(A) | 39100 | 52 |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 35600 | 979 |
| &nbsp;&nbsp;&nbsp;Andersons Inc/The  | 7899 | 293 |
| &nbsp;&nbsp;&nbsp;AppHarvest \*(A) | 21800 | 63 |
| &nbsp;&nbsp;&nbsp;B&G Foods Inc, Cl A (A) | 14611 | 316 |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 21400 | 248 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 27702 | 656 |
| &nbsp;&nbsp;&nbsp;Benson Hill Inc \*(A) | 43900 | 156 |
| &nbsp;&nbsp;&nbsp;Beyond Meat Inc \*(A) | 13000 | 317 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 29700 | 2212 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 1983 | $668 |
| &nbsp;&nbsp;&nbsp;BRC Inc, Cl A \* | 5800 | 57 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 31143 | 3088 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 4426 | 186 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 9028 | 484 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 8259 | 1766 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 11600 | 1200 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co \* | 2600 | 104 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 9529 | 360 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 7021 | 234 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 1089 | 517 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 77000 | 578 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 35557 | 2704 |
| &nbsp;&nbsp;&nbsp;Duckhorn Portfolio Inc/The \* | 8000 | 146 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co  | 12245 | 477 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 10800 | 412 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 15345 | 431 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 41608 | 1136 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 7681 | 210 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 11100 | 483 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 19600 | 786 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 15060 | 305 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 23044 | 601 |
| &nbsp;&nbsp;&nbsp;HF Foods Group Inc \* | 9900 | 50 |
| &nbsp;&nbsp;&nbsp;Honest \* | 18200 | 66 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 31700 | 735 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 2645 | 232 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 14365 | 1251 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 4106 | 322 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 3064 | 457 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 1819 | 147 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 4229 | 713 |
| &nbsp;&nbsp;&nbsp;Landec Corp \* | 4693 | 49 |
| &nbsp;&nbsp;&nbsp;Medifast Inc  | 2564 | 322 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 2600 | 285 |
| &nbsp;&nbsp;&nbsp;Mission Produce Inc \* | 9300 | 150 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp  | 5204 | 289 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 1085 | 16 |
| &nbsp;&nbsp;&nbsp;Nature's Sunshine Products Inc \* | 2937 | 28 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 11205 | 459 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 29300 | 390 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 33727 | 1686 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 10307 | 293 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 11969 | 1062 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 5423 | 343 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 35300 | 464 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 12500 | 349 |
| &nbsp;&nbsp;&nbsp;Rite Aid Corp \* | 13411 | 96 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 57 | 220 |
| &nbsp;&nbsp;&nbsp;Seneca Foods Corp, Cl A \* | 1262 | 67 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 18800 | 574 |
| &nbsp;&nbsp;&nbsp;Sovos Brands \* | 5900 | 90 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 8136 | $248 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 8487 | 535 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 25700 | 743 |
| &nbsp;&nbsp;&nbsp;SunOpta \* | 24500 | 243 |
| &nbsp;&nbsp;&nbsp;Tattooed Chef Inc \*(A) | 11500 | 77 |
| &nbsp;&nbsp;&nbsp;Thorne HealthTech \* | 1500 | 7 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 3721 | 133 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 11809 | 550 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 3200 | 75 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 12798 | 564 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 5545 | 283 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 49400 | 1513 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 2832 | 183 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc  | 13800 | 230 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 32691 | 320 |
| &nbsp;&nbsp;&nbsp;Veru Inc \* | 14700 | 225 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 1962 | 43 |
| &nbsp;&nbsp;&nbsp;Vintage Wine Estates \* | 7300 | 43 |
| &nbsp;&nbsp;&nbsp;Vita Coco Co Inc/The \* | 2400 | 36 |
| &nbsp;&nbsp;&nbsp;Vital Farms Inc \* | 5500 | 71 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 3086 | 584 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 3604 | 280 |
| &nbsp;&nbsp;&nbsp;Whole Earth Brands Inc \* | 10300 | 53 |
|  |  | 40469 |
| **Energy — 5.3%** | **Energy — 5.3%** |  |
| &nbsp;&nbsp;&nbsp;Aemetis \*(A) | 5000 | 46 |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 15300 | 66 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 77000 | 775 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 65280 | 2616 |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc (A) | 3500 | 510 |
| &nbsp;&nbsp;&nbsp;Archaea Energy, Cl A \* | 14400 | 285 |
| &nbsp;&nbsp;&nbsp;Archrock Inc  | 30283 | 224 |
| &nbsp;&nbsp;&nbsp;Ardmore Shipping Corp \* | 7800 | 75 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 19400 | 177 |
| &nbsp;&nbsp;&nbsp;Borr Drilling \*(A) | 33500 | 134 |
| &nbsp;&nbsp;&nbsp;Brigham Minerals Inc, Cl A  | 12000 | 357 |
| &nbsp;&nbsp;&nbsp;Bristow Group \* | 4997 | 145 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 12400 | 495 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 16500 | 824 |
| &nbsp;&nbsp;&nbsp;Callon Petroleum Co \* | 11100 | 472 |
| &nbsp;&nbsp;&nbsp;Centennial Resource Development Inc/DE, Cl A \* | 42700 | 351 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 2000 | 100 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 43500 | 949 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 56365 | 9029 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 27993 | 2813 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 9130 | 1292 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 16834 | 1131 |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp \* | 43588 | 293 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 40200 | 710 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc \* | 21000 | 412 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;CONSOL Energy Inc  | 7475 | $537 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc/OK  | 7996 | 558 |
| &nbsp;&nbsp;&nbsp;Crescent Energy, Cl A (A) | 6660 | 114 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 7097 | 232 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 16790 | 474 |
| &nbsp;&nbsp;&nbsp;Denbury Inc \* | 10800 | 960 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 31900 | 249 |
| &nbsp;&nbsp;&nbsp;Diamond Offshore Drilling \* | 25000 | 178 |
| &nbsp;&nbsp;&nbsp;DMC Global Inc \* | 5100 | 114 |
| &nbsp;&nbsp;&nbsp;Dorian LPG Ltd  | 6747 | 98 |
| &nbsp;&nbsp;&nbsp;Dril-Quip Inc \* | 7987 | 177 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 22300 | 1231 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \*(A) | 8200 | 125 |
| &nbsp;&nbsp;&nbsp;Energy Fuels Inc/Canada \*(A) | 36000 | 292 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 7200 | 501 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 81200 | 3881 |
| &nbsp;&nbsp;&nbsp;Equitrans Midstream Corp  | 91900 | 852 |
| &nbsp;&nbsp;&nbsp;Excelerate Energy, Cl A  | 2400 | 62 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 13957 | 189 |
| &nbsp;&nbsp;&nbsp;FLEX LNG (A) | 7100 | 235 |
| &nbsp;&nbsp;&nbsp;Frontline Ltd/Bermuda \* | 28000 | 332 |
| &nbsp;&nbsp;&nbsp;Gevo Inc \*(A) | 45000 | 141 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd \* | 22402 | 611 |
| &nbsp;&nbsp;&nbsp;Green Plains Inc \* | 11190 | 410 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* | 2900 | 283 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 32569 | 141 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 21900 | 936 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 33300 | 1753 |
| &nbsp;&nbsp;&nbsp;HighPeak Energy Inc (A) | 1100 | 28 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 10128 | 299 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings, Cl A (A) | 3900 | 144 |
| &nbsp;&nbsp;&nbsp;Kosmos Energy Ltd \* | 93875 | 664 |
| &nbsp;&nbsp;&nbsp;Laredo Petroleum \* | 3800 | 295 |
| &nbsp;&nbsp;&nbsp;Liberty Oilfield Services Inc, Cl A \* | 33400 | 501 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 35200 | 840 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 24300 | 1448 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 31600 | 1232 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 1991 | 264 |
| &nbsp;&nbsp;&nbsp;National Energy Services Reunited Corp \* | 12200 | 86 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 11300 | 648 |
| &nbsp;&nbsp;&nbsp;Newpark Resources Inc \* | 18020 | 52 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions Inc \* | 39539 | 370 |
| &nbsp;&nbsp;&nbsp;Noble Corp \* | 9100 | 276 |
| &nbsp;&nbsp;&nbsp;Nordic American Tankers Ltd  | 34377 | 89 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 13200 | 418 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 86900 | 1535 |
| &nbsp;&nbsp;&nbsp;Oceaneering International Inc \* | 22646 | 200 |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 16699 | 82 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 57400 | 3050 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 9986 | 188 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc  | 44522 | 663 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A \* | 21977 | 751 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 20577 | $1397 |
| &nbsp;&nbsp;&nbsp;Peabody Energy Corp \* | 24500 | 604 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 13900 | 127 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 59600 | 1959 |
| &nbsp;&nbsp;&nbsp;Ranger Oil Corp, Cl A  | 4700 | 183 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 3900 | 118 |
| &nbsp;&nbsp;&nbsp;Riley Exploration Permian  | 4100 | 103 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 15199 | 121 |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc \* | 8200 | 172 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 10813 | 450 |
| &nbsp;&nbsp;&nbsp;Select Energy Services Inc, Cl A \* | 17800 | 127 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 20176 | 216 |
| &nbsp;&nbsp;&nbsp;SilverBow Resources Inc \* | 1500 | 60 |
| &nbsp;&nbsp;&nbsp;Sitio Royalties Corp  | 4125 | 105 |
| &nbsp;&nbsp;&nbsp;SM Energy Co  | 25613 | 1129 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 5400 | 58 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 249371 | 1868 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 15900 | 330 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 49659 | 3388 |
| &nbsp;&nbsp;&nbsp;Teekay Corp \* | 14800 | 52 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 5100 | 125 |
| &nbsp;&nbsp;&nbsp;Tellurian Inc \* | 101800 | 407 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 34000 | 135 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 1200 | 2209 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 9800 | 217 |
| &nbsp;&nbsp;&nbsp;Uranium Energy Corp \*(A) | 57700 | 261 |
| &nbsp;&nbsp;&nbsp;Ur-Energy \* | 38700 | 53 |
| &nbsp;&nbsp;&nbsp;US Silica Holdings Inc \* | 15626 | 219 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 15500 | 78 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 14000 | 714 |
| &nbsp;&nbsp;&nbsp;Vertex Energy Inc \*(A) | 13700 | 116 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 21338 | 139 |
| &nbsp;&nbsp;&nbsp;Weatherford International \* | 16600 | 467 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 14841 | 383 |
|  |  | 72160 |
| **Financials — 15.6%** | **Financials — 15.6%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 4158 | 196 |
| &nbsp;&nbsp;&nbsp;ACNB Corp  | 1900 | 68 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc  | 2800 | 49 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 8500 | 1083 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 115921 | 1385 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 3400 | 81 |
| &nbsp;&nbsp;&nbsp;Alleghany Corp \* | 2867 | 2412 |
| &nbsp;&nbsp;&nbsp;Allegiance Bancshares Inc  | 4400 | 186 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 71700 | 2380 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 3000 | 68 |
| &nbsp;&nbsp;&nbsp;A-Mark Precious Metals Inc  | 3800 | 117 |
| &nbsp;&nbsp;&nbsp;Ambac Financial Group Inc \* | 12500 | 189 |
| &nbsp;&nbsp;&nbsp;Amerant Bancorp Inc, Cl A  | 7900 | 207 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 16078 | 611 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 14953 | 1909 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;American National Bankshares Inc  | 2006 | $66 |
| &nbsp;&nbsp;&nbsp;Ameris Bancorp  | 14962 | 698 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 4533 | 217 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage (A) | 1600 | 22 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 353759 | 2282 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Inc  | 32819 | 382 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 101484 | 5640 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust Inc <sup>‡</sup> | 32800 | 491 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 79308 | 3626 |
| &nbsp;&nbsp;&nbsp;Ares Commercial Real Estate Corp  | 9600 | 127 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp, Cl A  | 34045 | 2524 |
| &nbsp;&nbsp;&nbsp;Argo Group International Holdings Ltd  | 6816 | 134 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential Inc <sup>‡</sup>(A) | 19724 | 140 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 3158 | 101 |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Inc, Cl A  | 13300 | 449 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 3900 | 75 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 34136 | 684 |
| &nbsp;&nbsp;&nbsp;Associated Capital Group Inc  | 500 | 20 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd  | 13687 | 699 |
| &nbsp;&nbsp;&nbsp;Atlantic Union Bankshares Corp  | 16882 | 548 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 1100 | 31 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 17868 | 950 |
| &nbsp;&nbsp;&nbsp;Axos Financial Inc \* | 13136 | 549 |
| &nbsp;&nbsp;&nbsp;B Riley Financial Inc  | 4400 | 219 |
| &nbsp;&nbsp;&nbsp;Banc of California Inc  | 13500 | 228 |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 4050 | 437 |
| &nbsp;&nbsp;&nbsp;Banco Latinoamericano de Comercio Exterior SA, Cl E  | 7012 | 102 |
| &nbsp;&nbsp;&nbsp;Bancorp Inc/The \* | 12492 | 296 |
| &nbsp;&nbsp;&nbsp;Bank First Corp  | 1500 | 122 |
| &nbsp;&nbsp;&nbsp;Bank of Hawaii Corp  | 9024 | 704 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 3614 | 112 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 11500 | 375 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 24970 | 1012 |
| &nbsp;&nbsp;&nbsp;BankUnited Inc  | 17096 | 633 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 8151 | 495 |
| &nbsp;&nbsp;&nbsp;Bar Harbor Bankshares  | 2850 | 81 |
| &nbsp;&nbsp;&nbsp;BayCom Corp  | 3000 | 56 |
| &nbsp;&nbsp;&nbsp;BCB Bancorp Inc  | 3200 | 58 |
| &nbsp;&nbsp;&nbsp;Berkshire Hills Bancorp Inc  | 10991 | 310 |
| &nbsp;&nbsp;&nbsp;BGC Partners Inc, Cl A  | 72536 | 292 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 155000 | 14561 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust Inc, Cl A <sup>‡</sup> | 37600 | 1090 |
| &nbsp;&nbsp;&nbsp;Blucora Inc \* | 10529 | 211 |
| &nbsp;&nbsp;&nbsp;Blue Foundry Bancorp \* | 6000 | 68 |
| &nbsp;&nbsp;&nbsp;Blue Owl Capital Inc, Cl A (A) | 92300 | 1025 |
| &nbsp;&nbsp;&nbsp;Blue Ridge Bankshares Inc  | 3700 | 54 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp  | 6782 | 603 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc  | 11300 | 434 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 6100 | 105 |
| &nbsp;&nbsp;&nbsp;Bright Health Group \* | 11100 | 17 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 15900 | $756 |
| &nbsp;&nbsp;&nbsp;Brightsphere Investment Group Inc  | 7363 | 126 |
| &nbsp;&nbsp;&nbsp;BrightSpire Capital, Cl A  | 21794 | 183 |
| &nbsp;&nbsp;&nbsp;Broadmark Realty Capital  | 30500 | 197 |
| &nbsp;&nbsp;&nbsp;Brookline Bancorp Inc  | 16574 | 207 |
| &nbsp;&nbsp;&nbsp;BRP Group Inc, Cl A \* | 13300 | 418 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 4300 | 101 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5970 | 130 |
| &nbsp;&nbsp;&nbsp;Cadence Bank  | 38931 | 992 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 1500 | 123 |
| &nbsp;&nbsp;&nbsp;Camden National Corp  | 3058 | 138 |
| &nbsp;&nbsp;&nbsp;Cannae Holdings Inc \* | 18662 | 403 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 1900 | 47 |
| &nbsp;&nbsp;&nbsp;Capital City Bank Group Inc  | 2861 | 91 |
| &nbsp;&nbsp;&nbsp;Capitol Federal Financial Inc  | 28287 | 256 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings Inc  | 2400 | 48 |
| &nbsp;&nbsp;&nbsp;Carlyle Group Inc/The  | 47000 | 1529 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 7100 | 117 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp  | 16915 | 709 |
| &nbsp;&nbsp;&nbsp;CBTX Inc  | 3600 | 107 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 6810 | 148 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 53665 | 456 |
| &nbsp;&nbsp;&nbsp;Citizens & Northern Corp  | 3540 | 85 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 3685 | 313 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 3400 | 72 |
| &nbsp;&nbsp;&nbsp;Claros Mortgage Trust  | 21600 | 369 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 6675 | 257 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 1948 | 51 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 27425 | 505 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 1900 | 76 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 5536 | 395 |
| &nbsp;&nbsp;&nbsp;Coinbase Global Inc, Cl A \*(A) | 33800 | 2258 |
| &nbsp;&nbsp;&nbsp;Colony Bankcorp Inc  | 3700 | 52 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System Inc  | 18029 | 540 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 8700 | 186 |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc/MO  | 24290 | 1670 |
| &nbsp;&nbsp;&nbsp;Community Bank System Inc  | 12351 | 808 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 3393 | 143 |
| &nbsp;&nbsp;&nbsp;Compass Diversified Holdings  | 14400 | 300 |
| &nbsp;&nbsp;&nbsp;ConnectOne Bancorp Inc  | 8383 | 210 |
| &nbsp;&nbsp;&nbsp;Cowen Inc, Cl A  | 5930 | 228 |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 5700 | 35 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \*(A) | 1512 | 805 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 11500 | 152 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 12905 | 1677 |
| &nbsp;&nbsp;&nbsp;Curo Group Holdings Corp  | 4500 | 30 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 6770 | 235 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 28179 | 739 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc  | 654 | 112 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 7729 | 242 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 2500 | 36 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 5132 | 218 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dynex Capital Inc  | 5397 | $84 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc  | 7306 | 355 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 31366 | 2264 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc  | 33800 | 656 |
| &nbsp;&nbsp;&nbsp;eHealth Inc \* | 5874 | 38 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Inc  | 13700 | 201 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 5074 | 199 |
| &nbsp;&nbsp;&nbsp;Enact Holdings  | 7000 | 178 |
| &nbsp;&nbsp;&nbsp;Encore Capital Group Inc \* | 5675 | 310 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 8166 | 285 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd \* | 2351 | 445 |
| &nbsp;&nbsp;&nbsp;Enterprise Bancorp Inc/MA  | 2848 | 92 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 8765 | 401 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 83600 | 2487 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 3900 | 122 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 5587 | 1201 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 1600 | 60 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd  | 22400 | 896 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 8776 | 822 |
| &nbsp;&nbsp;&nbsp;EZCORP Inc, Cl A \* | 11257 | 98 |
| &nbsp;&nbsp;&nbsp;Farmers & Merchants Bancorp Inc/Archbold OH  | 3200 | 91 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 6800 | 97 |
| &nbsp;&nbsp;&nbsp;FB Financial Corp  | 7502 | 297 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C  | 1988 | 217 |
| &nbsp;&nbsp;&nbsp;Federated Hermes Inc, Cl B  | 19770 | 673 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 59466 | 2325 |
| &nbsp;&nbsp;&nbsp;Finance of America, Cl A \* | 7100 | 9 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 3243 | 84 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 23072 | 1234 |
| &nbsp;&nbsp;&nbsp;First Bancorp Inc/The  | 3052 | 89 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico  | 45416 | 650 |
| &nbsp;&nbsp;&nbsp;First Bancorp/Southern Pines NC  | 7645 | 278 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 4600 | 138 |
| &nbsp;&nbsp;&nbsp;First Bank  | 3700 | 55 |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 12392 | 285 |
| &nbsp;&nbsp;&nbsp;First Business Financial Services Inc  | 1800 | 60 |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc/NC, Cl A  | 2702 | 2194 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 22901 | 309 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 4442 | 140 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp  | 20633 | 445 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 27912 | 1187 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2412 | 112 |
| &nbsp;&nbsp;&nbsp;First Foundation Inc  | 9100 | 173 |
| &nbsp;&nbsp;&nbsp;First Hawaiian Inc  | 29100 | 748 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 117425 | 2656 |
| &nbsp;&nbsp;&nbsp;First Internet Bancorp  | 2200 | 81 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem Inc, Cl A  | 21016 | 846 |
| &nbsp;&nbsp;&nbsp;First Merchants Corp  | 13118 | 522 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares Inc  | 3572 | 126 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 4995 | 92 |
| &nbsp;&nbsp;&nbsp;First Western Financial \* | 1800 | 48 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;FirstCash Holdings  | 9020 | $703 |
| &nbsp;&nbsp;&nbsp;Five Star Bancorp  | 2800 | 71 |
| &nbsp;&nbsp;&nbsp;Flagstar Bancorp Inc  | 11700 | 451 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 6070 | 125 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 73989 | 882 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners Inc, Cl A \* | 12800 | 501 |
| &nbsp;&nbsp;&nbsp;Franklin BSP Realty Trust  | 20154 | 260 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 35712 | 580 |
| &nbsp;&nbsp;&nbsp;FVCBankcorp Inc \* | 2700 | 52 |
| &nbsp;&nbsp;&nbsp;GAMCO Investors Inc, Cl A  | 1931 | 39 |
| &nbsp;&nbsp;&nbsp;GCM Grosvenor  | 10000 | 79 |
| &nbsp;&nbsp;&nbsp;Genworth Financial Inc, Cl A \* | 118100 | 498 |
| &nbsp;&nbsp;&nbsp;German American Bancorp Inc  | 6166 | 232 |
| &nbsp;&nbsp;&nbsp;Glacier Bancorp Inc  | 24575 | 1245 |
| &nbsp;&nbsp;&nbsp;Goosehead Insurance Inc, Cl A \* | 4100 | 213 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust Inc  | 10941 | 103 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 2499 | 147 |
| &nbsp;&nbsp;&nbsp;Green Dot Corp, Cl A \* | 12455 | 253 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 6409 | 51 |
| &nbsp;&nbsp;&nbsp;Guaranty Bancshares Inc/TX  | 1500 | 52 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 8000 | 557 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 19414 | 936 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 6878 | 170 |
| &nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital Inc  | 19300 | 763 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 7517 | 973 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 10720 | 146 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 2200 | 40 |
| &nbsp;&nbsp;&nbsp;HCI Group Inc  | 1115 | 53 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA Inc  | 9475 | 423 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 13600 | 154 |
| &nbsp;&nbsp;&nbsp;Heritage Financial Corp/WA  | 8071 | 210 |
| &nbsp;&nbsp;&nbsp;Hilltop Holdings Inc  | 14700 | 388 |
| &nbsp;&nbsp;&nbsp;Hingham Institution For Savings The  | 300 | 89 |
| &nbsp;&nbsp;&nbsp;Home Bancorp Inc  | 1800 | 70 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 42932 | 1010 |
| &nbsp;&nbsp;&nbsp;Home Point Capital  | 1600 | 4 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 4372 | 152 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 4102 | 95 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc  | 26995 | 391 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp  | 9814 | 351 |
| &nbsp;&nbsp;&nbsp;Horizon Bancorp Inc/IN  | 9425 | 178 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 11600 | 911 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp  | 10420 | 815 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 5400 | 111 |
| &nbsp;&nbsp;&nbsp;Independent Bank Group Inc  | 8402 | 566 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 21127 | 1301 |
| &nbsp;&nbsp;&nbsp;International Bancshares Corp  | 12050 | 503 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital Inc  | 8009 | 127 |
| &nbsp;&nbsp;&nbsp;Investors Title Co  | 400 | 59 |
| &nbsp;&nbsp;&nbsp;Jackson Financial, Cl A  | 17500 | 547 |
| &nbsp;&nbsp;&nbsp;James River Group Holdings Ltd  | 8200 | 195 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC  | 30600 | $716 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 46500 | 1492 |
| &nbsp;&nbsp;&nbsp;John Marshall Bancorp  | 2700 | 68 |
| &nbsp;&nbsp;&nbsp;Kearny Financial Corp/MD  | 17129 | 195 |
| &nbsp;&nbsp;&nbsp;Kemper Corp  | 13873 | 638 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 4800 | 1217 |
| &nbsp;&nbsp;&nbsp;KKR & Co Inc  | 127063 | 6424 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust Inc  | 9300 | 179 |
| &nbsp;&nbsp;&nbsp;Ladder Capital Corp, Cl A <sup>‡</sup> | 25162 | 278 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 13393 | 218 |
| &nbsp;&nbsp;&nbsp;Lakeland Financial Corp  | 5757 | 434 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A (A) | 20031 | 728 |
| &nbsp;&nbsp;&nbsp;Lemonade Inc \*(A) | 8200 | 181 |
| &nbsp;&nbsp;&nbsp;LendingClub Corp \* | 22600 | 295 |
| &nbsp;&nbsp;&nbsp;LendingTree Inc \* | 2700 | 82 |
| &nbsp;&nbsp;&nbsp;Live Oak Bancshares Inc  | 7300 | 265 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 17562 | 3887 |
| &nbsp;&nbsp;&nbsp;Luther Burbank Corp  | 4422 | 58 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 5200 | 50 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 2933 | 3502 |
| &nbsp;&nbsp;&nbsp;MBIA Inc \* | 10982 | 129 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 3557 | 118 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 3300 | 89 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp  | 5978 | 191 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 3800 | 76 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 2100 | 150 |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc  | 25224 | 276 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 65418 | 935 |
| &nbsp;&nbsp;&nbsp;Mid Penn Bancorp Inc  | 3200 | 93 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 5600 | 141 |
| &nbsp;&nbsp;&nbsp;MidWestOne Financial Group Inc  | 3169 | 97 |
| &nbsp;&nbsp;&nbsp;Moelis & Co, Cl A  | 13700 | 571 |
| &nbsp;&nbsp;&nbsp;Moneylion \* | 32500 | 46 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 5520 | 1259 |
| &nbsp;&nbsp;&nbsp;Mr Cooper Group Inc \* | 15071 | 638 |
| &nbsp;&nbsp;&nbsp;MVB Financial Corp  | 2400 | 77 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 6400 | 257 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 510 | 97 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 25600 | 394 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc  | 10108 | 392 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 2731 | 230 |
| &nbsp;&nbsp;&nbsp;NerdWallet, Cl A \* | 5800 | 60 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc  | 104039 | 1019 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust Inc <sup>‡</sup> | 90238 | 253 |
| &nbsp;&nbsp;&nbsp;NI Holdings Inc \* | 2300 | 30 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 2200 | 168 |
| &nbsp;&nbsp;&nbsp;NMI Holdings Inc, Cl A \* | 19100 | 392 |
| &nbsp;&nbsp;&nbsp;Northeast Bank  | 1500 | 58 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 10205 | 150 |
| &nbsp;&nbsp;&nbsp;Northwest Bancshares Inc  | 27479 | 387 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 13468 | 262 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 10925 | 297 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 64761 | $1081 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp  | 62744 | 1370 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp Inc  | 10100 | 139 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 26900 | 940 |
| &nbsp;&nbsp;&nbsp;Open Lending, Cl A \* | 23800 | 231 |
| &nbsp;&nbsp;&nbsp;Oportun Financial Corp \* | 5900 | 30 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 2164 | 79 |
| &nbsp;&nbsp;&nbsp;Orchid Island Capital, Cl A  | 7420 | 100 |
| &nbsp;&nbsp;&nbsp;Orchid Island Capital Inc, Cl A <sup>‡</sup>(A) |  |  |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 5000 | 204 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 700 | 18 |
| &nbsp;&nbsp;&nbsp;Oscar Health, Cl A \* | 30800 | 204 |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Inc  | 21036 | 689 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 26712 | 703 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings Inc, Cl A \* | 5600 | 444 |
| &nbsp;&nbsp;&nbsp;Park National Corp  | 3305 | 436 |
| &nbsp;&nbsp;&nbsp;Pathward Financial  | 6100 | 201 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp  | 2600 | 49 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp  | 5000 | 93 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 4854 | 163 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc  | 7000 | 372 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 22663 | 337 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 5572 | 167 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 1600 | 78 |
| &nbsp;&nbsp;&nbsp;Perella Weinberg Partners, Cl A  | 10900 | 78 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 16927 | 1366 |
| &nbsp;&nbsp;&nbsp;Pioneer Bancorp \* | 2700 | 25 |
| &nbsp;&nbsp;&nbsp;Piper Sandler Cos  | 3977 | 456 |
| &nbsp;&nbsp;&nbsp;PJT Partners Inc  | 5200 | 360 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 16656 | 1286 |
| &nbsp;&nbsp;&nbsp;PRA Group Inc \* | 9758 | 360 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 3037 | 206 |
| &nbsp;&nbsp;&nbsp;Premier Financial Corp  | 8976 | 243 |
| &nbsp;&nbsp;&nbsp;Primerica Inc  | 8529 | 1081 |
| &nbsp;&nbsp;&nbsp;Primis Financial Corp  | 6000 | 79 |
| &nbsp;&nbsp;&nbsp;ProAssurance Corp  | 11625 | 249 |
| &nbsp;&nbsp;&nbsp;Professional Holding, Cl A \* | 2900 | 81 |
| &nbsp;&nbsp;&nbsp;PROG Holdings Inc \* | 9978 | 185 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 19235 | 1363 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 3500 | 51 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 16778 | 390 |
| &nbsp;&nbsp;&nbsp;Pzena Investment Management Inc, Cl A  | 6300 | 60 |
| &nbsp;&nbsp;&nbsp;QCR Holdings Inc  | 3900 | 218 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 36348 | 767 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 2600 | 57 |
| &nbsp;&nbsp;&nbsp;Ready Capital Corp  | 15432 | 202 |
| &nbsp;&nbsp;&nbsp;Red River Bancshares Inc  | 1200 | 61 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 27405 | 212 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 1700 | 57 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 14816 | 1857 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 9706 | 1313 |
| &nbsp;&nbsp;&nbsp;Renasant Corp  | 12460 | 415 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Republic Bancorp Inc/KY, Cl A  | 1998 | $85 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 9800 | 31 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 99188 | 935 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 8282 | 909 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets Inc, Cl A \*(A) | 127300 | 1216 |
| &nbsp;&nbsp;&nbsp;Rocket Cos Inc, Cl A (A) | 21000 | 166 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 19000 | 805 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 8332 | 247 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 3131 | 282 |
| &nbsp;&nbsp;&nbsp;Sandy Spring Bancorp Inc  | 10110 | 389 |
| &nbsp;&nbsp;&nbsp;Sculptor Capital Management Inc, Cl A  | 5700 | 54 |
| &nbsp;&nbsp;&nbsp;Seacoast Banking Corp of Florida  | 12398 | 401 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co <sup>†</sup> | 23119 | 1265 |
| &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc  | 13184 | 1047 |
| &nbsp;&nbsp;&nbsp;Selectquote Inc \* | 28700 | 32 |
| &nbsp;&nbsp;&nbsp;ServisFirst Bancshares Inc  | 10600 | 894 |
| &nbsp;&nbsp;&nbsp;Shore Bancshares Inc  | 2000 | 38 |
| &nbsp;&nbsp;&nbsp;Sierra Bancorp  | 2978 | 62 |
| &nbsp;&nbsp;&nbsp;Silvergate Capital Corp, Cl A \* | 7000 | 638 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 28353 | 669 |
| &nbsp;&nbsp;&nbsp;SiriusPoint Ltd \* | 20200 | 90 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 59820 | 914 |
| &nbsp;&nbsp;&nbsp;SmartFinancial Inc  | 3100 | 78 |
| &nbsp;&nbsp;&nbsp;SoFi Technologies Inc \*(A) | 181800 | 1076 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 2400 | 65 |
| &nbsp;&nbsp;&nbsp;Southern First Bancshares Inc \* | 1491 | 64 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 1900 | 100 |
| &nbsp;&nbsp;&nbsp;Southside Bancshares Inc  | 6762 | 255 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 16584 | 1294 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 64880 | 1488 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 10500 | 287 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 5841 | 296 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 23373 | 1386 |
| &nbsp;&nbsp;&nbsp;Stock Yards Bancorp Inc  | 6502 | 431 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 3768 | 350 |
| &nbsp;&nbsp;&nbsp;Summit Financial Group Inc  | 2600 | 74 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 31992 | 1285 |
| &nbsp;&nbsp;&nbsp;Texas Capital Bancshares Inc \* | 11423 | 674 |
| &nbsp;&nbsp;&nbsp;TFS Financial Corp  | 12343 | 177 |
| &nbsp;&nbsp;&nbsp;Third Coast Bancshares \* | 800 | 15 |
| &nbsp;&nbsp;&nbsp;Tiptree Inc  | 5100 | 61 |
| &nbsp;&nbsp;&nbsp;Tompkins Financial Corp  | 3505 | 251 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 15967 | 455 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust Inc  | 14400 | 133 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 24500 | 1705 |
| &nbsp;&nbsp;&nbsp;Trean Insurance Group Inc \* | 3800 | 17 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares  | 6909 | 326 |
| &nbsp;&nbsp;&nbsp;Triumph Bancorp Inc \* | 5200 | 322 |
| &nbsp;&nbsp;&nbsp;Trupanion Inc \* | 8600 | 607 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 4325 | 144 |
| &nbsp;&nbsp;&nbsp;Trustmark Corp  | 14539 | 459 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment Corp <sup>‡</sup> | 80442 | 390 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp  | 10045 | $899 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 49531 | 879 |
| &nbsp;&nbsp;&nbsp;United Bankshares Inc/WV  | 29256 | 1085 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 23818 | 799 |
| &nbsp;&nbsp;&nbsp;United Fire Group Inc  | 4171 | 123 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 5900 | 70 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 7415 | 184 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 44500 | 1684 |
| &nbsp;&nbsp;&nbsp;Upstart Holdings Inc \*(A) | 17000 | 440 |
| &nbsp;&nbsp;&nbsp;UWM Holdings Corp (A) | 20000 | 72 |
| &nbsp;&nbsp;&nbsp;Valley National Bancorp  | 96768 | 1124 |
| &nbsp;&nbsp;&nbsp;Value Line Inc  | 300 | 25 |
| &nbsp;&nbsp;&nbsp;Velocity Financial \* | 1800 | 21 |
| &nbsp;&nbsp;&nbsp;Veritex Holdings Inc  | 10839 | 326 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings Inc, Cl A  | 2200 | 59 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 22500 | 517 |
| &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc  | 1658 | 317 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 22500 | 1384 |
| &nbsp;&nbsp;&nbsp;Walker & Dunlop Inc  | 6423 | 645 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 15436 | 494 |
| &nbsp;&nbsp;&nbsp;Washington Trust Bancorp Inc  | 3870 | 196 |
| &nbsp;&nbsp;&nbsp;Waterstone Financial Inc  | 4000 | 69 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp  | 39629 | 1865 |
| &nbsp;&nbsp;&nbsp;WesBanco Inc  | 14009 | 479 |
| &nbsp;&nbsp;&nbsp;West BanCorp Inc  | 3785 | 93 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp  | 6155 | 344 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 23461 | 1800 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 662 | 907 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 13249 | 1117 |
| &nbsp;&nbsp;&nbsp;WisdomTree Investments Inc  | 34575 | 173 |
| &nbsp;&nbsp;&nbsp;World Acceptance Corp \* | 976 | 113 |
| &nbsp;&nbsp;&nbsp;WSFS Financial Corp  | 14612 | 706 |
|  |  | 217345 |
| **Health Care — 12.8%** | **Health Care — 12.8%** |  |
| &nbsp;&nbsp;&nbsp;10X Genomics Inc, Cl A \* | 20600 | 680 |
| &nbsp;&nbsp;&nbsp;1Life Healthcare Inc \* | 37400 | 644 |
| &nbsp;&nbsp;&nbsp;23andMe Holding, Cl A \* | 45800 | 154 |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 4800 | 71 |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \* | 7700 | 61 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \* | 48100 | 514 |
| &nbsp;&nbsp;&nbsp;Absci Corp \*(A) | 16500 | 56 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 19787 | 1621 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc \* | 26900 | 442 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 11200 | 114 |
| &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc \* | 11100 | 177 |
| &nbsp;&nbsp;&nbsp;Adagio Therapeutics Inc \*(A) | 4500 | 21 |
| &nbsp;&nbsp;&nbsp;AdaptHealth Corp, Cl A \* | 15400 | 277 |
| &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp \* | 23700 | 211 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare Corp \* | 3600 | 321 |
| &nbsp;&nbsp;&nbsp;Adicet Bio Inc \* | 4500 | 64 |
| &nbsp;&nbsp;&nbsp;ADMA Biologics Inc \* | 23300 | 63 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Aerie Pharmaceuticals Inc \* | 11900 | $180 |
| &nbsp;&nbsp;&nbsp;Aerovate Therapeutics \*(A) | 2200 | 44 |
| &nbsp;&nbsp;&nbsp;Affimed NV \* | 27377 | 72 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 57300 | 155 |
| &nbsp;&nbsp;&nbsp;Agiliti \* | 6100 | 98 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 39500 | 821 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 12800 | 326 |
| &nbsp;&nbsp;&nbsp;AirSculpt Technologies  | 1400 | 12 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics Inc \* | 7000 | 82 |
| &nbsp;&nbsp;&nbsp;Akoya Biosciences \* | 1600 | 18 |
| &nbsp;&nbsp;&nbsp;Albireo Pharma Inc \* | 2900 | 51 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 13000 | 135 |
| &nbsp;&nbsp;&nbsp;Alignment Healthcare \* | 17000 | 259 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 36653 | 868 |
| &nbsp;&nbsp;&nbsp;Allogene Therapeutics Inc \* | 20200 | 277 |
| &nbsp;&nbsp;&nbsp;Allovir \* | 7300 | 55 |
| &nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Inc \* | 27353 | 465 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 26789 | 5536 |
| &nbsp;&nbsp;&nbsp;Alpha Teknova \* | 1500 | 7 |
| &nbsp;&nbsp;&nbsp;Alphatec Holdings Inc \* | 18300 | 139 |
| &nbsp;&nbsp;&nbsp;Alpine Immune Sciences Inc \* | 2500 | 19 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \* | 4300 | 56 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 7371 | 873 |
| &nbsp;&nbsp;&nbsp;American Well Corp, Cl A \* | 43300 | 197 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 59100 | 664 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 9909 | 1017 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 23588 | 51 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 8300 | 246 |
| &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals \* | 200 | 5 |
| &nbsp;&nbsp;&nbsp;AnaptysBio Inc \* | 4800 | 111 |
| &nbsp;&nbsp;&nbsp;Anavex Life Sciences Corp \* | 15300 | 147 |
| &nbsp;&nbsp;&nbsp;AngioDynamics Inc \* | 8570 | 190 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Inc \* | 2500 | 92 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 3070 | 69 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 20400 | 1234 |
| &nbsp;&nbsp;&nbsp;Apollo Medical Holdings Inc \* | 8600 | 371 |
| &nbsp;&nbsp;&nbsp;Arbutus Biopharma Corp \* | 16700 | 37 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 4700 | 84 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc \* | 5500 | 77 |
| &nbsp;&nbsp;&nbsp;Arcus Biosciences Inc \* | 10600 | 255 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc \* | 7000 | 189 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc \* | 23400 | 929 |
| &nbsp;&nbsp;&nbsp;Artivion \* | 8545 | 189 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 10700 | 453 |
| &nbsp;&nbsp;&nbsp;Atara Biotherapeutics Inc \* | 20600 | 83 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 15000 | 113 |
| &nbsp;&nbsp;&nbsp;Athira Pharma \* | 4800 | 16 |
| &nbsp;&nbsp;&nbsp;AtriCure Inc \* | 10320 | 471 |
| &nbsp;&nbsp;&nbsp;Atrion Corp  | 330 | 199 |
| &nbsp;&nbsp;&nbsp;Aura Biosciences \*(A) | 1200 | 16 |
| &nbsp;&nbsp;&nbsp;Aurinia Pharmaceuticals \* | 31700 | 233 |
| &nbsp;&nbsp;&nbsp;Avanos Medical Inc \* | 11100 | 273 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 134051 | $3339 |
| &nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings Inc \* | 10800 | 20 |
| &nbsp;&nbsp;&nbsp;Avid Bioservices Inc \* | 13800 | 238 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc \* | 9500 | 186 |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 9085 | 85 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 10500 | 759 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc \* | 6500 | 415 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 17203 | 907 |
| &nbsp;&nbsp;&nbsp;Beam Therapeutics Inc \* | 13500 | 737 |
| &nbsp;&nbsp;&nbsp;Berkeley Lights Inc \* | 10700 | 39 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 41300 | 574 |
| &nbsp;&nbsp;&nbsp;Biohaven Pharmaceutical Holding Co Ltd \* | 13500 | 2016 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 7900 | 187 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 40646 | 3626 |
| &nbsp;&nbsp;&nbsp;Bionano Genomics \*(A) | 63500 | 157 |
| &nbsp;&nbsp;&nbsp;Bioventus, Cl A \* | 6639 | 49 |
| &nbsp;&nbsp;&nbsp;Bioxcel Therapeutics Inc \*(A) | 3900 | 53 |
| &nbsp;&nbsp;&nbsp;Bluebird Bio Inc \* | 14400 | 84 |
| &nbsp;&nbsp;&nbsp;Blueprint Medicines Corp \* | 13200 | 967 |
| &nbsp;&nbsp;&nbsp;Bridgebio Pharma \* | 22935 | 241 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 42209 | 186 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 24732 | 1385 |
| &nbsp;&nbsp;&nbsp;Butterfly Network \*(A) | 31800 | 198 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 8100 | 82 |
| &nbsp;&nbsp;&nbsp;Cano Health Inc \* | 40300 | 249 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 9400 | 97 |
| &nbsp;&nbsp;&nbsp;Cardiovascular Systems Inc \* | 8425 | 111 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 11500 | 225 |
| &nbsp;&nbsp;&nbsp;CareMax \* | 13900 | 95 |
| &nbsp;&nbsp;&nbsp;Caribou Biosciences \* | 15100 | 149 |
| &nbsp;&nbsp;&nbsp;Cassava Sciences \*(A) | 8700 | 224 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 4600 | 133 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 23400 | 317 |
| &nbsp;&nbsp;&nbsp;Celldex Therapeutics Inc \* | 10300 | 313 |
| &nbsp;&nbsp;&nbsp;Century Therapeutics \*(A) | 2500 | 26 |
| &nbsp;&nbsp;&nbsp;Cerevel Therapeutics Holdings Inc \* | 12400 | 361 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 23764 | 372 |
| &nbsp;&nbsp;&nbsp;Cerus Corp \* | 38497 | 158 |
| &nbsp;&nbsp;&nbsp;Change Healthcare Inc \* | 55800 | 1371 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 3245 | 1545 |
| &nbsp;&nbsp;&nbsp;ChemoCentryx Inc \* | 14200 | 724 |
| &nbsp;&nbsp;&nbsp;Chimerix Inc \* | 20300 | 45 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 8760 | 182 |
| &nbsp;&nbsp;&nbsp;CinCor Pharma Inc \* | 2700 | 91 |
| &nbsp;&nbsp;&nbsp;Clover Health Investments, Cl A \* | 93800 | 245 |
| &nbsp;&nbsp;&nbsp;Codexis Inc \* | 13961 | 98 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \* | 7900 | 130 |
| &nbsp;&nbsp;&nbsp;Coherus Biosciences Inc \* | 14800 | 165 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 7800 | 137 |
| &nbsp;&nbsp;&nbsp;Community Health Systems Inc \* | 28329 | 75 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 3302 | 101 |
| &nbsp;&nbsp;&nbsp;CONMED Corp  | 6708 | 594 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Convey Health Solutions Holdings \* | 2900 | $30 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 19200 | 496 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 1934 | 301 |
| &nbsp;&nbsp;&nbsp;Covetrus Inc \* | 23600 | 493 |
| &nbsp;&nbsp;&nbsp;Crinetics Pharmaceuticals Inc \* | 10300 | 194 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 9179 | 233 |
| &nbsp;&nbsp;&nbsp;CryoPort Inc \* | 9400 | 307 |
| &nbsp;&nbsp;&nbsp;CTI BioPharma Corp \* | 23900 | 150 |
| &nbsp;&nbsp;&nbsp;Cue Health \*(A) | 26000 | 87 |
| &nbsp;&nbsp;&nbsp;Cullinan Oncology \* | 7700 | 104 |
| &nbsp;&nbsp;&nbsp;Cutera Inc \* | 3900 | 186 |
| &nbsp;&nbsp;&nbsp;Cytek Biosciences \* | 22300 | 260 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 18200 | 964 |
| &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals \* | 2800 | 66 |
| &nbsp;&nbsp;&nbsp;Deciphera Pharmaceuticals Inc \* | 8900 | 144 |
| &nbsp;&nbsp;&nbsp;Definitive Healthcare Corp, Cl A \* | 7300 | 147 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 22200 | 614 |
| &nbsp;&nbsp;&nbsp;Design Therapeutics \* | 7800 | 158 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics Inc \*(A) | 6400 | 100 |
| &nbsp;&nbsp;&nbsp;DocGo Inc \* | 20500 | 209 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \*(A) | 22100 | 734 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 23889 | 274 |
| &nbsp;&nbsp;&nbsp;Dyne Therapeutics \* | 6100 | 60 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 2700 | 88 |
| &nbsp;&nbsp;&nbsp;Edgewise Therapeutics Inc \* | 8300 | 84 |
| &nbsp;&nbsp;&nbsp;Editas Medicine Inc, Cl A \* | 15400 | 226 |
| &nbsp;&nbsp;&nbsp;Eiger BioPharmaceuticals Inc \* | 5600 | 46 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 98800 | 1495 |
| &nbsp;&nbsp;&nbsp;Embecta Corp  | 13100 | 418 |
| &nbsp;&nbsp;&nbsp;Emergent BioSolutions Inc \* | 10984 | 264 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 4700 | 286 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 21741 | 1056 |
| &nbsp;&nbsp;&nbsp;Enhabit Inc \* | 10870 | 180 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 10663 | 540 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 12036 | 1027 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 35600 | 1320 |
| &nbsp;&nbsp;&nbsp;EQRx \*(A) | 34500 | 169 |
| &nbsp;&nbsp;&nbsp;Erasca Inc \*(A) | 14600 | 132 |
| &nbsp;&nbsp;&nbsp;Esperion Therapeutics Inc \*(A) | 13600 | 101 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 17000 | 625 |
| &nbsp;&nbsp;&nbsp;Evolus Inc \* | 11000 | 106 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 38826 | 1380 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 70100 | 1244 |
| &nbsp;&nbsp;&nbsp;EyePoint Pharmaceuticals \* | 4500 | 45 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc \* | 18600 | 486 |
| &nbsp;&nbsp;&nbsp;FibroGen Inc \* | 19000 | 236 |
| &nbsp;&nbsp;&nbsp;Figs Inc, Cl A \* | 24600 | 284 |
| &nbsp;&nbsp;&nbsp;Foghorn Therapeutics \* | 4200 | 42 |
| &nbsp;&nbsp;&nbsp;Forma Therapeutics Holdings Inc \* | 7600 | 102 |
| &nbsp;&nbsp;&nbsp;Fulcrum Therapeutics Inc \*(A) | 5100 | 38 |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics Inc \* | 4700 | 204 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 9900 | 51 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Geron Corp \* | 71070 | $188 |
| &nbsp;&nbsp;&nbsp;Glaukos Corp \* | 10349 | 502 |
| &nbsp;&nbsp;&nbsp;Global Blood Therapeutics Inc \* | 13901 | 944 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 18000 | 1065 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio Inc \* | 13600 | 190 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 21800 | 1091 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 11447 | 859 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 29958 | 1220 |
| &nbsp;&nbsp;&nbsp;Hanger Inc \* | 10000 | 186 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 5300 | 233 |
| &nbsp;&nbsp;&nbsp;Health Catalyst Inc \* | 12300 | 148 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 18300 | 1209 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 5964 | 132 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \* | 20900 | 85 |
| &nbsp;&nbsp;&nbsp;Heska Corp \* | 2200 | 200 |
| &nbsp;&nbsp;&nbsp;Hims & Hers Health \* | 31500 | 200 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 49103 | 2907 |
| &nbsp;&nbsp;&nbsp;Icosavax \*(A) | 2900 | 14 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 4527 | 720 |
| &nbsp;&nbsp;&nbsp;Ideaya Biosciences \* | 7400 | 73 |
| &nbsp;&nbsp;&nbsp;IGM Biosciences Inc \* | 1200 | 23 |
| &nbsp;&nbsp;&nbsp;Imago Biosciences \* | 4700 | 68 |
| &nbsp;&nbsp;&nbsp;ImmunityBio \*(A) | 13700 | 55 |
| &nbsp;&nbsp;&nbsp;ImmunoGen Inc \* | 50852 | 295 |
| &nbsp;&nbsp;&nbsp;Immunovant Inc \* | 10200 | 53 |
| &nbsp;&nbsp;&nbsp;Inari Medical Inc \* | 11100 | 770 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 6100 | 108 |
| &nbsp;&nbsp;&nbsp;Innovage Holding Corp \* | 3900 | 14 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 14609 | 192 |
| &nbsp;&nbsp;&nbsp;Inogen Inc \* | 4100 | 117 |
| &nbsp;&nbsp;&nbsp;Inotiv Inc \* | 2800 | 55 |
| &nbsp;&nbsp;&nbsp;Inovio Pharmaceuticals Inc \*(A) | 42500 | 97 |
| &nbsp;&nbsp;&nbsp;Insmed Inc \* | 26900 | 662 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 5900 | 1130 |
| &nbsp;&nbsp;&nbsp;Instil Bio Inc \* | 11600 | 60 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 15208 | 3885 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corp \* | 7530 | 475 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 15204 | 725 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics Inc \* | 17000 | 1021 |
| &nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Inc \* | 5876 | 102 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 20700 | 1040 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \*(A) | 45000 | 137 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 30694 | 1305 |
| &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics Inc \* | 35200 | 377 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp  | 1100 | 37 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 6300 | 929 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 34254 | 369 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 4600 | 102 |
| &nbsp;&nbsp;&nbsp;IVERIC bio Inc \* | 25300 | 249 |
| &nbsp;&nbsp;&nbsp;Janux Therapeutics \*(A) | 2800 | 30 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 13500 | 2095 |
| &nbsp;&nbsp;&nbsp;Joint Corp/The \* | 3000 | 55 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Jounce Therapeutics Inc \* | 7600 | $28 |
| &nbsp;&nbsp;&nbsp;KalVista Pharmaceuticals Inc \* | 4700 | 77 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 6200 | 1581 |
| &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc \* | 16200 | 82 |
| &nbsp;&nbsp;&nbsp;Keros Therapeutics \* | 3600 | 127 |
| &nbsp;&nbsp;&nbsp;Kezar Life Sciences Inc \* | 7900 | 81 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 6700 | 79 |
| &nbsp;&nbsp;&nbsp;Kinnate Biopharma \* | 7700 | 112 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 7600 | 76 |
| &nbsp;&nbsp;&nbsp;Kronos Bio \* | 8400 | 34 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 4300 | 301 |
| &nbsp;&nbsp;&nbsp;Kura Oncology Inc \* | 13700 | 190 |
| &nbsp;&nbsp;&nbsp;Kymera Therapeutics \* | 7600 | 215 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 14700 | 1158 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 4200 | 207 |
| &nbsp;&nbsp;&nbsp;Lexicon Pharmaceuticals Inc \* | 17105 | 47 |
| &nbsp;&nbsp;&nbsp;LHC Group Inc \* | 6347 | 1025 |
| &nbsp;&nbsp;&nbsp;LifeStance Health Group \*(A) | 13300 | 84 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Inc \* | 3428 | 317 |
| &nbsp;&nbsp;&nbsp;Liquidia Technologies Inc \* | 10700 | 62 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 11200 | 630 |
| &nbsp;&nbsp;&nbsp;Lyell Immunopharma \*(A) | 33800 | 226 |
| &nbsp;&nbsp;&nbsp;MacroGenics Inc \* | 12600 | 50 |
| &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc \* | 2700 | 195 |
| &nbsp;&nbsp;&nbsp;MannKind Corp \* | 56200 | 205 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 25018 | 522 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 11093 | 1629 |
| &nbsp;&nbsp;&nbsp;MaxCyte Inc \* | 20500 | 107 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 6100 | 900 |
| &nbsp;&nbsp;&nbsp;MeiraGTx Holdings PLC \* | 6700 | 56 |
| &nbsp;&nbsp;&nbsp;Meridian Bioscience Inc \* | 10041 | 327 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 12575 | 745 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 15600 | 117 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc  | 1100 | 188 |
| &nbsp;&nbsp;&nbsp;MiMedx Group Inc \* | 26300 | 93 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 9700 | 786 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 3700 | 92 |
| &nbsp;&nbsp;&nbsp;ModivCare Inc \* | 2458 | 266 |
| &nbsp;&nbsp;&nbsp;Monte Rosa Therapeutics \*(A) | 8900 | 71 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 4500 | 124 |
| &nbsp;&nbsp;&nbsp;Multiplan \*(A) | 84900 | 299 |
| &nbsp;&nbsp;&nbsp;Myriad Genetics Inc \* | 18426 | 412 |
| &nbsp;&nbsp;&nbsp;NanoString Technologies Inc \* | 10000 | 136 |
| &nbsp;&nbsp;&nbsp;Nano-X Imaging, Cl X \*(A) | 11200 | 149 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 18900 | 931 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 2994 | 208 |
| &nbsp;&nbsp;&nbsp;National Research Corp, Cl A  | 3212 | 110 |
| &nbsp;&nbsp;&nbsp;Nektar Therapeutics, Cl A \* | 40700 | 160 |
| &nbsp;&nbsp;&nbsp;Neogen Corp \*(A) | 24212 | 506 |
| &nbsp;&nbsp;&nbsp;NeoGenomics Inc \* | 25500 | 256 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 20800 | 2176 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 7800 | 354 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 13015 | $223 |
| &nbsp;&nbsp;&nbsp;NGM Biopharmaceuticals Inc \* | 7200 | 102 |
| &nbsp;&nbsp;&nbsp;Nkarta Inc \* | 7474 | 108 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \*(A) | 17168 | 567 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 22600 | 1856 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 10000 | 157 |
| &nbsp;&nbsp;&nbsp;Nuvalent, Cl A \* | 2300 | 39 |
| &nbsp;&nbsp;&nbsp;NuVasive Inc \* | 11678 | 496 |
| &nbsp;&nbsp;&nbsp;Nuvation Bio \*(A) | 34000 | 95 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 26600 | 697 |
| &nbsp;&nbsp;&nbsp;Ocugen \*(A) | 43100 | 111 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 18400 | 93 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 9312 | 953 |
| &nbsp;&nbsp;&nbsp;OPKO Health Inc \* | 93184 | 203 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 4000 | 63 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 31727 | 982 |
| &nbsp;&nbsp;&nbsp;OraSure Technologies Inc \* | 19939 | 82 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 12321 | 44 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 3940 | 78 |
| &nbsp;&nbsp;&nbsp;OrthoPediatrics Corp \* | 2800 | 137 |
| &nbsp;&nbsp;&nbsp;Outlook Therapeutics \*(A) | 18700 | 21 |
| &nbsp;&nbsp;&nbsp;Outset Medical Inc \* | 10800 | 198 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 16439 | 485 |
| &nbsp;&nbsp;&nbsp;Pacific Biosciences of California Inc \*(A) | 43700 | 256 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 9945 | 522 |
| &nbsp;&nbsp;&nbsp;Paragon 28 Inc \*(A) | 11500 | 202 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 19200 | 535 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 17356 | 309 |
| &nbsp;&nbsp;&nbsp;Pennant Group Inc/The \* | 6468 | 101 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 7800 | 1281 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 30800 | 1153 |
| &nbsp;&nbsp;&nbsp;PetIQ Inc, Cl A \* | 6000 | 56 |
| &nbsp;&nbsp;&nbsp;Phathom Pharmaceuticals Inc \*(A) | 5900 | 50 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 4800 | 71 |
| &nbsp;&nbsp;&nbsp;Phreesia Inc \* | 11200 | 287 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \*(A) | 6200 | 86 |
| &nbsp;&nbsp;&nbsp;Point Biopharma Global Inc, Cl A \* | 19100 | 186 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 8800 | 27 |
| &nbsp;&nbsp;&nbsp;Precigen Inc \* | 21300 | 47 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 25300 | 892 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 11279 | 571 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 9600 | 382 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \* | 6300 | 255 |
| &nbsp;&nbsp;&nbsp;Progyny Inc \* | 17000 | 684 |
| &nbsp;&nbsp;&nbsp;Prometheus Biosciences Inc \* | 6900 | 361 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 10100 | 88 |
| &nbsp;&nbsp;&nbsp;Prothena Corp PLC \* | 8200 | 226 |
| &nbsp;&nbsp;&nbsp;Provention Bio \* | 10100 | 44 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc \* | 15600 | 779 |
| &nbsp;&nbsp;&nbsp;Pulmonx Corp \* | 6600 | 121 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 50383 | 2289 |
| &nbsp;&nbsp;&nbsp;Quanterix Corp \* | 7000 | 65 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Quantum-Si \*(A) | 21500 | $67 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 10571 | 838 |
| &nbsp;&nbsp;&nbsp;R1 RCM \* | 30600 | 669 |
| &nbsp;&nbsp;&nbsp;RadNet Inc \* | 11000 | 221 |
| &nbsp;&nbsp;&nbsp;Rallybio \*(A) | 7400 | 82 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 5700 | 152 |
| &nbsp;&nbsp;&nbsp;Reata Pharmaceuticals Inc, Cl A \* | 5900 | 141 |
| &nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals, Cl A \* | 24700 | 260 |
| &nbsp;&nbsp;&nbsp;REGENXBIO Inc \* | 9300 | 274 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 15500 | 356 |
| &nbsp;&nbsp;&nbsp;Relmada Therapeutics Inc \* | 4600 | 134 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 12222 | 2681 |
| &nbsp;&nbsp;&nbsp;Replimune Group Inc \* | 7600 | 145 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 15800 | 314 |
| &nbsp;&nbsp;&nbsp;REVOLUTION Medicines Inc \* | 12700 | 265 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 37059 | 53 |
| &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Inc \* | 8600 | 133 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 80500 | 3366 |
| &nbsp;&nbsp;&nbsp;RxSight \* | 900 | 11 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 10100 | 380 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 18300 | 125 |
| &nbsp;&nbsp;&nbsp;Sangamo Therapeutics Inc \* | 28370 | 153 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 18700 | 2045 |
| &nbsp;&nbsp;&nbsp;Schrodinger Inc/United States \* | 12200 | 335 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 30100 | 4644 |
| &nbsp;&nbsp;&nbsp;SeaSpine Holdings Corp \* | 9400 | 60 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 8800 | 89 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 24865 | 638 |
| &nbsp;&nbsp;&nbsp;Sema4 Holdings \* | 35500 | 36 |
| &nbsp;&nbsp;&nbsp;Senseonics Holdings Inc \*(A) | 96400 | 172 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 15900 | 82 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 8000 | 2375 |
| &nbsp;&nbsp;&nbsp;SI-BONE Inc \* | 7300 | 120 |
| &nbsp;&nbsp;&nbsp;SIGA Technologies Inc  | 10000 | 151 |
| &nbsp;&nbsp;&nbsp;Sight Sciences Inc \* | 2400 | 17 |
| &nbsp;&nbsp;&nbsp;Signify Health Inc, Cl A \* | 16000 | 446 |
| &nbsp;&nbsp;&nbsp;Silk Road Medical Inc \* | 7600 | 303 |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc  | 3900 | 234 |
| &nbsp;&nbsp;&nbsp;Singular Genomics Systems Inc \* | 2500 | 7 |
| &nbsp;&nbsp;&nbsp;SomaLogic \* | 37300 | 137 |
| &nbsp;&nbsp;&nbsp;Sorrento Therapeutics Inc \*(A) | 86600 | 178 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 23224 | 393 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 6700 | 186 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 10778 | 1020 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 4300 | 65 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 11300 | 387 |
| &nbsp;&nbsp;&nbsp;Surgery Partners Inc \* | 8100 | 223 |
| &nbsp;&nbsp;&nbsp;Surmodics Inc \* | 3044 | 103 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 9400 | 53 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 10100 | 238 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 22700 | 1365 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 4900 | 40 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Talaris Therapeutics \* | 6800 | $23 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 14100 | 645 |
| &nbsp;&nbsp;&nbsp;Tarsus Pharmaceuticals \* | 2600 | 40 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 34840 | 1082 |
| &nbsp;&nbsp;&nbsp;Tenaya Therapeutics \* | 3000 | 13 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 22900 | 1294 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 29500 | 210 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma Inc \* | 12845 | 116 |
| &nbsp;&nbsp;&nbsp;Theseus Pharmaceuticals \*(A) | 2500 | 17 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 6200 | 323 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 13800 | 369 |
| &nbsp;&nbsp;&nbsp;Treace Medical Concepts Inc \* | 9000 | 180 |
| &nbsp;&nbsp;&nbsp;Tricida Inc \* | 3800 | 48 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 11200 | 449 |
| &nbsp;&nbsp;&nbsp;Tyra Biosciences \* | 2600 | 17 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 1800 | 167 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 14900 | 711 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 10064 | 2281 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 2826 | 233 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1000 | 92 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 11800 | 125 |
| &nbsp;&nbsp;&nbsp;Varex Imaging Corp \* | 8600 | 181 |
| &nbsp;&nbsp;&nbsp;Vaxart \*(A) | 29300 | 91 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 10300 | 269 |
| &nbsp;&nbsp;&nbsp;VBI Vaccines Inc \* | 36900 | 33 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 30993 | 6178 |
| &nbsp;&nbsp;&nbsp;Ventyx Biosciences \* | 2300 | 47 |
| &nbsp;&nbsp;&nbsp;Vera Therapeutics, Cl A \* | 1500 | 33 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \* | 16300 | 333 |
| &nbsp;&nbsp;&nbsp;Vericel Corp \* | 10600 | 264 |
| &nbsp;&nbsp;&nbsp;Verve Therapeutics \*(A) | 7100 | 272 |
| &nbsp;&nbsp;&nbsp;ViewRay Inc \* | 29700 | 102 |
| &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc \* | 16500 | 392 |
| &nbsp;&nbsp;&nbsp;Viridian Therapeutics \* | 6000 | 133 |
| &nbsp;&nbsp;&nbsp;VistaGen Therapeutics \* | 53300 | 10 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 13200 | 348 |
| &nbsp;&nbsp;&nbsp;Y-mAbs Therapeutics Inc \* | 8800 | 142 |
| &nbsp;&nbsp;&nbsp;Zentalis Pharmaceuticals \* | 8400 | 225 |
| &nbsp;&nbsp;&nbsp;Zimvie Inc \* | 4800 | 73 |
| &nbsp;&nbsp;&nbsp;Zynex Inc  | 4180 | 37 |
|  |  | 179482 |
| **Industrials — 14.6%** | **Industrials — 14.6%** |  |
| &nbsp;&nbsp;&nbsp;AAON Inc  | 9350 | 537 |
| &nbsp;&nbsp;&nbsp;AAR Corp \* | 7429 | 319 |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 15455 | 717 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 22029 | 131 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 7525 | 1234 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 27900 | 237 |
| &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc  | 13600 | 1845 |
| &nbsp;&nbsp;&nbsp;AECOM  | 29548 | 2161 |
| &nbsp;&nbsp;&nbsp;Aerojet Rocketdyne Holdings Inc \* | 16579 | 714 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;AeroVironment Inc \* | 5125 | $454 |
| &nbsp;&nbsp;&nbsp;AerSale Corp \* | 1900 | 37 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 13523 | 1470 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 21931 | 797 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group Inc \* | 14036 | 423 |
| &nbsp;&nbsp;&nbsp;Alamo Group Inc  | 2335 | 305 |
| &nbsp;&nbsp;&nbsp;Albany International Corp, Cl A  | 6898 | 608 |
| &nbsp;&nbsp;&nbsp;Alight Inc \* | 78500 | 619 |
| &nbsp;&nbsp;&nbsp;Allegiant Travel Co, Cl A \* | 3450 | 333 |
| &nbsp;&nbsp;&nbsp;Allied Motion Technologies Inc  | 2650 | 93 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 21476 | 779 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 4403 | 52 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp  | 14589 | 554 |
| &nbsp;&nbsp;&nbsp;AMERCO  | 1900 | 999 |
| &nbsp;&nbsp;&nbsp;Ameresco Inc, Cl A \* | 7079 | 487 |
| &nbsp;&nbsp;&nbsp;American Woodmark Corp \* | 3984 | 206 |
| &nbsp;&nbsp;&nbsp;API Group \* | 48500 | 754 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 3911 | 160 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc  | 7961 | 844 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 5590 | 450 |
| &nbsp;&nbsp;&nbsp;Archer Aviation, Cl A \* | 32200 | 114 |
| &nbsp;&nbsp;&nbsp;Arcosa Inc  | 10813 | 632 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 2979 | 103 |
| &nbsp;&nbsp;&nbsp;Aris Water Solution, Cl A  | 4200 | 71 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc  | 9877 | 830 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 33887 | 708 |
| &nbsp;&nbsp;&nbsp;ASGN Inc \* | 10669 | 1032 |
| &nbsp;&nbsp;&nbsp;Astec Industries Inc  | 5163 | 197 |
| &nbsp;&nbsp;&nbsp;Astronics Corp \* | 3874 | 36 |
| &nbsp;&nbsp;&nbsp;Astronics Corp, Cl B \* | 2395 | 22 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 9500 | 802 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 6569 | 656 |
| &nbsp;&nbsp;&nbsp;Atlas Technical Consultants \* | 2900 | 25 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 6560 | 1098 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise Inc \* | 15169 | 1770 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 25400 | 464 |
| &nbsp;&nbsp;&nbsp;AZZ Inc  | 5796 | 247 |
| &nbsp;&nbsp;&nbsp;Babcock & Wilcox Enterprises \* | 11900 | 95 |
| &nbsp;&nbsp;&nbsp;Barnes Group Inc  | 11352 | 352 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 1634 | 132 |
| &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc \* | 12570 | 690 |
| &nbsp;&nbsp;&nbsp;Blade Air Mobility \* | 12600 | 65 |
| &nbsp;&nbsp;&nbsp;Blink Charging \*(A) | 8500 | 182 |
| &nbsp;&nbsp;&nbsp;Bloom Energy Corp, Cl A \* | 36900 | 938 |
| &nbsp;&nbsp;&nbsp;Blue Bird Corp \* | 4392 | 52 |
| &nbsp;&nbsp;&nbsp;BlueLinx Holdings Inc \* | 1900 | 133 |
| &nbsp;&nbsp;&nbsp;Boise Cascade Co  | 9070 | 565 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 29165 | 2791 |
| &nbsp;&nbsp;&nbsp;Brady Corp, Cl A  | 10627 | 495 |
| &nbsp;&nbsp;&nbsp;BrightView Holdings Inc \* | 9600 | 97 |
| &nbsp;&nbsp;&nbsp;Brink's Co/The  | 10806 | 597 |
| &nbsp;&nbsp;&nbsp;Brookfield Business, Cl A (A) | 6500 | 158 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 38151 | $2236 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 20224 | 1054 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 5132 | 1441 |
| &nbsp;&nbsp;&nbsp;Cadre Holdings  | 3700 | 94 |
| &nbsp;&nbsp;&nbsp;Caesarstone Ltd  | 4600 | 47 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 11277 | 3334 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 10491 | 859 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 11445 | 500 |
| &nbsp;&nbsp;&nbsp;ChargePoint Holdings Inc \* | 44100 | 717 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 8072 | 1565 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 4299 | 145 |
| &nbsp;&nbsp;&nbsp;CIRCOR International Inc \* | 3715 | 61 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC \* | 108700 | 1268 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 11076 | 1301 |
| &nbsp;&nbsp;&nbsp;Columbus McKinnon Corp/NY  | 6165 | 189 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 8091 | 812 |
| &nbsp;&nbsp;&nbsp;CompX International Inc  | 400 | 10 |
| &nbsp;&nbsp;&nbsp;Concrete Pumping Holdings Inc \* | 3900 | 26 |
| &nbsp;&nbsp;&nbsp;Construction Partners Inc, Cl A \* | 7400 | 216 |
| &nbsp;&nbsp;&nbsp;Copa Holdings SA, Cl A \* | 7128 | 508 |
| &nbsp;&nbsp;&nbsp;Core & Main Inc, Cl A \* | 12400 | 292 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 27302 | 260 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 11500 | 130 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 87260 | 6077 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 3300 | 93 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 1705 | 156 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 10429 | 984 |
| &nbsp;&nbsp;&nbsp;CSW Industrials Inc  | 3300 | 418 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 8478 | 1248 |
| &nbsp;&nbsp;&nbsp;Custom Truck One Source \* | 14400 | 95 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 7700 | 47 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 10154 | 196 |
| &nbsp;&nbsp;&nbsp;Desktop Metal Inc, Cl A \*(A) | 41864 | 133 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 27346 | 1404 |
| &nbsp;&nbsp;&nbsp;Douglas Dynamics Inc  | 5222 | 152 |
| &nbsp;&nbsp;&nbsp;Driven Brands Holdings Inc \* | 12800 | 402 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 2400 | 106 |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Holdings Inc  | 57700 | 822 |
| &nbsp;&nbsp;&nbsp;DXP Enterprises Inc/TX \* | 4162 | 111 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 6707 | 752 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 2913 | 126 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 11187 | 1330 |
| &nbsp;&nbsp;&nbsp;Encore Wire Corp  | 4403 | 573 |
| &nbsp;&nbsp;&nbsp;Energy Recovery Inc \* | 10200 | 234 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp, Cl A  | 13942 | 270 |
| &nbsp;&nbsp;&nbsp;EnerSys  | 9683 | 604 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 5288 | 112 |
| &nbsp;&nbsp;&nbsp;Enovix Corp \*(A) | 22200 | 491 |
| &nbsp;&nbsp;&nbsp;EnPro Industries Inc  | 4868 | 441 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 10662 | 438 |
| &nbsp;&nbsp;&nbsp;ESCO Technologies Inc  | 5777 | 470 |
| &nbsp;&nbsp;&nbsp;ESS Tech \*(A) | 18100 | 80 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies Corp \* | 26340 | $924 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 10972 | 1030 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 13747 | 548 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 11600 | 161 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp  | 29800 | 908 |
| &nbsp;&nbsp;&nbsp;Fluence Energy Inc, Cl A \*(A) | 7300 | 146 |
| &nbsp;&nbsp;&nbsp;Fluor Corp \* | 32400 | 857 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 2464 | 102 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 6118 | 594 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 3304 | 157 |
| &nbsp;&nbsp;&nbsp;Franklin Electric Co Inc  | 10581 | 919 |
| &nbsp;&nbsp;&nbsp;Frontier Group Holdings \*(A) | 9200 | 119 |
| &nbsp;&nbsp;&nbsp;FTC Solar \* | 4100 | 17 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 7468 | 1199 |
| &nbsp;&nbsp;&nbsp;FuelCell Energy \* | 85700 | 359 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 21200 | 227 |
| &nbsp;&nbsp;&nbsp;GATX Corp  | 8052 | 778 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 7300 | 100 |
| &nbsp;&nbsp;&nbsp;GEO Group Inc/The \* | 21385 | 175 |
| &nbsp;&nbsp;&nbsp;Gibraltar Industries Inc \* | 7360 | 308 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 2900 | 87 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 9600 | 463 |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group Ltd (A) | 29000 | 278 |
| &nbsp;&nbsp;&nbsp;Gorman-Rupp Co/The  | 5777 | 153 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 37305 | 2382 |
| &nbsp;&nbsp;&nbsp;GrafTech International Ltd  | 46100 | 271 |
| &nbsp;&nbsp;&nbsp;Granite Construction Inc  | 10734 | 322 |
| &nbsp;&nbsp;&nbsp;Great Lakes Dredge & Dock Corp \* | 14980 | 143 |
| &nbsp;&nbsp;&nbsp;Greenbrier Cos Inc/The  | 7123 | 203 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 8337 | 261 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 24290 | 1078 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services Inc  | 7525 | 238 |
| &nbsp;&nbsp;&nbsp;Harsco Corp \* | 16828 | 95 |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings Inc \* | 12480 | 187 |
| &nbsp;&nbsp;&nbsp;Hayward Holdings Inc \* | 11600 | 122 |
| &nbsp;&nbsp;&nbsp;Healthcare Services Group Inc  | 17339 | 244 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 9772 | 148 |
| &nbsp;&nbsp;&nbsp;HEICO Corp  | 9818 | 1495 |
| &nbsp;&nbsp;&nbsp;HEICO Corp, Cl A  | 17482 | 2143 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 4552 | 130 |
| &nbsp;&nbsp;&nbsp;Helios Technologies Inc  | 7277 | 397 |
| &nbsp;&nbsp;&nbsp;Herc Holdings Inc  | 5667 | 638 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 4400 | 143 |
| &nbsp;&nbsp;&nbsp;Hertz Global Holdings Inc \*(A) | 53400 | 986 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 17998 | 1056 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 16580 | 691 |
| &nbsp;&nbsp;&nbsp;Hillman Solutions \* | 32100 | 269 |
| &nbsp;&nbsp;&nbsp;HireRight Holdings \* | 5200 | 85 |
| &nbsp;&nbsp;&nbsp;HNI Corp  | 9949 | 318 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 7462 | 596 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 11889 | 2453 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 5300 | 44 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 3911 | $262 |
| &nbsp;&nbsp;&nbsp;Hydrofarm Holdings Group \* | 8200 | 28 |
| &nbsp;&nbsp;&nbsp;Hyliion Holdings \*(A) | 27400 | 96 |
| &nbsp;&nbsp;&nbsp;Hyster-Yale Materials Handling Inc  | 2002 | 58 |
| &nbsp;&nbsp;&nbsp;Hyzon Motors \*(A) | 20500 | 44 |
| &nbsp;&nbsp;&nbsp;IAA Inc \* | 28929 | 1078 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 4168 | 423 |
| &nbsp;&nbsp;&nbsp;IES Holdings Inc \* | 1700 | 52 |
| &nbsp;&nbsp;&nbsp;Infrastructure and Energy Alternatives Inc \* | 8700 | 124 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 8224 | 897 |
| &nbsp;&nbsp;&nbsp;Insteel Industries Inc  | 4141 | 120 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 14045 | 157 |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 18563 | 1346 |
| &nbsp;&nbsp;&nbsp;Janus International Group \* | 20400 | 211 |
| &nbsp;&nbsp;&nbsp;JELD-WEN Holding Inc \* | 21300 | 237 |
| &nbsp;&nbsp;&nbsp;JetBlue Airways Corp \* | 73481 | 572 |
| &nbsp;&nbsp;&nbsp;Joby Aviation \*(A) | 59800 | 317 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 7231 | 747 |
| &nbsp;&nbsp;&nbsp;Kadant Inc  | 2625 | 471 |
| &nbsp;&nbsp;&nbsp;Kaman Corp  | 6573 | 208 |
| &nbsp;&nbsp;&nbsp;KAR Auction Services Inc \* | 26629 | 389 |
| &nbsp;&nbsp;&nbsp;Karat Packaging \* | 1000 | 18 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 30745 | 1485 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 7995 | 129 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc  | 19114 | 448 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 4537 | 248 |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 7025 | 54 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 13726 | 920 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 35227 | 1779 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 12258 | 747 |
| &nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions Inc \* | 24316 | 305 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 8144 | 1194 |
| &nbsp;&nbsp;&nbsp;Legalzoom.com Inc \* | 21900 | 226 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 7229 | 1736 |
| &nbsp;&nbsp;&nbsp;Li-Cycle Holdings \*(A) | 32100 | 231 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc  | 12433 | 1699 |
| &nbsp;&nbsp;&nbsp;Lindsay Corp  | 2527 | 405 |
| &nbsp;&nbsp;&nbsp;Luxfer Holdings PLC  | 7600 | 125 |
| &nbsp;&nbsp;&nbsp;Lyft Inc, Cl A \* | 65200 | 960 |
| &nbsp;&nbsp;&nbsp;Manitowoc Co Inc/The \* | 7787 | 74 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 11056 | 811 |
| &nbsp;&nbsp;&nbsp;ManTech International Corp/VA, Cl A  | 6422 | 616 |
| &nbsp;&nbsp;&nbsp;Markforged Holding \* | 24700 | 60 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 14229 | 282 |
| &nbsp;&nbsp;&nbsp;Masonite International Corp \* | 5300 | 434 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 12762 | 1027 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 9452 | 696 |
| &nbsp;&nbsp;&nbsp;Matthews International Corp, Cl A  | 6813 | 170 |
| &nbsp;&nbsp;&nbsp;Maxar Technologies Inc  | 16324 | 389 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp  | 5548 | 469 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 44832 | 1352 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 13023 | $627 |
| &nbsp;&nbsp;&nbsp;Microvast Holdings \*(A) | 44900 | 110 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 12325 | 1773 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 2311 | 54 |
| &nbsp;&nbsp;&nbsp;MillerKnoll  | 16907 | 468 |
| &nbsp;&nbsp;&nbsp;Montrose Environmental Group Inc \* | 5900 | 237 |
| &nbsp;&nbsp;&nbsp;Moog Inc, Cl A  | 6524 | 489 |
| &nbsp;&nbsp;&nbsp;MRC Global Inc \* | 18112 | 176 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 8444 | 1004 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 10203 | 808 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 12808 | 809 |
| &nbsp;&nbsp;&nbsp;Mueller Water Products Inc, Cl A  | 35912 | 405 |
| &nbsp;&nbsp;&nbsp;MYR Group Inc \* | 3879 | 360 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 1091 | 74 |
| &nbsp;&nbsp;&nbsp;Nikola \*(A) | 66200 | 355 |
| &nbsp;&nbsp;&nbsp;NL Industries Inc  | 2000 | 18 |
| &nbsp;&nbsp;&nbsp;Northwest Pipe Co \* | 2600 | 82 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 25100 | 304 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 3000 | 422 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC  | 35500 | 1170 |
| &nbsp;&nbsp;&nbsp;Omega Flex Inc  | 600 | 61 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp  | 14617 | 1166 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 21460 | 1754 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 1600 | 47 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Corp  | 5082 | 58 |
| &nbsp;&nbsp;&nbsp;Parsons Corp \* | 7700 | 319 |
| &nbsp;&nbsp;&nbsp;PGT Innovations Inc \* | 12300 | 257 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes Inc  | 41300 | 120 |
| &nbsp;&nbsp;&nbsp;Planet Labs PBC \* | 38700 | 212 |
| &nbsp;&nbsp;&nbsp;Plug Power Inc \* | 115300 | 3233 |
| &nbsp;&nbsp;&nbsp;Powell Industries Inc  | 1364 | 34 |
| &nbsp;&nbsp;&nbsp;Preformed Line Products Co  | 690 | 54 |
| &nbsp;&nbsp;&nbsp;Primoris Services Corp  | 13047 | 264 |
| &nbsp;&nbsp;&nbsp;Proterra \* | 52800 | 319 |
| &nbsp;&nbsp;&nbsp;Proto Labs Inc \* | 6099 | 234 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 6965 | 155 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 12400 | 87 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 6395 | 1539 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 14838 | 2042 |
| &nbsp;&nbsp;&nbsp;Resideo Technologies Inc \* | 32500 | 677 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 6981 | 136 |
| &nbsp;&nbsp;&nbsp;REV Group Inc  | 8400 | 97 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \* | 52300 | 288 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 9598 | 452 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl B  | 2000 | 101 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 10400 | 795 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 12300 | 39 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 5692 | 1177 |
| &nbsp;&nbsp;&nbsp;Sarcos Technology and Robotics \*(A) | 17000 | 56 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 11200 | 256 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 12376 | 1127 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 34400 | 1386 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc, Cl A \* | 23300 | $614 |
| &nbsp;&nbsp;&nbsp;Shyft Group Inc/The  | 7900 | 189 |
| &nbsp;&nbsp;&nbsp;Simpson Manufacturing Co Inc  | 9943 | 921 |
| &nbsp;&nbsp;&nbsp;SiteOne Landscape Supply Inc \* | 9600 | 1201 |
| &nbsp;&nbsp;&nbsp;Skillsoft \*(A) | 9600 | 31 |
| &nbsp;&nbsp;&nbsp;SkyWest Inc \* | 11322 | 241 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 6098 | 202 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems Holdings Inc, Cl A  | 23575 | 710 |
| &nbsp;&nbsp;&nbsp;Spirit Airlines Inc \* | 22647 | 514 |
| &nbsp;&nbsp;&nbsp;SPX Technologies \* | 9894 | 565 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 2729 | 247 |
| &nbsp;&nbsp;&nbsp;Steelcase Inc, Cl A  | 20157 | 225 |
| &nbsp;&nbsp;&nbsp;Stem \* | 32700 | 514 |
| &nbsp;&nbsp;&nbsp;Stericycle Inc \* | 20700 | 1037 |
| &nbsp;&nbsp;&nbsp;Sterling Check Corp \* | 3600 | 77 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 6300 | 159 |
| &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc \* | 8800 | 175 |
| &nbsp;&nbsp;&nbsp;SunPower Corp, Cl A \*(A) | 18336 | 440 |
| &nbsp;&nbsp;&nbsp;Sunrun Inc \* | 43810 | 1447 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 4138 | 250 |
| &nbsp;&nbsp;&nbsp;Terex Corp  | 15370 | 511 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 11842 | 1608 |
| &nbsp;&nbsp;&nbsp;Textainer Group Holdings Ltd  | 10353 | 315 |
| &nbsp;&nbsp;&nbsp;Thermon Group Holdings Inc \* | 6882 | 121 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 13209 | 832 |
| &nbsp;&nbsp;&nbsp;Titan International Inc \* | 10800 | 151 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 4312 | 133 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 23200 | 1924 |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 7500 | 139 |
| &nbsp;&nbsp;&nbsp;Transcat Inc \* | 1600 | 119 |
| &nbsp;&nbsp;&nbsp;TransUnion  | 42294 | 3124 |
| &nbsp;&nbsp;&nbsp;Trex Co Inc \* | 24860 | 1163 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 7800 | 643 |
| &nbsp;&nbsp;&nbsp;Trinity Industries Inc  | 17742 | 433 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 13584 | 810 |
| &nbsp;&nbsp;&nbsp;Triumph Group Inc \* | 14496 | 188 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 8328 | 171 |
| &nbsp;&nbsp;&nbsp;TuSimple Holdings Inc, Cl A \*(A) | 30000 | 216 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corp \* | 8051 | 55 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 419422 | 12063 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 12965 | 1029 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 3440 | 620 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 35650 | 899 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 1900 | 69 |
| &nbsp;&nbsp;&nbsp;Upwork Inc \* | 26500 | 461 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 2679 | 93 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 4814 | 1333 |
| &nbsp;&nbsp;&nbsp;Veritiv Corp \* | 3399 | 405 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co, Cl A  | 64900 | 748 |
| &nbsp;&nbsp;&nbsp;Viad Corp \* | 4271 | 163 |
| &nbsp;&nbsp;&nbsp;Vicor Corp \* | 4900 | 349 |
| &nbsp;&nbsp;&nbsp;View \*(A) | 31300 | 56 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Virgin Galactic Holdings Inc \*(A) | 51300 | $303 |
| &nbsp;&nbsp;&nbsp;VSE Corp  | 2500 | 105 |
| &nbsp;&nbsp;&nbsp;Wabash National Corp  | 11741 | 193 |
| &nbsp;&nbsp;&nbsp;Watsco Inc  | 7259 | 1975 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc, Cl A  | 6256 | 867 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 14090 | 561 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 9665 | 1273 |
| &nbsp;&nbsp;&nbsp;Wheels Up Experience \* | 19200 | 36 |
| &nbsp;&nbsp;&nbsp;Willdan Group Inc \* | 2400 | 55 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 47411 | 1903 |
| &nbsp;&nbsp;&nbsp;Woodward Inc  | 13042 | 1214 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 22090 | 1158 |
| &nbsp;&nbsp;&nbsp;Zurn Water Solutions Corp  | 27626 | 762 |
|  |  | 203966 |
| **Information Technology — 20.0%** | **Information Technology — 20.0%** |  |
| &nbsp;&nbsp;&nbsp;3D Systems Corp \* | 27947 | 283 |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 25314 | 132 |
| &nbsp;&nbsp;&nbsp;908 Devices \* | 5300 | 107 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 13400 | 186 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 27012 | 640 |
| &nbsp;&nbsp;&nbsp;ACM Research Inc, Cl A \* | 12000 | 203 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 15797 | 367 |
| &nbsp;&nbsp;&nbsp;Advanced Energy Industries Inc  | 7919 | 711 |
| &nbsp;&nbsp;&nbsp;Aeva Technologies \* | 22800 | 70 |
| &nbsp;&nbsp;&nbsp;Affirm Holdings Inc, Cl A \* | 40400 | 947 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 5000 | 259 |
| &nbsp;&nbsp;&nbsp;Akoustis Technologies Inc \* | 8400 | 37 |
| &nbsp;&nbsp;&nbsp;Alarm.com Holdings Inc \* | 10800 | 719 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \* | 6400 | 93 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 9500 | 222 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 4800 | 186 |
| &nbsp;&nbsp;&nbsp;Altair Engineering Inc, Cl A \* | 11800 | 614 |
| &nbsp;&nbsp;&nbsp;Alteryx Inc, Cl A \* | 13500 | 841 |
| &nbsp;&nbsp;&nbsp;Ambarella Inc \* | 8045 | 546 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 27168 | 2322 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 7072 | 120 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 22938 | 462 |
| &nbsp;&nbsp;&nbsp;Amplitude, Cl A \* | 13700 | 208 |
| &nbsp;&nbsp;&nbsp;Appfolio Inc, Cl A \* | 4300 | 436 |
| &nbsp;&nbsp;&nbsp;Appian Corp, Cl A \*(A) | 8800 | 413 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 51000 | 1256 |
| &nbsp;&nbsp;&nbsp;Arlo Technologies Inc \* | 21752 | 132 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 14625 | 1533 |
| &nbsp;&nbsp;&nbsp;Arteris \* | 1100 | 8 |
| &nbsp;&nbsp;&nbsp;Asana Inc, Cl A \* | 16900 | 324 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 6170 | 1299 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 30441 | 7539 |
| &nbsp;&nbsp;&nbsp;Atomera \*(A) | 3500 | 45 |
| &nbsp;&nbsp;&nbsp;Avalara Inc \* | 18879 | 1729 |
| &nbsp;&nbsp;&nbsp;Avaya Holdings Corp \*(A) | 17842 | 28 |
| &nbsp;&nbsp;&nbsp;AvePoint \* | 32500 | 152 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 2100 | $66 |
| &nbsp;&nbsp;&nbsp;Avid Technology Inc \* | 7722 | 211 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \*(A) | 35700 | 278 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 21499 | 944 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc \* | 7550 | 505 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 9700 | 83 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc  | 6624 | 627 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 10123 | 663 |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics Inc  | 9030 | 248 |
| &nbsp;&nbsp;&nbsp;Benefitfocus Inc \* | 5300 | 39 |
| &nbsp;&nbsp;&nbsp;Bentley Systems Inc, Cl B  | 36400 | 1338 |
| &nbsp;&nbsp;&nbsp;BigCommerce Holdings Inc \* | 14700 | 245 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 21877 | 3541 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 33837 | 2239 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc \* | 10755 | 562 |
| &nbsp;&nbsp;&nbsp;Blackline Inc \* | 11600 | 788 |
| &nbsp;&nbsp;&nbsp;Blend Labs, Cl A \*(A) | 48100 | 152 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 115109 | 7932 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 26900 | 693 |
| &nbsp;&nbsp;&nbsp;Brightcove Inc \* | 9610 | 64 |
| &nbsp;&nbsp;&nbsp;BTRS Holdings Inc, Cl 1 \* | 22100 | 149 |
| &nbsp;&nbsp;&nbsp;C3.ai Inc, Cl A \* | 15500 | 279 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 12445 | 732 |
| &nbsp;&nbsp;&nbsp;Cambium Networks Corp \* | 1999 | 39 |
| &nbsp;&nbsp;&nbsp;Cantaloupe Inc \* | 14900 | 95 |
| &nbsp;&nbsp;&nbsp;Casa Systems Inc \* | 2800 | 11 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 3154 | 116 |
| &nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings Inc \* | 40000 | 382 |
| &nbsp;&nbsp;&nbsp;Cerence Inc \* | 8510 | 170 |
| &nbsp;&nbsp;&nbsp;CEVA Inc \* | 5138 | 150 |
| &nbsp;&nbsp;&nbsp;ChannelAdvisor Corp \* | 5900 | 89 |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | 33586 | 1704 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 12295 | 943 |
| &nbsp;&nbsp;&nbsp;Cleanspark \* | 8900 | 38 |
| &nbsp;&nbsp;&nbsp;Clear Secure, Cl A \* | 14800 | 340 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 2600 | 302 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 62300 | 3898 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 38616 | 1626 |
| &nbsp;&nbsp;&nbsp;Cohu Inc \* | 11036 | 296 |
| &nbsp;&nbsp;&nbsp;CommScope Holding Co Inc \* | 46000 | 520 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 10384 | 564 |
| &nbsp;&nbsp;&nbsp;Comtech Telecommunications Corp  | 5832 | 66 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp  | 9381 | 1180 |
| &nbsp;&nbsp;&nbsp;Conduent Inc \* | 39300 | 161 |
| &nbsp;&nbsp;&nbsp;Confluent Inc, Cl A \* | 28800 | 788 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 3585 | 181 |
| &nbsp;&nbsp;&nbsp;Core Scientific \*(A) | 58000 | 128 |
| &nbsp;&nbsp;&nbsp;Corsair Gaming \* | 6200 | 95 |
| &nbsp;&nbsp;&nbsp;Couchbase \* | 7800 | 129 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 16100 | 940 |
| &nbsp;&nbsp;&nbsp;Credo Technology Group Holding \* | 7100 | 98 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 46821 | 8550 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;CS Disco \* | 5000 | $69 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 7417 | 429 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 7545 | 319 |
| &nbsp;&nbsp;&nbsp;Cvent Holding, Cl A \* | 10600 | 54 |
| &nbsp;&nbsp;&nbsp;CyberOptics Corp \* | 1600 | 85 |
| &nbsp;&nbsp;&nbsp;Cyxtera Technologies \*(A) | 10900 | 69 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 57355 | 6019 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 59390 | 2274 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 16833 | 59 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 7601 | 252 |
| &nbsp;&nbsp;&nbsp;Digimarc Corp \*(A) | 2876 | 51 |
| &nbsp;&nbsp;&nbsp;Digital Turbine Inc \* | 20700 | 382 |
| &nbsp;&nbsp;&nbsp;DigitalOcean Holdings Inc \*(A) | 17500 | 737 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 9842 | 700 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 43080 | 2508 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 14804 | 1084 |
| &nbsp;&nbsp;&nbsp;Domo Inc, Cl B \* | 6432 | 124 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc \* | 15300 | 396 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 62200 | 1330 |
| &nbsp;&nbsp;&nbsp;Duck Creek Technologies Inc \* | 16400 | 195 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 44200 | 1688 |
| &nbsp;&nbsp;&nbsp;DZS \* | 3800 | 51 |
| &nbsp;&nbsp;&nbsp;E2open Parent Holdings Inc \* | 46500 | 319 |
| &nbsp;&nbsp;&nbsp;Eastman Kodak Co \*(A) | 9600 | 52 |
| &nbsp;&nbsp;&nbsp;Ebix Inc (A) | 5725 | 149 |
| &nbsp;&nbsp;&nbsp;Edgio \* | 27600 | 102 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 4900 | 45 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 17300 | 1452 |
| &nbsp;&nbsp;&nbsp;Enfusion, Cl A \* | 4900 | 61 |
| &nbsp;&nbsp;&nbsp;EngageSmart \* | 8200 | 164 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 32630 | 3096 |
| &nbsp;&nbsp;&nbsp;Envestnet Inc \* | 12252 | 642 |
| &nbsp;&nbsp;&nbsp;ePlus Inc \* | 6776 | 319 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 10688 | 948 |
| &nbsp;&nbsp;&nbsp;Everbridge Inc \* | 8700 | 346 |
| &nbsp;&nbsp;&nbsp;EverCommerce \* | 7100 | 83 |
| &nbsp;&nbsp;&nbsp;EVERTEC Inc  | 13600 | 457 |
| &nbsp;&nbsp;&nbsp;Evo Payments Inc, Cl A \* | 10400 | 347 |
| &nbsp;&nbsp;&nbsp;Evolv Technologies Holdings \* | 18900 | 43 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 6923 | 1161 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 28887 | 414 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 8515 | 876 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 5691 | 2558 |
| &nbsp;&nbsp;&nbsp;FARO Technologies Inc \* | 4508 | 151 |
| &nbsp;&nbsp;&nbsp;Fastly Inc, Cl A \* | 23900 | 223 |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | 23500 | 2997 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 15700 | 1540 |
| &nbsp;&nbsp;&nbsp;Flywire \* | 11700 | 291 |
| &nbsp;&nbsp;&nbsp;Focus Universal \*(A) | 4000 | 43 |
| &nbsp;&nbsp;&nbsp;ForgeRock Inc, Cl A \* | 7100 | 121 |
| &nbsp;&nbsp;&nbsp;FormFactor Inc \* | 17719 | 519 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 40050 | 1882 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 14500 | $867 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 9000 | 1897 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 35945 | 2725 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 11600 | 234 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 18569 | 1332 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 5700 | 117 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 20694 | 233 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 9973 | 3361 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 4800 | 112 |
| &nbsp;&nbsp;&nbsp;IBEX Holdings \* | 1200 | 20 |
| &nbsp;&nbsp;&nbsp;Ichor Holdings Ltd \* | 6600 | 203 |
| &nbsp;&nbsp;&nbsp;Identiv \* | 4400 | 66 |
| &nbsp;&nbsp;&nbsp;II-VI Inc \* | 28301 | 1337 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 4200 | 375 |
| &nbsp;&nbsp;&nbsp;indie Semiconductor, Cl A \* | 25300 | 215 |
| &nbsp;&nbsp;&nbsp;Infinera Corp \* | 41084 | 225 |
| &nbsp;&nbsp;&nbsp;Informatica Inc, Cl A \* | 7200 | 159 |
| &nbsp;&nbsp;&nbsp;Information Services Group Inc  | 8000 | 46 |
| &nbsp;&nbsp;&nbsp;Inseego Corp \* | 21400 | 58 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises Inc \* | 6398 | 583 |
| &nbsp;&nbsp;&nbsp;Instructure Holdings \* | 2600 | 59 |
| &nbsp;&nbsp;&nbsp;Intapp \* | 2200 | 32 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 7417 | 372 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 5400 | 121 |
| &nbsp;&nbsp;&nbsp;IonQ \*(A) | 30400 | 181 |
| &nbsp;&nbsp;&nbsp;IPG Photonics Corp \* | 7300 | 661 |
| &nbsp;&nbsp;&nbsp;Itron Inc \* | 10211 | 486 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 30600 | 1845 |
| &nbsp;&nbsp;&nbsp;Jamf Holding Corp \* | 14900 | 357 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics Inc \* | 5693 | 123 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 17400 | 334 |
| &nbsp;&nbsp;&nbsp;Knowles Corp \* | 20300 | 308 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 11900 | 500 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 40000 | 417 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 30162 | 1626 |
| &nbsp;&nbsp;&nbsp;Lightwave Logic \*(A) | 27900 | 222 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 5231 | 1241 |
| &nbsp;&nbsp;&nbsp;LivePerson Inc \* | 14991 | 174 |
| &nbsp;&nbsp;&nbsp;LiveRamp Holdings Inc \* | 15074 | 299 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 15270 | 1276 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 11125 | 614 |
| &nbsp;&nbsp;&nbsp;Mandiant Inc \* | 51000 | 1166 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 13980 | 1975 |
| &nbsp;&nbsp;&nbsp;Marathon Digital Holdings Inc \*(A) | 21200 | 251 |
| &nbsp;&nbsp;&nbsp;Marqeta, Cl A \* | 98800 | 770 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 188912 | 8845 |
| &nbsp;&nbsp;&nbsp;Matterport Inc \*(A) | 53700 | 248 |
| &nbsp;&nbsp;&nbsp;Maximus Inc  | 13816 | 837 |
| &nbsp;&nbsp;&nbsp;MaxLinear Inc, Cl A \* | 15944 | 573 |
| &nbsp;&nbsp;&nbsp;MeridianLink \* | 5300 | 92 |
| &nbsp;&nbsp;&nbsp;Methode Electronics Inc  | 8684 | 351 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;MicroStrategy Inc, Cl A \*(A) | 1953 | $452 |
| &nbsp;&nbsp;&nbsp;MicroVision \*(A) | 35100 | 170 |
| &nbsp;&nbsp;&nbsp;Mirion Technologies \* | 33400 | 253 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 9100 | 93 |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | 12323 | 1227 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 7600 | 227 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 29200 | 207 |
| &nbsp;&nbsp;&nbsp;MoneyGram International Inc \* | 18900 | 195 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 13900 | 4488 |
| &nbsp;&nbsp;&nbsp;N-able Inc \* | 11350 | 113 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 6500 | 193 |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | 28067 | 1116 |
| &nbsp;&nbsp;&nbsp;nCino Inc \* | 12700 | 401 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 27083 | 841 |
| &nbsp;&nbsp;&nbsp;NETGEAR Inc \* | 6692 | 158 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 15958 | 507 |
| &nbsp;&nbsp;&nbsp;New Relic Inc \* | 11700 | 710 |
| &nbsp;&nbsp;&nbsp;nLight Inc \* | 10600 | 132 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 7562 | 1011 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A \* | 43600 | 754 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 27604 | 2523 |
| &nbsp;&nbsp;&nbsp;Olo Inc, Cl A \* | 22100 | 173 |
| &nbsp;&nbsp;&nbsp;ON24 \* | 6100 | 55 |
| &nbsp;&nbsp;&nbsp;OneSpan Inc \* | 7554 | 87 |
| &nbsp;&nbsp;&nbsp;Onto Innovation Inc \* | 11172 | 793 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 4068 | 339 |
| &nbsp;&nbsp;&nbsp;Ouster \*(A) | 33500 | 50 |
| &nbsp;&nbsp;&nbsp;PagerDuty Inc \* | 18415 | 480 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 399000 | 3080 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 21585 | 12019 |
| &nbsp;&nbsp;&nbsp;PAR Technology Corp \* | 5800 | 204 |
| &nbsp;&nbsp;&nbsp;Paya Holdings Inc \* | 20400 | 128 |
| &nbsp;&nbsp;&nbsp;Paycor HCM Inc \*(A) | 10900 | 323 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 8800 | 2121 |
| &nbsp;&nbsp;&nbsp;Payoneer Global \* | 52900 | 350 |
| &nbsp;&nbsp;&nbsp;Paysafe Ltd \* | 82400 | 136 |
| &nbsp;&nbsp;&nbsp;PC Connection Inc  | 2231 | 111 |
| &nbsp;&nbsp;&nbsp;PDF Solutions Inc \* | 6753 | 178 |
| &nbsp;&nbsp;&nbsp;Pegasystems Inc  | 9336 | 342 |
| &nbsp;&nbsp;&nbsp;Perficient Inc \* | 7400 | 578 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 13129 | 221 |
| &nbsp;&nbsp;&nbsp;Ping Identity Holding Corp \* | 17700 | 498 |
| &nbsp;&nbsp;&nbsp;Plexus Corp \* | 6328 | 593 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 12978 | 928 |
| &nbsp;&nbsp;&nbsp;Priority Technology Holdings Inc \* | 1600 | 6 |
| &nbsp;&nbsp;&nbsp;Procore Technologies Inc \* | 16100 | 879 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 10058 | 484 |
| &nbsp;&nbsp;&nbsp;PROS Holdings Inc \* | 9399 | 196 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 61400 | 1779 |
| &nbsp;&nbsp;&nbsp;Q2 Holdings Inc \* | 12500 | 497 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 8900 | 1352 |
| &nbsp;&nbsp;&nbsp;Rackspace Technology Inc \* | 11600 | 52 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 24910 | $642 |
| &nbsp;&nbsp;&nbsp;Rapid7 Inc \* | 12800 | 736 |
| &nbsp;&nbsp;&nbsp;Remitly Global \* | 21100 | 232 |
| &nbsp;&nbsp;&nbsp;Repay Holdings Corp, Cl A \* | 20900 | 194 |
| &nbsp;&nbsp;&nbsp;Ribbon Communications Inc \* | 13520 | 47 |
| &nbsp;&nbsp;&nbsp;Rimini Street Inc \* | 10000 | 50 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 19100 | 822 |
| &nbsp;&nbsp;&nbsp;Riot Blockchain \*(A) | 22100 | 158 |
| &nbsp;&nbsp;&nbsp;Rockley Photonics Holdings \*(A) | 22900 | 33 |
| &nbsp;&nbsp;&nbsp;Rogers Corp \* | 4293 | 1075 |
| &nbsp;&nbsp;&nbsp;Sabre Corp \* | 73800 | 531 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 14166 | 687 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 7000 | 155 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 5796 | 168 |
| &nbsp;&nbsp;&nbsp;SecureWorks Corp, Cl A \* | 2000 | 21 |
| &nbsp;&nbsp;&nbsp;Semtech Corp \* | 14775 | 682 |
| &nbsp;&nbsp;&nbsp;SentinelOne Inc, Cl A \* | 39300 | 1073 |
| &nbsp;&nbsp;&nbsp;Shift4 Payments Inc, Cl A \* | 12100 | 548 |
| &nbsp;&nbsp;&nbsp;ShotSpotter Inc \* | 1400 | 46 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories Inc \* | 8182 | 1025 |
| &nbsp;&nbsp;&nbsp;SiTime Corp \* | 3300 | 351 |
| &nbsp;&nbsp;&nbsp;SkyWater Technology \*(A) | 1700 | 22 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings Inc \* | 8600 | 158 |
| &nbsp;&nbsp;&nbsp;SmartRent, Cl A \*(A) | 30500 | 99 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 26800 | 892 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 43600 | 7889 |
| &nbsp;&nbsp;&nbsp;SolarWinds Corp \* | 7850 | 71 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 35322 | 3180 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 10200 | 612 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 7958 | 972 |
| &nbsp;&nbsp;&nbsp;Squarespace Inc \* | 7900 | 166 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 48818 | 2722 |
| &nbsp;&nbsp;&nbsp;StoneCo Ltd, Cl A \* | 56900 | 539 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 18700 | 164 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 10300 | 670 |
| &nbsp;&nbsp;&nbsp;Switch Inc, Cl A  | 33000 | 1120 |
| &nbsp;&nbsp;&nbsp;Synaptics Inc \* | 8387 | 970 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 9581 | 922 |
| &nbsp;&nbsp;&nbsp;Telos \* | 8500 | 84 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 24900 | 986 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 23100 | 760 |
| &nbsp;&nbsp;&nbsp;Thoughtworks Holding Inc \* | 20500 | 270 |
| &nbsp;&nbsp;&nbsp;Toast Inc, Cl A \* | 52100 | 986 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 97400 | 6107 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 4227 | 221 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 23487 | 369 |
| &nbsp;&nbsp;&nbsp;Tucows Inc, Cl A \*(A) | 2200 | 103 |
| &nbsp;&nbsp;&nbsp;Turtle Beach Corp \* | 4000 | 38 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 37442 | 2605 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc (A) | 1200 | 372 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A \* | 84700 | 1393 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 9852 | 288 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Unisys Corp \* | 15183 | $141 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \*(A) | 47200 | 2016 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 9251 | 1034 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 5700 | 60 |
| &nbsp;&nbsp;&nbsp;UserTesting \* | 11100 | 46 |
| &nbsp;&nbsp;&nbsp;Varonis Systems Inc, Cl B \* | 24100 | 659 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 11010 | 233 |
| &nbsp;&nbsp;&nbsp;Velodyne Lidar \* | 17700 | 22 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 14650 | 710 |
| &nbsp;&nbsp;&nbsp;Veritone Inc \*(A) | 5500 | 40 |
| &nbsp;&nbsp;&nbsp;Verra Mobility Corp, Cl A \* | 34800 | 555 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 2600 | 12 |
| &nbsp;&nbsp;&nbsp;Viasat Inc \* | 15956 | 606 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 48000 | 676 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 30417 | 598 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 3164 | 109 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A  | 46309 | 5373 |
| &nbsp;&nbsp;&nbsp;Vontier Corp  | 35700 | 783 |
| &nbsp;&nbsp;&nbsp;Weave Communications Inc \* | 1000 | 6 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 85400 | 1266 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 9976 | 1539 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd \* | 12100 | 766 |
| &nbsp;&nbsp;&nbsp;WM Technology \* | 16900 | 44 |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | 25623 | 2907 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 43266 | 7120 |
| &nbsp;&nbsp;&nbsp;Workiva Inc, Cl A \* | 10800 | 733 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 25200 | 419 |
| &nbsp;&nbsp;&nbsp;Xperi Holding Corp  | 23950 | 381 |
| &nbsp;&nbsp;&nbsp;Yext Inc \* | 25100 | 112 |
| &nbsp;&nbsp;&nbsp;Zendesk Inc \* | 27023 | 2075 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 55521 | 4464 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 18200 | 2898 |
| &nbsp;&nbsp;&nbsp;Zuora Inc, Cl A \* | 26300 | 202 |
|  |  | 280377 |
| **Materials — 4.5%** | **Materials — 4.5%** |  |
| &nbsp;&nbsp;&nbsp;5E Advanced Materials \* | 8300 | 124 |
| &nbsp;&nbsp;&nbsp;AdvanSix Inc  | 5900 | 214 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 40900 | 2024 |
| &nbsp;&nbsp;&nbsp;Alpha Metallurgical Resources  | 4100 | 644 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 6799 | 136 |
| &nbsp;&nbsp;&nbsp;Amyris Inc \*(A) | 37000 | 109 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 14566 | 1498 |
| &nbsp;&nbsp;&nbsp;Arconic Corp \* | 24300 | 613 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA (A) | 48350 | 297 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 11208 | 1141 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 4800 | 62 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 26100 | 781 |
| &nbsp;&nbsp;&nbsp;Avient Corp  | 19132 | 839 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 49900 | 1285 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 6988 | 921 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 28941 | 1572 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | 12832 | $924 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology Corp  | 9401 | 319 |
| &nbsp;&nbsp;&nbsp;Century Aluminum Co \* | 12297 | 95 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 1500 | 132 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 34300 | 1157 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper Corp \* | 3751 | 160 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | 117460 | 2029 |
| &nbsp;&nbsp;&nbsp;Coeur Mining Inc \* | 58261 | 161 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 25641 | 1039 |
| &nbsp;&nbsp;&nbsp;Compass Minerals International Inc  | 7840 | 317 |
| &nbsp;&nbsp;&nbsp;Constellium, Cl A \* | 28600 | 381 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 26651 | 2414 |
| &nbsp;&nbsp;&nbsp;Cryptyde \* | 2230 | 2 |
| &nbsp;&nbsp;&nbsp;Danimer Scientific \*(A) | 15100 | 67 |
| &nbsp;&nbsp;&nbsp;Diversey Holdings Ltd \* | 19500 | 120 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | 8883 | 1063 |
| &nbsp;&nbsp;&nbsp;Ecovyst Inc \* | 12200 | 113 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 49400 | 922 |
| &nbsp;&nbsp;&nbsp;FutureFuel Corp  | 3876 | 28 |
| &nbsp;&nbsp;&nbsp;GCP Applied Technologies Inc \* | 11024 | 346 |
| &nbsp;&nbsp;&nbsp;Ginkgo Bioworks Holdings Inc \*(A) | 191900 | 516 |
| &nbsp;&nbsp;&nbsp;Glatfelter  | 10271 | 50 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 68617 | 1528 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 5919 | 397 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl B  | 1300 | 85 |
| &nbsp;&nbsp;&nbsp;Hawkins Inc  | 4346 | 167 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 2823 | 112 |
| &nbsp;&nbsp;&nbsp;HB Fuller Co  | 12033 | 780 |
| &nbsp;&nbsp;&nbsp;Hecla Mining Co  | 121968 | 481 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 44224 | 1239 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 9100 | 638 |
| &nbsp;&nbsp;&nbsp;Innospec Inc  | 5513 | 515 |
| &nbsp;&nbsp;&nbsp;Intrepid Potash Inc \* | 1860 | 87 |
| &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp  | 3754 | 269 |
| &nbsp;&nbsp;&nbsp;Koppers Holdings Inc  | 4473 | 102 |
| &nbsp;&nbsp;&nbsp;Kronos Worldwide Inc  | 5084 | 65 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 34700 | 1117 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 18042 | 978 |
| &nbsp;&nbsp;&nbsp;LSB Industries Inc \* | 8400 | 133 |
| &nbsp;&nbsp;&nbsp;Materion Corp  | 4574 | 395 |
| &nbsp;&nbsp;&nbsp;Mativ Holdings Inc  | 10288 | 243 |
| &nbsp;&nbsp;&nbsp;Minerals Technologies Inc  | 7524 | 438 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | 20900 | 731 |
| &nbsp;&nbsp;&nbsp;Myers Industries Inc  | 8418 | 163 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 1497 | 430 |
| &nbsp;&nbsp;&nbsp;Novagold Resources Inc \* | 55300 | 245 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 35600 | 463 |
| &nbsp;&nbsp;&nbsp;Olin Corp  | 31016 | 1695 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 1927 | 51 |
| &nbsp;&nbsp;&nbsp;Origin Materials \* | 27300 | 171 |
| &nbsp;&nbsp;&nbsp;Orion Engineered Carbons SA  | 14400 | 243 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Inc  | 8700 | 97 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Perimeter Solutions \* | 28900 | $282 |
| &nbsp;&nbsp;&nbsp;Piedmont Lithium \*(A) | 4300 | 263 |
| &nbsp;&nbsp;&nbsp;PolyMet Mining \* | 6200 | 19 |
| &nbsp;&nbsp;&nbsp;PureCycle Technologies \*(A) | 26000 | 237 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 3034 | 529 |
| &nbsp;&nbsp;&nbsp;Ramaco Resources Inc  | 5500 | 58 |
| &nbsp;&nbsp;&nbsp;Ranpak Holdings Corp, Cl A \* | 8300 | 44 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 13917 | 63 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 13438 | 2526 |
| &nbsp;&nbsp;&nbsp;Resolute Forest Products Inc \* | 11700 | 237 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 14502 | 1333 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 28288 | 2635 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 4900 | 140 |
| &nbsp;&nbsp;&nbsp;Schnitzer Steel Industries Inc, Cl A  | 5956 | 197 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The, Cl A  | 9459 | 633 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | 9535 | 760 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 17660 | 804 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 21621 | 1363 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | 19829 | 933 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | 48600 | 656 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 39337 | 3175 |
| &nbsp;&nbsp;&nbsp;Stepan Co  | 4825 | 503 |
| &nbsp;&nbsp;&nbsp;Summit Materials Inc, Cl A \* | 26706 | 759 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 18646 | 123 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp  | 7000 | 311 |
| &nbsp;&nbsp;&nbsp;TimkenSteel Corp \* | 10104 | 155 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 5341 | 55 |
| &nbsp;&nbsp;&nbsp;TriMas Corp  | 9876 | 272 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 8900 | 236 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 25800 | 377 |
| &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc  | 400 | 41 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 57300 | 1310 |
| &nbsp;&nbsp;&nbsp;Valhi  | 500 | 17 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 39736 | 1155 |
| &nbsp;&nbsp;&nbsp;Warrior Met Coal Inc  | 11800 | 384 |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | 7010 | 691 |
| &nbsp;&nbsp;&nbsp;Worthington Industries Inc  | 7402 | 377 |
|  |  | 62326 |
| **Real Estate — 6.9%** | **Real Estate — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 20139 | 321 |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 15847 | 1194 |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 16191 | 303 |
| &nbsp;&nbsp;&nbsp;Alexander's Inc <sup>‡</sup> | 488 | 116 |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 11391 | 316 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 67300 | 2393 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 59700 | 1756 |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 26502 | 259 |
| &nbsp;&nbsp;&nbsp;Apartment Income <sup>‡</sup> | 34800 | 1422 |
| &nbsp;&nbsp;&nbsp;Apartment Investment and Management Co, Cl A \*<sup>‡</sup> | 34000 | 301 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality Inc <sup>‡</sup> | 48800 | 776 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 13800 | $181 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 3050 | 28 |
| &nbsp;&nbsp;&nbsp;Bluerock Residential Growth Inc, Cl A <sup>‡</sup> | 7100 | 189 |
| &nbsp;&nbsp;&nbsp;Braemar Hotels & Resorts Inc <sup>‡</sup> | 13600 | 70 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 38639 | 310 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 66200 | 1422 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 35900 | 687 |
| &nbsp;&nbsp;&nbsp;BRT Apartments Corp <sup>‡</sup> | 2400 | 57 |
| &nbsp;&nbsp;&nbsp;CareTrust Inc <sup>‡</sup> | 22653 | 488 |
| &nbsp;&nbsp;&nbsp;CatchMark Timber Trust Inc, Cl A <sup>‡</sup> | 11000 | 117 |
| &nbsp;&nbsp;&nbsp;CBL & Associates Properties <sup>‡</sup> | 6700 | 194 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 3403 | 257 |
| &nbsp;&nbsp;&nbsp;Chatham Lodging Trust \*<sup>‡</sup> | 10435 | 127 |
| &nbsp;&nbsp;&nbsp;City Office Inc <sup>‡</sup> | 11000 | 127 |
| &nbsp;&nbsp;&nbsp;Clipper Realty Inc <sup>‡</sup> | 3500 | 29 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust Inc <sup>‡</sup> | 5400 | 199 |
| &nbsp;&nbsp;&nbsp;Compass, Cl A \* | 63100 | 180 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 25430 | 657 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 34145 | 917 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth Inc <sup>‡</sup> | 4254 | 90 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 49622 | 2285 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 36100 | 540 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 47607 | 416 |
| &nbsp;&nbsp;&nbsp;DigitalBridge Group \* | 33999 | 605 |
| &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust <sup>‡</sup> | 55107 | 80 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 15445 | 71 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 39285 | 767 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 19500 | 350 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 8985 | 1483 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust Inc, Cl A <sup>‡</sup> | 33000 | 230 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 16951 | 737 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 22244 | 585 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 39464 | 2766 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc <sup>‡</sup> | 28000 | 634 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc (A) | 13900 | 180 |
| &nbsp;&nbsp;&nbsp;Farmland Partners Inc <sup>‡</sup> | 10300 | 149 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 28653 | 1452 |
| &nbsp;&nbsp;&nbsp;Forestar Group Inc \* | 3867 | 48 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust Inc <sup>‡</sup> | 17319 | 466 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 27996 | 79 |
| &nbsp;&nbsp;&nbsp;FRP Holdings Inc \* | 1438 | 83 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 52531 | 2536 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 9189 | 276 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial Corp <sup>‡</sup> | 8919 | 170 |
| &nbsp;&nbsp;&nbsp;Gladstone Land Corp <sup>‡</sup> | 7000 | 165 |
| &nbsp;&nbsp;&nbsp;Global Medical Inc <sup>‡</sup> | 15000 | 163 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 24033 | 331 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 82705 | 2011 |
| &nbsp;&nbsp;&nbsp;Hersha Hospitality Trust, Cl A \*<sup>‡</sup> | 9019 | 88 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 21868 | 665 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 8017 | 510 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>‡</sup> | 33970 | 449 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust Inc <sup>‡</sup> | 48901 | $951 |
| &nbsp;&nbsp;&nbsp;Indus Realty Trust <sup>‡</sup> | 1403 | 86 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 15409 | 115 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties Inc, Cl A <sup>‡</sup> | 5800 | 532 |
| &nbsp;&nbsp;&nbsp;InvenTrust Properties <sup>‡</sup> | 15900 | 418 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 135281 | 4908 |
| &nbsp;&nbsp;&nbsp;iStar Inc <sup>‡</sup> | 14918 | 205 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 27600 | 606 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 10947 | 1894 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 27029 | 475 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 25843 | 1260 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 49421 | 957 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 19197 | 1802 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 18439 | 2346 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 9217 | 414 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust, Cl B <sup>‡</sup> | 58290 | 586 |
| &nbsp;&nbsp;&nbsp;Macerich Co/The <sup>‡</sup> | 48045 | 460 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 5100 | 191 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 131862 | 1927 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 9864 | 646 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 38943 | 1749 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 18000 | 909 |
| &nbsp;&nbsp;&nbsp;Necessity Retail Inc/The <sup>‡</sup> | 28700 | 214 |
| &nbsp;&nbsp;&nbsp;NETSTREIT Corp <sup>‡</sup>(A) | 9200 | 181 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 28705 | 294 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 4900 | 259 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 10391 | 183 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 52157 | 1703 |
| &nbsp;&nbsp;&nbsp;One Liberty Properties Inc <sup>‡</sup> | 3662 | 88 |
| &nbsp;&nbsp;&nbsp;Opendoor Technologies Inc \* | 103100 | 446 |
| &nbsp;&nbsp;&nbsp;Orion Office Inc <sup>‡</sup> | 11900 | 117 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 32709 | 579 |
| &nbsp;&nbsp;&nbsp;Paramount Group Inc <sup>‡</sup> | 42000 | 291 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 49059 | 687 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 29225 | 515 |
| &nbsp;&nbsp;&nbsp;Phillips Edison <sup>‡</sup> | 26000 | 849 |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 47500 | 791 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 28566 | 337 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial Inc <sup>‡</sup> | 7000 | 142 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc, Cl A <sup>‡</sup> | 2600 | 39 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 15112 | 702 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 33353 | 1185 |
| &nbsp;&nbsp;&nbsp;RE/MAX Holdings Inc, Cl A  | 4200 | 96 |
| &nbsp;&nbsp;&nbsp;Redfin Corp \*(A) | 23300 | 191 |
| &nbsp;&nbsp;&nbsp;Retail Opportunity Investments Corp <sup>‡</sup> | 26759 | 448 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 36700 | 2283 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 37154 | 448 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 4170 | 109 |
| &nbsp;&nbsp;&nbsp;RPT Realty <sup>‡</sup> | 18837 | 181 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc \*<sup>‡</sup> | 12360 | 1016 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care Inc <sup>‡</sup> | 52020 | 779 |
| &nbsp;&nbsp;&nbsp;Safehold Inc <sup>‡</sup> | 5000 | 190 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 2644 | $117 |
| &nbsp;&nbsp;&nbsp;Seritage Growth Properties \* | 7500 | 94 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 38741 | 265 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 44107 | 572 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup>(A) | 13083 | 578 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 30213 | 1234 |
| &nbsp;&nbsp;&nbsp;St. Joe Co  | 7300 | 279 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 39856 | 1228 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 55200 | 1489 |
| &nbsp;&nbsp;&nbsp;Summit Hotel Properties Inc <sup>‡</sup> | 23629 | 186 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 26421 | 4061 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc \*<sup>‡</sup> | 48938 | 533 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 23549 | 363 |
| &nbsp;&nbsp;&nbsp;Tejon Ranch Co \* | 4876 | 77 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 16863 | 1028 |
| &nbsp;&nbsp;&nbsp;UMH Properties Inc <sup>‡</sup> | 9500 | 171 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 53860 | 506 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust <sup>‡</sup> | 3116 | 159 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 22700 | 357 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Inc, Cl A <sup>‡</sup> | 6156 | 103 |
| &nbsp;&nbsp;&nbsp;Veris Residential \*<sup>‡</sup> | 19767 | 266 |
| &nbsp;&nbsp;&nbsp;Washington Real Estate Investment Trust <sup>‡</sup> | 20913 | 410 |
| &nbsp;&nbsp;&nbsp;WeWork, Cl A \*(A) | 32800 | 134 |
| &nbsp;&nbsp;&nbsp;Whitestone, Cl B <sup>‡</sup> | 12377 | 122 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 41600 | 3496 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc \*<sup>‡</sup> | 25700 | 408 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 13691 | 457 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 37097 | 1241 |
|  |  | 95567 |
| **Utilities — 2.6%** | **Utilities — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 11970 | 708 |
| &nbsp;&nbsp;&nbsp;Altus Power \* | 9800 | 103 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 8274 | 686 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 2184 | 119 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc (A) | 16350 | 808 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 15052 | 612 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 14602 | 1102 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 20850 | 993 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A  | 27313 | 1049 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 11841 | 693 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 3815 | 482 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl A  | 7800 | 269 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 18300 | 679 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 51337 | 2523 |
| &nbsp;&nbsp;&nbsp;Global Water Resources Inc  | 2800 | 38 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 23158 | 906 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 10824 | 1182 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 8214 | 633 |
| &nbsp;&nbsp;&nbsp;Middlesex Water Co  | 4001 | 355 |
| &nbsp;&nbsp;&nbsp;Montauk Renewables \*(A) | 16000 | 284 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 18988 | 1353 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 21294 | $| 940 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 7076 |  | 337 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 11146 |  | 591 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 44376 |  | 1799 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 12100 |  | 947 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc (A) | 10334 |  | 966 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 9546 |  | 721 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 341800 |  | 4214 |
| &nbsp;&nbsp;&nbsp;PNM Resources Inc  | 19717 |  | 935 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 19000 |  | 982 |
| &nbsp;&nbsp;&nbsp;Pure Cycle Corp \* | 5900 |  | 61 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 6264 |  | 403 |
| &nbsp;&nbsp;&nbsp;South Jersey Industries Inc  | 27996 |  | 948 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc  | 14541 |  | 1132 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 10803 |  | 755 |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International Inc \* | 22500 |  | 567 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 46496 |  | 1837 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 3558 |  | 185 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A  | 2000 |  | 17 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 94668 |  | 2343 |
| &nbsp;&nbsp;&nbsp;York Water Co/The  | 2952 |  | 130 |
|  |  |  | 36387 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,108,095) ($ Thousands) |  |  | 1383775 |
|  | Number of<br> Rights |  |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| &nbsp;&nbsp;&nbsp;Zogenix Inc CVR \*<sup>‡</sup><sup>‡</sup> | 13200 |  |  |
| &nbsp;&nbsp;&nbsp;Pulse Biosciences Inc Right \*<sup>‡</sup><sup>‡</sup> | 2347 |  |  |
| &nbsp;&nbsp;&nbsp;Tobira Therapeutics CVR, Expires 12/31/2028 \*(B) | 2300 |  | – |
| Total Rights |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  |  | – |
|  | <br> Shares |  |  |
| **AFFILIATED PARTNERSHIP — 3.7%** | **AFFILIATED PARTNERSHIP — 3.7%** | **AFFILIATED PARTNERSHIP — 3.7%** | **AFFILIATED PARTNERSHIP — 3.7%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(C) | 51875482 |  | 51883 |
| Total Affiliated Partnership |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $51,876) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $51,876) ($ Thousands) |  | 51883 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT — 0.4%** | **CASH EQUIVALENT — 0.4%** | **CASH EQUIVALENT — 0.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 6121881 | $6122 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,122) ($ Thousands) |  | 6122 |
| Total Investments in Securities — 103.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,166,093) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,166,093) ($ Thousands)  | $1441780 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Extended Market Index Fund** (Concluded)

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Russell 2000 Index E-MINI | 43 | Sep-2022 | $3879 | $3966 | $87 |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 14 | Sep-2022 | 3379 | 3403 | 24 |
|  |  |  | $7258 | $7369 | $111 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,395,225 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $46,204 ($ Thousands). |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $51,883 ($ Thousands). |

---

---

| |
|:---|
| Cl — Class |
| CVR — Contingent Value Rights  |
| IBEX— Spanish Stock Exchange Index |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| SPX — Standard & Poor's 500 Index |
| USD — U.S. Dollar |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** |  | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** |  | **Total<br> ($)** |  |
| &nbsp;&nbsp;&nbsp;Common Stock | 1383775 |  |  |  |  | 1383775 |  |
| &nbsp;&nbsp;&nbsp;Rights |  | ^ |  |  | ^ |  | ^ |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  |  | 51883 |  |  | 51883 |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 6122 |  | – |  |  | 6122 |  |
| Total Investments in Securities | 1389897 |  | 51883 |  | ^ | 1441780 |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 111 |  |  | 111 |
| Total Other Financial Instruments | 111 |  |  | 111 |

---

\* Futures contracts are valued at the unrealized appreciaton on the instrument.

^ Amount represents less than $500.

(1) A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value** <br> **5/31/2022** | **Purchases** <br>**at Cost** | **Proceeds from Sales** | **Realized Gain (Loss)** | **Change in Unrealized Appreciation/** <br>**(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income** | **Capital Gains** |
| SEI Investments Co | $1433 | $80 | $(155) | $(10) | $(83) | $1265 | 23119 | $10 | $— |
| SEI Liquidity Fund, L.P. | 45524 | 67050 | &nbsp;&nbsp;&nbsp;&nbsp;(60692) | 1 |  | 51883 | 51875482 | 422 |  |
| SEI Daily Income Trust, Government Fund, Cl F | 11449 | 35997 | &nbsp;&nbsp;&nbsp;&nbsp;(41324) |  |  | 6122 | 6121881 | 28 |  |
| Totals | $58406 | $103127 | $(102171) | $(9) | $(83) | $59270 |  | $460 | $— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** |
| **Communication Services — 1.7%** | **Communication Services — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 19500 | $195 |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 9100 | 244 |
| &nbsp;&nbsp;&nbsp;Anterix Inc \* | 750 | 32 |
| &nbsp;&nbsp;&nbsp;ATN International Inc  | 800 | 38 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 154165 | 85 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 119 | 135 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 8960 | 114 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 2450 | 131 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 2400 | 44 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 12000 | 229 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 5480 | 140 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding Corp \* | 6879 | 56 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 6693 | 297 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 2050 | 94 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 13687 | 96 |
| &nbsp;&nbsp;&nbsp;MediaAlpha Inc, Cl A \* | 18509 | 155 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 4642 | 888 |
| &nbsp;&nbsp;&nbsp;Ooma Inc \* | 1500 | 18 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 8950 | 175 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 5895 | 271 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 9350 | 239 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 1100 | 31 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 3207 | 218 |
|  |  | 3925 |
| **Consumer Discretionary — 9.6%** | **Consumer Discretionary — 9.6%** |  |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 23718 | 282 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 9142 | 394 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 29100 | 301 |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 5700 | 54 |
| &nbsp;&nbsp;&nbsp;Autoliv Inc  | 2900 | 225 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 3263 | 407 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 20981 | 299 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc  | 7300 | 150 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 888 | 120 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 12583 | 262 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 5390 | 359 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 2312 | 75 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A \* | 4180 | 64 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 7910 | 202 |
| &nbsp;&nbsp;&nbsp;Carriage Services Inc, Cl A  | 2200 | 78 |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 17480 | 129 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 11080 | 63 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 5713 | 128 |
| &nbsp;&nbsp;&nbsp;Citi Trends Inc \* | 2860 | 58 |
| &nbsp;&nbsp;&nbsp;Container Store Group Inc/The \* | 15055 | 102 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 3100 | 228 |
| &nbsp;&nbsp;&nbsp;Dana Inc  | 15100 | 234 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 84198 | 464 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A  | 180 | 53 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 1340 | $121 |
| &nbsp;&nbsp;&nbsp;El Pollo Loco Holdings Inc \* | 6931 | 63 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 32340 | 769 |
| &nbsp;&nbsp;&nbsp;Express Inc \* | 34780 | 53 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 6263 | 584 |
| &nbsp;&nbsp;&nbsp;Funko Inc, Cl A \* | 10110 | 225 |
| &nbsp;&nbsp;&nbsp;Genesco Inc \* | 6190 | 350 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 3000 | 82 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 4380 | 262 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | 12200 | 257 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 16500 | 231 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 200 | 113 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 160 | 13 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 2500 | 446 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 13290 | 598 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 27709 | 743 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 250 | 31 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 8735 | 512 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 2410 | 180 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 11350 | 65 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | 9000 | 238 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 5741 | 51 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 14019 | 432 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 4100 | 177 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 5368 | 53 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 3900 | 142 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 12000 | 289 |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | 6500 | 202 |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | 3200 | 251 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 51170 | 767 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2413 | 146 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 4170 | 62 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 5257 | 168 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 1640 | 476 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 12746 | 61 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | 7800 | 133 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 7700 | 275 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 9856 | 545 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 7090 | 283 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 1890 | 202 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 3082 | 363 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 27059 | 313 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 1600 | 33 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \* | 72070 | 155 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 23700 | 73 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 6900 | 178 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 18110 | 330 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 20200 | 301 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 3800 | 235 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 11776 | 280 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd  | 4900 | 320 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 5600 | 298 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 2250 | $83 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 1050 | 55 |
| &nbsp;&nbsp;&nbsp;Superior Group of Cos Inc  | 5994 | 67 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \* | 23118 | 307 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 2500 | 203 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 24200 | 419 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 9000 | 101 |
| &nbsp;&nbsp;&nbsp;Udemy Inc \* | 10733 | 159 |
| &nbsp;&nbsp;&nbsp;Unifi Inc \* | 4352 | 49 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 6070 | 171 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 71575 | 448 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 553 | 114 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 3300 | 190 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 26170 | 137 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 6705 | 438 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 2306 | 158 |
|  |  | 21360 |
| **Consumer Staples — 6.5%** | **Consumer Staples — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 7200 | 198 |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 14687 | 170 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 1147 | 27 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 21575 | 1607 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 3500 | 347 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 1200 | 50 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 2650 | 142 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1230 | 263 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 3233 | 335 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 2850 | 108 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 4211 | 140 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 298 | 141 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co  | 6200 | 242 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 6282 | 240 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 11100 | 312 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 8900 | 243 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 2400 | 66 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 1700 | 68 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 300 | 6 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 9078 | 210 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 10250 | 897 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 7690 | 670 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 840 | 66 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 840 | 125 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 1010 | 82 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 1000 | 169 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 3338 | 365 |
| &nbsp;&nbsp;&nbsp;Mission Produce Inc \* | 2600 | 42 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 12866 | 185 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 5600 | 229 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 2800 | 80 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 3439 | 305 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 1530 | 97 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 8400 | $110 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 18 | 70 |
| &nbsp;&nbsp;&nbsp;Seneca Foods Corp, Cl A \* | 4444 | 235 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 13500 | 411 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 26400 | 763 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 1230 | 44 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 44654 | 2081 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 23434 | 1033 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 5300 | 270 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 830 | 53 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 1600 | 16 |
| &nbsp;&nbsp;&nbsp;Veru Inc \* | 11044 | 169 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 16844 | 370 |
| &nbsp;&nbsp;&nbsp;Vita Coco Co Inc/The \* | 12474 | 187 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 550 | 104 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 4082 | 317 |
|  |  | 14460 |
| **Energy — 5.8%** | **Energy — 5.8%** |  |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 56594 | 244 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 3741 | 150 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 52190 | 478 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 12385 | 495 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 4110 | 205 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 13024 | 649 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 1530 | 154 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 8600 | 578 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 11000 | 86 |
| &nbsp;&nbsp;&nbsp;Dorian LPG Ltd \* | 5430 | 79 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \*(A) | 25431 | 387 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 14554 | 197 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 27640 | 119 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 2873 | 151 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 17797 | 526 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 19796 | 1180 |
| &nbsp;&nbsp;&nbsp;National Energy Services Reunited Corp \* | 18900 | 133 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 3276 | 188 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 6279 | 199 |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 27410 | 134 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 13321 | 250 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 10100 | 686 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding Corp, Cl A \* | 22085 | 435 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 5424 | 178 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 15813 | 479 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 20620 | 164 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 10787 | 449 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 52910 | 566 |
| &nbsp;&nbsp;&nbsp;Sitio Royalties Corp  | 14300 | 364 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 39831 | 426 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 21400 | 160 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 12020 | 249 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 14535 | 357 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 14690 | $58 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 103010 | 516 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 99140 | 644 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 18000 | 464 |
|  |  | 12777 |
| **Financials — 17.7%** | **Financials — 17.7%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 4128 | 195 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc  | 4870 | 85 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 1000 | 24 |
| &nbsp;&nbsp;&nbsp;Allegiance Bancshares Inc  | 2940 | 125 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 8896 | 200 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 6100 | 232 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 1830 | 234 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 1750 | 84 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Inc  | 18100 | 211 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust Inc <sup>‡</sup> | 15600 | 234 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 3041 | 98 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 9464 | 183 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 30700 | 615 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 1500 | 238 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 7809 | 222 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 3600 | 191 |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 1410 | 152 |
| &nbsp;&nbsp;&nbsp;Bank First Corp  | 300 | 24 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 5050 | 156 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 2900 | 95 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 1850 | 112 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 4887 | 84 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 4500 | 284 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 1200 | 28 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5000 | 109 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 1100 | 90 |
| &nbsp;&nbsp;&nbsp;Camden National Corp  | 8200 | 371 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 4511 | 112 |
| &nbsp;&nbsp;&nbsp;Capital City Bank Group Inc  | 1200 | 38 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings Inc  | 5207 | 105 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 7941 | 131 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp  | 8600 | 361 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 2240 | 264 |
| &nbsp;&nbsp;&nbsp;CBTX Inc  | 12001 | 358 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 9630 | 210 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 9147 | 335 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 350 | 30 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 10860 | 230 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 8917 | 235 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 40000 | 736 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 1900 | 76 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 4400 | 94 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 9742 | 412 |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 8900 | 54 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 9680 | 128 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 5300 | $184 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 7806 | 205 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc  | 290 | 50 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 4668 | 146 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 1400 | 20 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc  | 1900 | 92 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 1750 | 69 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 3450 | 121 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd \* | 660 | 125 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 1800 | 82 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 3610 | 113 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 1030 | 221 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 2724 | 102 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 940 | 253 |
| &nbsp;&nbsp;&nbsp;EZCORP Inc, Cl A \* | 1597 | 14 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 670 | 290 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 14480 | 207 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C  | 2100 | 229 |
| &nbsp;&nbsp;&nbsp;Federated Hermes Inc, Cl B  | 7900 | 269 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 16088 | 419 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 3100 | 166 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 1997 | 60 |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 12700 | 292 |
| &nbsp;&nbsp;&nbsp;First Business Financial Services Inc  | 9400 | 313 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 12500 | 168 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 8090 | 255 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 14372 | 611 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 6970 | 324 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 13900 | 314 |
| &nbsp;&nbsp;&nbsp;First Internet Bancorp  | 201 | 7 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares Inc  | 800 | 28 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 6635 | 122 |
| &nbsp;&nbsp;&nbsp;Flagstar Bancorp Inc  | 11300 | 435 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 15600 | 322 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 31700 | 378 |
| &nbsp;&nbsp;&nbsp;FS KKR Capital Corp  | 14600 | 315 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 25500 | 414 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 4162 | 245 |
| &nbsp;&nbsp;&nbsp;Guaranty Bancshares Inc/TX  | 700 | 24 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 7580 | 527 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 6300 | 304 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 31863 | 788 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 1580 | 204 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 6489 | 88 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 7590 | 137 |
| &nbsp;&nbsp;&nbsp;HCI Group Inc  | 1302 | 62 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA Inc  | 2400 | 107 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 31776 | 359 |
| &nbsp;&nbsp;&nbsp;Heritage Financial Corp/WA  | 2300 | 60 |
| &nbsp;&nbsp;&nbsp;Heritage Insurance Holdings Inc \* | 13000 | 34 |
| &nbsp;&nbsp;&nbsp;Hingham Institution For Savings The  | 90 | 27 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 10600 | 369 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 5830 | $135 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc  | 26100 | 378 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp  | 200 | 7 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 970 | 76 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 32780 | 673 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital Inc  | 7650 | 122 |
| &nbsp;&nbsp;&nbsp;Investors Title Co  | 90 | 13 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 8770 | 2224 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 27640 | 450 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A  | 4900 | 178 |
| &nbsp;&nbsp;&nbsp;LendingTree Inc \* | 2510 | 77 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 7230 | 69 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 16035 | 530 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 9170 | 247 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp  | 550 | 18 |
| &nbsp;&nbsp;&nbsp;Meridian Corp  | 5800 | 176 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 5576 | 111 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 4450 | 319 |
| &nbsp;&nbsp;&nbsp;Mid Penn Bancorp Inc  | 1100 | 32 |
| &nbsp;&nbsp;&nbsp;MidCap Financial Investment Corp  | 21366 | 281 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 13400 | 336 |
| &nbsp;&nbsp;&nbsp;MidWestOne Financial Group Inc  | 1000 | 30 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 770 | 176 |
| &nbsp;&nbsp;&nbsp;MVB Financial Corp  | 350 | 11 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 1600 | 64 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 300 | 57 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc  | 2400 | 93 |
| &nbsp;&nbsp;&nbsp;New Mountain Finance Corp  | 15300 | 201 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust Inc <sup>‡</sup> | 57400 | 161 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 3232 | 247 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 7423 | 109 |
| &nbsp;&nbsp;&nbsp;Northrim BanCorp Inc  | 3600 | 146 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 39300 | 272 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 3700 | 72 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 25400 | 691 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 14400 | 240 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 9828 | 357 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 2490 | 102 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 4111 | 106 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp  | 10100 | 190 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp  | 7733 | 143 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 5103 | 172 |
| &nbsp;&nbsp;&nbsp;PennantPark Investment Corp  | 55400 | 358 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 4090 | 122 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 2033 | 99 |
| &nbsp;&nbsp;&nbsp;Piper Sandler Cos  | 590 | 68 |
| &nbsp;&nbsp;&nbsp;PJT Partners Inc  | 1950 | 135 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 9350 | 722 |
| &nbsp;&nbsp;&nbsp;Primis Financial Corp  | 14600 | 191 |
| &nbsp;&nbsp;&nbsp;ProAssurance Corp  | 900 | 19 |
| &nbsp;&nbsp;&nbsp;Prospect Capital Corp  | 19800 | 148 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 8581 | 124 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 500 | $12 |
| &nbsp;&nbsp;&nbsp;Pzena Investment Management Inc, Cl A  | 22801 | 217 |
| &nbsp;&nbsp;&nbsp;QCR Holdings Inc  | 3863 | 216 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 8490 | 188 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 28900 | 224 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 19565 | 659 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 1650 | 223 |
| &nbsp;&nbsp;&nbsp;Republic Bancorp Inc/KY, Cl A  | 850 | 36 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 31509 | 100 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 31400 | 296 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 1850 | 203 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 2500 | 74 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 970 | 87 |
| &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc  | 2310 | 183 |
| &nbsp;&nbsp;&nbsp;Sierra Bancorp  | 900 | 19 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 9914 | 234 |
| &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc  | 10400 | 196 |
| &nbsp;&nbsp;&nbsp;SmartFinancial Inc  | 900 | 23 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 2316 | 63 |
| &nbsp;&nbsp;&nbsp;Southern First Bancshares Inc \* | 550 | 24 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 2492 | 131 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 2293 | 179 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 5910 | 161 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 2150 | 109 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 6830 | 405 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 2401 | 223 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 5800 | 233 |
| &nbsp;&nbsp;&nbsp;Tompkins Financial Corp  | 900 | 64 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 3300 | 94 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares  | 2350 | 111 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 6725 | 224 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp  | 110 | 10 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 15500 | 275 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 24025 | 806 |
| &nbsp;&nbsp;&nbsp;United Fire Group Inc  | 1500 | 44 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 52750 | 630 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 10530 | 261 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 10000 | 320 |
| &nbsp;&nbsp;&nbsp;WesBanco Inc  | 3000 | 103 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp  | 1550 | 87 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 128 | 175 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 210 | 18 |
|  |  | 39673 |
| **Health Care — 17.4%** | **Health Care — 17.4%** |  |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 5750 | 85 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 24392 | 1998 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 4890 | 50 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare Corp \* | 910 | 81 |
| &nbsp;&nbsp;&nbsp;Aerie Pharmaceuticals Inc \* | 18720 | 283 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 187824 | 507 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics Inc \* | 400 | 5 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Albireo Pharma Inc \* | 1600 | $28 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 43478 | 450 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 7000 | 166 |
| &nbsp;&nbsp;&nbsp;Altimmune Inc \* | 8261 | 182 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \* | 31836 | 414 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 20514 | 230 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 4670 | 479 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 25780 | 56 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 3800 | 112 |
| &nbsp;&nbsp;&nbsp;AnaptysBio Inc \* | 2300 | 53 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Inc \* | 1000 | 37 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 2680 | 61 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 7774 | 470 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 10598 | 190 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc \* | 9147 | 247 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 37530 | 281 |
| &nbsp;&nbsp;&nbsp;Atrion Corp  | 50 | 30 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc \* | 2856 | 56 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 3336 | 241 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc \* | 4124 | 263 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 6100 | 144 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 604 | 200 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 12569 | 55 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 24180 | 250 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 3980 | 115 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 940 | 83 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 74839 | 1013 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 472 | 97 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 506 | 241 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 12175 | 253 |
| &nbsp;&nbsp;&nbsp;CinCor Pharma Inc \* | 4835 | 163 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \* | 15428 | 254 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 20480 | 360 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 6930 | 211 |
| &nbsp;&nbsp;&nbsp;Concert Pharmaceuticals Inc \* | 43480 | 286 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 12017 | 310 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 670 | 104 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 10032 | 255 |
| &nbsp;&nbsp;&nbsp;CTI BioPharma Corp \* | 26443 | 166 |
| &nbsp;&nbsp;&nbsp;Cutera Inc \* | 2912 | 139 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 6049 | 320 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 11413 | 131 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 3468 | 114 |
| &nbsp;&nbsp;&nbsp;Edgewise Therapeutics Inc \* | 2300 | 23 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 1450 | 88 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 350 | 17 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 14080 | 1201 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 31579 | 1161 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 13921 | 71 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 2300 | 136 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio Inc \* | 15107 | 211 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 3704 | $278 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 27886 | 1136 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 1500 | 66 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 3600 | 80 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 3280 | 241 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \* | 24710 | 101 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 780 | 124 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 12000 | 213 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 63767 | 839 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 4054 | 776 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 3084 | 155 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \* | 41187 | 125 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 5942 | 253 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp \* | 1569 | 53 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 1157 | 171 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 68700 | 739 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 18892 | 419 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 1570 | 244 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 1213 | 309 |
| &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc \* | 10540 | 53 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 10023 | 117 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 20620 | 206 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 2615 | 183 |
| &nbsp;&nbsp;&nbsp;Lannett Co Inc \* | 15700 | 8 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 27948 | 2202 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 1550 | 77 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 780 | 115 |
| &nbsp;&nbsp;&nbsp;Meridian Bioscience Inc \* | 2900 | 95 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 1600 | 95 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 13760 | 103 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc  | 250 | 43 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 10612 | 265 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 520 | 175 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 2380 | 65 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 1250 | 87 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 3337 | 349 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 6000 | 103 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 12100 | 190 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 45587 | 232 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 6550 | 670 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 15750 | 250 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 33814 | 1047 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 77428 | 278 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 7700 | 220 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 2300 | 46 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 2200 | 115 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 5400 | 202 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 3100 | 46 |
| &nbsp;&nbsp;&nbsp;Pliant Therapeutics Inc \* | 8022 | 155 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \* | 5930 | 83 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 22410 | 70 |
| &nbsp;&nbsp;&nbsp;Precigen Inc \* | 101740 | 225 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 5200 | $183 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 21960 | 1111 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 8909 | 354 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \* | 3859 | 156 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 17240 | 150 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 2750 | 125 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 1930 | 52 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 2966 | 651 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals Inc \* | 7858 | 178 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 52025 | 74 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 30140 | 205 |
| &nbsp;&nbsp;&nbsp;Sangamo Therapeutics Inc \* | 14660 | 79 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 1751 | 192 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 11280 | 114 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 21700 | 556 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 14802 | 76 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 5242 | 1556 |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc  | 950 | 57 |
| &nbsp;&nbsp;&nbsp;Singular Genomics Systems Inc \*(A) | 9011 | 24 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 4426 | 67 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 2800 | 96 |
| &nbsp;&nbsp;&nbsp;Surmodics Inc \* | 850 | 29 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 13208 | 75 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 2200 | 52 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 17210 | 142 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 3200 | 181 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 28710 | 205 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 4528 | 236 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 3200 | 86 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 800 | 74 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 6893 | 1562 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1350 | 124 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 10920 | 116 |
| &nbsp;&nbsp;&nbsp;Varex Imaging Corp \* | 1500 | 32 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 300 | 8 |
|  |  | 38697 |
| **Industrials — 15.7%** | **Industrials — 15.7%** |  |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 3700 | 172 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 49600 | 294 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group Inc \* | 4625 | 139 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6400 | 279 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 17640 | 208 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 316 | 166 |
| &nbsp;&nbsp;&nbsp;American Woodmark Corp \* | 3200 | 166 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 7200 | 294 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc  | 1920 | 204 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 7300 | 588 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 7232 | 250 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 9592 | 200 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 5700 | 481 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 2600 | 260 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;AZZ Inc  | 1650 | $70 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 3285 | 265 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 860 | 242 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 2500 | 205 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 8796 | 384 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 8014 | 1554 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 4241 | 498 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 2272 | 228 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 22000 | 210 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 15713 | 177 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 1000 | 28 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 5752 | 526 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 3900 | 368 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 41761 | 253 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 7700 | 148 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 3206 | 141 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 2104 | 236 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 3340 | 145 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 3700 | 440 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 23723 | 504 |
| &nbsp;&nbsp;&nbsp;Enovix Corp \* | 7391 | 163 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 15339 | 1440 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 10415 | 415 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 12630 | 175 |
| &nbsp;&nbsp;&nbsp;Fluence Energy Inc, Cl A \* | 9422 | 188 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 5951 | 247 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 1810 | 176 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 10259 | 488 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 9965 | 1600 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 17244 | 236 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 595 | 131 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 9152 | 275 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 4400 | 212 |
| &nbsp;&nbsp;&nbsp;Gorman-Rupp Co/The  | 200 | 5 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 6887 | 216 |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings Inc \* | 10800 | 162 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 18471 | 280 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 8467 | 241 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 15737 | 513 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 2250 | 180 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 1000 | 206 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 57051 | 473 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 660 | 152 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 3567 | 239 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 1280 | 130 |
| &nbsp;&nbsp;&nbsp;Infrastructure and Energy Alternatives Inc \* | 32018 | 455 |
| &nbsp;&nbsp;&nbsp;Insteel Industries Inc  | 13009 | 376 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 26854 | 300 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 2255 | 233 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 2772 | 134 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 18800 | 303 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 2050 | 112 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 27675 | $212 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 1300 | 66 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 1540 | 226 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 14605 | 289 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 5340 | 393 |
| &nbsp;&nbsp;&nbsp;Matthews International Corp, Cl A  | 2200 | 55 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp  | 300 | 25 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 6500 | 196 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 12530 | 603 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 1797 | 42 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 1530 | 182 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 11919 | 753 |
| &nbsp;&nbsp;&nbsp;MYR Group Inc \* | 1360 | 126 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 450 | 31 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 16478 | 200 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 5517 | 777 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 1164 | 35 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Corp  | 8690 | 100 |
| &nbsp;&nbsp;&nbsp;Park-Ohio Holdings Corp  | 7900 | 131 |
| &nbsp;&nbsp;&nbsp;Primoris Services Corp  | 18400 | 373 |
| &nbsp;&nbsp;&nbsp;Quad/Graphics Inc, Cl A \* | 21039 | 66 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 16115 | 359 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 56934 | 398 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 832 | 200 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 31705 | 619 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 3200 | 151 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 3500 | 268 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 114970 | 367 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 810 | 167 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 4600 | 105 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 2480 | 226 |
| &nbsp;&nbsp;&nbsp;SkyWest Inc \* | 5000 | 106 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 50 | 11 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 16238 | 538 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 1020 | 92 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 8730 | 221 |
| &nbsp;&nbsp;&nbsp;SunPower Corp, Cl A \* | 7924 | 190 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 1010 | 61 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 1740 | 236 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 13533 | 417 |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 6540 | 122 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 13200 | 787 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 9490 | 195 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 5840 | 464 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 610 | 110 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 14450 | 528 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 5272 | 183 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 755 | 209 |
| &nbsp;&nbsp;&nbsp;Wabash National Corp  | 7900 | 130 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 12200 | 485 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 30330 | $1217 |
|  |  | 34822 |
| **Information Technology — 13.2%** | **Information Technology — 13.2%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 69480 | 362 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 22030 | 306 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 5700 | 135 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 9268 | 215 |
| &nbsp;&nbsp;&nbsp;Aehr Test Systems \* | 12553 | 183 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 5818 | 301 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \*(A) | 23284 | 338 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 6550 | 253 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 5675 | 485 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 3000 | 51 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 34900 | 703 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 2140 | 224 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 390 | 82 |
| &nbsp;&nbsp;&nbsp;Avalara Inc \* | 8325 | 762 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 6180 | 193 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \* | 7400 | 58 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 9600 | 421 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc \* | 2792 | 187 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 50153 | 431 |
| &nbsp;&nbsp;&nbsp;Bel Fuse Inc, Cl B  | 10088 | 287 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 3189 | 209 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc \* | 2050 | 107 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 200 | 5 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 3989 | 235 |
| &nbsp;&nbsp;&nbsp;Cantaloupe Inc \* | 15150 | 97 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 6360 | 233 |
| &nbsp;&nbsp;&nbsp;ChannelAdvisor Corp \* | 9546 | 144 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 5880 | 451 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 10584 | 1229 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 2500 | 136 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp  | 1410 | 177 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 5800 | 336 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 7043 | 298 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 28608 | 100 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 8932 | 296 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 3870 | 275 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 260 | 19 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 35797 | 330 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 5210 | 526 |
| &nbsp;&nbsp;&nbsp;ePlus Inc \* | 1770 | 83 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 3329 | 558 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 15627 | 224 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 1180 | 185 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 2193 | 225 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 610 | 274 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 5550 | 261 |
| &nbsp;&nbsp;&nbsp;Gitlab Inc, Cl A \* | 3434 | 206 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 12930 | 261 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 23885 | $490 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 19151 | 216 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 3446 | 80 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 2254 | 201 |
| &nbsp;&nbsp;&nbsp;Information Services Group Inc  | 22500 | 130 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises Inc \* | 1640 | 149 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 1800 | 90 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 35259 | 790 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 1670 | 321 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics Inc \* | 12100 | 261 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 4100 | 172 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 560 | 133 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 1870 | 264 |
| &nbsp;&nbsp;&nbsp;Maximus Inc  | 2600 | 158 |
| &nbsp;&nbsp;&nbsp;Methode Electronics Inc  | 6700 | 271 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 5894 | 60 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 6268 | 186 |
| &nbsp;&nbsp;&nbsp;NETGEAR Inc \* | 8800 | 208 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 3900 | 124 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 2000 | 45 |
| &nbsp;&nbsp;&nbsp;Nova Ltd \* | 7345 | 730 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 4623 | 618 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 1140 | 95 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 400 | 96 |
| &nbsp;&nbsp;&nbsp;PC Connection Inc \* | 10505 | 522 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 23906 | 402 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 2390 | 171 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 7230 | 348 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 1160 | 133 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 3177 | 483 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 14186 | 688 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 2500 | 55 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 11100 | 322 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings Inc \* | 19364 | 355 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 8737 | 525 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 10225 | 1249 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 4551 | 296 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 14640 | 580 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 30118 | 474 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 3300 | 97 |
| &nbsp;&nbsp;&nbsp;Unisys Corp \* | 2700 | 25 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 6397 | 135 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 29335 | 1422 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 12101 | 55 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 37525 | 528 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 23300 | 458 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 24365 | 836 |
|  |  | 29504 |
| **Materials — 4.3%** | **Materials — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;AdvanSix Inc  | 13000 | 471 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 5330 | 106 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 120 | $12 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 20040 | 261 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 5961 | 178 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 1580 | 290 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 1670 | 220 |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | 2661 | 192 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 3361 | 296 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 19700 | 798 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 6871 | 153 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 11200 | 751 |
| &nbsp;&nbsp;&nbsp;Hawkins Inc  | 4620 | 177 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 3320 | 132 |
| &nbsp;&nbsp;&nbsp;Koppers Holdings Inc  | 10300 | 235 |
| &nbsp;&nbsp;&nbsp;Kronos Worldwide Inc  | 19434 | 250 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 8766 | 282 |
| &nbsp;&nbsp;&nbsp;Materion Corp  | 2234 | 193 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 400 | 115 |
| &nbsp;&nbsp;&nbsp;Novagold Resources Inc \* | 20600 | 91 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 19200 | 250 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 7207 | 190 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 1920 | 263 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 26450 | 120 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 2132 | 401 |
| &nbsp;&nbsp;&nbsp;Resolute Forest Products Inc \* | 25920 | 525 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 2340 | 215 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 14530 | 414 |
| &nbsp;&nbsp;&nbsp;Schnitzer Steel Industries Inc, Cl A  | 6100 | 202 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | 830 | 66 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 9550 | 435 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 3700 | 233 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | 10900 | 147 |
| &nbsp;&nbsp;&nbsp;Stepan Co  | 1000 | 104 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 61370 | 405 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 24170 | 247 |
| &nbsp;&nbsp;&nbsp;TriMas Corp  | 3500 | 96 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 3700 | 98 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 11600 | 170 |
|  |  | 9784 |
| **Real Estate — 4.1%** | **Real Estate — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 4300 | 81 |
| &nbsp;&nbsp;&nbsp;Alexander's Inc <sup>‡</sup> | 180 | 43 |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 12000 | 333 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 5600 | 199 |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 16700 | 163 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 61880 | 985 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 4800 | 63 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 10485 | 96 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 2040 | 262 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 1120 | 84 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust Inc <sup>‡</sup> | 1900 | 70 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 4400 | 203 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 47536 | $219 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 1330 | 219 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 6800 | 296 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 5800 | 153 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 3290 | 231 |
| &nbsp;&nbsp;&nbsp;Farmland Partners Inc <sup>‡</sup> | 9744 | 141 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 3850 | 195 |
| &nbsp;&nbsp;&nbsp;Forestar Group Inc \* | 19397 | 241 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 27400 | 77 |
| &nbsp;&nbsp;&nbsp;FRP Holdings Inc \* | 450 | 26 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 3800 | 114 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial Corp <sup>‡</sup> | 15500 | 296 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 18300 | 252 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 14200 | 106 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 7000 | 136 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 2190 | 279 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 1800 | 67 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 4800 | 314 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 3600 | 182 |
| &nbsp;&nbsp;&nbsp;Necessity Retail REIT Inc/The <sup>‡</sup> | 29100 | 217 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 13400 | 235 |
| &nbsp;&nbsp;&nbsp;One Liberty Properties Inc <sup>‡</sup> | 1300 | 31 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 22800 | 269 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial REIT Inc <sup>‡</sup> | 8300 | 168 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 850 | 39 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 14900 | 180 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 7380 | 192 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT Inc <sup>‡</sup> | 34700 | 519 |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 950 | 42 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 21900 | 150 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 22800 | 352 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 2450 | 149 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 34365 | 323 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust <sup>‡</sup> | 1000 | 51 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Inc, Cl A <sup>‡</sup> | 6850 | 115 |
| &nbsp;&nbsp;&nbsp;Washington Real Estate Investment Trust <sup>‡</sup> | 1000 | 20 |
|  |  | 9178 |
| **Utilities — 2.1%** | **Utilities — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 2600 | 154 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 2030 | 169 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 1000 | 55 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 1700 | 69 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 2550 | 193 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 3750 | 179 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 2750 | 161 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 1260 | 159 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 6046 | 224 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 5000 | 246 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 5250 | 205 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 2090 | 228 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 2070 | 160 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Middlesex Water Co  | 1340 | $119 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 8800 | 627 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 4450 | 196 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 3300 | 97 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 2150 | 102 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 3000 | 159 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc  | 200 | 19 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 2350 | 178 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 4450 | 230 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 450 | 29 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 1900 | 133 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 2000 | 79 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 4384 | 228 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A (A) | 15483 | 132 |
| &nbsp;&nbsp;&nbsp;York Water Co/The  | 1600 | 70 |
|  |  | 4600 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $198,431) ($ Thousands) |  | 218780 |
| **AFFILIATED PARTNERSHIP — 0.6%** | **AFFILIATED PARTNERSHIP — 0.6%** | **AFFILIATED PARTNERSHIP — 0.6%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 1434328 | 1434 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,434) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,434) ($ Thousands) | 1434 |
| **CASH EQUIVALENT — 1.9%** | **CASH EQUIVALENT — 1.9%** | **CASH EQUIVALENT — 1.9%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 4161706 | 4162 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,162) ($ Thousands) |  | 4162 |
| Total Investments in Securities — 100.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $204,027) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $204,027) ($ Thousands)  | $224376 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $223,001 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $1,200 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $1,434 ($ Thousands). |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap Fund** (Concluded)

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| LP — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |
| REIT — Real Estate Investment Trust |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 218780 |  |  | 218780 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 1434 |  | 1434 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 4162 | – |  | 4162 |
| Total Investments in Securities | 222942 | 1434 |  | 224376 |

---

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value 5/31/2022** | **Purchases at Cost** | **Proceeds from** <br>**Sales** | **Realized Gain (Loss)** | **Change in** <br>**Unrealized Appreciation/** <br>**(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income** | **Capital Gains** |
| SEI Liquidity Fund, LP | $1727 | $8297 | $(8590) | $— | $— | $1434 | &nbsp;&nbsp;&nbsp;&nbsp;1434328 | $14 | $— |
| SEI Daily Income Trust, Government Fund, Cl F | 6645 | 17854 | (20337) |  |  | 4162 | 4161706 | 20 |  |
| Totals | $8372 | $26151 | $(28927) | $— | $— | $5596 |  | $34 | $— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 97.5%** | **COMMON STOCK — 97.5%** | **COMMON STOCK — 97.5%** |
| **Communication Services — 3.6%** | **Communication Services — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 120899 | $67 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 568 | 645 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 10000 | 128 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings Inc \* | 120113 | 1691 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 10575 | 563 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 6440 | 165 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding Corp \* | 7891 | 64 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 8842 | 392 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 16087 | 113 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl A \* | 231983 | 2285 |
| &nbsp;&nbsp;&nbsp;MediaAlpha Inc, Cl A \* | 17446 | 146 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 6111 | 1169 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 10160 | 199 |
| &nbsp;&nbsp;&nbsp;Reservoir Media Inc \*(A) | 22856 | 150 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 6040 | 277 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 9943 | 551 |
| &nbsp;&nbsp;&nbsp;Starry Group Holdings Inc, Cl A \* | 7698 | 17 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | 20012 | 428 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 10370 | 265 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 4618 | 314 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 4714 | 365 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 27416 | 457 |
|  |  | 10451 |
| **Consumer Discretionary — 11.8%** | **Consumer Discretionary — 11.8%** |  |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 5308 | 38 |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 44729 | 532 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 1550 | 67 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 3567 | 602 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc (A) | 171371 | 1930 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 2311 | 288 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 21259 | 303 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 1052 | 142 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 84105 | 1701 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 14041 | 293 |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | 71661 | 1756 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 9722 | 726 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 2689 | 87 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A  | 4490 | 69 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 9190 | 234 |
| &nbsp;&nbsp;&nbsp;Callaway Golf Co \* | 27537 | 609 |
| &nbsp;&nbsp;&nbsp;Canada Goose Holdings Inc \* | 7307 | 132 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 12098 | 893 |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 15710 | 116 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 11700 | 66 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 3977 | 784 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 6680 | 149 |
| &nbsp;&nbsp;&nbsp;Citi Trends Inc \* | 2670 | 54 |
| &nbsp;&nbsp;&nbsp;Clarus Corp (A) | 6854 | 104 |
| &nbsp;&nbsp;&nbsp;Container Store Group Inc/The \* | 15890 | 108 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 92471 | 509 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1578 | $587 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 5658 | 513 |
| &nbsp;&nbsp;&nbsp;El Pollo Loco Holdings Inc \* | 3617 | 33 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 21310 | 507 |
| &nbsp;&nbsp;&nbsp;Express Inc \*(A) | 37290 | 57 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 22135 | 520 |
| &nbsp;&nbsp;&nbsp;Funko Inc, Cl A \* | 11040 | 246 |
| &nbsp;&nbsp;&nbsp;Genesco Inc \* | 1490 | 84 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 37807 | 530 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 2720 | 221 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 7384 | 332 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 13231 | 115 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 15979 | 429 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 2843 | 167 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 16433 | 467 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 3495 | 261 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 12210 | 70 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 6804 | 61 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 15911 | 491 |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | 1574 | 94 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 5896 | 59 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 2930 | 106 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 14120 | 340 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 153163 | 2294 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2640 | 159 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 12658 | 586 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 4910 | 73 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 6246 | 199 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 6226 | 1807 |
| &nbsp;&nbsp;&nbsp;NEOGAMES \* | 4954 | 79 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 14580 | 69 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 5783 | 320 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 8279 | 330 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 6385 | 681 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 2584 | 305 |
| &nbsp;&nbsp;&nbsp;PlayAGS Inc \* | 34293 | 252 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 1515 | 514 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \* | 81250 | 175 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 21050 | 384 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 38106 | 567 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 11008 | 262 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 11051 | 418 |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | 11601 | 338 |
| &nbsp;&nbsp;&nbsp;Stoneridge Inc \* | 16139 | 307 |
| &nbsp;&nbsp;&nbsp;Superior Group of Cos Inc  | 4234 | 47 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \* | 31798 | 423 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 14110 | 598 |
| &nbsp;&nbsp;&nbsp;Udemy Inc \* | 15570 | 231 |
| &nbsp;&nbsp;&nbsp;Unifi Inc \* | 5296 | 60 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 71064 | 1430 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 7080 | 199 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 84076 | 526 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 5903 | $672 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 292 | 60 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 30140 | 157 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 3346 | 229 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 7363 | 272 |
|  |  | 33605 |
| **Consumer Staples — 3.9%** | **Consumer Staples — 3.9%** |  |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 3378 | 722 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 4688 | 485 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 6108 | 204 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 9108 | 347 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 13057 | 265 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 60451 | 1401 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 3139 | 275 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 12190 | 1061 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 7891 | 620 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 3757 | 633 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 10392 | 1138 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 15185 | 218 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 10473 | 524 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 3787 | 336 |
| &nbsp;&nbsp;&nbsp;Seneca Foods Corp, Cl A \* | 4213 | 223 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 31830 | 1483 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 12650 | 295 |
| &nbsp;&nbsp;&nbsp;Veru Inc \* | 16024 | 245 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 8792 | 193 |
| &nbsp;&nbsp;&nbsp;Vita Coco Co Inc/The \* | 18097 | 271 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 3588 | 279 |
|  |  | 11218 |
| **Energy — 7.8%** | **Energy — 7.8%** |  |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 66540 | 287 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 5427 | 217 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 58543 | 536 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 16872 | 674 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 5963 | 298 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 15881 | 791 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 29479 | 643 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 2219 | 223 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 6850 | 970 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 8129 | 546 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 21686 | 670 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy (A) | 38721 | 294 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 87322 | 2467 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 5082 | 677 |
| &nbsp;&nbsp;&nbsp;Dorian LPG Ltd  | 6350 | 92 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \* | 29641 | 451 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 17082 | 231 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 32310 | 140 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 11778 | 504 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 37698 | 1984 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 19079 | 563 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 5456 | $325 |
| &nbsp;&nbsp;&nbsp;NCS Multistage Holdings Inc \* | 2022 | 57 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 4751 | 272 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 34204 | 1082 |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 16830 | 82 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 17275 | 325 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 16339 | 1110 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 7870 | 259 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 16368 | 496 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 25720 | 205 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 13915 | 579 |
| &nbsp;&nbsp;&nbsp;Select Energy Services Inc, Cl A \* | 21198 | 151 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 27025 | 289 |
| &nbsp;&nbsp;&nbsp;Sitio Royalties Corp  | 16800 | 427 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 45352 | 485 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 214949 | 1610 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 14140 | 293 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 16624 | 409 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 18000 | 72 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 59370 | 297 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 56170 | 365 |
|  |  | 22448 |
| **Financials — 15.9%** | **Financials — 15.9%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 3810 | 180 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc  | 5790 | 101 |
| &nbsp;&nbsp;&nbsp;Allegiance Bancshares Inc  | 1810 | 77 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 9140 | 206 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 60841 | 2312 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 2527 | 81 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 10435 | 202 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 9793 | 279 |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 2046 | 221 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 4540 | 140 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 31473 | 1026 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 19508 | 791 |
| &nbsp;&nbsp;&nbsp;BankUnited Inc  | 92433 | 3425 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 3702 | 64 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5850 | 127 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 730 | 60 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 5420 | 134 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings Inc  | 4345 | 87 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 7118 | 117 |
| &nbsp;&nbsp;&nbsp;CBTX Inc  | 13812 | 412 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 9070 | 198 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 92897 | 790 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 2835 | 60 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 1902 | 50 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 104900 | 1931 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 2058 | 83 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 8744 | 624 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 1160 | 49 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 10530 | $64 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 11480 | 151 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 11316 | 297 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 4060 | 142 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 2490 | 78 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 3302 | 123 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 2809 | 263 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1641 | 711 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 12853 | 184 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 7411 | 193 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 2358 | 70 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 91129 | 1228 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 8250 | 260 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2760 | 128 |
| &nbsp;&nbsp;&nbsp;First Internet Bancorp  | 329 | 12 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem Inc, Cl A  | 38851 | 1564 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 5701 | 105 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 161971 | 1931 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 5556 | 540 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 2900 | 170 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 8775 | 610 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 11088 | 274 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 1770 | 229 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 7600 | 104 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 8970 | 162 |
| &nbsp;&nbsp;&nbsp;Hercules Capital (A) | 9710 | 137 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 34005 | 384 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 34975 | 823 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 5670 | 132 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 11975 | 246 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 1604 | 407 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 14770 | 241 |
| &nbsp;&nbsp;&nbsp;LendingTree Inc \* | 2820 | 86 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 8523 | 81 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 5831 | 193 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 9740 | 263 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 5099 | 102 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 4915 | 352 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 51342 | 734 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 2367 | 540 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 410 | 78 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 3307 | 253 |
| &nbsp;&nbsp;&nbsp;NMI Holdings Inc, Cl A \* | 25992 | 534 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 6968 | 103 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 38645 | 1051 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 104319 | 1741 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 11601 | 421 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 1920 | 78 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 4104 | 105 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 23670 | 623 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp  | 6750 | 125 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 4504 | 152 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 3200 | $96 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 2213 | 108 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 14172 | 1144 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 8531 | 659 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 9564 | 678 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 9442 | 137 |
| &nbsp;&nbsp;&nbsp;Pzena Investment Management Inc, Cl A  | 24788 | 236 |
| &nbsp;&nbsp;&nbsp;QCR Holdings Inc  | 2558 | 143 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 9620 | 213 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 11884 | 400 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 32039 | 102 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 2396 | 65 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 2110 | 111 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 2641 | 206 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 6991 | 191 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 3483 | 323 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 5737 | 191 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 137499 | 2439 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 34441 | 411 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 33975 | 842 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 18566 | 1424 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 16344 | 1378 |
| &nbsp;&nbsp;&nbsp;WisdomTree Investments Inc  | 45368 | 227 |
|  |  | 45129 |
| **Health Care — 14.0%** | **Health Care — 14.0%** |  |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 6780 | 100 |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \* | 15616 | 123 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 4892 | 401 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 5600 | 57 |
| &nbsp;&nbsp;&nbsp;Aerie Pharmaceuticals Inc \* | 20860 | 315 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 211688 | 572 |
| &nbsp;&nbsp;&nbsp;Albireo Pharma Inc \* | 6600 | 115 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 48857 | 506 |
| &nbsp;&nbsp;&nbsp;Altimmune Inc \* | 11985 | 265 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \* | 35748 | 465 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 7319 | 867 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 29625 | 333 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 13621 | 1398 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 28670 | 62 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 3090 | 70 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 5504 | 333 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 15304 | 275 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc \* | 2065 | 29 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc \* | 9928 | 268 |
| &nbsp;&nbsp;&nbsp;Artivion \* | 4786 | 106 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 2553 | 108 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 38640 | 290 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc \* | 3029 | 59 |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 14936 | 140 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 4841 | 350 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc \* | 5980 | 381 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 7210 | $170 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 14238 | 63 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 14562 | 147 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 23320 | 241 |
| &nbsp;&nbsp;&nbsp;Cardiovascular Systems Inc \* | 11862 | 157 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 9630 | 189 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 4730 | 137 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 38948 | 527 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 11244 | 176 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 1705 | 812 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 13394 | 279 |
| &nbsp;&nbsp;&nbsp;CinCor Pharma Inc \* | 7015 | 237 |
| &nbsp;&nbsp;&nbsp;Co-Diagnostics Inc \*(A) | 96585 | 326 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \*(A) | 22382 | 369 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 38759 | 681 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 4876 | 149 |
| &nbsp;&nbsp;&nbsp;Concert Pharmaceuticals Inc \* | 62790 | 413 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 11045 | 285 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 10671 | 271 |
| &nbsp;&nbsp;&nbsp;CTI BioPharma Corp \* | 38362 | 241 |
| &nbsp;&nbsp;&nbsp;Cutera Inc \* | 4224 | 202 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 8684 | 460 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics Inc \*(A) | 7488 | 118 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 16558 | 190 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 3073 | 101 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 32167 | 1562 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 11143 | 950 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 21685 | 804 |
| &nbsp;&nbsp;&nbsp;Erasca Inc \*(A) | 13263 | 120 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 9352 | 344 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 16330 | 84 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio Inc \* | 21907 | 306 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 5370 | 403 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 6326 | 258 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 5434 | 359 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \* | 49625 | 203 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 20451 | 363 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 15381 | 202 |
| &nbsp;&nbsp;&nbsp;Instil Bio Inc \* | 23906 | 124 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 13788 | 658 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 4474 | 225 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \* | 46402 | 141 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 5720 | 243 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp  | 1806 | 61 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 1679 | 248 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 20640 | 458 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 1760 | 449 |
| &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc \* | 11900 | 60 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 22941 | 269 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 23120 | 231 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 3776 | 265 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 8544 | 673 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 15846 | $782 |
| &nbsp;&nbsp;&nbsp;MaxCyte Inc \* | 28307 | 147 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 8087 | 479 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 15240 | 114 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 14259 | 356 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 2370 | 65 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 2683 | 281 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 3862 | 175 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 13480 | 212 |
| &nbsp;&nbsp;&nbsp;NuVasive Inc \* | 12029 | 511 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 49328 | 251 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 2192 | 224 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 17647 | 280 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 11558 | 358 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 87079 | 313 |
| &nbsp;&nbsp;&nbsp;Paragon 28 Inc \* | 8445 | 148 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 12366 | 220 |
| &nbsp;&nbsp;&nbsp;Pliant Therapeutics Inc \* | 11631 | 224 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \*(A) | 16215 | 226 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 26270 | 82 |
| &nbsp;&nbsp;&nbsp;Precigen Inc \*(A) | 119620 | 264 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 27695 | 1401 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 12120 | 482 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \* | 5595 | 226 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 19000 | 166 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 4956 | 621 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 5946 | 471 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 2090 | 56 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 6446 | 148 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals Inc \* | 11400 | 258 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 61238 | 87 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 35378 | 241 |
| &nbsp;&nbsp;&nbsp;Sangamo Therapeutics Inc \* | 14710 | 79 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 2541 | 278 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 12170 | 123 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 15590 | 80 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 2034 | 604 |
| &nbsp;&nbsp;&nbsp;Sight Sciences Inc \* | 22007 | 153 |
| &nbsp;&nbsp;&nbsp;Silk Road Medical Inc \* | 2334 | 93 |
| &nbsp;&nbsp;&nbsp;Singular Genomics Systems Inc \*(A) | 10996 | 29 |
| &nbsp;&nbsp;&nbsp;Sonendo Inc \*(A) | 27680 | 33 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 7257 | 202 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 4072 | 820 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 5207 | 78 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 15619 | 88 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 2369 | 142 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 19350 | 160 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 30470 | 217 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 8195 | 426 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 1006 | 228 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 4609 | 381 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1122 | 103 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 8260 | $87 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \* | 8244 | 168 |
| &nbsp;&nbsp;&nbsp;Zimvie Inc \* | 26112 | 397 |
|  |  | 39830 |
| **Industrials — 19.4%** | **Industrials — 19.4%** |  |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 56976 | 2644 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 325522 | 1930 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 38945 | 331 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 16635 | 605 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group Inc \* | 6710 | 202 |
| &nbsp;&nbsp;&nbsp;Alight Inc \* | 58356 | 460 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 19097 | 692 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 20851 | 245 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp  | 23132 | 878 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 7769 | 269 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 13916 | 291 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 4227 | 422 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 21396 | 390 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 3243 | 262 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 6597 | 631 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 27392 | 1428 |
| &nbsp;&nbsp;&nbsp;Byrna Technologies Inc \* | 23994 | 214 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 3490 | 980 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 2298 | 679 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 6886 | 301 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 2188 | 424 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 4556 | 153 |
| &nbsp;&nbsp;&nbsp;CIRCOR International Inc \* | 19428 | 317 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 17546 | 2060 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 3296 | 331 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 18535 | 209 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 5898 | 539 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 46080 | 279 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 3678 | 162 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 3052 | 342 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 3670 | 159 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 6439 | 766 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp, Cl A  | 17755 | 344 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 10588 | 225 |
| &nbsp;&nbsp;&nbsp;Enovix Corp \* | 10724 | 237 |
| &nbsp;&nbsp;&nbsp;EnPro Industries Inc  | 9185 | 832 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 30147 | 417 |
| &nbsp;&nbsp;&nbsp;Fluence Energy Inc, Cl A \* | 13669 | 273 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 8826 | 367 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 4612 | 448 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 11502 | 547 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 43193 | 463 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 15640 | 214 |
| &nbsp;&nbsp;&nbsp;GFL Environmental Inc  | 23801 | 669 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 9355 | 281 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 9920 | 311 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Harsco Corp \* | 27767 | $157 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 25715 | 390 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 7773 | 221 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 34699 | 1130 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 11584 | 680 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 12974 | 541 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 117327 | 974 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 2809 | 647 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 29098 | 1947 |
| &nbsp;&nbsp;&nbsp;Infrastructure and Energy Alternatives Inc \* | 36168 | 514 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 7165 | 781 |
| &nbsp;&nbsp;&nbsp;Insteel Industries Inc  | 13937 | 403 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 9970 | 111 |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 13138 | 953 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 1681 | 174 |
| &nbsp;&nbsp;&nbsp;Kadant Inc  | 743 | 133 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 4021 | 194 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 18929 | 305 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc  | 10738 | 252 |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 25625 | 196 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 4483 | 301 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 14753 | 899 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 4293 | 630 |
| &nbsp;&nbsp;&nbsp;Legalzoom.com Inc \* | 18959 | 195 |
| &nbsp;&nbsp;&nbsp;ManTech International Corp/VA, Cl A  | 2399 | 230 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 12768 | 253 |
| &nbsp;&nbsp;&nbsp;Masonite International Corp \* | 8654 | 708 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 4832 | 356 |
| &nbsp;&nbsp;&nbsp;Matthews International Corp, Cl A  | 16074 | 402 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 1041 | 24 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 4480 | 283 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2525 | 574 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 23904 | 290 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 655 | 19 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Corp  | 7022 | 81 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 18306 | 408 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 60673 | 425 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 1208 | 291 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 11659 | 1604 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 33566 | 656 |
| &nbsp;&nbsp;&nbsp;Ritchie Bros Auctioneers Inc  | 8810 | 611 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \* | 29103 | 160 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 126600 | 404 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 2936 | 639 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 24885 | 825 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 14245 | 1288 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 10304 | 261 |
| &nbsp;&nbsp;&nbsp;SunPower Corp, Cl A \*(A) | 11497 | 276 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 4503 | 272 |
| &nbsp;&nbsp;&nbsp;Terex Corp  | 16484 | 548 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 5082 | 690 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 13611 | 419 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 7700 | $143 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 4106 | 338 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 27415 | 563 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 11186 | 888 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 2904 | 523 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 4110 | 150 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 6282 | 218 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 3807 | 1054 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 3605 | 475 |
|  |  | 55300 |
| **Information Technology — 12.1%** | **Information Technology — 12.1%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 101630 | 530 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 17950 | 250 |
| &nbsp;&nbsp;&nbsp;Actua Corp \*(B) | 39640 |  |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 13441 | 312 |
| &nbsp;&nbsp;&nbsp;Aehr Test Systems \* | 18212 | 265 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 5607 | 290 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \*(A) | 45602 | 661 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 10275 | 240 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 7210 | 279 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 3315 | 283 |
| &nbsp;&nbsp;&nbsp;Asure Software Inc \* | 27098 | 147 |
| &nbsp;&nbsp;&nbsp;AudioCodes Ltd  | 22191 | 494 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 7300 | 228 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \* | 8760 | 68 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc \* | 4050 | 271 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 55851 | 480 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 15246 | 998 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 3851 | 659 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 5788 | 341 |
| &nbsp;&nbsp;&nbsp;Cantaloupe Inc \* | 17840 | 114 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 5440 | 200 |
| &nbsp;&nbsp;&nbsp;ChannelAdvisor Corp \* | 18229 | 275 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 4878 | 566 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 8316 | 350 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 5151 | 259 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 9738 | 412 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 33279 | 116 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 12899 | 427 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 36372 | 335 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 3580 | 340 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 7798 | 1308 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 22674 | 325 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 3181 | 327 |
| &nbsp;&nbsp;&nbsp;ForgeRock Inc, Cl A \* | 5494 | 94 |
| &nbsp;&nbsp;&nbsp;Gitlab Inc, Cl A  | 4960 | 297 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 15150 | 306 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 23006 | 472 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 102243 | 1151 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 4132 | 97 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 3270 | 292 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 51490 | $1153 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3535 | 679 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 7842 | 151 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 14299 | 601 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 2746 | 651 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 13639 | 1140 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 7706 | 425 |
| &nbsp;&nbsp;&nbsp;Mirion Technologies \* | 31530 | 239 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 7137 | 73 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 4721 | 141 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 36881 | 261 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd \* | 1254 | 143 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 9089 | 270 |
| &nbsp;&nbsp;&nbsp;PC Connection Inc  | 9900 | 492 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 152693 | 2565 |
| &nbsp;&nbsp;&nbsp;Ping Identity Holding Corp \* | 9024 | 254 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 9028 | 646 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 2389 | 363 |
| &nbsp;&nbsp;&nbsp;Rackspace Technology Inc \*(A) | 48364 | 216 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 6893 | 334 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 2580 | 75 |
| &nbsp;&nbsp;&nbsp;Silicon Motion Technology Corp ADR  | 16752 | 1292 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings Inc \* | 7092 | 130 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 9302 | 82 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 45063 | 2933 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 8870 | 464 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 18162 | 286 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 4861 | 543 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 14021 | 147 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 7595 | 161 |
| &nbsp;&nbsp;&nbsp;Vertex Inc, Cl A \* | 15001 | 205 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 14228 | 64 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 73439 | 1034 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 36800 | 724 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 15400 | 528 |
|  |  | 34324 |
| **Materials — 4.9%** | **Materials — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;Alamos Gold Inc, Cl A  | 38476 | 277 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 6240 | 124 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 22480 | 292 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 8642 | 259 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 23798 | 613 |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | 10790 | 776 |
| &nbsp;&nbsp;&nbsp;Century Aluminum Co \* | 26780 | 207 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 3206 | 283 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 44782 | 1814 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 28820 | 538 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 9964 | 222 |
| &nbsp;&nbsp;&nbsp;Hawkins Inc  | 2470 | 95 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 3740 | 148 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 10084 | $707 |
| &nbsp;&nbsp;&nbsp;Innospec Inc  | 5127 | 479 |
| &nbsp;&nbsp;&nbsp;Kronos Worldwide Inc  | 22098 | 285 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 50160 | 1614 |
| &nbsp;&nbsp;&nbsp;Materion Corp  | 3242 | 280 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 69886 | 909 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 6808 | 179 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 2841 | 495 |
| &nbsp;&nbsp;&nbsp;Ranpak Holdings Corp, Cl A \* | 42095 | 223 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 31440 | 142 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 4916 | 924 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 16520 | 471 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 8053 | 367 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 72060 | 475 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 9790 | 100 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 24364 | 708 |
|  |  | 14006 |
| **Real Estate — 2.3%** | **Real Estate — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 11720 | 108 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 27499 | 710 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 62001 | 286 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc (A) | 33334 | 431 |
| &nbsp;&nbsp;&nbsp;Farmland Partners Inc <sup>‡</sup> | 14137 | 205 |
| &nbsp;&nbsp;&nbsp;Forestar Group Inc \* | 22477 | 280 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 35733 | 627 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 19759 | 998 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 66236 | 679 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 9091 | 480 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 4390 | 114 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 31970 | 985 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 7410 | 452 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Inc, Cl A <sup>‡</sup> | 5180 | 87 |
|  |  | 6442 |
| **Utilities — 1.8%** | **Utilities — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp  | 53630 | 735 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 10049 | 758 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 8771 | 325 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 8088 | 884 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 27765 | 1435 |
| &nbsp;&nbsp;&nbsp;Pure Cycle Corp \* | 15817 | 163 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 7308 | 511 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 1384 | 72 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A (A) | 18248 | 156 |
|  |  | 5039 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $241,442) ($ Thousands) |  | 277792 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **EXCHANGE TRADED FUND — 0.4%** | **EXCHANGE TRADED FUND — 0.4%** | **EXCHANGE TRADED FUND — 0.4%** |
| &nbsp;&nbsp;&nbsp;iShares Russell 2000 Value ETF  | 6986 | $1011 |
| Total Exchange Traded Fund  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,081) ($ Thousands) |  | 1011 |
| **AFFILIATED PARTNERSHIP — 2.0%** | **AFFILIATED PARTNERSHIP — 2.0%** | **AFFILIATED PARTNERSHIP — 2.0%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(C) | 5650003 | 5650 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,649) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $5,649) ($ Thousands) | 5650 |
| **CASH EQUIVALENT — 2.2%** | **CASH EQUIVALENT — 2.2%** | **CASH EQUIVALENT — 2.2%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 6403831 | 6404 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,404) ($ Thousands) |  | 6404 |
| Total Investments in Securities — 102.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $254,576) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $254,576) ($ Thousands)  | $290857 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small Cap II Fund** (Concluded)

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $284,771 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $5,395 ($ Thousands). |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $5,650 ($ Thousands). |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| ETF — Exchange Traded Fund |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<sup>(1)</sup>** **<br> ($)** |  | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 277792 |  |  | ^ | 277792 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | 1011 |  |  |  | 1011 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 5650 |  |  | 5650 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 6404 | – |  |  | 6404 |
| Total Investments in Securities | 285207 | 5650 |  |  | 290857 |

---

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Security market value less than $500.

For more 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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, L.P. | $&nbsp;&nbsp;&nbsp;&nbsp;9369 | $&nbsp;&nbsp;&nbsp;&nbsp;16787 | $&nbsp;&nbsp;&nbsp;&nbsp;(20505) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;5650 | &nbsp;&nbsp;&nbsp;&nbsp;5650003 | $&nbsp;&nbsp;&nbsp;&nbsp;32 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;10858 | &nbsp;&nbsp;&nbsp;&nbsp;31744 | &nbsp;&nbsp;&nbsp;&nbsp;(36198) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;6404 | &nbsp;&nbsp;&nbsp;&nbsp;6403831 | &nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;20227 | $&nbsp;&nbsp;&nbsp;&nbsp;48531 | $&nbsp;&nbsp;&nbsp;&nbsp;(56703) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;12054 |  | $&nbsp;&nbsp;&nbsp;&nbsp;55 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 96.8%** | **COMMON STOCK — 96.8%** | **COMMON STOCK — 96.8%** |
| **Communication Services — 4.6%** | **Communication Services — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 22800 | $611 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 173700 | 96 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 2501 | 2839 |
| &nbsp;&nbsp;&nbsp;Cargurus Inc, Cl A \* | 21237 | 397 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 51100 | 651 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 46510 | 2477 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 57751 | 858 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 30800 | 588 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 75284 | 3465 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 112300 | 1118 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 71130 | 13609 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 43680 | 2420 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc, Cl A  | 32666 | 722 |
| &nbsp;&nbsp;&nbsp;Starry Group Holdings Inc, Cl A \*(A) | 24243 | 54 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 34523 | 883 |
| &nbsp;&nbsp;&nbsp;Yelp Inc, Cl A \* | 22469 | 768 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 88235 | 6819 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 71796 | 1198 |
|  |  | 39573 |
| **Consumer Discretionary — 10.6%** | **Consumer Discretionary — 10.6%** |  |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 19570 | 139 |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 129992 | 1547 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Co, Cl A \* | 21700 | 312 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 15724 | 2652 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 90600 | 938 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | 5640 | 984 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc  | 25800 | 530 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 30900 | 644 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 15555 | 1036 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 34400 | 1297 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 42650 | 3186 |
| &nbsp;&nbsp;&nbsp;Canada Goose Holdings Inc \* | 23358 | 421 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 17317 | 1279 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 41646 | 820 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 21308 | 4200 |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | 24855 | 1027 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 13800 | 1468 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 6962 | 2589 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 29100 | 692 |
| &nbsp;&nbsp;&nbsp;Everi Holdings Inc \* | 37070 | 686 |
| &nbsp;&nbsp;&nbsp;Farfetch Ltd, Cl A \* | 53473 | 536 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 4128 | 336 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 37100 | 1367 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 21595 | 2013 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 80009 | 1879 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 12680 | 760 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | 36850 | 776 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 71642 | 1005 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 9986 | 813 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 8900 | $1589 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 66215 | 577 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 42300 | 1632 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 38200 | 1025 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 11106 | 1373 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 24700 | 702 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 5400 | 749 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 141638 | 2008 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 15962 | 4237 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 19010 | 586 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 33400 | 578 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 19894 | 723 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 7800 | 861 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 55626 | 2576 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 3190 | 926 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 35698 | 1276 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 16850 | 932 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 10477 | 1118 |
| &nbsp;&nbsp;&nbsp;Patrick Industries Inc  | 12479 | 661 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 45800 | 530 |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | 3189 | 361 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 6659 | 2259 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 35200 | 1431 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 11100 | 624 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 68700 | 213 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 17000 | 439 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 47045 | 857 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 147303 | 2192 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 39704 | 1501 |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | 16620 | 942 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 20900 | 1112 |
| &nbsp;&nbsp;&nbsp;Sportradar Holding AG, Cl A \*(A) | 43406 | 477 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \* | 70000 | 930 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 29056 | 730 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 39300 | 1721 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 62010 | 2629 |
| &nbsp;&nbsp;&nbsp;TravelCenters of America Inc \* | 24275 | 1313 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 64436 | 489 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 74949 | 2506 |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | 7035 | 843 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 14400 | 2255 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 25945 | 2954 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 11200 | 645 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 19350 | 1264 |
|  |  | 91278 |
| **Consumer Staples — 4.2%** | **Consumer Staples — 4.2%** |  |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 42370 | 491 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 51290 | 3821 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 14824 | 3169 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 20200 | 763 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 22780 | 759 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 21000 | $590 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 16300 | 1427 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 19400 | 1689 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 34563 | 2714 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 5100 | 714 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 44100 | 2279 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 17613 | 880 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 21546 | 658 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 47033 | 1431 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 50745 | 3196 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 40400 | 1168 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 108275 | 5046 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 91437 | 4031 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 7000 | 357 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 8600 | 668 |
|  |  | 35851 |
| **Energy — 5.7%** | **Energy — 5.7%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 30500 | 1193 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 35735 | 1428 |
| &nbsp;&nbsp;&nbsp;Centennial Resource Development Inc/DE, Cl A \* | 110883 | 912 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 36842 | 5215 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 49490 | 3325 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 31900 | 564 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 95532 | 2953 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 26950 | 880 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 27444 | 3658 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 63948 | 3531 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \* | 72124 | 1096 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 52100 | 2742 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 179961 | 4296 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 79900 | 2044 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 61004 | 3636 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 110377 | 3492 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A \* | 32161 | 1099 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 19400 | 1317 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding Corp, Cl A \* | 63715 | 1254 |
| &nbsp;&nbsp;&nbsp;Ranger Oil Corp, Cl A  | 26331 | 1027 |
| &nbsp;&nbsp;&nbsp;Viper Energy Partners LP  | 77329 | 2360 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 26900 | 694 |
|  |  | 48716 |
| **Financials — 15.0%** | **Financials — 15.0%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 5900 | 751 |
| &nbsp;&nbsp;&nbsp;AG Mortgage Investment Trust Inc (A) | 20500 | 131 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 40300 | 1338 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 22992 | 874 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 7500 | 958 |
| &nbsp;&nbsp;&nbsp;Ameris Bancorp  | 19778 | 923 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 82200 | 530 |
| &nbsp;&nbsp;&nbsp;Ares Capital Corp  | 35700 | 701 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 97793 | 1960 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Banco Latinoamericano de Comercio Exterior SA, Cl E  | 30600 | $447 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 85760 | 3476 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 15519 | 943 |
| &nbsp;&nbsp;&nbsp;BGC Partners Inc, Cl A  | 588994 | 2368 |
| &nbsp;&nbsp;&nbsp;Blucora Inc \* | 44319 | 890 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp  | 22960 | 963 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 61200 | 520 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 40500 | 1486 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 29500 | 1135 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 79400 | 1462 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 38405 | 2741 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System Inc  | 93589 | 2803 |
| &nbsp;&nbsp;&nbsp;Compass Diversified Holdings  | 35639 | 743 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 20570 | 643 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 19300 | 819 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 23543 | 823 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 20664 | 945 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 37000 | 1101 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd  | 17600 | 704 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 12369 | 1159 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 3500 | 942 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 7044 | 3052 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C  | 5750 | 628 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 23500 | 803 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 31700 | 1696 |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 27700 | 637 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp  | 39189 | 846 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 61037 | 2595 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 32700 | 740 |
| &nbsp;&nbsp;&nbsp;First Merchants Corp  | 68015 | 2708 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 32133 | 664 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 81000 | 966 |
| &nbsp;&nbsp;&nbsp;FS KKR Capital Corp  | 35800 | 773 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 107634 | 1747 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 24397 | 2371 |
| &nbsp;&nbsp;&nbsp;Green Dot Corp, Cl A \* | 32051 | 650 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 60523 | 4211 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 15300 | 738 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 100498 | 2484 |
| &nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital Inc  | 21411 | 846 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA Inc  | 19637 | 877 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 154000 | 3624 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 25800 | 898 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc  | 54077 | 782 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 49300 | 872 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 23937 | 6070 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust Inc  | 47436 | 914 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A (A) | 24100 | 876 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 14100 | 649 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 4103 | 908 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc  | 46450 | $508 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 81200 | 1160 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 10420 | 2376 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 65200 | 1003 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 218200 | 1510 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 42300 | 1150 |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Inc  | 60082 | 1968 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 192424 | 5067 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 62391 | 4818 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 42030 | 2979 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 41380 | 961 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 40700 | 859 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 63600 | 1378 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 6400 | 802 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 85300 | 804 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 8973 | 985 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 30590 | 907 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 185806 | 4261 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 19710 | 1169 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 19300 | 775 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 28440 | 810 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp  | 9497 | 850 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 47600 | 844 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 69315 | 2324 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 27000 | 322 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 39000 | 1476 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings Inc, Cl A  | 22000 | 589 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 13600 | 837 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 26434 | 846 |
| &nbsp;&nbsp;&nbsp;WisdomTree Investments Inc  | 150896 | 756 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 44500 | 2449 |
|  |  | 128447 |
| **Health Care — 13.8%** | **Health Care — 13.8%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 60740 | 4976 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 16548 | 422 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 31380 | 743 |
| &nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Inc \* | 52105 | 886 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 15739 | 1615 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 26015 | 770 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Inc \* | 30254 | 1116 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 11490 | 695 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 8943 | 379 |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 43882 | 411 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 13045 | 942 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 49874 | 503 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 32801 | 643 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 168728 | 2285 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 40713 | 638 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 7502 | 3572 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 2204 | 634 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 18300 | 1561 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 25900 | $717 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 3458 | 115 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 69948 | 802 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 47909 | 2327 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 47282 | 2395 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 98762 | 8424 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 102449 | 3765 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 48584 | 862 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 12338 | 926 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 67875 | 2765 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 19395 | 1282 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 12582 | 924 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \* | 62156 | 254 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 11872 | 802 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 89300 | 1175 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 11697 | 2240 |
| &nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Inc \*(A) | 54250 | 942 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 97700 | 1051 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 13000 | 2018 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 77575 | 6113 |
| &nbsp;&nbsp;&nbsp;Legend Biotech Corp ADR \* | 8857 | 412 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 69842 | 3449 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Inc \* | 9100 | 841 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 25334 | 1425 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 23118 | 1369 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 1851 | 150 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 35278 | 881 |
| &nbsp;&nbsp;&nbsp;ModivCare Inc \* | 8673 | 939 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 12210 | 553 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 52000 | 818 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 29099 | 2977 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 103095 | 3192 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 27546 | 768 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 30193 | 538 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 46447 | 2349 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 32409 | 4061 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 20266 | 1606 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 23165 | 532 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 8557 | 1877 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 34800 | 892 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 11080 | 3289 |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc  | 14961 | 898 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 50780 | 859 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 27437 | 762 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 29651 | 5971 |
| &nbsp;&nbsp;&nbsp;Stevanato Group SpA  | 23706 | 394 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 28476 | 975 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 70303 | 4226 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 2564 | 580 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 16299 | 654 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 16330 | 3701 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 13600 | 1331 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 20395 | $1685 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \* | 30017 | 612 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 34613 | 913 |
|  |  | 119169 |
| **Industrials — 17.5%** | **Industrials — 17.5%** |  |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 69422 | 3221 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 7400 | 1213 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 128882 | 1097 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 22900 | 2489 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 73273 | 2664 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 16500 | 719 |
| &nbsp;&nbsp;&nbsp;Alight Inc \* | 161689 | 1274 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 131528 | 4769 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 52492 | 2144 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 24810 | 1998 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 30258 | 2554 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 3300 | 330 |
| &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc \* | 13885 | 762 |
| &nbsp;&nbsp;&nbsp;BlueLinx Holdings Inc \* | 9414 | 660 |
| &nbsp;&nbsp;&nbsp;Boise Cascade Co  | 13497 | 841 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 28976 | 2773 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 110630 | 5767 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 10114 | 2990 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 9803 | 1119 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 18772 | 3639 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 13853 | 465 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 4426 | 520 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 62100 | 592 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 8900 | 840 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 26200 | 504 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 8262 | 983 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 45100 | 958 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 44865 | 1843 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 40538 | 3805 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 30040 | 1198 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 12931 | 1255 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 24390 | 3917 |
| &nbsp;&nbsp;&nbsp;GATX Corp  | 10072 | 973 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 9193 | 2026 |
| &nbsp;&nbsp;&nbsp;GFL Environmental Inc  | 104828 | 2946 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 16839 | 812 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 60972 | 2706 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 72401 | 1097 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 23200 | 967 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 12114 | 967 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 15540 | 3578 |
| &nbsp;&nbsp;&nbsp;IAA Inc \* | 53090 | 1978 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 9072 | 921 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 31545 | 3439 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 60500 | 676 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 11956 | 1235 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kaman Corp  | 41242 | $1308 |
| &nbsp;&nbsp;&nbsp;KAR Auction Services Inc \* | 209007 | 3051 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 14625 | 981 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 12819 | 781 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 18859 | 2765 |
| &nbsp;&nbsp;&nbsp;Lindsay Corp  | 6145 | 985 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 14300 | 1048 |
| &nbsp;&nbsp;&nbsp;ManTech International Corp/VA, Cl A  | 10558 | 1013 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 51816 | 1026 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 17755 | 1308 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 36160 | 1740 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 8503 | 1223 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 9800 | 776 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 11078 | 2517 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 82180 | 996 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 15920 | 2241 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 18500 | 1512 |
| &nbsp;&nbsp;&nbsp;PGT Innovations Inc \* | 39806 | 833 |
| &nbsp;&nbsp;&nbsp;Quad/Graphics Inc, Cl A \* | 86600 | 274 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 71546 | 1595 |
| &nbsp;&nbsp;&nbsp;Ritchie Bros Auctioneers Inc  | 32046 | 2222 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \* | 77025 | 424 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 18725 | 881 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 15400 | 1177 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 3999 | 827 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 53771 | 2166 |
| &nbsp;&nbsp;&nbsp;SkyWest Inc \* | 49781 | 1060 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 20323 | 4428 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 28153 | 2545 |
| &nbsp;&nbsp;&nbsp;Sterling Check Corp \* | 24847 | 529 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 16127 | 973 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 22350 | 3035 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 12700 | 800 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 34195 | 1053 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 4504 | 374 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 15297 | 1260 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 42600 | 2539 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 40697 | 3231 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 12791 | 2306 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 12800 | 444 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 87520 | 3513 |
| &nbsp;&nbsp;&nbsp;Woodward Inc  | 3940 | 367 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 32267 | 1691 |
|  |  | 150042 |
| **Information Technology — 12.6%** | **Information Technology — 12.6%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 104713 | 546 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 163498 | 3875 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 13500 | 1154 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 104400 | 2102 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 18900 | 1981 |
| &nbsp;&nbsp;&nbsp;AudioCodes Ltd  | 97463 | 2169 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Avalara Inc \* | 24020 | $2200 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 17576 | 1151 |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics Inc  | 36976 | 1015 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 16836 | 2882 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 10700 | 821 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 19222 | 2232 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 35062 | 1476 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 10421 | 525 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 27073 | 1146 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 10433 | 743 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 7471 | 435 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 13343 | 509 |
| &nbsp;&nbsp;&nbsp;Ebix Inc (A) | 16200 | 422 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 15025 | 1518 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 15139 | 1436 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 31117 | 2759 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 6364 | 1067 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 28511 | 1706 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 49381 | 998 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 35814 | 837 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 37163 | 832 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 42700 | 2575 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 15510 | 2981 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 77655 | 1493 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 62756 | 2638 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 12083 | 2866 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 14895 | 821 |
| &nbsp;&nbsp;&nbsp;Mandiant Inc \* | 21856 | 500 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 131363 | 931 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd \* | 4171 | 474 |
| &nbsp;&nbsp;&nbsp;N-able Inc \* | 111452 | 1110 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 16200 | 503 |
| &nbsp;&nbsp;&nbsp;Nova Ltd \* | 21190 | 2105 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 13330 | 1782 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 4503 | 412 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 29676 | 2041 |
| &nbsp;&nbsp;&nbsp;Onto Innovation Inc \* | 11697 | 830 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 39822 | 2848 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 20483 | 986 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 6191 | 940 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 34098 | 879 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 43396 | 2106 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 27000 | 1808 |
| &nbsp;&nbsp;&nbsp;Silicon Motion Technology Corp ADR  | 26488 | 2042 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 21663 | 721 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 25211 | 1514 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 31977 | 3905 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 42594 | 374 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 17779 | 1157 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 7400 | 712 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 4248 | 1565 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 50101 | $1984 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 28384 | 1795 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 39001 | 2042 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 68500 | 1077 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 16600 | 486 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 21332 | 2383 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 181878 | 8819 |
| &nbsp;&nbsp;&nbsp;Verra Mobility Corp, Cl A \* | 62324 | 993 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 108390 | 1526 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 81612 | 1605 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 32400 | 480 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 43900 | 730 |
| &nbsp;&nbsp;&nbsp;Zendesk Inc \* | 17953 | 1378 |
|  |  | 109454 |
| **Materials — 5.7%** | **Materials — 5.7%** |  |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 39755 | 4045 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 141498 | 3644 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 26700 | 1451 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 16000 | 1774 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 26400 | 891 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 27817 | 1127 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 9800 | 892 |
| &nbsp;&nbsp;&nbsp;Ecovyst Inc \* | 86059 | 795 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 126873 | 2369 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 25122 | 2715 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 32853 | 732 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 13390 | 898 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 48000 | 1345 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 35402 | 1139 |
| &nbsp;&nbsp;&nbsp;Mativ Holdings Inc  | 22500 | 531 |
| &nbsp;&nbsp;&nbsp;Mercer International Inc  | 55070 | 893 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 34700 | 1869 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 54500 | 709 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 7700 | 1054 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 12520 | 2183 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 29182 | 5486 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 176861 | 8056 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 13000 | 1049 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 14600 | 387 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 74237 | 1086 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 49900 | 2025 |
|  |  | 49145 |
| **Real Estate — 5.3%** | **Real Estate — 5.3%** |  |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 179005 | 2848 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 64965 | 853 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 80600 | 647 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 45100 | 969 |
| &nbsp;&nbsp;&nbsp;City Office REIT Inc <sup>‡</sup> | 72700 | 840 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth Inc <sup>‡</sup> | 36630 | 773 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 90120 | 787 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc (A) | 146120 | 1889 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 107000 | $301 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 129141 | 6234 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 22425 | 1427 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust Inc <sup>‡</sup> | 40644 | 790 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 35900 | 269 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 13800 | 726 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 151175 | 2654 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 29900 | 579 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 312101 | 4560 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 9600 | 629 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 14870 | 751 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 180962 | 1855 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 40139 | 2120 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 45400 | 798 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 29900 | 976 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 35381 | 623 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 55300 | 651 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 16883 | 784 |
| &nbsp;&nbsp;&nbsp;RPT Realty <sup>‡</sup> | 65300 | 629 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT Inc <sup>‡</sup> | 65200 | 976 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 48500 | 332 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 60440 | 783 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc <sup>‡</sup> | 80522 | 877 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 124563 | 1921 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 32608 | 1989 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 71260 | 669 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc \*<sup>‡</sup> | 48033 | 762 |
|  |  | 45271 |
| **Utilities — 1.8%** | **Utilities — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp  | 235965 | 3235 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 11597 | 875 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 18800 | 1340 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 20265 | 895 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 59700 | 2464 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 18549 | 1401 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 17246 | 891 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 11905 | 832 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 22900 | 905 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 104200 | 2579 |
|  |  | 15417 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $737,011) ($ Thousands) |  | 832363 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **AFFILIATED PARTNERSHIP — 1.0%** | **AFFILIATED PARTNERSHIP — 1.0%** | **AFFILIATED PARTNERSHIP — 1.0%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 8661519 | $8654 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,661) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $8,661) ($ Thousands) | 8654 |
| **CASH EQUIVALENT — 2.6%** | **CASH EQUIVALENT — 2.6%** | **CASH EQUIVALENT — 2.6%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 22799325 | 22799 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,799) ($ Thousands) |  | 22799 |
| Total Investments in Securities — 100.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $768,471) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $768,471) ($ Thousands)  | $863816 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $860,379 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $5,663 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $8,654 ($ Thousands). |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| LP — Limited Partnership |
| Ltd. — Limited |
| PLC — Public Limited Company |
| REIT — Real Estate Investment Trust |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 832363 |  |  | 832363 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 8654 |  | 8654 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 22799 | – |  | 22799 |
| Total Investments in Securities | 855162 | 8654 |  | 863816 |

---

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.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Small/Mid Cap Equity Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value 5/31/2022** | **Purchases at Cost** | **Proceeds from** <br>**Sales** | **Realized Gain (Loss)** | **Change in** <br>**Unrealized Appreciation/** <br>**(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income** | **Capital Gains** |
| SEI Liquidity Fund, LP | $8942 | $28910 | $(29199) | $1 | $— | $8654 | 8661519 | $18 | $— |
| SEI Daily Income Trust, Government Fund, Cl F | 27482 | 59119 | (63802) |  |  | 22799 | 22799325 | 106 |  |
| Totals | $36424 | $88029 | $(93001) | $1 | $— | $31453 |  | $124 | $— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.6%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.6%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.6%** |
| **Communication Services — 9.1%** | **Communication Services — 9.1%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 133336 | $14430 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 154561 | 16870 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 117290 | 1173 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 441899 | 7751 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 44203 | 564 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* | 85786 | 137 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 236046 | 8542 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 23670 | 436 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 18102 | 269 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 64441 | 1781 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 1114 | 51 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 103978 | 1036 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 57259 | 9329 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 44303 | 750 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 59014 | 3948 |
| &nbsp;&nbsp;&nbsp;Playtika Holding Corp \* | 64480 | 679 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 10467 | 480 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 14953 | 828 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc, Cl A  | 27973 | 618 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc  | 46276 | 282 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 189418 | 7920 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 639 | 72 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 31535 | 2437 |
|  |  | 80383 |
| **Consumer Discretionary — 9.2%** | **Consumer Discretionary — 9.2%** |  |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 19329 | 230 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 14298 | 616 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 87544 | 11098 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 4722 | 588 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 1610 | 3412 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 162960 | 6083 |
| &nbsp;&nbsp;&nbsp;Big 5 Sporting Goods Corp  | 13360 | 164 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 18577 | 1011 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 32206 | 183 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 1329 | 152 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 328 | 45 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 2030 | 755 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 110252 | 4865 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 14151 | 336 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 50767 | 774 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 13855 | 2162 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 62547 | 878 |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | 53028 | 323 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 2480 | 1402 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 2523 | 205 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 154632 | 6958 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 2402 | 693 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 66924 | 5183 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | 9665 | 596 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 7624 | 1480 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 3236 | $971 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 180712 | 3130 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 4394 | 676 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 92858 | 2054 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 1896 | 478 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 744 | 216 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 537 | 57 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 2258 | 1574 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 4624 | 494 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 45443 | 526 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 5466 | 112 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 43546 | 1771 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc  | 246506 | 764 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 31219 | 465 |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment Inc \* | 4858 | 244 |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands Inc  | 33371 | 444 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 29177 | 232 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 7446 | 626 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 12642 | 482 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 10358 | 541 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 8590 | 298 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 78777 | 1978 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 9930 | 2737 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 74218 | 3250 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 8934 | 1654 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 79214 | 1373 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 30562 | 343 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 857 | 360 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 36471 | 1026 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 5241 | 780 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 256 | 53 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 10060 | 1119 |
|  |  | 81020 |
| **Consumer Staples — 8.3%** | **Consumer Staples — 8.3%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 46963 | 1292 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 136761 | 6171 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 11712 | 1029 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 18251 | 1360 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 1372 | 97 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 6395 | 465 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 38569 | 3825 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 6756 | 340 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1127 | 241 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 10396 | 347 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 6946 | 581 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 43413 | 2679 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 51322 | 4014 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 5101 | 2663 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 15034 | 573 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 1334 | 339 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 6534 | 178 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 27519 | $2113 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 23457 | 941 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 41946 | 1094 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 12039 | 2705 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 4724 | 110 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 10222 | 895 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 2095 | 182 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 6870 | 962 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 7636 | 291 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 35243 | 1318 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 61225 | 2935 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 28314 | 2252 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 2591 | 284 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 3058 | 158 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 522 | 46 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 29222 | 5034 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 25562 | 2441 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 7641 | 218 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 81668 | 11265 |
| &nbsp;&nbsp;&nbsp;Rite Aid Corp \* | 14662 | 105 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 30672 | 933 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 8860 | 668 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 5403 | 119 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 174278 | 6110 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 29329 | 3888 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 415 | 79 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 1887 | 147 |
|  |  | 73487 |
| **Energy — 2.6%** | **Energy — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 145664 | 5697 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 19475 | 973 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 9756 | 980 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 10461 | 1653 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 10934 | 1548 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 2084 | 253 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 60305 | 5765 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 57072 | 1720 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 22176 | 948 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 13970 | 1407 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 40238 | 1535 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 34906 | 374 |
|  |  | 22853 |
| **Financials — 13.0%** | **Financials — 13.0%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 14734 | 1876 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 8723 | 518 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 347384 | 4151 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 163608 | 5432 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 2199 | 281 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 775 | 208 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 52554 | 339 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 41690 | 2317 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 5979 | $645 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 5165 | 174 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 13166 | 430 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 1291 | 363 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 2077 | 195 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc  | 34173 | 1313 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 57150 | 2718 |
| &nbsp;&nbsp;&nbsp;Brightsphere Investment Group Inc  | 35814 | 612 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 25642 | 1616 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 63732 | 6744 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 16302 | 269 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 7239 | 158 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 154454 | 1313 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 4563 | 388 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 4321 | 114 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 801 | 57 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \* | 641 | 341 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 19329 | 671 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 5640 | 567 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 9252 | 134 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 19293 | 819 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 3587 | 259 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 9592 | 2581 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 5825 | 2524 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 8051 | 315 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 10139 | 264 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico  | 185007 | 2645 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2955 | 137 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 2818 | 428 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 50372 | 818 |
| &nbsp;&nbsp;&nbsp;Genworth Financial Inc, Cl A \* | 332321 | 1402 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 17211 | 136 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 57004 | 2749 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 5413 | 700 |
| &nbsp;&nbsp;&nbsp;Home Bancorp Inc  | 4924 | 192 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 12072 | 420 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 1377 | 108 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 13895 | 285 |
| &nbsp;&nbsp;&nbsp;Jackson Financial, Cl A  | 50731 | 1586 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 6602 | 1674 |
| &nbsp;&nbsp;&nbsp;LendingClub Corp \* | 26624 | 348 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 3000 | 215 |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc  | 69951 | 765 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 14224 | 357 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 213 | 61 |
| &nbsp;&nbsp;&nbsp;Mr Cooper Group Inc \* | 16011 | 677 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 117035 | 1801 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 425 | 36 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc  | 310147 | 3036 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 32568 | 886 |
| &nbsp;&nbsp;&nbsp;Oportun Financial Corp \* | 18910 | 97 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 78230 | 2060 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Pathward Financial  | 8024 | $264 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp  | 7904 | 148 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 76636 | 5918 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 4017 | 273 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 7367 | 705 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 28050 | 2928 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 69769 | 541 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 10722 | 1450 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 25686 | 1088 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 3266 | 1150 |
| &nbsp;&nbsp;&nbsp;Sculptor Capital Management Inc, Cl A  | 14026 | 132 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 5657 | 986 |
| &nbsp;&nbsp;&nbsp;SiriusPoint Ltd \* | 50330 | 225 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 185089 | 2828 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 4821 | 244 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 6952 | 412 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 577 | 235 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 177676 | 5819 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 4395 | 710 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 89031 | 3370 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 17479 | 401 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 42367 | 2745 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 42160 | 1350 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 234820 | 10264 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 3944 | 303 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 101462 | 5583 |
|  |  | 114397 |
| **Health Care — 15.5%** | **Health Care — 15.5%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 3395 | 349 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 18525 | 2491 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 1434 | 184 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 53495 | 7840 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 9578 | 2302 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 5919 | 608 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 11330 | 335 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 20679 | 515 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 1568 | 761 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 74490 | 5021 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 1264 | 71 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 132918 | 9400 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 6559 | 577 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 2626 | 744 |
| &nbsp;&nbsp;&nbsp;Community Health Systems Inc \* | 75969 | 202 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 2060 | 320 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 129673 | 12727 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 20164 | 5443 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 12254 | 1045 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 2245 | 202 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 3349 | 1009 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 6948 | 255 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 41905 | 743 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics Inc \* | 13749 | $598 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 77608 | 4926 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 4499 | 330 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 87861 | 5936 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 762 | 265 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 1150 | 81 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1978 | 421 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 15792 | 350 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 38328 | 6184 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 10405 | 2344 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 13223 | 1042 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 38788 | 14235 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 3082 | 455 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 15026 | 1321 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 21713 | 1853 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 6099 | 361 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 1981 | 2402 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 1367 | 181 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 10363 | 321 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 132352 | 3776 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 7732 | 228 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 3989 | 111 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 32692 | 1479 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 4092 | 144 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 2851 | 144 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 43327 | 5429 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 7917 | 4600 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 385 | 85 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 3581 | 1063 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 1220 | 115 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 11482 | 271 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 7622 | 458 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 12538 | 6837 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 20339 | 4609 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 8535 | 4433 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 3877 | 773 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 8317 | 2343 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 166562 | 1591 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 3161 | 944 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 2769 | 434 |
|  |  | 136617 |
| **Industrials — 6.4%** | **Industrials — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 8186 | 1018 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 1132 | 64 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 61344 | 364 |
| &nbsp;&nbsp;&nbsp;Allegion plc  | 1158 | 110 |
| &nbsp;&nbsp;&nbsp;AMERCO  | 1568 | 824 |
| &nbsp;&nbsp;&nbsp;Arcosa Inc  | 15034 | 879 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 9482 | 328 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 2443 | 206 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 18454 | 1844 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 1034 | $173 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 9608 | 563 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 1240 | 348 |
| &nbsp;&nbsp;&nbsp;Caesarstone Ltd  | 13444 | 137 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 12110 | 3580 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 2697 | 1097 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 31839 | 303 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 32568 | 367 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 6509 | 614 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 27700 | 168 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 29067 | 559 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 4004 | 206 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 4131 | 516 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 5544 | 241 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 5930 | 485 |
| &nbsp;&nbsp;&nbsp;Encore Wire Corp  | 12984 | 1689 |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies Corp \* | 10002 | 351 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 17174 | 1767 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 19428 | 978 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 470 | 75 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 10706 | 2451 |
| &nbsp;&nbsp;&nbsp;GEO Group Inc/The \* | 76151 | 623 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 9447 | 603 |
| &nbsp;&nbsp;&nbsp;GrafTech International Ltd  | 105656 | 621 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 8051 | 252 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 3235 | 613 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 10100 | 806 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 713 | 147 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 11560 | 96 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 2446 | 248 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 2336 | 470 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 5722 | 1115 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 7513 | 407 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 15970 | 973 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 1136 | 167 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 1048 | 252 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 2163 | 909 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 61057 | 3106 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 24545 | 1808 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 1349 | 107 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 15844 | 1001 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 1814 | 412 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 1622 | 775 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 54019 | 3901 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 5133 | 228 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes Inc  | 116232 | 336 |
| &nbsp;&nbsp;&nbsp;Preformed Line Products Co  | 1884 | 147 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 18990 | 2710 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 15651 | 1205 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 6919 | 234 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 8100 | 381 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 33662 | 2573 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 35049 | $112 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 6528 | 595 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 3394 | 739 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 3348 | 278 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 767 | 16 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corp \* | 27171 | 184 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 5032 | 979 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 5318 | 899 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 51481 | 2066 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 2235 | 1240 |
|  |  | 56639 |
| **Information Technology — 27.4%** | **Information Technology — 27.4%** |  |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 44239 | 615 |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 6943 | 2003 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 1129 | 422 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 21846 | 508 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 22143 | 1879 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 13640 | 527 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 44605 | 3812 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 65976 | 1328 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 9835 | 723 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 275807 | 43362 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 20599 | 2469 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 51099 | 5356 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 2735 | 677 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 9476 | 2316 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 63459 | 2785 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 4158 | 272 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 4353 | 112 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 12323 | 6151 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 29350 | 5100 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 13713 | 1052 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 28033 | 1253 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 48908 | 3090 |
| &nbsp;&nbsp;&nbsp;CommScope Holding Co Inc \* | 137713 | 1556 |
| &nbsp;&nbsp;&nbsp;Conduent Inc \* | 80527 | 329 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 10759 | 542 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 3597 | 657 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 21687 | 1255 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 15036 | 1578 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 11962 | 458 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 46186 | 161 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 20302 | 1487 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc \* | 9839 | 254 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 206336 | 4414 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 3804 | 145 |
| &nbsp;&nbsp;&nbsp;Eastman Kodak Co \* | 38367 | 208 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 2971 | 851 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 9887 | 1658 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 84503 | 1211 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 2510 | 394 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 4637 | $2084 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 11428 | 1156 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 27186 | 1324 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 5792 | 1653 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 5612 | 264 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 14767 | 298 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 282203 | 8102 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 174148 | 5559 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 20679 | 1037 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 67489 | 8669 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 2577 | 1113 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 53612 | 3233 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 42146 | 1198 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 4721 | 774 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 36762 | 1545 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 36500 | 1967 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 11951 | 1688 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 528 | 171 |
| &nbsp;&nbsp;&nbsp;MaxLinear Inc, Cl A \* | 4361 | 157 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 161032 | 42105 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 1280 | 580 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 3566 | 868 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 84539 | 2625 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 28463 | 2053 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 274919 | 6210 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 17823 | 2690 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 20664 | 1421 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 114494 | 8490 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 3652 | 2033 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 34857 | 4299 |
| &nbsp;&nbsp;&nbsp;Paysafe Ltd \* | 90560 | 149 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 58835 | 988 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 22372 | 1077 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 39253 | 1137 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 2827 | 374 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 11965 | 1817 |
| &nbsp;&nbsp;&nbsp;Rimini Street Inc \* | 27756 | 140 |
| &nbsp;&nbsp;&nbsp;Riot Blockchain \* | 30964 | 222 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 59123 | 2869 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 841 | 291 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 6711 | 266 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 24618 | 810 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 2854 | 242 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 7288 | 1204 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 1924 | 121 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 27134 | 427 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc  | 250 | 78 |
| &nbsp;&nbsp;&nbsp;Unisys Corp \* | 44458 | 414 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 28812 | 1397 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 4878 | 889 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 14432 | 2868 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 52846 | 1039 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 267996 | $3972 |
| &nbsp;&nbsp;&nbsp;Xperi Holding Corp  | 68820 | 1095 |
|  |  | 242222 |
| **Materials — 2.1%** | **Materials — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 1247 | 334 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 27207 | 1346 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 2571 | 472 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 33059 | 1796 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 30446 | 1027 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 13902 | 854 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 18272 | 1655 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 15832 | 808 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 86798 | 1933 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 12901 | 537 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 14723 | 474 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 3951 | 214 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 161 | 46 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 52919 | 689 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 9477 | 1298 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 1960 | 369 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 13407 | 721 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | 1270 | 101 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 45514 | 2073 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 2854 | 180 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 69914 | 1599 |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | 4148 | 409 |
|  |  | 18935 |
| **Real Estate — 2.1%** | **Real Estate — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 70097 | 685 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 11937 | 256 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 29133 | 2300 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 26857 | 402 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 50767 | 234 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 8838 | 520 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 8362 | 150 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 2555 | 422 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 74510 | 1960 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 13426 | 2668 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 99413 | 1767 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 8165 | 1413 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 7182 | 268 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 114773 | 1176 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 11236 | 1399 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 7411 | 2452 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 2546 | 104 |
|  |  | 18176 |
| **Utilities — 2.9%** | **Utilities — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 3594 | 533 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 11447 | 1298 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 20730 | 654 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Equity Factor Allocation Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;Edison International  | 1588 | $108 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 149311 | 6556 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 29972 | 2136 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 17905 | 1523 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 952 | 72 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 536266 | 6612 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 199641 | 5806 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** | **COMMON STOCK<sup>†</sup><sup>†</sup> (continued)** |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 6618 | $261 |
|  |  | 25559 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $775,737) ($ Thousands) |  | 870288 |
| Total Investments in Securities — 98.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $775,737) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $775,737) ($ Thousands)  | $870288 |

---

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Depreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 30 | Sep-2022 | $5996 | $5935 | $(61) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $883,003 ($ Thousands). |
| \* | Non-income producing security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup><sup>†</sup> | Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting. |

---

---

| |
|:---|
| Cl — Class |
| Ltd. — Limited |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 870288 |  |  | 870288 |
| Total Investments in Securities | 870288 |  |  | 870288 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (61) |  |  | (61) |
| Total Other Financial Instruments | (61) |  |  | (61) |

---

\* Futures contracts are valued at the unrealized depreciation on the instrument.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;42882 | $&nbsp;&nbsp;&nbsp;&nbsp;27204 | $&nbsp;&nbsp;&nbsp;&nbsp;(70086) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— |  | $&nbsp;&nbsp;&nbsp;&nbsp;51 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Managed Volatility Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 97.6%** | **COMMON STOCK — 97.6%** | **COMMON STOCK — 97.6%** |
| **Communication Services — 6.7%** | **Communication Services — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;Advantage Solutions Inc \* | 5500 | $20 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 14216 | 1538 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 14434 | 1575 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 389100 | 6825 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 132273 | 4787 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 9343 | 172 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 137292 | 4606 |
| &nbsp;&nbsp;&nbsp;IMAX Corp \* | 9537 | 150 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 14934 | 413 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp ADR  | 140100 | 3799 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 112380 | 7518 |
| &nbsp;&nbsp;&nbsp;Playstudios Inc \* | 20100 | 73 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 6222 | 286 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 4628 | 256 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd ADR  | 86124 | 1839 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 711 | 20 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 416955 | 17433 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 42357 | 2881 |
|  |  | 54191 |
| **Consumer Discretionary — 7.5%** | **Consumer Discretionary — 7.5%** |  |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 23756 | 226 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 3266 | 6921 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 23900 | 2819 |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | 6113 | 70 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 4471 | 1062 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 41800 | 2974 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 70659 | 3118 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 25596 | 699 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 22410 | 1824 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 115601 | 5202 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd ADR  | 112200 | 2976 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 16900 | 3281 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 9739 | 1497 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 1076 | 24 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 23900 | 6935 |
| &nbsp;&nbsp;&nbsp;ONE Group Hospitality Inc/The \* | 44 |  |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 65091 | 4017 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 877 | 32 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 4424 | 169 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 46900 | 2451 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 44500 | 7135 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp ADR (A) | 17700 | 2644 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 8117 | 1824 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 12800 | 2004 |
|  |  | 59904 |
| **Consumer Staples — 16.3%** | **Consumer Staples — 16.3%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 178791 | 8067 |
| &nbsp;&nbsp;&nbsp;Andersons Inc/The  | 8270 | 306 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 33400 | 2936 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Benson Hill Inc \* | 56700 | $201 |
| &nbsp;&nbsp;&nbsp;BRC Inc, Cl A \* | 6600 | 64 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 18117 | 1797 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 1505 | 63 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 7855 | 421 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 90266 | 4548 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 36711 | 3073 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 19631 | 2834 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 58277 | 3596 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 567 | 269 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 61744 | 4829 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 195537 | 6723 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 5679 | 2965 |
| &nbsp;&nbsp;&nbsp;Duckhorn Portfolio Inc/The \* | 11625 | 212 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 124805 | 3407 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 2131 | 58 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 129094 | 9914 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 3813 | 77 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 7453 | 194 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 2767 | 622 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 68757 | 3457 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 20877 | 484 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 1191 | 104 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 32800 | 2856 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 943 | 74 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 2891 | 431 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 65221 | 9130 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 6355 | 513 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 90424 | 6577 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 33908 | 1293 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 6782 | 865 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 166500 | 6227 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 304201 | 14583 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 1295 | 218 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 50900 | 2630 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp \* | 1255 | 70 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 5126 | 74 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 4182 | 171 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 10323 | 1778 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 79625 | 2267 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 1031 | 65 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 30015 | 4140 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 20193 | 564 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 75 | 290 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 9518 | 291 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 10393 | 316 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 9031 | 324 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 11436 | 267 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 146145 | 11016 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 7819 | 399 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 5363 | 346 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc  | 25432 | 424 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 31149 | $305 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 11964 | 263 |
| &nbsp;&nbsp;&nbsp;Vital Farms Inc \* | 18500 | 240 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 2156 | 408 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 5922 | 460 |
| &nbsp;&nbsp;&nbsp;Whole Earth Brands Inc \* | 40991 | 210 |
|  |  | 131306 |
| **Energy — 3.0%** | **Energy — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc (A) | 217 | 32 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 4150 | 207 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 5361 | 859 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 51400 | 8124 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 15500 | 856 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 266 | 32 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 86275 | 8247 |
| &nbsp;&nbsp;&nbsp;HighPeak Energy Inc (A) | 4119 | 104 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 231700 | 4245 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 38562 | 987 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 6636 | 71 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 91815 | 688 |
|  |  | 24452 |
| **Financials — 10.8%** | **Financials — 10.8%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 226200 | 13441 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 3814 | 91 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 74200 | 8941 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 7418 | 167 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 32000 | 4086 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 2242 | 107 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 271100 | 1749 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 19317 | 1027 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 155100 | 6441 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 27900 | 7834 |
| &nbsp;&nbsp;&nbsp;Blue Ridge Bankshares Inc  | 19571 | 287 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 715 | 17 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 4845 | 106 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 88200 | 4183 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 22907 | 2702 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 689 | 59 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 23779 | 507 |
| &nbsp;&nbsp;&nbsp;Community Bank System Inc  | 5891 | 385 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 11662 | 306 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 14520 | 211 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc  | 16608 | 322 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 10678 | 418 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 15 | 1 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 3444 | 740 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 14000 | 3767 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 9321 | 133 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 3148 | 134 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 6753 | 314 |
| &nbsp;&nbsp;&nbsp;Five Star Bancorp  | 668 | 17 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 23445 | $185 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 6165 | 798 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 9460 | 129 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 68500 | 4405 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 761 | 16 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 19812 | 1998 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 76100 | 6745 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 7153 | 1778 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 19988 | 3225 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 5808 | 146 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 8417 | 1919 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 6358 | 255 |
| &nbsp;&nbsp;&nbsp;NI Holdings Inc \* | 997 | 13 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 2055 | 40 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp  | 417 | 8 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 3523 | 317 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 4454 | 68 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 3358 | 170 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust Inc  | 2415 | 22 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 7638 | 189 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 124606 | 2861 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 73200 | 2343 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 27239 | 1499 |
|  |  | 87622 |
| **Health Care — 19.5%** | **Health Care — 19.5%** |  |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \* | 1700 | 13 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 6015 | 617 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 49247 | 6622 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \* | 12319 | 132 |
| &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc \* | 10500 | 167 |
| &nbsp;&nbsp;&nbsp;AdaptHealth Corp, Cl A \* | 5886 | 106 |
| &nbsp;&nbsp;&nbsp;Adicet Bio Inc \* | 7900 | 112 |
| &nbsp;&nbsp;&nbsp;Aerie Pharmaceuticals Inc \* | 4860 | 73 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 3066 | 393 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 970 | 23 |
| &nbsp;&nbsp;&nbsp;Alpine Immune Sciences Inc \* | 19466 | 146 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 44700 | 10741 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 7639 | 226 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 6016 | 136 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 2914 | 736 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6011 | 1174 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 271 | 131 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 1881 | 624 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 235500 | 15875 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 21454 | 291 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 126 | 36 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 1995 | 61 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 6921 | 179 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 714 | 18 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 133522 | 13105 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 2069 | 558 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;DocGo Inc \* | 1959 | $20 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 11317 | 130 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 9730 | 319 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 46427 | 824 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 256006 | 16249 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 732 | 30 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 4559 | 200 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 93 | 2 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 3955 | 290 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 16230 | 1097 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 38356 | 2271 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 656 | 228 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 40766 | 2871 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp \* | 7951 | 267 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 23338 | 251 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 6584 | 146 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 70011 | 11295 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 5582 | 820 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 29100 | 10680 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 210951 | 18007 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc  | 896 | 153 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 833 | 1010 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 28286 | 2960 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 28260 | 806 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 707 | 14 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 4409 | 231 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 9045 | 252 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 2244 | 303 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 297063 | 13436 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 8481 | 126 |
| &nbsp;&nbsp;&nbsp;Point Biopharma Global Inc, Cl A \* | 4500 | 44 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 75826 | 2672 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 2039 | 103 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 69216 | 3145 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 28100 | 3521 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 3152 | 119 |
| &nbsp;&nbsp;&nbsp;Tango Therapeutics Inc \* | 2300 | 9 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 2269 | 1237 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 3896 | 362 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 8207 | 1860 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 27500 | 291 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 277535 | 2651 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 6695 | 1986 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 7888 | 839 |
|  |  | 156422 |
| **Industrials — 9.3%** | **Industrials — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 24992 | 3108 |
| &nbsp;&nbsp;&nbsp;AerSale Corp \* | 5200 | 100 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 168117 | 6096 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 3371 | 1772 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 769 | 62 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 10842 | $1038 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 12362 | 644 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 9351 | 408 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 33750 | 3853 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 28900 | 6224 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 18404 | 391 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 34202 | 3519 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 346 | 32 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 2226 | 106 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 19429 | 3120 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 10239 | 2344 |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group Ltd (A) | 20180 | 194 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 7686 | 219 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 35000 | 290 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 6699 | 1543 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 3699 | 202 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 4320 | 633 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 16590 | 6970 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 15437 | 1132 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 1324 | 31 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 2546 | 161 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 5746 | 392 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 22822 | 10909 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 10042 | 725 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 13700 | 1955 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 15238 | 298 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 24581 | 1892 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 38996 | 1317 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 152858 | 3494 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 23500 | 5119 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 15189 | 1260 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 5111 | 105 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 4021 | 139 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 73986 | 2944 |
|  |  | 74741 |
| **Information Technology — 15.0%** | **Information Technology — 15.0%** |  |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 18931 | 263 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 510 | 190 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 200370 | 17126 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 27800 | 2914 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 3741 | 755 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 5865 | 1433 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 6050 | 189 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 73800 | 3239 |
| &nbsp;&nbsp;&nbsp;Brightcove Inc \* | 8600 | 57 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 10789 | 1847 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 9798 | 1703 |
| &nbsp;&nbsp;&nbsp;Canon Inc ADR (A) | 94900 | 2266 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 193100 | 8635 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 107885 | 6241 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 38100 | 1459 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;E2open Parent Holdings Inc \* | 18413 | $127 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 14531 | 1102 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 6577 | 472 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 10537 | 216 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 321700 | 4375 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 371200 | 11849 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 6961 | 349 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 112600 | 14463 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 1765 | 339 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 7431 | 211 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 5629 | 108 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 7793 | 2038 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 7169 | 517 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 218961 | 16236 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 28237 | 2353 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 8412 | 405 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 5685 | 752 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 12300 | 272 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 66900 | 4480 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 11381 | 1122 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 960 | 117 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 5908 | 329 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 6188 | 2141 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 2845 | 30 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 533200 | 7902 |
| &nbsp;&nbsp;&nbsp;Xperi Holding Corp  | 2276 | 36 |
|  |  | 120658 |
| **Materials — 3.8%** | **Materials — 3.8%** |  |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA (A) | 46200 | 284 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 1312 | 173 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 81297 | 4417 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 67900 | 2826 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 20866 | 5993 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 36600 | 5011 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 40100 | 2158 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 204791 | 9328 |
|  |  | 30190 |
| **Real Estate — 0.8%** | **Real Estate — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 3282 | 247 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 15712 | 301 |
| &nbsp;&nbsp;&nbsp;BRT Apartments Corp <sup>‡</sup> | 11416 | 273 |
| &nbsp;&nbsp;&nbsp;City Office REIT Inc <sup>‡</sup> | 8833 | 102 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 4956 | 89 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 17293 | 455 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 7881 | 1363 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc, Cl A <sup>‡</sup> | 31783 | 472 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 8396 | 2778 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 9569 | $249 |
|  |  | 6329 |
| **Utilities — 4.9%** | **Utilities — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 6080 | 505 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 5832 | 319 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 4591 | 187 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 3384 | 255 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 3867 | 488 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 9448 | 923 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 24800 | 3232 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 33400 | 3851 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 152000 | 10417 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 9220 | 361 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 1899 | 146 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 101129 | 7208 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 706 | 31 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 4390 | 209 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 2420 | 128 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 30239 | 2284 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 97100 | 5017 |
| &nbsp;&nbsp;&nbsp;Pure Cycle Corp \* | 2903 | 30 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 3662 | 236 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 5323 | 372 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 79500 | 3140 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 5147 | 268 |
|  |  | 39607 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $647,596) ($ Thousands) |  | 785422 |
| **AFFILIATED PARTNERSHIP — 0.4%** | **AFFILIATED PARTNERSHIP — 0.4%** | **AFFILIATED PARTNERSHIP — 0.4%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.230% \*\*<sup>†</sup>(B) | 3083204 | 3077 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,083) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $3,083) ($ Thousands) | 3077 |
| **CASH EQUIVALENT — 2.1%** | **CASH EQUIVALENT — 2.1%** | **CASH EQUIVALENT — 2.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.820%\*\*<sup>†</sup> | 16524585 | 16525 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16,525) ($ Thousands) |  | 16525 |
| Total Investments in Securities — 100.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $667,204) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $667,204) ($ Thousands)  | $805024 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**U.S. Managed Volatility Fund** (Concluded)

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 53 | Sep-2022 | $10537 | $10485 | $(52) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $804,462 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $2,930 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $3,077 ($ Thousands). |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| LP — Limited Partnership |
| Ltd — Limited |
| PLC — Public Limited Company |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 785422 |  |  | 785422 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 3077 |  | 3077 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 16525 | – |  | 16525 |
| Total Investments in Securities | 801947 | 3077 |  | 805024 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (52) |  |  | (52) |
| Total Other Financial Instruments | (52) |  |  | (52) |

---

\* Futures contracts are valued at the unrealized depreciation on the instrument.

For information regarding 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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, L.P. | $&nbsp;&nbsp;&nbsp;&nbsp;3225 | $&nbsp;&nbsp;&nbsp;&nbsp;6717 | $&nbsp;&nbsp;&nbsp;&nbsp;(6865) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;3077 | &nbsp;&nbsp;&nbsp;&nbsp;3083204 | $&nbsp;&nbsp;&nbsp;&nbsp;6 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;8509 | 67585 | &nbsp;&nbsp;&nbsp;&nbsp;(59569) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;16525 | &nbsp;&nbsp;&nbsp;&nbsp;16524585 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;11734 | $&nbsp;&nbsp;&nbsp;&nbsp;74302 | $&nbsp;&nbsp;&nbsp;&nbsp;(66434) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;19602 |  | $&nbsp;&nbsp;&nbsp;&nbsp;68 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 96.2%** | **COMMON STOCK — 96.2%** | **COMMON STOCK — 96.2%** |
| **Australia — 0.2%** | **Australia — 0.2%** | **Australia — 0.2%** |
| &nbsp;&nbsp;&nbsp;Coles Group Ltd  | 35485 | $426 |
| &nbsp;&nbsp;&nbsp;Newcrest Mining Ltd  | 13474 | 162 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 48972 | 513 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd  | 42750 | 2720 |
|  |  | 3821 |
| **Austria — 0.0%** | **Austria — 0.0%** | **Austria — 0.0%** |
| &nbsp;&nbsp;&nbsp;Mayr Melnhof Karton AG  | 437 | 65 |
| &nbsp;&nbsp;&nbsp;Oberbank AG  | 175 | 18 |
| &nbsp;&nbsp;&nbsp;Telekom Austria AG, Cl A  | 38558 | 241 |
|  |  | 324 |
| **Belgium — 0.5%** | **Belgium — 0.5%** | **Belgium — 0.5%** |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV  | 111600 | 4531 |
| &nbsp;&nbsp;&nbsp;Deme Group \* | 153 | 17 |
| &nbsp;&nbsp;&nbsp;Etablissements Franz Colruyt NV  | 116173 | 3231 |
| &nbsp;&nbsp;&nbsp;KBC Group NV  | 11168 | 533 |
| &nbsp;&nbsp;&nbsp;Solvay SA  | 39793 | 3214 |
|  |  | 11526 |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 68571 | 2904 |
| **Canada — 4.6%** | **Canada — 4.6%** | **Canada — 4.6%** |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 1600 | 57 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  | 52300 | 4842 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia/The  | 106000 | 5878 |
| &nbsp;&nbsp;&nbsp;BCE Inc (A) | 132269 | 6375 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 202800 | 9618 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 71000 | 8375 |
| &nbsp;&nbsp;&nbsp;Canadian Utilities Ltd, Cl A (A) | 85500 | 2623 |
| &nbsp;&nbsp;&nbsp;Cogeco Communications Inc  | 58200 | 3574 |
| &nbsp;&nbsp;&nbsp;Emera Inc  | 137300 | 6371 |
| &nbsp;&nbsp;&nbsp;Empire Co Ltd, Cl A  | 61800 | 1766 |
| &nbsp;&nbsp;&nbsp;Fortis Inc/Canada  | 69100 | 3057 |
| &nbsp;&nbsp;&nbsp;George Weston Ltd  | 72814 | 8348 |
| &nbsp;&nbsp;&nbsp;Great-West Lifeco Inc  | 172100 | 4054 |
| &nbsp;&nbsp;&nbsp;Hydro One Ltd  | 44400 | 1206 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 200751 | 17793 |
| &nbsp;&nbsp;&nbsp;Metro Inc/CN, Cl A  | 99000 | 5222 |
| &nbsp;&nbsp;&nbsp;Power Corp of Canada  | 210100 | 5418 |
| &nbsp;&nbsp;&nbsp;Quebecor Inc, Cl B  | 197400 | 4276 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd  | 10200 | 1027 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank/The  | 63800 | 4116 |
|  |  | 103996 |
| **China — 0.4%** | **China — 0.4%** | **China — 0.4%** |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd  | 1801500 | 6200 |
| &nbsp;&nbsp;&nbsp;CITIC Telecom International Holdings Ltd  | 872000 | 301 |
| &nbsp;&nbsp;&nbsp;Fountain SET Holdings Ltd  | 174279 | 22 |
| &nbsp;&nbsp;&nbsp;Kerry Logistics Network Ltd  | 48965 | 108 |
| &nbsp;&nbsp;&nbsp;Wilmar International Ltd  | 738100 | 2134 |
|  |  | 8765 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Denmark — 0.9%** | **Denmark — 0.9%** | **Denmark — 0.9%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 1001 | $2403 |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 43680 | 5675 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 23180 | 2649 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S  | 99869 | 1334 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 76151 | 8147 |
| &nbsp;&nbsp;&nbsp;Sparekassen Sjaelland-Fyn A/S  | 2644 | 58 |
|  |  | 20266 |
| **Finland — 0.6%** | **Finland — 0.6%** | **Finland — 0.6%** |
| &nbsp;&nbsp;&nbsp;Aspo Oyj  | 27 |  |
| &nbsp;&nbsp;&nbsp;Elisa Oyj, Cl A  | 98268 | 5258 |
| &nbsp;&nbsp;&nbsp;Kemira  | 7420 | 89 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp  | 13387 | 125 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 118311 | 5368 |
| &nbsp;&nbsp;&nbsp;TietoEVRY Oyj  | 147700 | 3782 |
|  |  | 14622 |
| **France — 2.6%** | **France — 2.6%** | **France — 2.6%** |
| &nbsp;&nbsp;&nbsp;ABC arbitrage  | 7493 | 53 |
| &nbsp;&nbsp;&nbsp;Air Liquide SA  | 5781 | 725 |
| &nbsp;&nbsp;&nbsp;Boiron SA  | 56 | 3 |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA  | 4363 | 108 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 699440 | 11681 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 1247 | 48 |
| &nbsp;&nbsp;&nbsp;Fountaine Pajot SA  | 344 | 35 |
| &nbsp;&nbsp;&nbsp;Ipsen SA  | 25329 | 2429 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 1193364 | 12093 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 12763 | 2343 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 217720 | 17809 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 77200 | 4395 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE  | 133400 | 6758 |
|  |  | 58480 |
| **Germany — 1.3%** | **Germany — 1.3%** | **Germany — 1.3%** |
| &nbsp;&nbsp;&nbsp;Allianz SE  | 16900 | 2858 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 45600 | 3362 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 615200 | 11602 |
| &nbsp;&nbsp;&nbsp;E.ON SE  | 363100 | 3099 |
| &nbsp;&nbsp;&nbsp;Freenet AG  | 99070 | 2161 |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co KGaA  | 59031 | 3694 |
| &nbsp;&nbsp;&nbsp;McKesson Europe AG  | 1563 | 33 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 9027 | 1551 |
|  |  | 28360 |
| **Hong Kong — 1.8%** | **Hong Kong — 1.8%** | **Hong Kong — 1.8%** |
| &nbsp;&nbsp;&nbsp;Bank of East Asia Ltd/The  | 16792 | 21 |
| &nbsp;&nbsp;&nbsp;Chinney Investments Ltd  | 88000 | 16 |
| &nbsp;&nbsp;&nbsp;CK Infrastructure Holdings Ltd  | 533500 | 3244 |
| &nbsp;&nbsp;&nbsp;CLP Holdings Ltd  | 719180 | 6197 |
| &nbsp;&nbsp;&nbsp;Dah Sing Banking Group Ltd  | 58680 | 45 |
| &nbsp;&nbsp;&nbsp;HK Electric Investments & HK Electric Investments Ltd  | 4893521 | 4084 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd  | 3250000 | 4360 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd  | 52800 | $| 2800 |
| &nbsp;&nbsp;&nbsp;Link <sup>‡</sup> | 400900 |  | 3103 |
| &nbsp;&nbsp;&nbsp;MTR Corp Ltd  | 320500 |  | 1641 |
| &nbsp;&nbsp;&nbsp;New World Development  | 475000 |  | 1548 |
| &nbsp;&nbsp;&nbsp;PCCW Ltd  | 3158000 |  | 1581 |
| &nbsp;&nbsp;&nbsp;Plover Bay Technologies Ltd  | 80000 |  | 25 |
| &nbsp;&nbsp;&nbsp;Power Assets Holdings Ltd  | 1336500 |  | 7994 |
| &nbsp;&nbsp;&nbsp;Prosperity <sup>‡</sup> | 219000 |  | 63 |
| &nbsp;&nbsp;&nbsp;Regal Hotels International Holdings Ltd  | 43909 |  | 17 |
| &nbsp;&nbsp;&nbsp;SmarTone Telecommunications Holdings Ltd  | 135693 |  | 73 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd  | 239000 |  | 2808 |
| &nbsp;&nbsp;&nbsp;Transport International Holdings Ltd  | 13200 |  | 18 |
| &nbsp;&nbsp;&nbsp;VTech Holdings Ltd  | 62233 |  | 423 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 1374500 |  | 936 |
| &nbsp;&nbsp;&nbsp;Yue Yuen Industrial Holdings Ltd  | 22 |  | – |
|  |  |  | 40997 |
| **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** |
| &nbsp;&nbsp;&nbsp;Kerry Group PLC, Cl A  | 50570 |  | 5218 |
| **Israel — 1.0%** | **Israel — 1.0%** | **Israel — 1.0%** | **Israel — 1.0%** |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 115254 |  | 1197 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 230263 |  | 2438 |
| &nbsp;&nbsp;&nbsp;Bezeq The Israeli Telecommunication Corp Ltd  | 918876 |  | 1551 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 84385 |  | 10146 |
| &nbsp;&nbsp;&nbsp;FIBI Holdings Ltd  | 1760 |  | 93 |
| &nbsp;&nbsp;&nbsp;First International Bank of Israel  | 8013 |  | 373 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 276969 |  | 2649 |
| &nbsp;&nbsp;&nbsp;Isracard Ltd  | 1 |  |  |
| &nbsp;&nbsp;&nbsp;Neto ME Holdings Ltd  | 437 |  | 24 |
| &nbsp;&nbsp;&nbsp;Radware Ltd \* | 59034 |  | 1267 |
| &nbsp;&nbsp;&nbsp;Rami Levy Chain Stores Hashikma Marketing 2006 Ltd  | 14424 |  | 1118 |
| &nbsp;&nbsp;&nbsp;Shufersal Ltd  | 89097 |  | 611 |
| &nbsp;&nbsp;&nbsp;Silicom Ltd \* | 1294 |  | 52 |
| &nbsp;&nbsp;&nbsp;Strauss Group Ltd  | 34839 |  | 912 |
|  |  |  | 22431 |
| **Italy — 1.2%** | **Italy — 1.2%** | **Italy — 1.2%** | **Italy — 1.2%** |
| &nbsp;&nbsp;&nbsp;A2A SpA  | 3102200 |  | 3478 |
| &nbsp;&nbsp;&nbsp;ACEA SpA  | 12421 |  | 149 |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali SpA  | 11038 |  | 162 |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 1239674 |  | 14653 |
| &nbsp;&nbsp;&nbsp;Hera SpA  | 1645100 |  | 4123 |
| &nbsp;&nbsp;&nbsp;Iren SpA  | 716856 |  | 1081 |
| &nbsp;&nbsp;&nbsp;Italgas SpA  | 263377 |  | 1355 |
| &nbsp;&nbsp;&nbsp;Orsero SpA  | 4664 |  | 77 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 9376 |  | 383 |
| &nbsp;&nbsp;&nbsp;Snam SpA  | 374621 |  | 1782 |
|  |  |  | 27243 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Japan — 8.3%** | **Japan — 8.3%** | **Japan — 8.3%** |
| &nbsp;&nbsp;&nbsp;Achilles Corp  | 2300 | $22 |
| &nbsp;&nbsp;&nbsp;AGC Inc  | 156500 | 5323 |
| &nbsp;&nbsp;&nbsp;Ahjikan Co Ltd  | 5308 | 33 |
| &nbsp;&nbsp;&nbsp;Akita Bank Ltd  | 5600 | 67 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 37100 | 438 |
| &nbsp;&nbsp;&nbsp;Aozora Bank Ltd  | 85300 | 1650 |
| &nbsp;&nbsp;&nbsp;Araya Industrial Co Ltd  | 3800 | 48 |
| &nbsp;&nbsp;&nbsp;Arcs Co Ltd  | 32800 | 481 |
| &nbsp;&nbsp;&nbsp;Asante Inc  | 2600 | 31 |
| &nbsp;&nbsp;&nbsp;Atsugi Co Ltd  | 8850 | 26 |
| &nbsp;&nbsp;&nbsp;Autobacs Seven  | 21700 | 223 |
| &nbsp;&nbsp;&nbsp;Belc Co Ltd  | 4500 | 181 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp  | 135100 | 5196 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 241700 | 4636 |
| &nbsp;&nbsp;&nbsp;Calbee Inc  | 3400 | 68 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 339000 | 8136 |
| &nbsp;&nbsp;&nbsp;Cawachi Ltd  | 20900 | 318 |
| &nbsp;&nbsp;&nbsp;C'BON COSMETICS Co Ltd  | 3200 | 39 |
| &nbsp;&nbsp;&nbsp;Choushimaru Co Ltd  | 7894 | 65 |
| &nbsp;&nbsp;&nbsp;CI Takiron  | 25400 | 100 |
| &nbsp;&nbsp;&nbsp;Computer Engineering & Consulting  | 14200 | 131 |
| &nbsp;&nbsp;&nbsp;Create Medic Co Ltd  | 2784 | 19 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Toryo  | 4300 | 23 |
| &nbsp;&nbsp;&nbsp;Daihatsu Diesel Manufacturing Co Ltd  | 6400 | 24 |
| &nbsp;&nbsp;&nbsp;Daiohs Corp  | 2700 | 27 |
| &nbsp;&nbsp;&nbsp;Doshisha Co Ltd  | 6100 | 67 |
| &nbsp;&nbsp;&nbsp;Earth Corp  | 12000 | 470 |
| &nbsp;&nbsp;&nbsp;Ebara Foods Industry Inc  | 1600 | 36 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings Inc  | 1100600 | 4168 |
| &nbsp;&nbsp;&nbsp;ESTELLE Holdings Co Ltd  | 6000 | 27 |
| &nbsp;&nbsp;&nbsp;Feed One Co Ltd  | 5900 | 30 |
| &nbsp;&nbsp;&nbsp;FJ Next  | 5000 | 37 |
| &nbsp;&nbsp;&nbsp;Fujicco Co Ltd  | 11100 | 156 |
| &nbsp;&nbsp;&nbsp;Fukuda Denshi Co Ltd  | 400 | 22 |
| &nbsp;&nbsp;&nbsp;Fukuoka REIT Corp <sup>‡</sup> | 21 | 26 |
| &nbsp;&nbsp;&nbsp;Gakken Holdings Co Ltd  | 5400 | 38 |
| &nbsp;&nbsp;&nbsp;Gakkyusha  | 3000 | 35 |
| &nbsp;&nbsp;&nbsp;Global One Real Estate Investment <sup>‡</sup> | 74 | 60 |
| &nbsp;&nbsp;&nbsp;Heiwado Co Ltd  | 22800 | 327 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 525 | 26 |
| &nbsp;&nbsp;&nbsp;Hitachi Metals Ltd  | 158500 | 2390 |
| &nbsp;&nbsp;&nbsp;Hokkan Holdings  | 5800 | 56 |
| &nbsp;&nbsp;&nbsp;Hokuto Corp  | 24700 | 342 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 233100 | 6219 |
| &nbsp;&nbsp;&nbsp;Hulic Reit Inc <sup>‡</sup> | 116 | 139 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp  | 126500 | 3489 |
| &nbsp;&nbsp;&nbsp;Itochu Enex Co Ltd  | 13400 | 105 |
| &nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co Ltd  | 953 | 35 |
| &nbsp;&nbsp;&nbsp;Japan Post Insurance Co Ltd  | 11800 | 181 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc  | 806200 | 13689 |
| &nbsp;&nbsp;&nbsp;J-Oil Mills Inc  | 1400 | 16 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;JSP  | 11300 | $117 |
| &nbsp;&nbsp;&nbsp;Kaken Pharmaceutical Co Ltd  | 29400 | 818 |
| &nbsp;&nbsp;&nbsp;Kato Sangyo Co Ltd  | 12700 | 313 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 420300 | 12889 |
| &nbsp;&nbsp;&nbsp;Kenedix Retail REIT Corp <sup>‡</sup> | 119 | 244 |
| &nbsp;&nbsp;&nbsp;Key Coffee Inc  | 3400 | 53 |
| &nbsp;&nbsp;&nbsp;KFC Holdings Japan Ltd  | 6700 | 135 |
| &nbsp;&nbsp;&nbsp;Kinden Corp  | 267500 | 2829 |
| &nbsp;&nbsp;&nbsp;Kitano Construction Corp  | 1300 | 22 |
| &nbsp;&nbsp;&nbsp;Kohnan Shoji Co Ltd  | 138458 | 3439 |
| &nbsp;&nbsp;&nbsp;Komeri Co Ltd  | 9800 | 184 |
| &nbsp;&nbsp;&nbsp;K's Holdings Corp  | 404800 | 3738 |
| &nbsp;&nbsp;&nbsp;Kyokuyo Co Ltd  | 13100 | 344 |
| &nbsp;&nbsp;&nbsp;KYORIN Holdings Inc  | 24100 | 304 |
| &nbsp;&nbsp;&nbsp;Lawson Inc  | 76700 | 2547 |
| &nbsp;&nbsp;&nbsp;Maezawa Kasei Industries  | 2400 | 23 |
| &nbsp;&nbsp;&nbsp;Marimo Regional Revitalization <sup>‡</sup> | 33 | 32 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 152600 | 1594 |
| &nbsp;&nbsp;&nbsp;McDonald's Holdings Co Japan Ltd  | 12400 | 444 |
| &nbsp;&nbsp;&nbsp;MEIJI Holdings Co Ltd  | 10300 | 492 |
| &nbsp;&nbsp;&nbsp;Ministop Co Ltd  | 4200 | 43 |
| &nbsp;&nbsp;&nbsp;Miroku Jyoho Service Co Ltd  | 9400 | 104 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Shokuhin Co Ltd  | 7400 | 182 |
| &nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co Ltd  | 10118 | 73 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc  | 769640 | 8832 |
| &nbsp;&nbsp;&nbsp;Mochida Pharmaceutical Co Ltd  | 10800 | 266 |
| &nbsp;&nbsp;&nbsp;Morozoff Ltd  | 1222 | 33 |
| &nbsp;&nbsp;&nbsp;Nichirei Corp  | 16400 | 294 |
| &nbsp;&nbsp;&nbsp;Nichirin Co Ltd  | 4100 | 47 |
| &nbsp;&nbsp;&nbsp;Nihon Chouzai Co Ltd  | 11100 | 107 |
| &nbsp;&nbsp;&nbsp;Nihon Kohden Corp  | 3500 | 80 |
| &nbsp;&nbsp;&nbsp;Nippn Corp  | 63800 | 721 |
| &nbsp;&nbsp;&nbsp;Nippon Electric Glass Co Ltd  | 177000 | 3341 |
| &nbsp;&nbsp;&nbsp;NIPPON EXPRESS HOLDINGS INC  | 63900 | 3524 |
| &nbsp;&nbsp;&nbsp;NIPPON Investment Corp <sup>‡</sup> | 89 | 245 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 771600 | 20959 |
| &nbsp;&nbsp;&nbsp;Nisshin Oillio Group Ltd/The  | 1449 | 34 |
| &nbsp;&nbsp;&nbsp;Nissin Foods Holdings Co Ltd  | 19200 | 1377 |
| &nbsp;&nbsp;&nbsp;Nittoc Construction  | 10800 | 70 |
| &nbsp;&nbsp;&nbsp;NSD CO  | 1500 | 27 |
| &nbsp;&nbsp;&nbsp;Okinawa Cellular Telephone Co  | 5411 | 203 |
| &nbsp;&nbsp;&nbsp;Okinawa Electric Power Co Inc/The  | 7500 | 61 |
| &nbsp;&nbsp;&nbsp;Ooedo Onsen Reit Investment <sup>‡</sup> | 175 | 84 |
| &nbsp;&nbsp;&nbsp;Osaki Electric  | 7300 | 28 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co Ltd  | 37300 | 1221 |
| &nbsp;&nbsp;&nbsp;OUG Holdings Inc  | 2682 | 57 |
| &nbsp;&nbsp;&nbsp;Ozu Corp  | 2400 | 31 |
| &nbsp;&nbsp;&nbsp;Plenus Co Ltd  | 6000 | 83 |
| &nbsp;&nbsp;&nbsp;Rengo Co Ltd  | 543000 | 3206 |
| &nbsp;&nbsp;&nbsp;San ju San Financial Group  | 3400 | 36 |
| &nbsp;&nbsp;&nbsp;San-A Co Ltd, Cl A  | 3000 | 90 |
| &nbsp;&nbsp;&nbsp;Sankyo Co Ltd  | 16700 | 490 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Senko Group Holdings Co Ltd  | 429100 | $| 2938 |
| &nbsp;&nbsp;&nbsp;Shinmaywa Industries  | 22700 |  | 173 |
| &nbsp;&nbsp;&nbsp;Showa Sangyo Co Ltd  | 13700 |  | 255 |
| &nbsp;&nbsp;&nbsp;SKY Perfect JSAT Holdings Inc  | 661600 |  | 2635 |
| &nbsp;&nbsp;&nbsp;SoftBank Corp  | 1183900 |  | 13007 |
| &nbsp;&nbsp;&nbsp;Sojitz Corp  | 449600 |  | 7581 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 6800 |  | 292 |
| &nbsp;&nbsp;&nbsp;SRA Holdings  | 8100 |  | 173 |
| &nbsp;&nbsp;&nbsp;ST Corp  | 5400 |  | 60 |
| &nbsp;&nbsp;&nbsp;Sugi Holdings Co Ltd  | 3800 |  | 162 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp  | 21000 |  | 296 |
| &nbsp;&nbsp;&nbsp;Sundrug Co Ltd  | 46600 |  | 1143 |
| &nbsp;&nbsp;&nbsp;Takamatsu Construction Group Co Ltd  | 3300 |  | 45 |
| &nbsp;&nbsp;&nbsp;Takasago International  | 1300 |  | 26 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 44800 |  | 1241 |
| &nbsp;&nbsp;&nbsp;Teijin Ltd  | 537800 |  | 5698 |
| &nbsp;&nbsp;&nbsp;Tenpos Holdings Co Ltd  | 1300 |  | 22 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 1911 |  | 25 |
| &nbsp;&nbsp;&nbsp;TOKAI Holdings  | 27900 |  | 179 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co Ltd  | 66000 |  | 1241 |
| &nbsp;&nbsp;&nbsp;Tosoh Corp  | 47200 |  | 612 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan  | 122200 |  | 7540 |
| &nbsp;&nbsp;&nbsp;Unicafe Inc  | 9700 |  | 65 |
| &nbsp;&nbsp;&nbsp;Unicharm Corp  | 35700 |  | 1243 |
| &nbsp;&nbsp;&nbsp;United Super Markets Holdings Inc  | 70300 |  | 535 |
| &nbsp;&nbsp;&nbsp;Uoriki  | 1400 |  | 23 |
| &nbsp;&nbsp;&nbsp;Valor Holdings Co Ltd  | 8300 |  | 106 |
| &nbsp;&nbsp;&nbsp;Vital KSK Holdings Inc  | 19700 |  | 95 |
| &nbsp;&nbsp;&nbsp;Wowow Inc  | 6276 |  | 62 |
| &nbsp;&nbsp;&nbsp;XYMAX REIT Investment Corp <sup>‡</sup> | 48 |  | 44 |
| &nbsp;&nbsp;&nbsp;Yakult Honsha  | 16800 |  | 996 |
| &nbsp;&nbsp;&nbsp;Yamaguchi Financial Group Inc  | 365000 |  | 2007 |
| &nbsp;&nbsp;&nbsp;Yaoko Co Ltd  | 10000 |  | 465 |
| &nbsp;&nbsp;&nbsp;Yokorei  | 12800 |  | 85 |
| &nbsp;&nbsp;&nbsp;Zaoh Co Ltd  | 2000 |  | 26 |
| &nbsp;&nbsp;&nbsp;ZOZO Inc  | 7400 |  | 164 |
|  |  |  | 187261 |
| **Netherlands — 2.2%** | **Netherlands — 2.2%** | **Netherlands — 2.2%** | **Netherlands — 2.2%** |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV  | 149500 |  | 6105 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 3172 |  | 225 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 16774 |  | 1509 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  | 15981 |  | 493 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 822680 |  | 22643 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV  | 669276 |  | 2131 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 126500 |  | 5202 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 19931 |  | 929 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 264119 |  | 7000 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 47039 |  | 4603 |
|  |  |  | 50840 |
| **New Zealand — 0.4%** | **New Zealand — 0.4%** | **New Zealand — 0.4%** | **New Zealand — 0.4%** |
| &nbsp;&nbsp;&nbsp;Auckland International Airport Ltd \* | 108422 |  | 501 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Freightways Ltd  | 25359 | $| 159 |
| &nbsp;&nbsp;&nbsp;Investore Property Ltd <sup>‡</sup> | 188 |  |  |
| &nbsp;&nbsp;&nbsp;Mercury NZ Ltd  | 181813 |  | 645 |
| &nbsp;&nbsp;&nbsp;Meridian Energy Ltd  | 191100 |  | 584 |
| &nbsp;&nbsp;&nbsp;Spark New Zealand Ltd  | 1844272 |  | 6113 |
| &nbsp;&nbsp;&nbsp;Vector Ltd  | 8778 |  | 25 |
|  |  |  | 8027 |
| **Norway — 1.0%** | **Norway — 1.0%** | **Norway — 1.0%** | **Norway — 1.0%** |
| &nbsp;&nbsp;&nbsp;AF Gruppen ASA  | 582 |  | 10 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 234146 |  | 9100 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen ASA  | 3672 |  | 126 |
| &nbsp;&nbsp;&nbsp;Mowi ASA  | 12229 |  | 251 |
| &nbsp;&nbsp;&nbsp;Orkla ASA  | 782960 |  | 6565 |
| &nbsp;&nbsp;&nbsp;Sparebank 1 Oestlandet  | 13675 |  | 156 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Sorost-Norge  | 1460 |  | 8 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SR-Bank ASA  | 37697 |  | 432 |
| &nbsp;&nbsp;&nbsp;Sparebanken More  | 280 |  | 2 |
| &nbsp;&nbsp;&nbsp;Sparebanken Vest  | 6233 |  | 55 |
| &nbsp;&nbsp;&nbsp;Telenor ASA  | 509064 |  | 5579 |
| &nbsp;&nbsp;&nbsp;Veidekke ASA  | 7635 |  | 78 |
|  |  |  | 22362 |
| **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** |
| &nbsp;&nbsp;&nbsp;Corticeira Amorim SGPS  | 27247 |  | 275 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 352050 |  | 7810 |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 200146 |  | 795 |
| &nbsp;&nbsp;&nbsp;NOS SGPS SA  | 83857 |  | 309 |
| &nbsp;&nbsp;&nbsp;REN - Redes Energeticas Nacionais SGPS SA  | 322305 |  | 855 |
|  |  |  | 10044 |
| **Singapore — 1.5%** | **Singapore — 1.5%** | **Singapore — 1.5%** | **Singapore — 1.5%** |
| &nbsp;&nbsp;&nbsp;Bukit Sembawang Estates Ltd  | 9700 |  | 34 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 184000 |  | 4291 |
| &nbsp;&nbsp;&nbsp;Great Eastern Holdings Ltd  | 4800 |  | 67 |
| &nbsp;&nbsp;&nbsp;Hour Glass Ltd/The  | 2599 |  | 4 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 101200 |  | 2380 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp Ltd  | 704300 |  | 6081 |
| &nbsp;&nbsp;&nbsp;Sheng Siong Group Ltd  | 1456233 |  | 1691 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd  | 215600 |  | 1465 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd  | 1000700 |  | 2671 |
| &nbsp;&nbsp;&nbsp;Singapore Telecommunications  | 298500 |  | 561 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd  | 767200 |  | 14985 |
| &nbsp;&nbsp;&nbsp;Venture Corp Ltd  | 22600 |  | 296 |
|  |  |  | 34526 |
| **Spain — 0.7%** | **Spain — 0.7%** | **Spain — 0.7%** | **Spain — 0.7%** |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA  | 327218 |  | 1469 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA  | 131628 |  | 319 |
| &nbsp;&nbsp;&nbsp;Cia de Distribucion Integral Logista Holdings SA  | 62353 |  | 1213 |
| &nbsp;&nbsp;&nbsp;Enagas SA  | 202142 |  | 3693 |
| &nbsp;&nbsp;&nbsp;Endesa SA  | 284822 |  | 4888 |
| &nbsp;&nbsp;&nbsp;Financiera Alba  | 2011 |  | 101 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Miquel y Costas & Miquel  | 2889 | $| 37 |
| &nbsp;&nbsp;&nbsp;Red Electrica Corp SA  | 177451 |  | 3246 |
|  |  |  | 14966 |
| **Sweden — 0.7%** | **Sweden — 0.7%** | **Sweden — 0.7%** | **Sweden — 0.7%** |
| &nbsp;&nbsp;&nbsp;Axfood AB  | 234971 |  | 7100 |
| &nbsp;&nbsp;&nbsp;B3 Consulting Group AB  | 2497 |  | 32 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 122743 |  | 2730 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB, Cl A  | 492100 |  | 4041 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB \* | 44226 |  | 979 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B  | 50161 |  | 376 |
| &nbsp;&nbsp;&nbsp;Telia Co AB  | 285161 |  | 1006 |
|  |  |  | 16264 |
| **Switzerland — 3.1%** | **Switzerland — 3.1%** | **Switzerland — 3.1%** | **Switzerland — 3.1%** |
| &nbsp;&nbsp;&nbsp;Allreal Holding AG  | 3598 |  | 565 |
| &nbsp;&nbsp;&nbsp;Basellandschaftliche Kantonalbank  | 120 |  | 113 |
| &nbsp;&nbsp;&nbsp;Berner Kantonalbank AG  | 1900 |  | 427 |
| &nbsp;&nbsp;&nbsp;BKW AG  | 3339 |  | 405 |
| &nbsp;&nbsp;&nbsp;Chocoladefabriken Lindt & Spruengli AG  | 41 |  | 434 |
| &nbsp;&nbsp;&nbsp;Crealogix Holding AG  | 301 |  | 18 |
| &nbsp;&nbsp;&nbsp;Emmi AG  | 875 |  | 772 |
| &nbsp;&nbsp;&nbsp;Graubuendner Kantonalbank  | 37 |  | 64 |
| &nbsp;&nbsp;&nbsp;Helvetia Holding AG  | 24300 |  | 2683 |
| &nbsp;&nbsp;&nbsp;Huber + Suhner  | 764 |  | 64 |
| &nbsp;&nbsp;&nbsp;Intershop Holding AG  | 458 |  | 299 |
| &nbsp;&nbsp;&nbsp;Investis Holding SA  | 813 |  | 91 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 2619 |  | 606 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG  | 1005 |  | 424 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 239797 |  | 19428 |
| &nbsp;&nbsp;&nbsp;Orior AG  | 1137 |  | 89 |
| &nbsp;&nbsp;&nbsp;PSP Swiss Property AG  | 53629 |  | 6077 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 12350 |  | 3259 |
| &nbsp;&nbsp;&nbsp;St. Galler Kantonalbank  | 1917 |  | 903 |
| &nbsp;&nbsp;&nbsp;Swiss Life Holding AG  | 10100 |  | 5287 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG  | 9470 |  | 816 |
| &nbsp;&nbsp;&nbsp;Swisscom AG  | 36625 |  | 18966 |
| &nbsp;&nbsp;&nbsp;TX Group AG  | 693 |  | 107 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 395700 |  | 6281 |
| &nbsp;&nbsp;&nbsp;Valiant Holding AG  | 7326 |  | 695 |
| &nbsp;&nbsp;&nbsp;Walliser Kantonalbank  | 687 |  | 78 |
| &nbsp;&nbsp;&nbsp;Zug Estates Holding, Cl B  | 48 |  | 99 |
|  |  |  | 69050 |
| **United Kingdom — 3.7%** | **United Kingdom — 3.7%** | **United Kingdom — 3.7%** | **United Kingdom — 3.7%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC  | 241600 |  | 3406 |
| &nbsp;&nbsp;&nbsp;Aferian PLC  | 28544 |  | 44 |
| &nbsp;&nbsp;&nbsp;Alliance Pharma PLC  | 118812 |  | 131 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 589700 |  | 5320 |
| &nbsp;&nbsp;&nbsp;Big Yellow Group PLC <sup>‡</sup> | 4114 |  | 64 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 259000 |  | 10391 |
| &nbsp;&nbsp;&nbsp;Bunzl PLC  | 36954 |  | 1228 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd  | 449500 |  | 2903 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Genus PLC  | 10697 | $| 312 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 918400 |  | 2766 |
| &nbsp;&nbsp;&nbsp;Howden Joinery Group PLC  | 9094 |  | 60 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  | 895000 |  | 5493 |
| &nbsp;&nbsp;&nbsp;Impact Healthcare PLC, Cl B <sup>‡</sup> | 13542 |  | 18 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 701804 |  | 15459 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC  | 1329900 |  | 3578 |
| &nbsp;&nbsp;&nbsp;Liberty Global PLC \* | 94005 |  | 2003 |
| &nbsp;&nbsp;&nbsp;Liberty Global PLC, Cl A \* | 50866 |  | 1028 |
| &nbsp;&nbsp;&nbsp;Odfjell Technology \* | 214 |  | 1 |
| &nbsp;&nbsp;&nbsp;Polar Capital Holdings  | 24065 |  | 128 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC  | 44553 |  | 3443 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 233294 |  | 6128 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 640767 |  | 5320 |
| &nbsp;&nbsp;&nbsp;Spirent Communications PLC  | 49733 |  | 149 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 1945317 |  | 5628 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 213469 |  | 9699 |
|  |  |  | 84700 |
| **United States — 58.8%** | **United States — 58.8%** | **United States — 58.8%** | **United States — 58.8%** |
| &nbsp;&nbsp;&nbsp;3M Co  | 31275 |  | 3889 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 24216 |  | 1367 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 78581 |  | 10566 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 43700 |  | 7370 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 173000 |  | 10280 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 20051 |  | 1224 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 162700 |  | 5900 |
| &nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Inc \* | 16684 |  | 284 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 138100 |  | 16641 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 89187 |  | 9652 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 31120 |  | 3397 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 204921 |  | 9246 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 473324 |  | 5685 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 337276 |  | 28827 |
| &nbsp;&nbsp;&nbsp;AMERCO  | 8629 |  | 4536 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 51823 |  | 5193 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 26600 |  | 3396 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 1583 |  | 27 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 10429 |  | 1548 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 1433 |  | 172 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 99088 |  | 23811 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 540500 |  | 3486 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 14117 |  | 3942 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 46505 |  | 7312 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 14366 |  | 1477 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 100900 |  | 8868 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 57198 |  | 5995 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 6211 |  | 632 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 756500 |  | 13269 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 8632 |  | 18293 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 1776 |  | 78 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 146400 |  | 6080 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl A \* | 6 | $2528 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 59257 | 16639 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 65400 | 3553 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 7476 | 3626 |
| &nbsp;&nbsp;&nbsp;BlackRock TCP Capital Corp  | 7211 | 98 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 319900 | 2569 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 371575 | 25048 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 3361 | 1678 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 19494 | 1229 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 9033 | 1570 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 11514 | 580 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 5576 | 1192 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 50546 | 5963 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 20244 | 2094 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 73875 | 8433 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 13555 | 6455 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 58800 | 9294 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 158847 | 13297 |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | 47952 | 2433 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 707695 | 31648 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 43870 | 6332 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 29385 | 5748 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 103296 | 6374 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 56500 | 3569 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 110073 | 8609 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 207160 | 7497 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 59319 | 3220 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 1718 | 52 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 222484 | 7649 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 59734 | 5838 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 26973 | 14083 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 33746 | 3184 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 46100 | 2667 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 29300 | 6310 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 168822 | 16570 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 177424 | 6794 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 29236 | 2141 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 16830 | 6258 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 49100 | 3493 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 28882 | 1594 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 52985 | 6906 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 61200 | 6543 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 76000 | 3354 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 29003 | 4751 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 10961 | 233 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 77600 | 8947 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 2635 | 320 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 29820 | 8023 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 148000 | 10142 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 108339 | 11147 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 19634 | 3902 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 138150 | 13206 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 4205 | $1890 |
| &nbsp;&nbsp;&nbsp;Fidus Investment Corp  | 485 | 10 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 169975 | 4640 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 6916 | 747 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 233500 | 3559 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 42955 | 2091 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 196286 | 6458 |
| &nbsp;&nbsp;&nbsp;Franklin BSP Realty Trust (A) |  |  |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 27918 | 6391 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 337793 | 25943 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 76100 | 2908 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 392098 | 24886 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 6510 | 416 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 1417 | 801 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 9286 | 756 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 1003480 | 16067 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 3171 | 65 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 126900 | 8161 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 4029 | 797 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 3215 | 71 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 57801 | 4243 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 47373 | 10643 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 122668 | 6456 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 4547 | 307 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 1459 | 73 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 122400 | 3514 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 20964 | 1477 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 49600 | 4319 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 473600 | 15117 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 66485 | 6705 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 153500 | 19717 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 101461 | 14204 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 11997 | 2306 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 7560 | 610 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 168482 | 27183 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 268906 | 7642 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 323287 | 23516 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 11864 | 1944 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 90755 | 11573 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 28280 | 1428 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 234900 | 8785 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 450125 | 21579 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl C \* | 3684 | 101 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 40105 | 16849 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 29000 | 5630 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 243144 | 2422 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 42564 | 6868 |
| &nbsp;&nbsp;&nbsp;Materion Corp  | 896 | 77 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 21943 | 8053 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 321476 | 27441 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 573 | 695 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 34988 | $9148 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 6186 | 2087 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 169100 | 8737 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 107362 | 6642 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 8402 | 2045 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 98400 | 7013 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 8630 | 599 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 1651 | 139 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 56227 | 6590 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 20194 | 1457 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 21333 | 677 |
| &nbsp;&nbsp;&nbsp;New Mountain Finance Corp  | 10264 | 135 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 30559 | 8777 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 25574 | 1058 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 19364 | 332 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 26955 | 12884 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 266 | 2 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 635 | 26 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 67566 | 4520 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 432831 | 32095 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 374 | 261 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 30990 | 884 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 129981 | 17797 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 41414 | 7134 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 619921 | 28039 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 71716 | 6848 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 134300 | 3906 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 28250 | 1429 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 100687 | 13889 |
| &nbsp;&nbsp;&nbsp;Provident Financial Holdings Inc (A) | 2655 | 38 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 18088 | 5984 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 12295 | 558 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 57600 | 7218 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 10885 | 6325 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 33184 | 6238 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 64566 | 4970 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 51610 | 16868 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 58413 | 5368 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 70988 | 2968 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 31643 | 2948 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 5867 | 269 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 99000 | 6629 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 72882 | 3922 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 40174 | 2479 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 23691 | 5499 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 78500 | 2233 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 288575 | 13145 |
| &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc  | 9643 | 182 |
| &nbsp;&nbsp;&nbsp;SLR Investment Corp  | 94 | 1 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 29597 | 1865 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 37084 | 2068 |
| &nbsp;&nbsp;&nbsp;Stellus Capital Investment Corp  | 100 | 1 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Stepan Co  | 881 | $92 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 2813 | 973 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 41700 | 6686 |
| &nbsp;&nbsp;&nbsp;Taro Pharmaceutical Industries Ltd \* | 7891 | 266 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 21481 | 3472 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 198256 | 14945 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 169146 | 6681 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 1939 | 439 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 10958 | 707 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 14461 | 701 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 888761 | 37159 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 16785 | 4729 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A  | 12825 | 1488 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 139562 | 4893 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 61248 | 8119 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 31400 | 4384 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 8646 | 1461 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 4549 | 1358 |
| &nbsp;&nbsp;&nbsp;Waterstone Financial Inc  | 56960 | 985 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 10476 | 1081 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 182200 | 7250 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 3524 | 1046 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 420100 | 6226 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 31400 | 4917 |
|  |  | 1328944 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,203,442) ($ Thousands) |  | 2175937 |
| **AFFILIATED PARTNERSHIP — 0.4%** | **AFFILIATED PARTNERSHIP — 0.4%** | **AFFILIATED PARTNERSHIP — 0.4%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(B) | 8991037 | 9002 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,993) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $8,993) ($ Thousands) | 9002 |
| **CASH EQUIVALENT — 1.7%** | **CASH EQUIVALENT — 1.7%** | **CASH EQUIVALENT — 1.7%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 38057195 | 38057 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $38,057) ($ Thousands) |  | 38057 |
| Total Investments in Securities — 98.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,250,492) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,250,492) ($ Thousands)  | $2222996 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 80 | Sep-2022 | $2996 | $2832 | $(119) |
| &nbsp;&nbsp;FTSE 100 Index | 20 | Sep-2022 | 1791 | 1696 | (37) |
| &nbsp;&nbsp;Hang Seng Index | 2 | Sep-2022 | 248 | 252 | 4 |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 99 | Sep-2022 | 20156 | 19585 | (571) |
| &nbsp;&nbsp;SPI 200 Index | 9 | Sep-2022 | 1103 | 1065 | (11) |
| &nbsp;&nbsp;TOPIX Index | 11 | Sep-2022 | 1592 | 1557 | 6 |
|  |  |  | $27886 | $26987 | $(728) |

---

A list of the open forwards contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays PLC | 09/19/22 | CHF | 48845 | USD | 51460 | $1328 |
| Barclays PLC | 09/19/22 | DKK | 82655 | USD | 11331 | 140 |
| Barclays PLC | 09/19/22 | NOK | 131466 | USD | 13565 | 310 |
| Barclays PLC | 09/19/22 | SEK | 173853 | USD | 16757 | 388 |
| Barclays PLC | 09/20/22 | JPY | 13119880 | USD | 97545 | 2739 |
| BNP Paribas | 09/19/22 | AUD | 3228 | USD | 2249 | 36 |
| BNP Paribas | 09/19/22 | NZD | 6579 | USD | 4149 | 117 |
| BNP Paribas | 09/19/22 | GBP | 48444 | USD | 58572 | 2188 |
| BNP Paribas | 09/19/22 | CAD | 70546 | USD | 54744 | 878 |
| BNP Paribas | 09/19/22 | EUR | 115706 | USD | 117780 | 1294 |
| Brown Brothers Harriman | 09/19/22 | AUD | 113 | USD | 78 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 3 | AUD | 4 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 127 | AUD | 183 | (1) |
| Brown Brothers Harriman | 09/19/22 | USD | 27 | NZD | 44 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 200 | NZD | 322 | (2) |
| Brown Brothers Harriman | 09/19/22 | NZD | 292 | USD | 181 | 2 |
| Brown Brothers Harriman | 09/19/22 | USD | 581 | DKK | 4320 | 3 |
| Brown Brothers Harriman | 09/19/22 | SGD | 579 | USD | 417 | 2 |
| Brown Brothers Harriman | 09/19/22 | SGD | 6 | USD | 4 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 681 | NOK | 6621 | (14) |
| Brown Brothers Harriman | 09/19/22 | CHF | 886 | USD | 925 | 17 |
| Brown Brothers Harriman | 09/19/22 | USD | 444 | SEK | 4736 | 2 |
| Brown Brothers Harriman | 09/19/22 | USD | 471 | SEK | 4981 | (2) |
| Brown Brothers Harriman | 09/19/22 | USD | 568 | SGD | 794 | 1 |
| Brown Brothers Harriman | 09/19/22 | USD | 449 | SGD | 625 | (2) |
| Brown Brothers Harriman | 09/19/22 | USD | 399 | HKD | 3134 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 1128 | HKD | 8845 |  |
| Brown Brothers Harriman | 09/19/22 | GBP | 1681 | USD | 1995 | 39 |
| Brown Brothers Harriman | 09/19/22 | DKK | 535 | USD | 73 | 1 |
| Brown Brothers Harriman | 09/19/22 | DKK | 1228 | USD | 166 | (1) |
| Brown Brothers Harriman | 09/19/22 | USD | 222 | CHF | 217 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 1552 | CHF | 1497 | (16) |
| Brown Brothers Harriman | 09/19/22 | CAD | 1884 | USD | 1452 | 13 |
| Brown Brothers Harriman | 09/19/22 | USD | 360 | GBP | 309 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 1991 | GBP | 1689 | (25) |
| Brown Brothers Harriman | 09/19/22 | EUR | 714 | USD | 726 | 7 |
| Brown Brothers Harriman | 09/19/22 | EUR | 1752 | USD | 1758 | (6) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Brown Brothers Harriman | 09/19/22 | HKD | 2727 | USD | 348 | $— |
| Brown Brothers Harriman | 09/19/22 | USD | 312 | CAD | 409 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 2547 | CAD | 3307 | (22) |
| Brown Brothers Harriman | 09/19/22 | NOK | 2961 | USD | 303 | 5 |
| Brown Brothers Harriman | 09/19/22 | NOK | 1069 | USD | 108 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 5198 | EUR | 5198 | 35 |
| Brown Brothers Harriman | 09/19/22 | USD | 868 | EUR | 862 |  |
| Brown Brothers Harriman | 09/19/22 | SEK | 5419 | USD | 515 | 5 |
| Brown Brothers Harriman | 09/19/22 | SEK | 1081 | USD | 101 |  |
| Brown Brothers Harriman | 09/20/22 | USD | 2299 | JPY | 318569 | 3 |
| Brown Brothers Harriman | 09/20/22 | USD | 2576 | JPY | 350241 | (45) |
| Brown Brothers Harriman | 09/20/22 | JPY | 474553 | USD | 3479 | 49 |
| Westpac Banking | 09/19/22 | SGD | 25138 | USD | 18169 | 146 |
| Westpac Banking | 09/19/22 | HKD | 206530 | USD | 26352 | 26 |
|  |  |  |  |  |  | $9638 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $2,260,818 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $8,448 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $9,002 ($ Thousands). |

---

---

| |
|:---|
| AUD — Australian Dollar |
| CAD — Canadian Dollar |
| CHF — Swiss Franc |
| Cl — Class |
| DKK — Danish Krone |
| EUR — Euro |
| FTSE— Financial Times Stock Exchange |
| GBP — British Pound Sterling |
| HKD — Hong Kong Dollar |
| JPY — Japanese Yen |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| NOK — Norwegian Krone |
| NZD — New Zealand Dollar |
| PLC — Public Limited Company |
| REIT — Real Estate Investment Trust |
| S&P— Standard & Poor's |
| SEK — Swedish Krona |
| Ser — Series |
| SGD — Singapore Dollar |
| SPI — Share Price Index |
| TOPIX — Tokyo Price Index |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 2175899 | 38 |  | 2175937 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 9002 |  | 9002 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 38057 | – |  | 38057 |
| Total Investments in Securities | 2213956 | 9040 |  | 2222996 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 10 |  |  | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (738) |  |  | (738) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 9774 |  | 9774 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (136) |  | (136) |
| Total Other Financial Instruments | (728) | 9638 |  | 8910 |

---

\* Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For information regarding 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.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Global Managed Volatility Fund** (Concluded)

The following is a summary of the transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, L.P. | $&nbsp;&nbsp;&nbsp;&nbsp;39904 | $&nbsp;&nbsp;&nbsp;&nbsp;73767 | $&nbsp;&nbsp;&nbsp;&nbsp;(104669) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;9002 | 8991037 | $&nbsp;&nbsp;&nbsp;&nbsp;93 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;18237 | &nbsp;&nbsp;&nbsp;&nbsp;111511 | &nbsp;&nbsp;&nbsp;&nbsp;(91690) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;38057 | &nbsp;&nbsp;&nbsp;&nbsp;38057195 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;58141 | $&nbsp;&nbsp;&nbsp;&nbsp;185278 | $&nbsp;&nbsp;&nbsp;&nbsp;(196359) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;47059 |  | $&nbsp;&nbsp;&nbsp;&nbsp;213 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 92.6%** | **COMMON STOCK — 92.6%** | **COMMON STOCK — 92.6%** |
| **Argentina — 0.3%** | **Argentina — 0.3%** | **Argentina — 0.3%** |
| &nbsp;&nbsp;&nbsp;Tenaris SA ADR  | 762107 | $20821 |
| **Australia — 3.6%** | **Australia — 3.6%** | **Australia — 3.6%** |
| &nbsp;&nbsp;&nbsp;Adbri Ltd  | 608537 | 913 |
| &nbsp;&nbsp;&nbsp;Altium Ltd  | 15881 | 392 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd  | 126626 | 3062 |
| &nbsp;&nbsp;&nbsp;ASX Ltd  | 463363 | 24713 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd  | 1101650 | 17062 |
| &nbsp;&nbsp;&nbsp;BGP Holdings \*(A) | 239898 |  |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd  | 935270 | 25563 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 1826988 | 20537 |
| &nbsp;&nbsp;&nbsp;Brambles Ltd  | 475822 | 4012 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 552012 | 9224 |
| &nbsp;&nbsp;&nbsp;EBOS Group Ltd  | 1717 | 41 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd/Australia  | 1133660 | 5621 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 1621127 | 20185 |
| &nbsp;&nbsp;&nbsp;Grange Resources Ltd  | 19068 | 11 |
| &nbsp;&nbsp;&nbsp;Iluka Resources Ltd  | 105802 | 745 |
| &nbsp;&nbsp;&nbsp;Incitec Pivot Ltd  | 999438 | 2646 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd \* | 1494145 | 8943 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 39850 | 4777 |
| &nbsp;&nbsp;&nbsp;Mineral Resources Ltd  | 160378 | 6846 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 167180 | 1752 |
| &nbsp;&nbsp;&nbsp;Origin Energy Ltd  | 48869 | 209 |
| &nbsp;&nbsp;&nbsp;Orora Ltd  | 848712 | 1915 |
| &nbsp;&nbsp;&nbsp;Pact Group Holdings Ltd  | 20459 | 21 |
| &nbsp;&nbsp;&nbsp;Perseus Mining Ltd  | 201119 | 213 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd \* | 11536490 | 41538 |
| &nbsp;&nbsp;&nbsp;Ridley Corp Ltd  | 27537 | 39 |
| &nbsp;&nbsp;&nbsp;RPMGlobal Holdings Ltd \* | 31213 | 33 |
| &nbsp;&nbsp;&nbsp;Sierra Rutile Holdings Ltd \* | 105802 | 22 |
| &nbsp;&nbsp;&nbsp;Sonic Healthcare Ltd  | 150844 | 3495 |
| &nbsp;&nbsp;&nbsp;South32 Ltd  | 10045865 | 27716 |
| &nbsp;&nbsp;&nbsp;Suncorp Group Ltd  | 4312910 | 31912 |
| &nbsp;&nbsp;&nbsp;Symbio Holdings Ltd  | 21545 | 58 |
| &nbsp;&nbsp;&nbsp;Technology One Ltd  | 6350 | 51 |
| &nbsp;&nbsp;&nbsp;Telstra Corp Ltd  | 2382659 | 6456 |
| &nbsp;&nbsp;&nbsp;Whitehaven Coal Ltd  | 1048765 | 5597 |
| &nbsp;&nbsp;&nbsp;WiseTech Global Ltd  | 106874 | 4230 |
|  |  | 280550 |
| **Austria — 0.6%** | **Austria — 0.6%** | **Austria — 0.6%** |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 104561 | 4818 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 1061706 | 23890 |
| &nbsp;&nbsp;&nbsp;OMV AG  | 386772 | 15593 |
| &nbsp;&nbsp;&nbsp;Verbund AG, Cl A  | 12121 | 1159 |
| &nbsp;&nbsp;&nbsp;Wienerberger AG  | 8362 | 196 |
|  |  | 45656 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| &nbsp;&nbsp;&nbsp;Barco NV  | 6667 | 149 |
| &nbsp;&nbsp;&nbsp;KBC Group NV  | 512861 | 24474 |
|  |  | 24623 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Brazil — 2.2%** | **Brazil — 2.2%** | **Brazil — 2.2%** |
| &nbsp;&nbsp;&nbsp;Atacadao SA  | 5319000 | $20440 |
| &nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa Balcao  | 14442614 | 33312 |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA ADR  | 2389758 | 8675 |
| &nbsp;&nbsp;&nbsp;Cia de Saneamento de Minas Gerais-COPASA (Brazil)  | 94500 | 247 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 7237900 | 49216 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 1650034 | 7442 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 3721100 | 21252 |
| &nbsp;&nbsp;&nbsp;Locaweb Servicos de Internet SA \* | 8985668 | 16216 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 931944 | 2774 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR  | 374681 | 5354 |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 101833 | 4313 |
|  |  | 169241 |
| **Canada — 2.8%** | **Canada — 2.8%** | **Canada — 2.8%** |
| &nbsp;&nbsp;&nbsp;Advantage Energy Ltd \* | 350800 | 3005 |
| &nbsp;&nbsp;&nbsp;Algoma Steel Group Inc  | 28340 | 260 |
| &nbsp;&nbsp;&nbsp;Aritzia Inc \* | 4996 | 163 |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 44200 | 1569 |
| &nbsp;&nbsp;&nbsp;Athabasca Oil Corp \* | 181800 | 360 |
| &nbsp;&nbsp;&nbsp;Birchcliff Energy Ltd  | 604500 | 5341 |
| &nbsp;&nbsp;&nbsp;BRP Inc  | 115211 | 8014 |
| &nbsp;&nbsp;&nbsp;Cameco Corp  | 807050 | 23590 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 109500 | 6020 |
| &nbsp;&nbsp;&nbsp;Canadian Utilities Ltd, Cl A  | 44800 | 1374 |
| &nbsp;&nbsp;&nbsp;Canfor Corp \* | 177499 | 3493 |
| &nbsp;&nbsp;&nbsp;Capstone Mining Corp \* | 68300 | 154 |
| &nbsp;&nbsp;&nbsp;Cascades Inc  | 15038 | 103 |
| &nbsp;&nbsp;&nbsp;Celestica Inc \* | 67521 | 699 |
| &nbsp;&nbsp;&nbsp;CES Energy Solutions Corp  | 7626 | 14 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy Corp  | 1058277 | 8065 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 220006 | 13436 |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals Inc  | 10900 | 50 |
| &nbsp;&nbsp;&nbsp;Enerplus Corp  | 16800 | 260 |
| &nbsp;&nbsp;&nbsp;Enghouse Systems Ltd  | 9700 | 237 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 127000 | 2744 |
| &nbsp;&nbsp;&nbsp;Gear Energy Ltd  | 270600 | 256 |
| &nbsp;&nbsp;&nbsp;George Weston Ltd  | 4300 | 493 |
| &nbsp;&nbsp;&nbsp;Gildan Activewear Inc  | 141900 | 4208 |
| &nbsp;&nbsp;&nbsp;Home Capital Group Inc, Cl B  | 492100 | 10499 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp Inc  | 3900 | 210 |
| &nbsp;&nbsp;&nbsp;Imperial Oil Ltd  | 50500 | 2486 |
| &nbsp;&nbsp;&nbsp;Interfor Corp \* | 48800 | 1204 |
| &nbsp;&nbsp;&nbsp;International Petroleum Corp \* | 54641 | 538 |
| &nbsp;&nbsp;&nbsp;Kelt Exploration Ltd \* | 158400 | 761 |
| &nbsp;&nbsp;&nbsp;Major Drilling Group International Inc \* | 7100 | 48 |
| &nbsp;&nbsp;&nbsp;MEG Energy Corp \* | 307900 | 4317 |
| &nbsp;&nbsp;&nbsp;Methanex Corp  | 62100 | 2251 |
| &nbsp;&nbsp;&nbsp;Mullen Group Ltd  | 10595 | 114 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 151384 | 10044 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 25600 | 666 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd  | 90100 | $| 8295 |
| &nbsp;&nbsp;&nbsp;NuVista Energy Ltd \* | 424127 |  | 3498 |
| &nbsp;&nbsp;&nbsp;Obsidian Energy Ltd \* | 15700 |  | 142 |
| &nbsp;&nbsp;&nbsp;Parex Resources Inc  | 29700 |  | 476 |
| &nbsp;&nbsp;&nbsp;Pason Systems Inc  | 68300 |  | 725 |
| &nbsp;&nbsp;&nbsp;Pet Valu Holdings Ltd  | 10452 |  | 268 |
| &nbsp;&nbsp;&nbsp;Peyto Exploration & Development Corp  | 143313 |  | 1341 |
| &nbsp;&nbsp;&nbsp;SNC-Lavalin Group Inc  | 1954700 |  | 37927 |
| &nbsp;&nbsp;&nbsp;Spartan Delta Corp \* | 27197 |  | 275 |
| &nbsp;&nbsp;&nbsp;Tidewater Midstream and Infrastructure Ltd  | 47700 |  | 44 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd  | 214680 |  | 21622 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 125320 |  | 9728 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp  | 234600 |  | 13910 |
| &nbsp;&nbsp;&nbsp;Uni-Select Inc \* | 8336 |  | 236 |
| &nbsp;&nbsp;&nbsp;Winpak Ltd  | 2589 |  | 86 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc  | 46200 |  | 5521 |
|  |  |  | 221140 |
| **China — 8.2%** | **China — 8.2%** | **China — 8.2%** | **China — 8.2%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 4339000 |  | 1418 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 3333464 |  | 39769 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 85678 |  | 8175 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 21316000 |  | 7438 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 3656985 |  | 2084 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 120000 |  | 3698 |
| &nbsp;&nbsp;&nbsp;China Cinda Asset Management Co Ltd, Cl H  | 1686000 |  | 232 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 4337000 |  | 1859 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 6299645 |  | 5602 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 48987000 |  | 30282 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 800906 |  | 246 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl H  | 573800 |  | 1215 |
| &nbsp;&nbsp;&nbsp;China Resources Gas Group Ltd  | 3977700 |  | 15487 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 6002000 |  | 24573 |
| &nbsp;&nbsp;&nbsp;China Risun Group Ltd  | 364000 |  | 143 |
| &nbsp;&nbsp;&nbsp;China Sanjiang Fine Chemicals Co Ltd  | 1318242 |  | 270 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 680000 |  | 2133 |
| &nbsp;&nbsp;&nbsp;CIFI Holdings Group Co Ltd  | 46696624 |  | 11818 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl H  | 888500 |  | 1326 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 30347181 |  | 15417 |
| &nbsp;&nbsp;&nbsp;Industrial Bank Co Ltd, Cl A  | 6538800 |  | 16161 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A \* | 164985 |  | 5223 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 37458000 |  | 32615 |
| &nbsp;&nbsp;&nbsp;Lee & Man Chemical Co Ltd  | 34000 |  | 28 |
| &nbsp;&nbsp;&nbsp;Lee & Man Paper Manufacturing Ltd  | 1034243 |  | 371 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 9916000 |  | 8167 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 840500 |  | 7655 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A \* | 4920490 |  | 36276 |
| &nbsp;&nbsp;&nbsp;Lonking Holdings Ltd  | 990732 |  | 168 |
| &nbsp;&nbsp;&nbsp;Midea Group Co Ltd, Cl A  | 7963582 |  | 61099 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Morimatsu International Holdings Co Ltd \* | 73000 | $| 93 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 684950 |  | 80282 |
| &nbsp;&nbsp;&nbsp;NetDragon Websoft Holdings Ltd  | 325000 |  | 707 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl H  | 405000 |  | 953 |
| &nbsp;&nbsp;&nbsp;Oppein Home Group Inc, Cl A  | 1428550 |  | 26976 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 1164000 |  | 360 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 36010045 |  | 16745 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 6736000 |  | 7286 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 4259500 |  | 25052 |
| &nbsp;&nbsp;&nbsp;Prosus NV  | 246863 |  | 15268 |
| &nbsp;&nbsp;&nbsp;Shanghai Fudan Microelectronics Group Co Ltd, Cl H  | 93000 |  | 433 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 1059000 |  | 2685 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 639880 |  | 26446 |
| &nbsp;&nbsp;&nbsp;Tongcheng Travel Holdings Ltd \* | 16170400 |  | 33119 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings Ltd  | 40640000 |  | 32076 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 7377000 |  | 13624 |
| &nbsp;&nbsp;&nbsp;Zhenro Properties Group Ltd \* | 810000 |  | 38 |
| &nbsp;&nbsp;&nbsp;Zhongsheng Group Holdings Ltd  | 4327500 |  | 20462 |
|  |  |  | 643553 |
| **Czech Republic — 0.0%** | **Czech Republic — 0.0%** | **Czech Republic — 0.0%** | **Czech Republic — 0.0%** |
| &nbsp;&nbsp;&nbsp;CEZ AS  | 50534 |  | 2049 |
| **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 10247 |  | 24599 |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 2967 |  | 385 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 49934 |  | 5707 |
| &nbsp;&nbsp;&nbsp;D/S Norden A/S  | 22741 |  | 1061 |
| &nbsp;&nbsp;&nbsp;Demant A/S \* | 347635 |  | 10715 |
| &nbsp;&nbsp;&nbsp;DSV A/S  | 46102 |  | 6817 |
| &nbsp;&nbsp;&nbsp;Genmab A/S \* | 96363 |  | 34323 |
| &nbsp;&nbsp;&nbsp;ISS A/S \* | 1331 |  | 23 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 927777 |  | 99252 |
| &nbsp;&nbsp;&nbsp;Orsted AS  | 188845 |  | 18443 |
| &nbsp;&nbsp;&nbsp;Pandora A/S  | 524640 |  | 31537 |
| &nbsp;&nbsp;&nbsp;Solar A/S, Cl B  | 1206 |  | 98 |
|  |  |  | 232960 |
| **Finland — 0.2%** | **Finland — 0.2%** | **Finland — 0.2%** | **Finland — 0.2%** |
| &nbsp;&nbsp;&nbsp;Kesko Oyj, Cl B  | 328360 |  | 6912 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 153847 |  | 6979 |
| &nbsp;&nbsp;&nbsp;Sampo Oyj, Cl A  | 109810 |  | 4971 |
| &nbsp;&nbsp;&nbsp;Uponor Oyj  | 13877 |  | 208 |
|  |  |  | 19070 |
| **France — 7.1%** | **France — 7.1%** | **France — 7.1%** | **France — 7.1%** |
| &nbsp;&nbsp;&nbsp;Air Liquide SA  | 351110 |  | 44025 |
| &nbsp;&nbsp;&nbsp;Airbus SE  | 285190 |  | 27963 |
| &nbsp;&nbsp;&nbsp;Alstom SA  | 762107 |  | 15627 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 690850 |  | 32123 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 334390 |  | 5584 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 833908 |  | 33608 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Criteo SA ADR \* | 98091 | $| 2650 |
| &nbsp;&nbsp;&nbsp;Danone SA  | 391280 |  | 20602 |
| &nbsp;&nbsp;&nbsp;Dassault Aviation SA  | 19257 |  | 2646 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 121090 |  | 4672 |
| &nbsp;&nbsp;&nbsp;Derichebourg SA  | 3009 |  | 17 |
| &nbsp;&nbsp;&nbsp;Esker SA  | 2121 |  | 275 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA  | 35260 |  | 5255 |
| &nbsp;&nbsp;&nbsp;Euroapi SA \* | 1 |  |  |
| &nbsp;&nbsp;&nbsp;Faurecia SE \* | 1156104 |  | 16589 |
| &nbsp;&nbsp;&nbsp;Ipsen SA  | 62126 |  | 5958 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 104775 |  | 7586 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA  | 61867 |  | 21261 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 35107 |  | 22667 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 957580 |  | 9704 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 65260 |  | 11982 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 362172 |  | 17694 |
| &nbsp;&nbsp;&nbsp;Remy Cointreau SA  | 26745 |  | 4963 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 993535 |  | 81270 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 66465 |  | 24325 |
| &nbsp;&nbsp;&nbsp;Societe pour l'Informatique Industrielle  | 319 |  | 15 |
| &nbsp;&nbsp;&nbsp;Sodexo SA  | 880420 |  | 67375 |
| &nbsp;&nbsp;&nbsp;Somfy SA  | 180 |  | 20 |
| &nbsp;&nbsp;&nbsp;SPIE SA  | 35335 |  | 770 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 1945512 |  | 25909 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 81129 |  | 9787 |
| &nbsp;&nbsp;&nbsp;Trigano SA  | 255 |  | 22 |
| &nbsp;&nbsp;&nbsp;Wavestone  | 1906 |  | 89 |
| &nbsp;&nbsp;&nbsp;Worldline SA/France \* | 771372 |  | 33067 |
|  |  |  | 556100 |
| **Germany — 4.6%** | **Germany — 4.6%** | **Germany — 4.6%** | **Germany — 4.6%** |
| &nbsp;&nbsp;&nbsp;adidas AG  | 142510 |  | 21144 |
| &nbsp;&nbsp;&nbsp;Aroundtown SA  | 5589026 |  | 16311 |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 482858 |  | 25553 |
| &nbsp;&nbsp;&nbsp;Beiersdorf AG  | 24592 |  | 2484 |
| &nbsp;&nbsp;&nbsp;BioNTech SE ADR \* | 14590 |  | 2110 |
| &nbsp;&nbsp;&nbsp;Carl Zeiss Meditec AG  | 70886 |  | 8828 |
| &nbsp;&nbsp;&nbsp;Cliq Digital AG  | 1446 |  | 38 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG  | 470853 |  | 3931 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 233903 |  | 39571 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 1742590 |  | 32863 |
| &nbsp;&nbsp;&nbsp;Duerr AG  | 3920 |  | 86 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG & Co KGaA  | 365300 |  | 12515 |
| &nbsp;&nbsp;&nbsp;Heidelberger Druckmaschinen AG \* | 72263 |  | 105 |
| &nbsp;&nbsp;&nbsp;HUGO BOSS AG  | 54946 |  | 2996 |
| &nbsp;&nbsp;&nbsp;K+S AG  | 50717 |  | 1156 |
| &nbsp;&nbsp;&nbsp;Knorr-Bremse AG  | 224880 |  | 10905 |
| &nbsp;&nbsp;&nbsp;Koenig & Bauer AG \* | 1160 |  | 14 |
| &nbsp;&nbsp;&nbsp;Krones AG  | 2291 |  | 189 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG  | 231026 |  | 12960 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 121184 |  | 20829 |
| &nbsp;&nbsp;&nbsp;Nemetschek SE  | 16059 |  | 947 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PSI Software AG  | 567 | $| 13 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 552243 |  | 25063 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 190506 |  | 30260 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 668267 |  | 25528 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 350514 |  | 29871 |
| &nbsp;&nbsp;&nbsp;Scout24 SE  | 161238 |  | 9295 |
| &nbsp;&nbsp;&nbsp;Siemens AG  | 122673 |  | 12434 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG  | 107445 |  | 1581 |
| &nbsp;&nbsp;&nbsp;Stabilus SE  | 1194 |  | 61 |
| &nbsp;&nbsp;&nbsp;Vitesco Technologies Group AG \* | 4008 |  | 196 |
| &nbsp;&nbsp;&nbsp;Wacker Chemie AG  | 57962 |  | 8248 |
| &nbsp;&nbsp;&nbsp;Washtec AG  | 1439 |  | 58 |
|  |  |  | 358143 |
| **Hong Kong — 1.5%** | **Hong Kong — 1.5%** | **Hong Kong — 1.5%** | **Hong Kong — 1.5%** |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 1582400 |  | 15224 |
| &nbsp;&nbsp;&nbsp;ASMPT Ltd  | 155600 |  | 1205 |
| &nbsp;&nbsp;&nbsp;Bank of East Asia Ltd/The  | 43480 |  | 55 |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings Ltd \* | 52790 |  |  |
| &nbsp;&nbsp;&nbsp;CK Asset Holdings Ltd  | 136000 |  | 918 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 511835 |  | 20624 |
| &nbsp;&nbsp;&nbsp;Nine Dragons Paper Holdings Ltd  | 817000 |  | 641 |
| &nbsp;&nbsp;&nbsp;NWS Holdings Ltd  | 22625 |  | 22 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 593003 |  | 16530 |
| &nbsp;&nbsp;&nbsp;Pacific Basin Shipping Ltd  | 2596000 |  | 921 |
| &nbsp;&nbsp;&nbsp;Samsonite International SA \* | 21613350 |  | 52834 |
| &nbsp;&nbsp;&nbsp;Sino Land Co Ltd  | 280000 |  | 409 |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd, Cl A  | 459500 |  | 3178 |
| &nbsp;&nbsp;&nbsp;Techtronic Industries Co Ltd  | 286000 |  | 3373 |
|  |  |  | 115934 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 86492 |  | 594 |
| **India — 1.3%** | **India — 1.3%** | **India — 1.3%** | **India — 1.3%** |
| &nbsp;&nbsp;&nbsp;Ahluwalia Contracts India Ltd  | 4490 |  | 24 |
| &nbsp;&nbsp;&nbsp;Castrol India Ltd  | 112934 |  | 161 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 1899271 |  | 5550 |
| &nbsp;&nbsp;&nbsp;GAIL India Ltd  | 2298086 |  | 3904 |
| &nbsp;&nbsp;&nbsp;Gillette India Ltd  | 648 |  | 45 |
| &nbsp;&nbsp;&nbsp;Godfrey Phillips India Ltd  | 5094 |  | 71 |
| &nbsp;&nbsp;&nbsp;Gujarat Pipavav Port Ltd  | 52604 |  | 57 |
| &nbsp;&nbsp;&nbsp;Gujarat State Petronet Ltd  | 45437 |  | 137 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd ADR  | 245962 |  | 15016 |
| &nbsp;&nbsp;&nbsp;Hindustan Aeronautics Ltd  | 123830 |  | 3545 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 1787957 |  | 7145 |
| &nbsp;&nbsp;&nbsp;Karnataka Bank Ltd/The  | 166869 |  | 155 |
| &nbsp;&nbsp;&nbsp;Kewal Kiran Clothing Ltd  | 9323 |  | 49 |
| &nbsp;&nbsp;&nbsp;Nava Ltd  | 28192 |  | 79 |
| &nbsp;&nbsp;&nbsp;Oracle Financial Services Software Ltd  | 17989 |  | 711 |
| &nbsp;&nbsp;&nbsp;Orient Green Power Co Ltd \* | 39573 |  | 4 |
| &nbsp;&nbsp;&nbsp;Power Grid Corp of India Ltd  | 8440174 |  | 24165 |
| &nbsp;&nbsp;&nbsp;Precision Wires India Ltd  | 15991 |  | 18 |
| &nbsp;&nbsp;&nbsp;Redington India Ltd  | 281386 |  | 525 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 266410 | $| 8728 |
| &nbsp;&nbsp;&nbsp;SJVN Ltd  | 502882 |  | 193 |
| &nbsp;&nbsp;&nbsp;Tech Mahindra Ltd  | 2380562 |  | 31717 |
| &nbsp;&nbsp;&nbsp;Ujjivan Financial Services Ltd \* | 47262 |  | 115 |
| &nbsp;&nbsp;&nbsp;Varun Beverages Ltd  | 27278 |  | 352 |
| &nbsp;&nbsp;&nbsp;WNS Holdings Ltd ADR \* | 11264 |  | 949 |
|  |  |  | 103415 |
| **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** |
| &nbsp;&nbsp;&nbsp;ABM Investama Tbk PT  | 693900 |  | 129 |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 17171000 |  | 4093 |
| &nbsp;&nbsp;&nbsp;Alam Sutera Realty Tbk PT \* | 2571500 |  | 31 |
| &nbsp;&nbsp;&nbsp;Bank Danamon Indonesia Tbk PT  | 360600 |  | 64 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 17249800 |  | 5038 |
| &nbsp;&nbsp;&nbsp;Ciputra Development Tbk PT  | 2446883 |  | 157 |
| &nbsp;&nbsp;&nbsp;Dharma Satya Nusantara Tbk PT  | 1371800 |  | 47 |
| &nbsp;&nbsp;&nbsp;First Pacific Co Ltd  | 370000 |  | 143 |
| &nbsp;&nbsp;&nbsp;First Resources Ltd  | 32800 |  | 35 |
| &nbsp;&nbsp;&nbsp;Hanjaya Mandala Sampoerna Tbk PT  | 2199259 |  | 135 |
| &nbsp;&nbsp;&nbsp;Indah Kiat Pulp & Paper Tbk PT  | 525900 |  | 295 |
| &nbsp;&nbsp;&nbsp;MD Pictures Tbk PT  | 498573 |  | 84 |
| &nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk PT \* | 1021800 |  | 69 |
| &nbsp;&nbsp;&nbsp;Prima Andalan Mandiri Tbk PT  | 235775 |  | 108 |
| &nbsp;&nbsp;&nbsp;Sumber Tani Agung Resources Tbk PT  | 245526 |  | 22 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 14751700 |  | 4517 |
| &nbsp;&nbsp;&nbsp;Triputra Agro Persada PT  | 7307227 |  | 370 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 4476000 |  | 10192 |
|  |  |  | 25529 |
| **Ireland — 1.0%** | **Ireland — 1.0%** | **Ireland — 1.0%** | **Ireland — 1.0%** |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC  | 4702495 |  | 28992 |
| &nbsp;&nbsp;&nbsp;CRH PLC  | 466930 |  | 17253 |
| &nbsp;&nbsp;&nbsp;Greencore Group PLC \* | 10726769 |  | 10616 |
| &nbsp;&nbsp;&nbsp;ICON PLC \* | 82248 |  | 17258 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries PLC  | 10726 |  | 243 |
|  |  |  | 74362 |
| **Israel — 2.2%** | **Israel — 2.2%** | **Israel — 2.2%** | **Israel — 2.2%** |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 1430016 |  | 14847 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 4475480 |  | 47381 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 763354 |  | 91786 |
| &nbsp;&nbsp;&nbsp;Dor Alon Energy in Israel 1988 Ltd  | 484 |  | 18 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 1052014 |  | 10060 |
| &nbsp;&nbsp;&nbsp;Isracard Ltd  | 18 |  |  |
| &nbsp;&nbsp;&nbsp;Israel Discount Bank Ltd, Cl A  | 743246 |  | 4551 |
| &nbsp;&nbsp;&nbsp;ZIM Integrated Shipping Services Ltd (B) | 160084 |  | 5777 |
|  |  |  | 174420 |
| **Italy — 1.7%** | **Italy — 1.7%** | **Italy — 1.7%** | **Italy — 1.7%** |
| &nbsp;&nbsp;&nbsp;Aeffe SpA \* | 23423 |  | 34 |
| &nbsp;&nbsp;&nbsp;Azimut Holding SpA  | 150823 |  | 2404 |
| &nbsp;&nbsp;&nbsp;Banca IFIS SpA  | 54106 |  | 647 |
| &nbsp;&nbsp;&nbsp;Danieli & C Officine Meccaniche SpA  | 5930 |  | 75 |
| &nbsp;&nbsp;&nbsp;Enel SpA  | 5394430 |  | 25364 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 205246 | $| 2426 |
| &nbsp;&nbsp;&nbsp;MFE-MediaForEurope NV, Cl A  | 322857 |  | 137 |
| &nbsp;&nbsp;&nbsp;MFE-MediaForEurope NV, Cl B  | 281721 |  | 164 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA  | 1263702 |  | 38797 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 61283 |  | 2502 |
| &nbsp;&nbsp;&nbsp;Sanlorenzo SpA/Ameglia  | 1602 |  | 50 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 346870 |  | 4623 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 458870 |  | 6281 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 5239611 |  | 51305 |
|  |  |  | 134809 |
| **Japan — 11.3%** | **Japan — 11.3%** | **Japan — 11.3%** | **Japan — 11.3%** |
| &nbsp;&nbsp;&nbsp;Adastria  | 6500 |  | 94 |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 321400 |  | 18242 |
| &nbsp;&nbsp;&nbsp;AEON Financial Service Co Ltd  | 210200 |  | 2164 |
| &nbsp;&nbsp;&nbsp;Ai Holdings Corp  | 7300 |  | 112 |
| &nbsp;&nbsp;&nbsp;AIT Corp  | 2100 |  | 24 |
| &nbsp;&nbsp;&nbsp;Alfresa Holdings Corp  | 16100 |  | 193 |
| &nbsp;&nbsp;&nbsp;Amada Co Ltd  | 3778700 |  | 29630 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 5900 |  | 70 |
| &nbsp;&nbsp;&nbsp;Arealink Co Ltd  | 2000 |  | 27 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd  | 1931600 |  | 64903 |
| &nbsp;&nbsp;&nbsp;Ateam Inc  | 13100 |  | 71 |
| &nbsp;&nbsp;&nbsp;Aucnet Inc  | 1800 |  | 28 |
| &nbsp;&nbsp;&nbsp;Avant Corp  | 6500 |  | 70 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 333200 |  | 25056 |
| &nbsp;&nbsp;&nbsp;Bank of Saga Ltd/The  | 1800 |  | 19 |
| &nbsp;&nbsp;&nbsp;Benefit One Inc  | 16300 |  | 242 |
| &nbsp;&nbsp;&nbsp;BIPROGY Inc  | 91400 |  | 2029 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 46400 |  | 890 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 144200 |  | 3461 |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd (B) | 370200 |  | 10126 |
| &nbsp;&nbsp;&nbsp;COLOPL Inc \* | 130700 |  | 662 |
| &nbsp;&nbsp;&nbsp;Comture Corp  | 2500 |  | 44 |
| &nbsp;&nbsp;&nbsp;Creek & River Co Ltd  | 2600 |  | 45 |
| &nbsp;&nbsp;&nbsp;CTS Co Ltd  | 3600 |  | 20 |
| &nbsp;&nbsp;&nbsp;Cybozu Inc  | 3000 |  | 29 |
| &nbsp;&nbsp;&nbsp;Daihatsu Diesel Manufacturing Co Ltd  | 5200 |  | 19 |
| &nbsp;&nbsp;&nbsp;Daihen Corp  | 3300 |  | 98 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings Inc  | 183300 |  | 3174 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 179400 |  | 5403 |
| &nbsp;&nbsp;&nbsp;Daiken Corp  | 1500 |  | 21 |
| &nbsp;&nbsp;&nbsp;Daisue Construction Co Ltd  | 2100 |  | 23 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 350000 |  | 34507 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co Ltd  | 254000 |  | 5691 |
| &nbsp;&nbsp;&nbsp;Digital Arts Inc  | 6000 |  | 279 |
| &nbsp;&nbsp;&nbsp;dip Corp  | 406000 |  | 10524 |
| &nbsp;&nbsp;&nbsp;Doshisha Co Ltd  | 1200 |  | 13 |
| &nbsp;&nbsp;&nbsp;Drecom Co Ltd  | 4600 |  | 28 |
| &nbsp;&nbsp;&nbsp;Eiken Chemical Co Ltd  | 10400 |  | 142 |
| &nbsp;&nbsp;&nbsp;Elecom Co Ltd  | 9100 |  | 111 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Elematec Corp  | 2700 | $26 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 12900 | 221 |
| &nbsp;&nbsp;&nbsp;Enigmo Inc  | 14200 | 56 |
| &nbsp;&nbsp;&nbsp;Fudo Tetra Corp  | 2000 | 23 |
| &nbsp;&nbsp;&nbsp;Fuji Corp/Aichi  | 7800 | 114 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 167600 | 19765 |
| &nbsp;&nbsp;&nbsp;Funai Soken Holdings Inc  | 2300 | 39 |
| &nbsp;&nbsp;&nbsp;G-7 Holdings Inc, Cl 7  | 2400 | 26 |
| &nbsp;&nbsp;&nbsp;Glory Ltd  | 4500 | 71 |
| &nbsp;&nbsp;&nbsp;GMO GlobalSign Holdings KK  | 900 | 33 |
| &nbsp;&nbsp;&nbsp;GungHo Online Entertainment Inc \* | 1090400 | 18045 |
| &nbsp;&nbsp;&nbsp;Gunze Ltd  | 1400 | 40 |
| &nbsp;&nbsp;&nbsp;Hino Motors Ltd \* | 103400 | 473 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 1208400 | 60505 |
| &nbsp;&nbsp;&nbsp;Hodogaya Chemical Co Ltd  | 1000 | 23 |
| &nbsp;&nbsp;&nbsp;Horiba Ltd  | 407900 | 18622 |
| &nbsp;&nbsp;&nbsp;Hosokawa Micron Corp  | 3800 | 72 |
| &nbsp;&nbsp;&nbsp;I-PEX Inc  | 6700 | 66 |
| &nbsp;&nbsp;&nbsp;Iriso Electronics Co Ltd  | 1100 | 33 |
| &nbsp;&nbsp;&nbsp;Ishihara Sangyo Kaisha Ltd  | 3800 | 31 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group Inc  | 14200 | 212 |
| &nbsp;&nbsp;&nbsp;Japan Lifeline Co Ltd  | 4400 | 32 |
| &nbsp;&nbsp;&nbsp;Japan Post Insurance Co Ltd  | 282600 | 4338 |
| &nbsp;&nbsp;&nbsp;Japan Transcity Corp  | 6000 | 22 |
| &nbsp;&nbsp;&nbsp;JP-Holdings Inc  | 20800 | 37 |
| &nbsp;&nbsp;&nbsp;Kanamoto Co Ltd  | 5200 | 80 |
| &nbsp;&nbsp;&nbsp;Kandenko Co Ltd  | 5900 | 36 |
| &nbsp;&nbsp;&nbsp;Kao Corp  | 543000 | 23563 |
| &nbsp;&nbsp;&nbsp;KAWADA TECHNOLOGIES Inc  | 2700 | 71 |
| &nbsp;&nbsp;&nbsp;Kawasaki Heavy Industries Ltd  | 1362500 | 26501 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 292800 | 8979 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 63540 | 23909 |
| &nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo Co Ltd  | 5100 | 25 |
| &nbsp;&nbsp;&nbsp;Konami Group Corp  | 350700 | 17836 |
| &nbsp;&nbsp;&nbsp;Konica Minolta Inc  | 539600 | 1872 |
| &nbsp;&nbsp;&nbsp;Konoike Transport Co Ltd  | 4400 | 42 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp  | 35100 | 4870 |
| &nbsp;&nbsp;&nbsp;Lifedrink Co Inc  | 2700 | 34 |
| &nbsp;&nbsp;&nbsp;M&A Capital Partners Co Ltd \* | 4600 | 114 |
| &nbsp;&nbsp;&nbsp;Makita Corp  | 522600 | 12315 |
| &nbsp;&nbsp;&nbsp;Mandom Corp  | 5600 | 60 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 772500 | 8069 |
| &nbsp;&nbsp;&nbsp;Mazda Motor Corp  | 575700 | 5109 |
| &nbsp;&nbsp;&nbsp;Media Do Co Ltd \* | 11300 | 167 |
| &nbsp;&nbsp;&nbsp;Medical Data Vision Co Ltd  | 14200 | 114 |
| &nbsp;&nbsp;&nbsp;METAWATER Co Ltd  | 3100 | 46 |
| &nbsp;&nbsp;&nbsp;Miroku Jyoho Service Co Ltd  | 11800 | 131 |
| &nbsp;&nbsp;&nbsp;Mito Securities Co Ltd  | 10400 | 20 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp  | 736600 | 7463 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd  | 169400 | 6545 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Shokuhin Co Ltd  | 3200 | 79 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc  | 6797000 | 35312 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Mixi Inc  | 264700 | $4555 |
| &nbsp;&nbsp;&nbsp;Mizuho Medy Co Ltd  | 1300 | 28 |
| &nbsp;&nbsp;&nbsp;Moriroku Holdings Co Ltd  | 3700 | 47 |
| &nbsp;&nbsp;&nbsp;Morita Holdings Corp \* | 3900 | 36 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc  | 58100 | 1737 |
| &nbsp;&nbsp;&nbsp;Nachi-Fujikoshi Corp  | 900 | 24 |
| &nbsp;&nbsp;&nbsp;NEC Corp  | 16800 | 614 |
| &nbsp;&nbsp;&nbsp;NEOJAPAN Inc  | 3000 | 24 |
| &nbsp;&nbsp;&nbsp;Nichias Corp  | 13500 | 234 |
| &nbsp;&nbsp;&nbsp;Nippon Shinyaku Co Ltd  | 292300 | 16023 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 244600 | 6644 |
| &nbsp;&nbsp;&nbsp;Nippon Thompson Co Ltd  | 12000 | 49 |
| &nbsp;&nbsp;&nbsp;Nissan Tokyo Sales Holdings Co Ltd  | 86600 | 186 |
| &nbsp;&nbsp;&nbsp;Nissin Corp  | 2100 | 28 |
| &nbsp;&nbsp;&nbsp;Nissin Electric Co Ltd  | 10700 | 114 |
| &nbsp;&nbsp;&nbsp;Nitto Kohki Co Ltd  | 2900 | 34 |
| &nbsp;&nbsp;&nbsp;Nitto Seiko Co Ltd  | 5400 | 21 |
| &nbsp;&nbsp;&nbsp;Noritz Corp  | 7900 | 88 |
| &nbsp;&nbsp;&nbsp;Okabe Co Ltd  | 6100 | 29 |
| &nbsp;&nbsp;&nbsp;Okamoto Machine Tool Works Ltd  | 800 | 23 |
| &nbsp;&nbsp;&nbsp;Okamura Corp  | 5000 | 48 |
| &nbsp;&nbsp;&nbsp;Optim Corp \* | 17100 | 108 |
| &nbsp;&nbsp;&nbsp;Oracle Corp Japan \* | 6900 | 412 |
| &nbsp;&nbsp;&nbsp;ORIX Corp  | 4478700 | 73778 |
| &nbsp;&nbsp;&nbsp;Oro Co Ltd  | 2800 | 36 |
| &nbsp;&nbsp;&nbsp;Pack Corp/The  | 2500 | 41 |
| &nbsp;&nbsp;&nbsp;Persol Holdings Co Ltd  | 7100 | 143 |
| &nbsp;&nbsp;&nbsp;Pickles Corp  | 3800 | 32 |
| &nbsp;&nbsp;&nbsp;Pigeon Corp  | 165000 | 2463 |
| &nbsp;&nbsp;&nbsp;Pola Orbis Holdings Inc  | 10000 | 111 |
| &nbsp;&nbsp;&nbsp;Prestige International Inc  | 7600 | 37 |
| &nbsp;&nbsp;&nbsp;Proto Corp  | 3800 | 31 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 439400 | 13999 |
| &nbsp;&nbsp;&nbsp;S Foods Inc  | 1600 | 34 |
| &nbsp;&nbsp;&nbsp;Sakai Heavy Industries Ltd  | 1000 | 22 |
| &nbsp;&nbsp;&nbsp;Sakata INX Corp  | 4300 | 30 |
| &nbsp;&nbsp;&nbsp;Scroll Corp  | 10500 | 59 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 167800 | 2642 |
| &nbsp;&nbsp;&nbsp;Sekisui Jushi Corp  | 5200 | 64 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co Ltd  | 251600 | 10017 |
| &nbsp;&nbsp;&nbsp;Shimamura Co Ltd  | 67800 | 6159 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 31200 | 5532 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co Ltd  | 28700 | 3340 |
| &nbsp;&nbsp;&nbsp;Shinnihon Corp  | 3800 | 20 |
| &nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co Ltd  | 2500 | 30 |
| &nbsp;&nbsp;&nbsp;Showa Denko KK  | 1810100 | 27888 |
| &nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings Inc  | 10700 | 94 |
| &nbsp;&nbsp;&nbsp;Sinfonia Technology Co Ltd  | 2900 | 32 |
| &nbsp;&nbsp;&nbsp;SMS Co Ltd \* | 321600 | 7338 |
| &nbsp;&nbsp;&nbsp;Sodick Co Ltd  | 12000 | 70 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 84900 | 3648 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 693700 | 55271 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Sprix Ltd  | 2400 | $| 18 |
| &nbsp;&nbsp;&nbsp;Star Micronics Co Ltd  | 14100 |  | 186 |
| &nbsp;&nbsp;&nbsp;Sun-Wa Technos Corp  | 2900 |  | 29 |
| &nbsp;&nbsp;&nbsp;Suzuki Motor Corp  | 836800 |  | 29310 |
| &nbsp;&nbsp;&nbsp;T&D Holdings Inc  | 130500 |  | 1428 |
| &nbsp;&nbsp;&nbsp;T&K Toka Co Ltd  | 3800 |  | 29 |
| &nbsp;&nbsp;&nbsp;Takamatsu Construction Group Co Ltd  | 1600 |  | 22 |
| &nbsp;&nbsp;&nbsp;Takaoka Toko Co Ltd  | 4000 |  | 55 |
| &nbsp;&nbsp;&nbsp;Takara Standard Co Ltd  | 15500 |  | 148 |
| &nbsp;&nbsp;&nbsp;TIS Inc  | 147000 |  | 4195 |
| &nbsp;&nbsp;&nbsp;Tochigi Bank Ltd/The  | 17500 |  | 36 |
| &nbsp;&nbsp;&nbsp;Toei Animation Co Ltd  | 80500 |  | 7359 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 45300 |  | 601 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 294100 |  | 16334 |
| &nbsp;&nbsp;&nbsp;Topcon Corp  | 6700 |  | 91 |
| &nbsp;&nbsp;&nbsp;Tosoh Corp  | 2527100 |  | 32746 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan \* | 68100 |  | 4202 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Chain Co  | 4700 |  | 109 |
| &nbsp;&nbsp;&nbsp;Tsuruha Holdings Inc  | 3800 |  | 211 |
| &nbsp;&nbsp;&nbsp;United Arrows Ltd  | 2500 |  | 33 |
| &nbsp;&nbsp;&nbsp;UT Group Co Ltd  | 851200 |  | 16991 |
| &nbsp;&nbsp;&nbsp;V Technology Co Ltd  | 4700 |  | 101 |
| &nbsp;&nbsp;&nbsp;ValueCommerce Co Ltd  | 4900 |  | 90 |
| &nbsp;&nbsp;&nbsp;VINX Corp  | 3200 |  | 35 |
| &nbsp;&nbsp;&nbsp;Workman Co Ltd  | 101600 |  | 4077 |
| &nbsp;&nbsp;&nbsp;Wowow Inc  | 2300 |  | 23 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 4500 |  | 31 |
| &nbsp;&nbsp;&nbsp;YAMADA Consulting Group Co Ltd  | 2000 |  | 18 |
| &nbsp;&nbsp;&nbsp;Yokogawa Bridge Holdings Corp  | 4300 |  | 60 |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp  | 7400 |  | 129 |
| &nbsp;&nbsp;&nbsp;Yokowo Co Ltd  | 6100 |  | 97 |
| &nbsp;&nbsp;&nbsp;Yondenko Corp  | 1900 |  | 26 |
| &nbsp;&nbsp;&nbsp;Yossix Holdings Co Ltd  | 1400 |  | 23 |
| &nbsp;&nbsp;&nbsp;ZIGExN Co Ltd  | 23400 |  | 57 |
|  |  |  | 887538 |
| **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 940710 |  | 22340 |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE  | 26759 |  | 1853 |
| &nbsp;&nbsp;&nbsp;SES SA, Cl A  | 29961 |  | 210 |
|  |  |  | 24403 |
| **Macao — 0.3%** | **Macao — 0.3%** | **Macao — 0.3%** | **Macao — 0.3%** |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd \* | 3417000 |  | 19100 |
| **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Carlsberg Brewery Malaysia Bhd  | 19300 |  | 100 |
| &nbsp;&nbsp;&nbsp;Genting Plantations Bhd (Malaysia)  | 49600 |  | 74 |
| &nbsp;&nbsp;&nbsp;Heineken Malaysia Bhd  | 21700 |  | 114 |
| &nbsp;&nbsp;&nbsp;Hong Leong Financial Group Bhd  | 142120 |  | 614 |
| &nbsp;&nbsp;&nbsp;IOI Corp Bhd  | 960800 |  | 906 |
| &nbsp;&nbsp;&nbsp;Nestle Malaysia Bhd  | 5700 |  | 169 |
| &nbsp;&nbsp;&nbsp;Pantech Group Holdings Bhd  | 216400 |  | 32 |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group Bhd  | 3172600 |  | 6223 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Petronas Gas Bhd  | 143900 | $| 556 |
| &nbsp;&nbsp;&nbsp;RHB Bank Bhd  | 819100 |  | 1047 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 807800 |  | 803 |
|  |  |  | 10638 |
| **Mexico — 0.4%** | **Mexico — 0.4%** | **Mexico — 0.4%** | **Mexico — 0.4%** |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 157392 |  | 1067 |
| &nbsp;&nbsp;&nbsp;Ternium SA ADR  | 244990 |  | 7548 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 6019441 |  | 19760 |
|  |  |  | 28375 |
| **Netherlands — 4.3%** | **Netherlands — 4.3%** | **Netherlands — 4.3%** | **Netherlands — 4.3%** |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank NV  | 2336070 |  | 22456 |
| &nbsp;&nbsp;&nbsp;Adyen NV \* | 3280 |  | 5065 |
| &nbsp;&nbsp;&nbsp;Argenx SE ADR \* | 8420 |  | 3182 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV  | 50242 |  | 24539 |
| &nbsp;&nbsp;&nbsp;EXOR NV  | 75065 |  | 4522 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 25697 |  | 1824 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 11413 |  | 1026 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 3847369 |  | 33740 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 1158280 |  | 31880 |
| &nbsp;&nbsp;&nbsp;Koninklijke DSM NV  | 82329 |  | 10504 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 1583078 |  | 65100 |
| &nbsp;&nbsp;&nbsp;OCI NV  | 501934 |  | 18856 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 305166 |  | 14220 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 2169636 |  | 57480 |
| &nbsp;&nbsp;&nbsp;TomTom NV \* | 23756 |  | 191 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV  | 395877 |  | 7866 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 376053 |  | 36797 |
|  |  |  | 339248 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| &nbsp;&nbsp;&nbsp;Mainfreight Ltd  | 6965 |  | 317 |
| &nbsp;&nbsp;&nbsp;Meridian Energy Ltd  | 87659 |  | 268 |
|  |  |  | 585 |
| **Norway — 1.8%** | **Norway — 1.8%** | **Norway — 1.8%** | **Norway — 1.8%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA  | 95510 |  | 3350 |
| &nbsp;&nbsp;&nbsp;AutoStore Holdings Ltd \* | 1905480 |  | 2510 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA  | 3487262 |  | 66398 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 906288 |  | 35222 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 351801 |  | 7149 |
| &nbsp;&nbsp;&nbsp;Grieg Seafood ASA  | 7661 |  | 93 |
| &nbsp;&nbsp;&nbsp;Hoegh Autoliners ASA  | 23870 |  | 93 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen ASA  | 16965 |  | 581 |
| &nbsp;&nbsp;&nbsp;Mowi ASA (B) | 186340 |  | 3825 |
| &nbsp;&nbsp;&nbsp;MPC Container Ships ASA  | 291948 |  | 603 |
| &nbsp;&nbsp;&nbsp;Salmar ASA  | 285880 |  | 18931 |
|  |  |  | 138755 |
| **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** |
| &nbsp;&nbsp;&nbsp;Semirara Mining & Power Corp, Cl A  | 206500 |  | 151 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| &nbsp;&nbsp;&nbsp;Asseco Poland SA  | 9369 |  | 143 |
| &nbsp;&nbsp;&nbsp;Bank Handlowy w Warszawie SA  | 349 |  | 4 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki SA  | 172388 | $| 2389 |
| &nbsp;&nbsp;&nbsp;Cognor Holding SA  | 41096 |  | 33 |
| &nbsp;&nbsp;&nbsp;Enea SA  | 23360 |  | 38 |
| &nbsp;&nbsp;&nbsp;Orange Polska SA \* | 686753 |  | 876 |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna SA \* | 571768 |  | 873 |
| &nbsp;&nbsp;&nbsp;Polskie Gornictwo Naftowe i Gazownictwo SA \* | 372076 |  | 443 |
| &nbsp;&nbsp;&nbsp;Powszechny Zaklad Ubezpieczen SA  | 1033569 |  | 6197 |
| &nbsp;&nbsp;&nbsp;Tauron Polska Energia SA \* | 55553 |  | 27 |
|  |  |  | 11023 |
| **Portugal — 0.5%** | **Portugal — 0.5%** | **Portugal — 0.5%** | **Portugal — 0.5%** |
| &nbsp;&nbsp;&nbsp;EDP - Energias de Portugal SA  | 7598213 |  | 36308 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 140566 |  | 3118 |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 5897 |  | 23 |
|  |  |  | 39449 |
| **Qatar — 0.2%** | **Qatar — 0.2%** | **Qatar — 0.2%** | **Qatar — 0.2%** |
| &nbsp;&nbsp;&nbsp;Aamal Co  | 623035 |  | 201 |
| &nbsp;&nbsp;&nbsp;Gulf International Services QSC \* | 152244 |  | 88 |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 937623 |  | 4663 |
| &nbsp;&nbsp;&nbsp;Mekdam Holding Group  | 11947 |  | 24 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 654105 |  | 1631 |
| &nbsp;&nbsp;&nbsp;Qatar Insurance Co SAQ  | 283249 |  | 181 |
| &nbsp;&nbsp;&nbsp;Qatar National Bank QPSC  | 1134214 |  | 6418 |
| &nbsp;&nbsp;&nbsp;Qatari Investors Group QSC  | 229054 |  | 128 |
|  |  |  | 13334 |
| **Saudi Arabia — 0.9%** | **Saudi Arabia — 0.9%** | **Saudi Arabia — 0.9%** | **Saudi Arabia — 0.9%** |
| &nbsp;&nbsp;&nbsp;Al Hammadi Holding  | 38218 |  | 454 |
| &nbsp;&nbsp;&nbsp;Arab National Bank  | 164186 |  | 1309 |
| &nbsp;&nbsp;&nbsp;Arabian Cement Co/Saudi Arabia  | 90627 |  | 953 |
| &nbsp;&nbsp;&nbsp;Astra Industrial Group  | 142790 |  | 1960 |
| &nbsp;&nbsp;&nbsp;Banque Saudi Fransi  | 68398 |  | 903 |
| &nbsp;&nbsp;&nbsp;Bawan Co  | 143143 |  | 1478 |
| &nbsp;&nbsp;&nbsp;Dar Al Arkan Real Estate Development Co \* | 371704 |  | 1394 |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co  | 980982 |  | 9542 |
| &nbsp;&nbsp;&nbsp;Kingdom Holding Co  | 69556 |  | 167 |
| &nbsp;&nbsp;&nbsp;Rabigh Refining & Petrochemical Co \* | 827543 |  | 3806 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 327434 |  | 4136 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 952255 |  | 25297 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 1190718 |  | 7970 |
| &nbsp;&nbsp;&nbsp;Saudi Investment Bank/The  | 206609 |  | 1099 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 687543 |  | 7633 |
| &nbsp;&nbsp;&nbsp;Savola Group/The  | 28214 |  | 244 |
| &nbsp;&nbsp;&nbsp;United International Transportation Co  | 79900 |  | 980 |
|  |  |  | 69325 |
| **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 103200 |  | 2427 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 558477 |  | 19474 |
|  |  |  | 21901 |
| **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal South Africa Ltd \* | 135846 |  | 41 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Clicks Group Ltd  | 603832 | $| 10558 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 32917 |  | 422 |
| &nbsp;&nbsp;&nbsp;Investec Ltd  | 16991 |  | 80 |
| &nbsp;&nbsp;&nbsp;MTN Group Ltd  | 550380 |  | 4003 |
| &nbsp;&nbsp;&nbsp;Ninety One Ltd  | 52579 |  | 119 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd \* | 106592 |  | 286 |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings Ltd  | 284540 |  | 3877 |
| &nbsp;&nbsp;&nbsp;Thungela Resources Ltd  | 34843 |  | 670 |
|  |  |  | 20056 |
| **South Korea — 4.1%** | **South Korea — 4.1%** | **South Korea — 4.1%** | **South Korea — 4.1%** |
| &nbsp;&nbsp;&nbsp;Agabang&Company \* | 18483 |  | 58 |
| &nbsp;&nbsp;&nbsp;BNK Financial Group Inc  | 875082 |  | 4363 |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 490232 |  | 23259 |
| &nbsp;&nbsp;&nbsp;Daishin Securities Co Ltd  | 34929 |  | 400 |
| &nbsp;&nbsp;&nbsp;DB HiTek Co Ltd  | 14156 |  | 486 |
| &nbsp;&nbsp;&nbsp;DGB Financial Group Inc  | 160918 |  | 892 |
| &nbsp;&nbsp;&nbsp;Doosan Co Ltd  | 10831 |  | 663 |
| &nbsp;&nbsp;&nbsp;Fila Holdings Corp  | 27247 |  | 629 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 844022 |  | 24600 |
| &nbsp;&nbsp;&nbsp;Hanwha Aerospace Co Ltd  | 10965 |  | 663 |
| &nbsp;&nbsp;&nbsp;Hyundai Engineering & Construction Co Ltd  | 4001 |  | 143 |
| &nbsp;&nbsp;&nbsp;Ilshin Spinning Co Ltd  | 206 |  | 17 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 1091456 |  | 40066 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 46810 |  | 2806 |
| &nbsp;&nbsp;&nbsp;KT Corp  | 220354 |  | 6107 |
| &nbsp;&nbsp;&nbsp;KT Corp ADR (B) | 552870 |  | 7585 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 7647 |  | 475 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 160778 |  | 12031 |
| &nbsp;&nbsp;&nbsp;LX Semicon Co Ltd  | 5195 |  | 366 |
| &nbsp;&nbsp;&nbsp;Sajodaerim Corp  | 1585 |  | 32 |
| &nbsp;&nbsp;&nbsp;Samsung Card Co Ltd  | 24662 |  | 577 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 1915377 |  | 84853 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 271957 |  | 7368 |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc  | 381610 |  | 26830 |
| &nbsp;&nbsp;&nbsp;SK Square Co Ltd \* | 267326 |  | 8033 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 1659048 |  | 64365 |
| &nbsp;&nbsp;&nbsp;SPC Samlip Co Ltd  | 642 |  | 39 |
| &nbsp;&nbsp;&nbsp;Unid Co Ltd  | 8824 |  | 681 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 235457 |  | 2130 |
|  |  |  | 320517 |
| **Spain — 1.1%** | **Spain — 1.1%** | **Spain — 1.1%** | **Spain — 1.1%** |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA, Cl A \* | 602400 |  | 31819 |
| &nbsp;&nbsp;&nbsp;Atresmedia Corp de Medios de Comunicacion SA  | 21357 |  | 59 |
| &nbsp;&nbsp;&nbsp;Bankinter SA  | 17004 |  | 87 |
| &nbsp;&nbsp;&nbsp;Corp ACCIONA Energias Renovables SA  | 56683 |  | 2355 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 1198370 |  | 25890 |
| &nbsp;&nbsp;&nbsp;Laboratorios Farmaceuticos Rovi SA  | 1649 |  | 81 |
| &nbsp;&nbsp;&nbsp;Repsol SA  | 2162930 |  | 28109 |
|  |  |  | 88400 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Sweden — 1.5%** | **Sweden — 1.5%** | **Sweden — 1.5%** |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Cl B  | 467355 | $9490 |
| &nbsp;&nbsp;&nbsp;Bilia AB, Cl A  | 12150 | 151 |
| &nbsp;&nbsp;&nbsp;Clas Ohlson AB, Cl B  | 34854 | 315 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 823020 | 18303 |
| &nbsp;&nbsp;&nbsp;Getinge AB, Cl B  | 4930 | 91 |
| &nbsp;&nbsp;&nbsp;H & M Hennes & Mauritz AB, Cl B  | 950690 | 9898 |
| &nbsp;&nbsp;&nbsp;Hexagon AB, Cl B  | 893300 | 9152 |
| &nbsp;&nbsp;&nbsp;Inwido AB  | 8333 | 82 |
| &nbsp;&nbsp;&nbsp;Kinnevik AB, Cl B \* | 189180 | 2699 |
| &nbsp;&nbsp;&nbsp;Mycronic AB  | 8475 | 101 |
| &nbsp;&nbsp;&nbsp;New Wave Group AB, Cl B  | 23713 | 382 |
| &nbsp;&nbsp;&nbsp;Securitas AB, Cl B  | 2027244 | 17797 |
| &nbsp;&nbsp;&nbsp;Swedish Match AB  | 3326440 | 33479 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB \* | 58666 | 1299 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B  | 2249433 | 16864 |
|  |  | 120103 |
| **Switzerland — 3.4%** | **Switzerland — 3.4%** | **Switzerland — 3.4%** |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG  | 3254 | 1236 |
| &nbsp;&nbsp;&nbsp;Burckhardt Compression Holding AG  | 152 | 64 |
| &nbsp;&nbsp;&nbsp;Calida Holding AG  | 1116 | 49 |
| &nbsp;&nbsp;&nbsp;Comet Holding AG  | 4877 | 849 |
| &nbsp;&nbsp;&nbsp;dormakaba Holding AG  | 273 | 115 |
| &nbsp;&nbsp;&nbsp;Georg Fischer AG  | 4684 | 254 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 84961 | 19666 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 47370 | 25304 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 49078 | 3976 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 13523 | 13074 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 447278 | 144361 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 49701 | 13116 |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG  | 108270 | 11883 |
| &nbsp;&nbsp;&nbsp;Swatch Group AG/The, Cl B  | 115793 | 28124 |
| &nbsp;&nbsp;&nbsp;u-blox Holding AG  | 3173 | 440 |
| &nbsp;&nbsp;&nbsp;Zehnder Group AG  | 2587 | 153 |
|  |  | 262664 |
| **Taiwan — 2.6%** | **Taiwan — 2.6%** | **Taiwan — 2.6%** |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 1139000 | 9478 |
| &nbsp;&nbsp;&nbsp;Compal Electronics Inc  | 1235000 | 920 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 2392000 | 6855 |
| &nbsp;&nbsp;&nbsp;General Interface Solution Holding Ltd  | 821184 | 2158 |
| &nbsp;&nbsp;&nbsp;Grape King Bio Ltd  | 41000 | 200 |
| &nbsp;&nbsp;&nbsp;Holtek Semiconductor Inc  | 431000 | 1041 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 7995000 | 28468 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp  | 2588000 | 5569 |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co Ltd  | 504000 | 1887 |
| &nbsp;&nbsp;&nbsp;Novatek Microelectronics Corp  | 2368000 | 20259 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 5358000 | 5076 |
| &nbsp;&nbsp;&nbsp;Radiant Opto-Electronics Corp  | 45000 | 148 |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp  | 658000 | 7394 |
| &nbsp;&nbsp;&nbsp;Simplo Technology Co Ltd  | 453000 | 4274 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 5723616 | $| 93695 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 170142 |  | 14181 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 7648922 |  | 5077 |
|  |  |  | 206680 |
| **Thailand — 1.9%** | **Thailand — 1.9%** | **Thailand — 1.9%** | **Thailand — 1.9%** |
| &nbsp;&nbsp;&nbsp;Airports of Thailand PCL \* | 1923100 |  | 3832 |
| &nbsp;&nbsp;&nbsp;Bangchak Corp PCL NVDR  | 1013100 |  | 979 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 1761600 |  | 6605 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL NVDR  | 412300 |  | 1546 |
| &nbsp;&nbsp;&nbsp;Bangkok Chain Hospital PCL  | 306500 |  | 157 |
| &nbsp;&nbsp;&nbsp;Bank of Ayudhya PCL  | 37100 |  | 33 |
| &nbsp;&nbsp;&nbsp;Banpu PCL NVDR (B) | 14837100 |  | 5890 |
| &nbsp;&nbsp;&nbsp;Esso Thailand PCL NVDR \* | 2776700 |  | 1073 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL  | 1228000 |  | 1454 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL NVDR  | 368800 |  | 437 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL  | 1188400 |  | 4992 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 343400 |  | 1442 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL  | 1015300 |  | 469 |
| &nbsp;&nbsp;&nbsp;Lam Soon Thailand PCL  | 90000 |  | 12 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL NVDR  | 163900 |  | 107 |
| &nbsp;&nbsp;&nbsp;Minor International PCL \* | 45144800 |  | 42096 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL  | 1111900 |  | 5143 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL NVDR  | 1147700 |  | 5308 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL  | 14400 |  | 19 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL NVDR  | 426200 |  | 554 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 8700500 |  | 8939 |
| &nbsp;&nbsp;&nbsp;Rajthanee Hospital PCL  | 27400 |  | 27 |
| &nbsp;&nbsp;&nbsp;Regional Container Lines PCL  | 185900 |  | 165 |
| &nbsp;&nbsp;&nbsp;SCB X PCL  | 17637600 |  | 53316 |
| &nbsp;&nbsp;&nbsp;Star Petroleum Refining PCL NVDR  | 8984700 |  | 3175 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL  | 884600 |  | 1472 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL NVDR  | 848800 |  | 1412 |
|  |  |  | 150654 |
| **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** |
| &nbsp;&nbsp;&nbsp;Agesa Hayat ve Emeklilik AS \* | 38858 |  | 50 |
| &nbsp;&nbsp;&nbsp;Akbank TAS  | 59466 |  | 38 |
| &nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik Ve Malt Sanayii AS  | 277598 |  | 627 |
| &nbsp;&nbsp;&nbsp;Galata Wind Enerji AS  | 321534 |  | 258 |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 49010 |  | 122 |
| &nbsp;&nbsp;&nbsp;Tukas Gida Sanayi ve Ticaret AS \* | 16994 |  | 9 |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri AS \* | 13006 |  | 257 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi AS  | 1263232 |  | 489 |
|  |  |  | 1850 |
| **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** |
| &nbsp;&nbsp;&nbsp;Air Arabia PJSC  | 778623 |  | 469 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC  | 1253434 |  | 1994 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 4300981 |  | 7310 |
|  |  |  | 9773 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **United Kingdom — 13.6%** | **United Kingdom — 13.6%** | **United Kingdom — 13.6%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 70688 | $20391 |
| &nbsp;&nbsp;&nbsp;AG Barr PLC  | 5335 | 31 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 1582643 | 50941 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 62611 | 17485 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 192242 | 17961 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC  | 401753 | 19770 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 230417 | 28547 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 73580 | 18223 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 731600 | 6600 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 214860 | 8620 |
| &nbsp;&nbsp;&nbsp;Centrica PLC  | 3805021 | 3343 |
| &nbsp;&nbsp;&nbsp;Clarkson PLC  | 1023 | 36 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 2710347 | 33018 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 1079907 | 23268 |
| &nbsp;&nbsp;&nbsp;ConvaTec Group PLC  | 21618334 | 54631 |
| &nbsp;&nbsp;&nbsp;Dechra Pharmaceuticals PLC  | 166536 | 6746 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 1001106 | 43566 |
| &nbsp;&nbsp;&nbsp;Diploma PLC  | 107172 | 3123 |
| &nbsp;&nbsp;&nbsp;dotdigital group plc  | 7099 | 7 |
| &nbsp;&nbsp;&nbsp;Elementis PLC \* | 24190 | 31 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 41826 | 4224 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining PLC  | 880030 | 17163 |
| &nbsp;&nbsp;&nbsp;Entain PLC  | 3639327 | 53632 |
| &nbsp;&nbsp;&nbsp;Ferguson PLC  | 177107 | 20544 |
| &nbsp;&nbsp;&nbsp;Ferrexpo PLC  | 2427053 | 4182 |
| &nbsp;&nbsp;&nbsp;Fertiglobe plc  | 17730151 | 27070 |
| &nbsp;&nbsp;&nbsp;Firstgroup PLC  | 96128 | 128 |
| &nbsp;&nbsp;&nbsp;Frasers Group PLC \* | 30969 | 289 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 4228650 | 23158 |
| &nbsp;&nbsp;&nbsp;Globaltrans Investment PLC GDR \* | 6013 |  |
| &nbsp;&nbsp;&nbsp;Greggs PLC  | 26047 | 558 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 2110991 | 33799 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 30219 | 981 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 2638739 | 7948 |
| &nbsp;&nbsp;&nbsp;Haleon PLC ADR \* | 37774 | 226 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC  | 24410 | 373 |
| &nbsp;&nbsp;&nbsp;Howden Joinery Group PLC  | 133985 | 887 |
| &nbsp;&nbsp;&nbsp;Inchcape PLC  | 11317 | 99 |
| &nbsp;&nbsp;&nbsp;Indivior PLC \* | 245093 | 823 |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 7428630 | 47075 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 93640 | 5092 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 470914 | 21650 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 807235 | 3891 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC  | 8778360 | 23620 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 92388 | 26020 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC  | 330091 | 31014 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 46253 | 131 |
| &nbsp;&nbsp;&nbsp;Melrose Industries PLC  | 33647123 | 53184 |
| &nbsp;&nbsp;&nbsp;Micro Focus International PLC  | 25966 | 157 |
| &nbsp;&nbsp;&nbsp;Morgan Sindall Group PLC  | 1255 | 25 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 24840872 | 71004 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ninety One PLC (B) | 246179 | $| 571 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd \* | 3511262 |  | 62114 |
| &nbsp;&nbsp;&nbsp;OTP Bank Nyrt  | 546128 |  | 11576 |
| &nbsp;&nbsp;&nbsp;Pagegroup PLC  | 123008 |  | 619 |
| &nbsp;&nbsp;&nbsp;Persimmon PLC  | 872540 |  | 14954 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  | 515091 |  | 5415 |
| &nbsp;&nbsp;&nbsp;QinetiQ Group PLC  | 6009 |  | 24 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 591044 |  | 15477 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 2325750 |  | 61659 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC  | 2195564 |  | 25868 |
| &nbsp;&nbsp;&nbsp;Smiths News PLC  | 201 |  |  |
| &nbsp;&nbsp;&nbsp;Speedy Hire PLC  | 89405 |  | 42 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 258030 |  | 4953 |
| &nbsp;&nbsp;&nbsp;SThree PLC  | 3037 |  | 12 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 552565 |  | 25138 |
|  |  |  | 1063707 |
| **United States — 2.6%** | **United States — 2.6%** | **United States — 2.6%** | **United States — 2.6%** |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 1465647 |  | 37741 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 1930734 |  | 48770 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 353252 |  | 19192 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 559471 |  | 23560 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 734717 |  | 20050 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 104262 |  | 21975 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd \* | 82664 |  | 2640 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 107405 |  | 4880 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 510053 |  | 20545 |
|  |  |  | 199353 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,785,105) ($ Thousands) |  |  | 7250551 |
| **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** | **PREFERRED STOCK — 0.9%** |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| &nbsp;&nbsp;&nbsp;Cia de Transmissao de Energia Eletrica Paulista (C) | 59900 |  | 277 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA (C) | 1355300 |  | 6767 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (C) | 3006000 |  | 19286 |
|  |  |  | 26330 |
| **Germany — 0.4%** | **Germany — 0.4%** | **Germany — 0.4%** | **Germany — 0.4%** |
| &nbsp;&nbsp;&nbsp;Sartorius AG (C) | 16757 |  | 6986 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (C) | 141592 |  | 20152 |
|  |  |  | 27138 |
| **South Korea — 0.2%** | **South Korea — 0.2%** | **South Korea — 0.2%** | **South Korea — 0.2%** |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd (C) | 435292 |  | 17608 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $79,464) ($ Thousands) |  |  | 71076 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **EXCHANGE TRADED FUNDS — 0.6%** | **EXCHANGE TRADED FUNDS — 0.6%** | **EXCHANGE TRADED FUNDS — 0.6%** |
| **United States — 0.6%** | **United States — 0.6%** | **United States — 0.6%** |
| &nbsp;&nbsp;&nbsp;iShares MSCI ACWI ex US ETF  | 773905 | $34261 |
| &nbsp;&nbsp;&nbsp;iShares Trust iShares ESG Aware MSCI EAFE ETF  | 120670 | 7487 |
| Total Exchange Traded Funds  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $44,123) ($ Thousands) |  | 41748 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Saudi Arabia — 0.0%** | **Saudi Arabia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Rabigh Refining & Petrochemical Co, Expires 12/31/2022 \* | 1 |  |
| **Taiwan — 0.0%** | **Taiwan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Acer \*<sup>‡</sup><sup>‡</sup> | 6484 |  |
| &nbsp;&nbsp;&nbsp;Taishin Financial Holding Co Ltd \*<sup>‡</sup><sup>‡</sup> | 185842 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **AFFILIATED PARTNERSHIP — 0.2%** | **AFFILIATED PARTNERSHIP — 0.2%** | **AFFILIATED PARTNERSHIP — 0.2%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(D) | 13960373 | $13969 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,954) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $13,954) ($ Thousands) | 13969 |
| **CASH EQUIVALENT — 2.9%** | **CASH EQUIVALENT — 2.9%** | **CASH EQUIVALENT — 2.9%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 229046868 | 229047 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $229,047) ($ Thousands) |  | 229047 |
| Total Investments in Securities — 97.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,151,693) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $8,151,693) ($ Thousands)  | $7606391 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 2073 | Sep-2022 | $76494 | $73375 | $(1061) |
| &nbsp;&nbsp;FTSE 100 Index | 506 | Sep-2022 | 44758 | 42908 | (80) |
| &nbsp;&nbsp;Hang Seng Index | 50 | Sep-2022 | 6195 | 6314 | 122 |
| &nbsp;&nbsp;S&P TSX 60 Index | 161 | Sep-2022 | 29487 | 28645 | (332) |
| &nbsp;&nbsp;SPI 200 Index | 211 | Sep-2022 | 24439 | 24981 | 883 |
| &nbsp;&nbsp;TOPIX Index | 404 | Sep-2022 | 56813 | 57179 | 1928 |
|  |  |  | $238186 | $233402 | $1460 |

---

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Bank of America | 09/08/22 | CHF | 1990 | USD | 2029 | $(11) |
| Bank of America | 09/08/22 | USD | 3591 | JPY | 468582 | (209) |
| Bank of America | 09/08/22 | JPY | 8331135 | USD | 61266 | 1137 |
| Bank of America | 09/14/22 | USD | 1732 | GBP | 1476 | (12) |
| Bank of America | 09/14/22 | USD | 1797 | INR | 142630 | (7) |
| Bank of America | 09/14/22 | USD | 4707 | EUR | 4671 | (2) |
| Bank of America | 09/14/22 | USD | 9232 | CAD | 11821 | (207) |
| Bank of America | 09/14/22 | USD | 12100 | SGD | 16999 | 87 |
| Bank of America | 09/14/22 | USD | 16978 | ZAR | 280665 | (568) |
| Bank of America | 09/14/22 | EUR | 108728 | USD | 110684 | 1168 |
| Bank of America | 09/14/22 | INR | 182778 | USD | 2281 | (14) |
| Barclays PLC | 09/02/22 | BRL | 28061 | USD | 5398 | (18) |
| Barclays PLC | 09/08/22 | CHF | 1883 | USD | 1982 | 52 |
| Barclays PLC | 09/14/22 | USD | 1729 | KRW | 2329288 | 10 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays PLC | 09/14/22 | USD | 1733 | NOK | 16888 | $(30) |
| Barclays PLC | 09/14/22 | USD | 7055 | CNY | 47642 | (129) |
| Barclays PLC | 09/14/22 | USD | 13891 | HKD | 108849 | (16) |
| Barclays PLC | 09/14/22 | USD | 44989 | INR | 3585813 | 31 |
| BNP Paribas | 09/08/22 | CHF | 1846 | USD | 1909 | 17 |
| BNP Paribas | 09/14/22 | USD | 1751 | HKD | 13737 |  |
| BNP Paribas | 09/14/22 | USD | 1757 | KRW | 2361306 | 6 |
| BNP Paribas | 09/14/22 | USD | 2905 | AUD | 4126 | (75) |
| BNP Paribas | 09/14/22 | USD | 1738 | CNY | 11985 | 4 |
| BNP Paribas | 09/14/22 | USD | 4467 | CNY | 30128 | (87) |
| Citigroup | 09/08/22 | CHF | 1684 | USD | 1748 | 22 |
| Citigroup | 09/14/22 | CAD | 4992 | USD | 3804 | (7) |
| Citigroup | 09/14/22 | EUR | 8592 | USD | 8633 | (21) |
| Citigroup | 09/14/22 | USD | 5929 | EUR | 5938 | 52 |
| Citigroup | 09/14/22 | USD | 5442 | EUR | 5316 | (88) |
| Citigroup | 09/14/22 | ILS | 46122 | USD | 13465 | (437) |
| Citigroup | 09/14/22 | USD | 118443 | CAD | 152745 | (1828) |
| Citigroup | 09/14/22 | KRW | 50329350 | USD | 38362 | 787 |
| Deutsche Bank | 09/08/22 | USD | 1749 | CHF | 1697 | (9) |
| Deutsche Bank | 09/14/22 | USD | 3543 | CAD | 4560 | (61) |
| Goldman Sachs | 09/08/22 | USD | 6160 | JPY | 850867 | (19) |
| Goldman Sachs | 09/08/22 | JPY | 706283 | USD | 5164 | 66 |
| Goldman Sachs | 09/14/22 | USD | 2384 | AUD | 3360 | (80) |
| Goldman Sachs | 09/14/22 | NOK | 74805 | USD | 7786 | 244 |
| Goldman Sachs | 09/14/22 | CNY | 193773 | USD | 28704 | 533 |
| HSBC | 09/08/22 | USD | 3208 | JPY | 444507 |  |
| HSBC | 09/09/22 | USD | 1759 | HUF | 721000 | 41 |
| HSBC | 09/09/22 | HUF | 3057353 | USD | 7575 | (58) |
| HSBC | 09/14/22 | USD | 1912 | INR | 152964 | 9 |
| HSBC | 09/14/22 | HKD | 13974 | USD | 1783 | 1 |
| HSBC | 09/14/22 | HKD | 14944 | USD | 1905 |  |
| HSBC | 09/14/22 | CNY | 47889 | USD | 7092 | 130 |
| HSBC | 09/14/22 | CNY | 23987 | USD | 3471 | (17) |
| JPMorgan Chase Bank | 09/08/22 | JPY | 356823 | USD | 2663 | 88 |
| JPMorgan Chase Bank | 09/14/22 | CAD | 4531 | USD | 3485 | 26 |
| Morgan Stanley | 09/08/22 | USD | 18226 | CHF | 17831 | 53 |
| Morgan Stanley | 09/08/22 | JPY | 840221 | USD | 6191 | 127 |
| Morgan Stanley | 09/14/22 | USD | 2626 | CNY | 18146 | 12 |
| Morgan Stanley | 09/14/22 | CAD | 2971 | USD | 2309 | 40 |
| Morgan Stanley | 09/14/22 | USD | 3504 | GBP | 2990 | (20) |
| Morgan Stanley | 09/14/22 | USD | 8829 | MXN | 183093 | 229 |
| Morgan Stanley | 09/14/22 | BRL | 28061 | USD | 5538 | 166 |
| RBS | 09/08/22 | USD | 3614 | CHF | 3428 | (100) |
| RBS | 09/14/22 | CAD | 5262 | USD | 4074 | 56 |
| RBS | 09/14/22 | GBP | 13624 | USD | 16191 | 318 |
| RBS | 09/14/22 | SEK | 20008 | USD | 1976 | 92 |
| Standard Bank | 09/14/22 | USD | 1821 | INR | 145305 | 4 |
| Standard Bank | 09/14/22 | USD | 1819 | INR | 144704 | (2) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Standard Bank | 09/14/22 | CNY | 54139 | USD | 7889 | $18 |
| Standard Chartered | 09/14/22 | KRW | 5973054 | USD | 4548 | 89 |
| UBS | 09/08/22 | USD | 2035 | JPY | 281380 | (4) |
| UBS | 09/08/22 | CHF | 4446 | USD | 4671 | 113 |
| UBS | 09/08/22 | USD | 5389 | CHF | 5126 | (134) |
| UBS | 09/08/22 | JPY | 651876 | USD | 4926 | 221 |
| UBS | 09/14/22 | USD | 5759 | SEK | 58676 | (234) |
| UBS | 09/14/22 | USD | 49242 | AUD | 71281 | (353) |
|  |  |  |  |  |  | $1192 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $7,828,000 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $16,472 ($ Thousands). |
| (C) | No interest rate available. |
| (D) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $13,969 ($ Thousands). |

---

---

| |
|:---|
| ACWI — All Country World Index |
| ADR — American Depositary Receipt |
| AUD — Australian Dollar |
| BRL — Brazilian Real |
| CAD — Canadian Dollar |
| CHF — Swiss Franc |
| Cl — Class |
| CNY — Chinese Yuan Onshore |
| EAFE — Europe, Australasia and Far East |
| ESG — Environmental, Social and Governance |
| ETF — Exchange-Traded Fund |
| EUR — Euro |
| FTSE— Financial Times Stock Exchange |
| GBP — British Pound Sterling |
| GDR — Global Depositary Receipt |
| HKD — Hong Kong Dollar |
| HUF — Hungarian Forint |
| ILS — Israeli New Sheckels |
| INR — Indian Rupee |
| JPY — Japanese Yen |
| KRW — Korean Won |
| LP — Limited Partnership |
| Ltd. — Limited |
| MSCI — Morgan Stanley Capital International |
| MXN — Mexican Peso |
| NOK — Norwegian Krone |
| NVDR — Non-Voting Depositary Receipt |
| PJSC — Public Joint-Stock Company |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| SEK — Swedish Krona |

---

---

| |
|:---|
| SGD — Singapore Dollar |
| SPI — Share Price Index |
| TOPIX — Tokyo Price Index |
| TSX — Toronto Stock Exchange |
| USD — U.S. Dollar |
| ZAR — South African Rand |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** |  | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 7197696 | 52855 |  | ^ | 7250551 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 71076 |  |  |  | 71076 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Funds | 41748 |  |  |  | 41748 |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  | ^ |  |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 13969 |  |  | 13969 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 229047 | – |  |  | 229047 |
| Total Investments in Securities | 7539567 | 66824 |  | ^ | 7606391 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 2933 |  |  | 2933 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (1473) |  |  | (1473) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 6049 |  | 6049 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (4857) |  | (4857) |
| Total Other Financial Instruments | 1460 | 1192 |  | 2652 |

---

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Securities market value less than $500.

\* Futures contracts and forward contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For information regarding 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.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Equity Ex-US Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description** | **Value 5/31/2022** | **Purchases at Cost** | **Proceeds from** <br>**Sales** | **Realized Gain (Loss)** | **Change in** <br>**Unrealized Appreciation/** <br>**(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income** | **Capital Gains** |
| SEI Liquidity Fund, LP | $109095 | $122362 | $(217488) | $(3) | $3 | $13969 | 13960373 | $383 | $— |
| SEI Daily Income Trust, Government Fund, Cl F | 182384 | 283893 | (237230) |  |  | 229047 | 229046868 | 669 |  |
| Totals | $291479 | $406255 | $(454718) | $(3) | $3 | $243016 |  | $1052 | $— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 93.5%** | **COMMON STOCK — 93.5%** | **COMMON STOCK — 93.5%** |
| **Australia — 4.2%** | **Australia — 4.2%** | **Australia — 4.2%** |
| &nbsp;&nbsp;&nbsp;AIC Mines Ltd \* | 24992 | $9 |
| &nbsp;&nbsp;&nbsp;Ansarada Group Ltd \* | 7744 | 9 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd  | 3081 | 75 |
| &nbsp;&nbsp;&nbsp;Bathurst Resources Ltd \* | 13502 | 9 |
| &nbsp;&nbsp;&nbsp;BGP Holdings \*(A) | 4500 |  |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd  | 26907 | 736 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 33687 | 379 |
| &nbsp;&nbsp;&nbsp;ClearView Wealth Ltd/Australia  | 18183 | 9 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 27116 | 453 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd/Australia  | 53280 | 264 |
| &nbsp;&nbsp;&nbsp;Enero Group Ltd  | 5703 | 12 |
| &nbsp;&nbsp;&nbsp;GR Engineering Services Ltd  | 49227 | 80 |
| &nbsp;&nbsp;&nbsp;Grange Resources Ltd  | 28832 | 17 |
| &nbsp;&nbsp;&nbsp;Image Resources NL  | 124190 | 12 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd \* | 18384 | 110 |
| &nbsp;&nbsp;&nbsp;Macmahon Holdings Ltd  | 286343 | 33 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 1860 | 223 |
| &nbsp;&nbsp;&nbsp;Mader Group Ltd  | 10186 | 20 |
| &nbsp;&nbsp;&nbsp;Mineral Resources Ltd  | 8269 | 353 |
| &nbsp;&nbsp;&nbsp;MMA Offshore Ltd \* | 26297 | 12 |
| &nbsp;&nbsp;&nbsp;MotorCycle Holdings Ltd  | 7917 | 13 |
| &nbsp;&nbsp;&nbsp;NZME Ltd  | 20554 | 16 |
| &nbsp;&nbsp;&nbsp;OM Holdings Ltd  | 113500 | 52 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 981 | 10 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd \* | 411288 | 1481 |
| &nbsp;&nbsp;&nbsp;ReadyTech Holdings Ltd \* | 14039 | 29 |
| &nbsp;&nbsp;&nbsp;Ridley Corp Ltd  | 37248 | 53 |
| &nbsp;&nbsp;&nbsp;Shaver Shop Group Ltd  | 20315 | 16 |
| &nbsp;&nbsp;&nbsp;South32 Ltd  | 239012 | 659 |
| &nbsp;&nbsp;&nbsp;Sunland Group Ltd  | 12739 | 22 |
| &nbsp;&nbsp;&nbsp;Symbio Holdings Ltd  | 6873 | 18 |
| &nbsp;&nbsp;&nbsp;Vulcan Steel Ltd  | 5911 | 32 |
| &nbsp;&nbsp;&nbsp;WiseTech Global Ltd  | 13107 | 519 |
| &nbsp;&nbsp;&nbsp;Zimplats Holdings Ltd  | 484 | 9 |
|  |  | 5744 |
| **Austria — 0.6%** | **Austria — 0.6%** | **Austria — 0.6%** |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 2906 | 134 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 2640 | 59 |
| &nbsp;&nbsp;&nbsp;Frequentis AG  | 188 | 6 |
| &nbsp;&nbsp;&nbsp;OMV AG  | 8804 | 355 |
| &nbsp;&nbsp;&nbsp;Palfinger AG  | 1847 | 48 |
| &nbsp;&nbsp;&nbsp;Strabag SE  | 389 | 15 |
| &nbsp;&nbsp;&nbsp;Vienna Insurance Group AG Wiener Versicherung Gruppe  | 1445 | 34 |
| &nbsp;&nbsp;&nbsp;Wienerberger AG  | 9182 | 215 |
|  |  | 866 |
| **Belgium — 0.1%** | **Belgium — 0.1%** | **Belgium — 0.1%** |
| &nbsp;&nbsp;&nbsp;Ion Beam Applications  | 1530 | 27 |
| &nbsp;&nbsp;&nbsp;Jensen-Group NV  | 345 | 10 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Van de Velde NV  | 1911 | $| 68 |
|  |  |  | 105 |
| **Brazil — 2.1%** | **Brazil — 2.1%** | **Brazil — 2.1%** | **Brazil — 2.1%** |
| &nbsp;&nbsp;&nbsp;Banco Bradesco SA ADR  | 101049 |  | 367 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 181400 |  | 1234 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 41734 |  | 188 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 72100 |  | 412 |
| &nbsp;&nbsp;&nbsp;Marfrig Global Foods SA  | 46300 |  | 118 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR  | 28213 |  | 403 |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 3292 |  | 139 |
|  |  |  | 2861 |
| **Canada — 4.5%** | **Canada — 4.5%** | **Canada — 4.5%** | **Canada — 4.5%** |
| &nbsp;&nbsp;&nbsp;Amerigo Resources Ltd  | 54300 |  | 44 |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 900 |  | 32 |
| &nbsp;&nbsp;&nbsp;Bonterra Energy Corp \* | 22600 |  | 152 |
| &nbsp;&nbsp;&nbsp;BRP Inc  | 4871 |  | 339 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 5200 |  | 286 |
| &nbsp;&nbsp;&nbsp;Canfor Corp \* | 17300 |  | 340 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 9304 |  | 568 |
| &nbsp;&nbsp;&nbsp;E-L Financial Corp Ltd, Cl L  | 100 |  | 72 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 19000 |  | 411 |
| &nbsp;&nbsp;&nbsp;Gear Energy Ltd  | 32300 |  | 31 |
| &nbsp;&nbsp;&nbsp;Hammond Power Solutions Inc, Cl A  | 5300 |  | 71 |
| &nbsp;&nbsp;&nbsp;High Liner Foods Inc  | 2100 |  | 22 |
| &nbsp;&nbsp;&nbsp;Home Capital Group Inc, Cl B  | 16400 |  | 350 |
| &nbsp;&nbsp;&nbsp;InPlay Oil Corp \* | 15100 |  | 43 |
| &nbsp;&nbsp;&nbsp;Lucara Diamond Corp \* | 31055 |  | 15 |
| &nbsp;&nbsp;&nbsp;Medical Facilities Corp  | 2500 |  | 19 |
| &nbsp;&nbsp;&nbsp;Melcor Developments Ltd  | 565 |  | 5 |
| &nbsp;&nbsp;&nbsp;Molson Coors Canada Inc, Cl B  | 600 |  | 31 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 6402 |  | 425 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 13800 |  | 359 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd  | 4200 |  | 387 |
| &nbsp;&nbsp;&nbsp;NuVista Energy Ltd \* | 14249 |  | 117 |
| &nbsp;&nbsp;&nbsp;PHX Energy Services Corp  | 12429 |  | 59 |
| &nbsp;&nbsp;&nbsp;Pieridae Energy Ltd \* | 1259 |  | 1 |
| &nbsp;&nbsp;&nbsp;Pipestone Energy Corp \* | 3400 |  | 13 |
| &nbsp;&nbsp;&nbsp;Pizza Pizza Royalty Corp  | 2700 |  | 27 |
| &nbsp;&nbsp;&nbsp;Polaris Renewable Energy Inc  | 1719 |  | 25 |
| &nbsp;&nbsp;&nbsp;Russel Metals Inc  | 3100 |  | 67 |
| &nbsp;&nbsp;&nbsp;SNC-Lavalin Group Inc  | 52500 |  | 1019 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 5323 |  | 413 |
| &nbsp;&nbsp;&nbsp;Total Energy Services Inc  | 7500 |  | 42 |
| &nbsp;&nbsp;&nbsp;Trilogy Metals Inc \* | 13000 |  | 8 |
| &nbsp;&nbsp;&nbsp;Uni-Select Inc \* | 1000 |  | 28 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc  | 2250 |  | 269 |
|  |  |  | 6090 |
| **China — 7.6%** | **China — 7.6%** | **China — 7.6%** | **China — 7.6%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 94000 |  | 31 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 3614 |  | 345 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 240000 | $| 84 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 6000 |  | 185 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 166000 |  | 71 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 123000 |  | 109 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 1288000 |  | 796 |
| &nbsp;&nbsp;&nbsp;China Index Holdings Ltd ADR \* | 7150 |  | 7 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 210000 |  | 860 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 1251000 |  | 635 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A \* | 7790 |  | 246 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 88000 |  | 77 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 240000 |  | 198 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 39500 |  | 360 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A \* | 154608 |  | 1140 |
| &nbsp;&nbsp;&nbsp;Midea Group Co Ltd, Cl A  | 140600 |  | 1079 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 3550 |  | 416 |
| &nbsp;&nbsp;&nbsp;Oppein Home Group Inc, Cl A  | 44163 |  | 834 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 944000 |  | 439 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 300000 |  | 324 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 2500 |  | 15 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 91000 |  | 231 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 10800 |  | 446 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings Ltd  | 879000 |  | 694 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 326000 |  | 602 |
|  |  |  | 10224 |
| **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 157 |  | 377 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 2103 |  | 241 |
| &nbsp;&nbsp;&nbsp;Demant A/S \* | 10451 |  | 322 |
| &nbsp;&nbsp;&nbsp;DSV A/S  | 2886 |  | 427 |
| &nbsp;&nbsp;&nbsp;Genmab A/S \* | 2998 |  | 1068 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 14866 |  | 1590 |
| &nbsp;&nbsp;&nbsp;Sparekassen Sjaelland-Fyn A/S  | 563 |  | 12 |
|  |  |  | 4037 |
| **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** |
| &nbsp;&nbsp;&nbsp;Abou Kir Fertilizers & Chemical Industries  | 62600 |  | 82 |
| &nbsp;&nbsp;&nbsp;Orascom Construction PLC  | 7614 |  | 25 |
|  |  |  | 107 |
| **Finland — 0.2%** | **Finland — 0.2%** | **Finland — 0.2%** | **Finland — 0.2%** |
| &nbsp;&nbsp;&nbsp;Alma Media Oyj  | 1111 |  | 11 |
| &nbsp;&nbsp;&nbsp;Consti Oyj  | 934 |  | 9 |
| &nbsp;&nbsp;&nbsp;Sampo Oyj, Cl A  | 5154 |  | 233 |
|  |  |  | 253 |
| **France — 5.8%** | **France — 5.8%** | **France — 5.8%** | **France — 5.8%** |
| &nbsp;&nbsp;&nbsp;Adlpartner SACA  | 321 |  | 10 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 6541 |  | 304 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 15625 |  | 261 |
| &nbsp;&nbsp;&nbsp;Cast SA \* | 4876 |  | 37 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 23595 | $| 951 |
| &nbsp;&nbsp;&nbsp;Clasquin  | 337 |  | 20 |
| &nbsp;&nbsp;&nbsp;Criteo SA ADR \* | 1324 |  | 36 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 5700 |  | 220 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA  | 1663 |  | 248 |
| &nbsp;&nbsp;&nbsp;Fnac Darty SA  | 353 |  | 12 |
| &nbsp;&nbsp;&nbsp;GL Events \* | 2060 |  | 35 |
| &nbsp;&nbsp;&nbsp;Groupe SFPI  | 6521 |  | 16 |
| &nbsp;&nbsp;&nbsp;Guerbet  | 864 |  | 17 |
| &nbsp;&nbsp;&nbsp;Haulotte Group SA  | 3874 |  | 13 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 4420 |  | 320 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 1546 |  | 998 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 2761 |  | 507 |
| &nbsp;&nbsp;&nbsp;Poujoulat  | 140 |  | 13 |
| &nbsp;&nbsp;&nbsp;Remy Cointreau SA  | 1259 |  | 234 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 9430 |  | 771 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 866 |  | 317 |
| &nbsp;&nbsp;&nbsp;Sodexo SA  | 18077 |  | 1383 |
| &nbsp;&nbsp;&nbsp;SPIE SA  | 416 |  | 9 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 1890 |  | 228 |
| &nbsp;&nbsp;&nbsp;Vente-Unique.Com SA \* | 2529 |  | 19 |
| &nbsp;&nbsp;&nbsp;Vetoquinol SA  | 206 |  | 24 |
| &nbsp;&nbsp;&nbsp;Worldline SA/France \* | 19406 |  | 832 |
|  |  |  | 7835 |
| **Germany — 4.1%** | **Germany — 4.1%** | **Germany — 4.1%** | **Germany — 4.1%** |
| &nbsp;&nbsp;&nbsp;Bastei Luebbe AG  | 2568 |  | 16 |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 14675 |  | 776 |
| &nbsp;&nbsp;&nbsp;Bijou Brigitte AG \* | 437 |  | 14 |
| &nbsp;&nbsp;&nbsp;Carl Zeiss Meditec AG  | 1255 |  | 156 |
| &nbsp;&nbsp;&nbsp;CENIT AG  | 619 |  | 9 |
| &nbsp;&nbsp;&nbsp;Clearvise AG \* | 4156 |  | 12 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG  | 27661 |  | 231 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 2868 |  | 485 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 18340 |  | 346 |
| &nbsp;&nbsp;&nbsp;DocCheck AG \* | 330 |  | 5 |
| &nbsp;&nbsp;&nbsp;Ecotel Communication AG  | 483 |  | 14 |
| &nbsp;&nbsp;&nbsp;Gesco AG  | 1452 |  | 37 |
| &nbsp;&nbsp;&nbsp;KSB SE & Co KGaA  | 47 |  | 18 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG  | 6603 |  | 371 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 3586 |  | 616 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 877 |  | 40 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 4282 |  | 680 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 20794 |  | 794 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 4104 |  | 350 |
| &nbsp;&nbsp;&nbsp;Scout24 SE  | 6820 |  | 393 |
| &nbsp;&nbsp;&nbsp;Wacker Chemie AG  | 1460 |  | 208 |
|  |  |  | 5571 |
| **Greece — 0.0%** | **Greece — 0.0%** | **Greece — 0.0%** | **Greece — 0.0%** |
| &nbsp;&nbsp;&nbsp;Piraeus Port Authority SA  | 1814 |  | 28 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Thrace Plastics Holding and Co  | 3225 | $| 14 |
|  |  |  | 42 |
| **Hong Kong — 2.5%** | **Hong Kong — 2.5%** | **Hong Kong — 2.5%** | **Hong Kong — 2.5%** |
| &nbsp;&nbsp;&nbsp;361 Degrees International Ltd \* | 81000 |  | 41 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 69800 |  | 672 |
| &nbsp;&nbsp;&nbsp;Analogue Holdings Ltd  | 242000 |  | 42 |
| &nbsp;&nbsp;&nbsp;Build King Holdings Ltd  | 229010 |  | 22 |
| &nbsp;&nbsp;&nbsp;China Boqi Environmental Holding Co Ltd  | 148000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Chuang's China Investments Ltd  | 180000 |  | 10 |
| &nbsp;&nbsp;&nbsp;CPMC Holdings Ltd  | 31000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Goodbaby International Holdings Ltd \* | 215000 |  | 22 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Yitai Coal Co Ltd, Cl H  | 31000 |  | 45 |
| &nbsp;&nbsp;&nbsp;Johnson Electric Holdings Ltd  | 19000 |  | 23 |
| &nbsp;&nbsp;&nbsp;Launch Tech Co Ltd, Cl H \* | 77500 |  | 27 |
| &nbsp;&nbsp;&nbsp;Lee's Pharmaceutical Holdings Ltd  | 130500 |  | 31 |
| &nbsp;&nbsp;&nbsp;Midland Holdings Ltd \* | 468304 |  | 41 |
| &nbsp;&nbsp;&nbsp;Nameson Holdings Ltd  | 94000 |  | 5 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 13500 |  | 376 |
| &nbsp;&nbsp;&nbsp;PAX Global Technology Ltd  | 137000 |  | 131 |
| &nbsp;&nbsp;&nbsp;Plover Bay Technologies Ltd  | 64000 |  | 20 |
| &nbsp;&nbsp;&nbsp;Road King Infrastructure Ltd  | 58000 |  | 31 |
| &nbsp;&nbsp;&nbsp;Samson Holding Ltd  | 185000 |  | 9 |
| &nbsp;&nbsp;&nbsp;Samsonite International SA \* | 556630 |  | 1361 |
| &nbsp;&nbsp;&nbsp;Shenguan Holdings Group Ltd  | 1084000 |  | 47 |
| &nbsp;&nbsp;&nbsp;Stella International Holdings Ltd  | 34500 |  | 40 |
| &nbsp;&nbsp;&nbsp;Sundart Holdings Ltd  | 274000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Techtronic Industries Co Ltd  | 13000 |  | 153 |
| &nbsp;&nbsp;&nbsp;Texwinca Holdings Ltd  | 629257 |  | 112 |
| &nbsp;&nbsp;&nbsp;Tianjin Development Holdings Ltd  | 58000 |  | 12 |
| &nbsp;&nbsp;&nbsp;Time Watch Investments Ltd \* | 263233 |  | 15 |
| &nbsp;&nbsp;&nbsp;TK Group Holdings Ltd  | 30000 |  | 7 |
| &nbsp;&nbsp;&nbsp;YTO Express Holdings Ltd  | 84000 |  | 26 |
|  |  |  | 3366 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 6055 |  | 41 |
| &nbsp;&nbsp;&nbsp;Waberer's International Nyrt \* | 2121 |  | 12 |
|  |  |  | 53 |
| **India — 2.1%** | **India — 2.1%** | **India — 2.1%** | **India — 2.1%** |
| &nbsp;&nbsp;&nbsp;Andhra Sugars Ltd/The  | 29055 |  | 53 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 5853 |  | 17 |
| &nbsp;&nbsp;&nbsp;DB Corp Ltd  | 22324 |  | 29 |
| &nbsp;&nbsp;&nbsp;Dwarikesh Sugar Industries Ltd  | 162953 |  | 196 |
| &nbsp;&nbsp;&nbsp;Forbes & Co Ltd \* | 596 |  | 6 |
| &nbsp;&nbsp;&nbsp;GHCL Ltd  | 17444 |  | 130 |
| &nbsp;&nbsp;&nbsp;Gulf Oil Lubricants India Ltd  | 11462 |  | 69 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd ADR  | 10402 |  | 635 |
| &nbsp;&nbsp;&nbsp;IIFL Securities Ltd  | 43051 |  | 38 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 47330 |  | 189 |
| &nbsp;&nbsp;&nbsp;Jagran Prakashan Ltd  | 11086 |  | 9 |
| &nbsp;&nbsp;&nbsp;Kirloskar Pneumatic Co Ltd  | 6648 |  | 46 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Orient Cement Ltd  | 70124 | $| 105 |
| &nbsp;&nbsp;&nbsp;PTC India Ltd  | 19285 |  | 20 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 12620 |  | 413 |
| &nbsp;&nbsp;&nbsp;Tech Mahindra Ltd  | 68299 |  | 910 |
| &nbsp;&nbsp;&nbsp;Visaka Industries Ltd  | 2977 |  | 23 |
|  |  |  | 2888 |
| **Indonesia — 1.4%** | **Indonesia — 1.4%** | **Indonesia — 1.4%** | **Indonesia — 1.4%** |
| &nbsp;&nbsp;&nbsp;ABM Investama Tbk PT  | 82600 |  | 15 |
| &nbsp;&nbsp;&nbsp;Adira Dinamika Multi Finance Tbk PT  | 44200 |  | 24 |
| &nbsp;&nbsp;&nbsp;Alam Sutera Realty Tbk PT \* | 2227500 |  | 27 |
| &nbsp;&nbsp;&nbsp;Arwana Citramulia Tbk PT  | 245900 |  | 15 |
| &nbsp;&nbsp;&nbsp;Asahimas Flat Glass Tbk PT  | 33200 |  | 13 |
| &nbsp;&nbsp;&nbsp;Astra Otoparts Tbk PT  | 317300 |  | 27 |
| &nbsp;&nbsp;&nbsp;Asuransi Tugu Pratama Indonesia Tbk PT  | 89700 |  | 14 |
| &nbsp;&nbsp;&nbsp;Austindo Nusantara Jaya Tbk PT  | 198800 |  | 11 |
| &nbsp;&nbsp;&nbsp;Bank Danamon Indonesia Tbk PT  | 164900 |  | 29 |
| &nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk PT  | 220300 |  | 11 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 812200 |  | 237 |
| &nbsp;&nbsp;&nbsp;Baramulti Suksessarana Tbk PT  | 143400 |  | 42 |
| &nbsp;&nbsp;&nbsp;Bayan Resources Tbk PT  | 10700 |  | 46 |
| &nbsp;&nbsp;&nbsp;BISI International Tbk PT  | 370703 |  | 34 |
| &nbsp;&nbsp;&nbsp;Blue Bird Tbk PT  | 262100 |  | 24 |
| &nbsp;&nbsp;&nbsp;Bukit Asam Tbk PT  | 987000 |  | 282 |
| &nbsp;&nbsp;&nbsp;Cisadane Sawit Raya Tbk PT  | 517300 |  | 23 |
| &nbsp;&nbsp;&nbsp;Delta Djakarta Tbk PT  | 36800 |  | 10 |
| &nbsp;&nbsp;&nbsp;Elnusa Tbk PT  | 4519600 |  | 97 |
| &nbsp;&nbsp;&nbsp;Hexindo Adiperkasa Tbk PT  | 44000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Indika Energy Tbk PT  | 774800 |  | 150 |
| &nbsp;&nbsp;&nbsp;Indo-Rama Synthetics Tbk PT  | 19800 |  | 10 |
| &nbsp;&nbsp;&nbsp;Jasa Armada Indonesia Tbk PT  | 995800 |  | 20 |
| &nbsp;&nbsp;&nbsp;Mandala Multifinance Tbk PT  | 272500 |  | 29 |
| &nbsp;&nbsp;&nbsp;Mitrabahtera Segara Sejati Tbk PT \* | 409600 |  | 28 |
| &nbsp;&nbsp;&nbsp;Mitrabara Adiperdana Tbk PT  | 36000 |  | 20 |
| &nbsp;&nbsp;&nbsp;Nippon Indosari Corpindo Tbk PT  | 179000 |  | 16 |
| &nbsp;&nbsp;&nbsp;Pelita Samudera Shipping Tbk PT  | 866400 |  | 36 |
| &nbsp;&nbsp;&nbsp;Prima Andalan Mandiri Tbk PT  | 48500 |  | 22 |
| &nbsp;&nbsp;&nbsp;Resource Alam Indonesia Tbk PT  | 291900 |  | 12 |
| &nbsp;&nbsp;&nbsp;Salim Ivomas Pratama Tbk PT  | 631500 |  | 19 |
| &nbsp;&nbsp;&nbsp;Samudera Indonesia Tbk PT  | 129698 |  | 23 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 689200 |  | 211 |
| &nbsp;&nbsp;&nbsp;Tunas Baru Lampung Tbk PT  | 296000 |  | 15 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 99800 |  | 227 |
|  |  |  | 1838 |
| **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** |
| &nbsp;&nbsp;&nbsp;Greencore Group PLC \* | 196128 |  | 194 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries PLC  | 729 |  | 17 |
|  |  |  | 211 |
| **Israel — 2.5%** | **Israel — 2.5%** | **Israel — 2.5%** | **Israel — 2.5%** |
| &nbsp;&nbsp;&nbsp;Almogim Holdings Ltd  | 6574 |  | 15 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 30514 |  | 317 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 56837 | $| 602 |
| &nbsp;&nbsp;&nbsp;Carasso Motors Ltd  | 11399 |  | 72 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 18747 |  | 2254 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 9438 |  | 90 |
| &nbsp;&nbsp;&nbsp;Ilex Medical Ltd  | 2134 |  | 51 |
| &nbsp;&nbsp;&nbsp;ZIM Integrated Shipping Services Ltd  | 970 |  | 35 |
|  |  |  | 3436 |
| **Italy — 2.9%** | **Italy — 2.9%** | **Italy — 2.9%** | **Italy — 2.9%** |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 59434 |  | 703 |
| &nbsp;&nbsp;&nbsp;Gefran SpA  | 2700 |  | 24 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA  | 42913 |  | 1318 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 16236 |  | 216 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 21723 |  | 297 |
| &nbsp;&nbsp;&nbsp;TXT e-solutions SpA \* | 3867 |  | 44 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 131686 |  | 1289 |
|  |  |  | 3891 |
| **Japan — 9.7%** | **Japan — 9.7%** | **Japan — 9.7%** | **Japan — 9.7%** |
| &nbsp;&nbsp;&nbsp;AGS Corp  | 1700 |  | 9 |
| &nbsp;&nbsp;&nbsp;Ainavo Holdings Co Ltd  | 2175 |  | 15 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd  | 44400 |  | 1492 |
| &nbsp;&nbsp;&nbsp;Asahi Kogyosha Co Ltd  | 1200 |  | 17 |
| &nbsp;&nbsp;&nbsp;Asia Air Survey Co Ltd  | 2300 |  | 14 |
| &nbsp;&nbsp;&nbsp;Atled Corp  | 1100 |  | 15 |
| &nbsp;&nbsp;&nbsp;Avant Corp  | 2400 |  | 26 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 3200 |  | 241 |
| &nbsp;&nbsp;&nbsp;Business Brain Showa-Ota Inc  | 3300 |  | 38 |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd  | 2746 |  | 75 |
| &nbsp;&nbsp;&nbsp;Central Security Patrols Co Ltd  | 800 |  | 14 |
| &nbsp;&nbsp;&nbsp;Chilled & Frozen Logistics Holdings Co Ltd  | 1500 |  | 13 |
| &nbsp;&nbsp;&nbsp;Chiyoda Integre Co Ltd \* | 1200 |  | 19 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 8500 |  | 256 |
| &nbsp;&nbsp;&nbsp;Daiken Medical Co Ltd  | 2800 |  | 10 |
| &nbsp;&nbsp;&nbsp;Digital Arts Inc  | 1100 |  | 51 |
| &nbsp;&nbsp;&nbsp;DKK-Toa Corp  | 1500 |  | 9 |
| &nbsp;&nbsp;&nbsp;Earth Corp  | 1800 |  | 71 |
| &nbsp;&nbsp;&nbsp;E-Guardian Inc \* | 2900 |  | 63 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 1400 |  | 24 |
| &nbsp;&nbsp;&nbsp;Enshu Truck Co Ltd  | 600 |  | 11 |
| &nbsp;&nbsp;&nbsp;Entrust Inc  | 2800 |  | 13 |
| &nbsp;&nbsp;&nbsp;Fixstars Corp  | 2800 |  | 25 |
| &nbsp;&nbsp;&nbsp;FTGroup Co Ltd  | 3800 |  | 25 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 1900 |  | 224 |
| &nbsp;&nbsp;&nbsp;Gecoss Corp  | 1500 |  | 9 |
| &nbsp;&nbsp;&nbsp;GL Sciences Inc  | 1100 |  | 19 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 39300 |  | 1968 |
| &nbsp;&nbsp;&nbsp;Hokkaido Gas Co Ltd \* | 2900 |  | 34 |
| &nbsp;&nbsp;&nbsp;Hokuriku Gas Co Ltd  | 500 |  | 11 |
| &nbsp;&nbsp;&nbsp;Hotland Co Ltd  | 5400 |  | 51 |
| &nbsp;&nbsp;&nbsp;IHI Corp  | 11100 |  | 297 |
| &nbsp;&nbsp;&nbsp;Infomart Corp  | 17300 |  | 52 |
| &nbsp;&nbsp;&nbsp;IR Japan Holdings Ltd  | 700 |  | 13 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;IwaiCosmo Holdings Inc  | 1700 | $15 |
| &nbsp;&nbsp;&nbsp;Iwaki Co Ltd  | 2600 | 23 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group Inc  | 24400 | 364 |
| &nbsp;&nbsp;&nbsp;JMS Co Ltd  | 4800 | 19 |
| &nbsp;&nbsp;&nbsp;Kanefusa Corp  | 2300 | 13 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 500 | 188 |
| &nbsp;&nbsp;&nbsp;Kimura Unity Co Ltd  | 2700 | 16 |
| &nbsp;&nbsp;&nbsp;Kita-Nippon Bank Ltd/The  | 1200 | 15 |
| &nbsp;&nbsp;&nbsp;Konoike Transport Co Ltd  | 2100 | 20 |
| &nbsp;&nbsp;&nbsp;Kozo Keikaku Engineering Inc  | 500 | 10 |
| &nbsp;&nbsp;&nbsp;Kyowa Electronic Instruments Co Ltd  | 9800 | 24 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp  | 1700 | 236 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 37500 | 392 |
| &nbsp;&nbsp;&nbsp;Matching Service Japan Co Ltd  | 2300 | 13 |
| &nbsp;&nbsp;&nbsp;Meiji Electric Industries Co Ltd  | 1100 | 8 |
| &nbsp;&nbsp;&nbsp;Meiko Network Japan Co Ltd  | 8800 | 38 |
| &nbsp;&nbsp;&nbsp;Mimaki Engineering Co Ltd  | 2300 | 11 |
| &nbsp;&nbsp;&nbsp;Nicca Chemical Co Ltd  | 1500 | 9 |
| &nbsp;&nbsp;&nbsp;Nihon Trim Co Ltd  | 1900 | 34 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 21840 | 593 |
| &nbsp;&nbsp;&nbsp;NJS Co Ltd  | 1900 | 27 |
| &nbsp;&nbsp;&nbsp;OBIC Business Consultants Co Ltd  | 1000 | 36 |
| &nbsp;&nbsp;&nbsp;Optim Corp \* | 7000 | 44 |
| &nbsp;&nbsp;&nbsp;ORIX Corp  | 89500 | 1474 |
| &nbsp;&nbsp;&nbsp;Oro Co Ltd  | 4200 | 53 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co Ltd  | 400 | 13 |
| &nbsp;&nbsp;&nbsp;Pasco Corp  | 1300 | 12 |
| &nbsp;&nbsp;&nbsp;Persol Holdings Co Ltd  | 3000 | 60 |
| &nbsp;&nbsp;&nbsp;Pigeon Corp  | 7100 | 106 |
| &nbsp;&nbsp;&nbsp;Pronexus Inc  | 1200 | 9 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 10100 | 322 |
| &nbsp;&nbsp;&nbsp;Riken Technos Corp  | 9200 | 34 |
| &nbsp;&nbsp;&nbsp;Santec Corp  | 1000 | 20 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 1200 | 213 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co Ltd  | 1400 | 163 |
| &nbsp;&nbsp;&nbsp;SHL-Japan Ltd  | 100 | 2 |
| &nbsp;&nbsp;&nbsp;Showa Denko KK  | 56500 | 870 |
| &nbsp;&nbsp;&nbsp;SK-Electronics Co Ltd  | 6400 | 65 |
| &nbsp;&nbsp;&nbsp;SMK Corp  | 1200 | 21 |
| &nbsp;&nbsp;&nbsp;SMS Co Ltd \* | 13100 | 299 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 6400 | 275 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 2200 | 175 |
| &nbsp;&nbsp;&nbsp;Space Co Ltd  | 7200 | 44 |
| &nbsp;&nbsp;&nbsp;ST Corp  | 1500 | 17 |
| &nbsp;&nbsp;&nbsp;Step Co Ltd  | 2500 | 33 |
| &nbsp;&nbsp;&nbsp;Sun Corp  | 800 | 14 |
| &nbsp;&nbsp;&nbsp;Tayca Corp  | 1300 | 12 |
| &nbsp;&nbsp;&nbsp;Toei Animation Co Ltd  | 3400 | 311 |
| &nbsp;&nbsp;&nbsp;Toho Co Ltd/Kobe  | 1100 | 11 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 10600 | 589 |
| &nbsp;&nbsp;&nbsp;Tonami Holdings Co Ltd  | 600 | 16 |
| &nbsp;&nbsp;&nbsp;Totoku Electric Co Ltd  | 700 | 11 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Toyo Machinery & Metal Co Ltd  | 1800 | $| 8 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan \* | 100 |  | 6 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo Co Ltd  | 700 |  | 19 |
| &nbsp;&nbsp;&nbsp;UNITED Inc/Japan  | 4800 |  | 52 |
| &nbsp;&nbsp;&nbsp;ValueCommerce Co Ltd  | 2600 |  | 48 |
| &nbsp;&nbsp;&nbsp;Wantedly Inc \* | 700 |  | 11 |
| &nbsp;&nbsp;&nbsp;Workman Co Ltd  | 4300 |  | 172 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 8900 |  | 62 |
| &nbsp;&nbsp;&nbsp;YAMADA Consulting Group Co Ltd  | 2100 |  | 19 |
| &nbsp;&nbsp;&nbsp;ZIGExN Co Ltd  | 29400 |  | 71 |
|  |  |  | 13084 |
| **Luxembourg — 0.0%** | **Luxembourg — 0.0%** | **Luxembourg — 0.0%** | **Luxembourg — 0.0%** |
| &nbsp;&nbsp;&nbsp;Eurofins Scientific SE  | 1003 |  | 69 |
| **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** |
| &nbsp;&nbsp;&nbsp;Allianz Malaysia Bhd  | 15800 |  | 46 |
| &nbsp;&nbsp;&nbsp;Berjaya Food Bhd  | 37100 |  | 34 |
| &nbsp;&nbsp;&nbsp;Bermaz Auto Bhd  | 75200 |  | 30 |
| &nbsp;&nbsp;&nbsp;CB Industrial Product Holding Bhd  | 175800 |  | 52 |
| &nbsp;&nbsp;&nbsp;Chin Well Holdings Bhd  | 65400 |  | 26 |
| &nbsp;&nbsp;&nbsp;DKSH Holdings Malaysia Bhd  | 30600 |  | 31 |
| &nbsp;&nbsp;&nbsp;Favelle Favco Bhd  | 25000 |  | 10 |
| &nbsp;&nbsp;&nbsp;Gas Malaysia Bhd  | 36400 |  | 28 |
| &nbsp;&nbsp;&nbsp;Innoprise Plantations Bhd  | 116300 |  | 41 |
| &nbsp;&nbsp;&nbsp;Kim Loong Resources Bhd  | 164100 |  | 62 |
| &nbsp;&nbsp;&nbsp;Lingkaran Trans Kota Holdings Bhd  | 19100 |  | 21 |
| &nbsp;&nbsp;&nbsp;Matrix Concepts Holdings Bhd  | 20800 |  | 10 |
| &nbsp;&nbsp;&nbsp;MKH Bhd  | 99700 |  | 28 |
| &nbsp;&nbsp;&nbsp;Nestle Malaysia Bhd  | 1300 |  | 39 |
| &nbsp;&nbsp;&nbsp;Padini Holdings Bhd  | 63800 |  | 48 |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group Bhd  | 23600 |  | 46 |
| &nbsp;&nbsp;&nbsp;Power Root Bhd  | 61400 |  | 25 |
| &nbsp;&nbsp;&nbsp;Scicom MSC Bhd  | 60700 |  | 14 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 154500 |  | 154 |
| &nbsp;&nbsp;&nbsp;Sports Toto Bhd  | 48300 |  | 19 |
| &nbsp;&nbsp;&nbsp;Taliworks Corp Bhd  | 347900 |  | 72 |
| &nbsp;&nbsp;&nbsp;TH Plantations Bhd  | 64800 |  | 8 |
| &nbsp;&nbsp;&nbsp;United Malacca Bhd  | 6900 |  | 8 |
|  |  |  | 852 |
| **Mexico — 0.3%** | **Mexico — 0.3%** | **Mexico — 0.3%** | **Mexico — 0.3%** |
| &nbsp;&nbsp;&nbsp;Cia Minera Autlan SAB de CV  | 13434 |  | 11 |
| &nbsp;&nbsp;&nbsp;Ternium SA ADR  | 6024 |  | 185 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 52000 |  | 171 |
|  |  |  | 367 |
| **Netherlands — 5.0%** | **Netherlands — 5.0%** | **Netherlands — 5.0%** | **Netherlands — 5.0%** |
| &nbsp;&nbsp;&nbsp;Adyen NV \* | 159 |  | 245 |
| &nbsp;&nbsp;&nbsp;Argenx SE ADR \* | 400 |  | 151 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV  | 2195 |  | 1072 |
| &nbsp;&nbsp;&nbsp;Brunel International NV  | 3087 |  | 29 |
| &nbsp;&nbsp;&nbsp;EXOR NV  | 146 |  | 9 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 2924 |  | 208 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 423 | $| 38 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 96871 |  | 850 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 52728 |  | 2168 |
| &nbsp;&nbsp;&nbsp;OCI NV  | 11806 |  | 444 |
| &nbsp;&nbsp;&nbsp;SNS Reaal \*(A) | 1762 |  |  |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV  | 16732 |  | 332 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 11934 |  | 1168 |
|  |  |  | 6714 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| &nbsp;&nbsp;&nbsp;Briscoe Group Ltd  | 10569 |  | 34 |
| &nbsp;&nbsp;&nbsp;Mainfreight Ltd  | 247 |  | 11 |
| &nbsp;&nbsp;&nbsp;PGG Wrightson Ltd \* | 3979 |  | 12 |
| &nbsp;&nbsp;&nbsp;Rakon Ltd \* | 49213 |  | 39 |
| &nbsp;&nbsp;&nbsp;Steel & Tube Holdings Ltd  | 53444 |  | 50 |
|  |  |  | 146 |
| **Norway — 1.3%** | **Norway — 1.3%** | **Norway — 1.3%** | **Norway — 1.3%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA  | 4482 |  | 157 |
| &nbsp;&nbsp;&nbsp;AutoStore Holdings Ltd \* | 76305 |  | 101 |
| &nbsp;&nbsp;&nbsp;Belships ASA  | 40259 |  | 60 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 22223 |  | 864 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 14879 |  | 302 |
| &nbsp;&nbsp;&nbsp;Mowi ASA  | 9010 |  | 185 |
| &nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen ASA, Cl B  | 4163 |  | 23 |
| &nbsp;&nbsp;&nbsp;Western Bulk Chartering AS  | 6344 |  | 26 |
| &nbsp;&nbsp;&nbsp;Wilh Wilhelmsen Holding ASA, Cl B  | 397 |  | 8 |
| &nbsp;&nbsp;&nbsp;Wilson ASA  | 2535 |  | 18 |
|  |  |  | 1744 |
| **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** |
| &nbsp;&nbsp;&nbsp;Empresa Siderurgica del Peru SAA  | 28617 |  | 12 |
| **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** |
| &nbsp;&nbsp;&nbsp;Ginebra San Miguel Inc  | 5020 |  | 10 |
| &nbsp;&nbsp;&nbsp;LT Group Inc  | 115700 |  | 18 |
| &nbsp;&nbsp;&nbsp;Semirara Mining & Power Corp, Cl A  | 60100 |  | 44 |
|  |  |  | 72 |
| **Poland — 0.5%** | **Poland — 0.5%** | **Poland — 0.5%** | **Poland — 0.5%** |
| &nbsp;&nbsp;&nbsp;AB SA  | 1137 |  | 9 |
| &nbsp;&nbsp;&nbsp;Arctic Paper SA  | 9241 |  | 38 |
| &nbsp;&nbsp;&nbsp;ComArch SA  | 1972 |  | 68 |
| &nbsp;&nbsp;&nbsp;Industrial Milk Co  | 3552 |  | 13 |
| &nbsp;&nbsp;&nbsp;Lubelski Wegiel Bogdanka SA  | 23362 |  | 246 |
| &nbsp;&nbsp;&nbsp;PKP Cargo SA \* | 14365 |  | 40 |
| &nbsp;&nbsp;&nbsp;Polimex-Mostostal SA \* | 87491 |  | 57 |
| &nbsp;&nbsp;&nbsp;Polskie Gornictwo Naftowe i Gazownictwo SA \* | 9986 |  | 12 |
| &nbsp;&nbsp;&nbsp;Stalprodukt SA  | 672 |  | 34 |
| &nbsp;&nbsp;&nbsp;Tim SA/Siechnice  | 8326 |  | 48 |
| &nbsp;&nbsp;&nbsp;Toya SA  | 7583 |  | 8 |
| &nbsp;&nbsp;&nbsp;Unimot SA \* | 1772 |  | 25 |
| &nbsp;&nbsp;&nbsp;Votum SA  | 3349 |  | 30 |
| &nbsp;&nbsp;&nbsp;VRG SA  | 9417 |  | 7 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Wielton SA  | 10402 | $| 13 |
|  |  |  | 648 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 10511 |  | 42 |
| &nbsp;&nbsp;&nbsp;Sonae SGPS SA  | 60672 |  | 61 |
|  |  |  | 103 |
| **Qatar — 0.7%** | **Qatar — 0.7%** | **Qatar — 0.7%** | **Qatar — 0.7%** |
| &nbsp;&nbsp;&nbsp;Commercial Bank PSQC | 86683 |  | 174 |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 63419 |  | 316 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 146969 |  | 366 |
| &nbsp;&nbsp;&nbsp;Qatar National Cement Co QSC  | 35899 |  | 49 |
|  |  |  | 905 |
| **Singapore — 0.8%** | **Singapore — 0.8%** | **Singapore — 0.8%** | **Singapore — 0.8%** |
| &nbsp;&nbsp;&nbsp;Boustead Singapore Ltd  | 35165 |  | 23 |
| &nbsp;&nbsp;&nbsp;BRC Asia Ltd  | 77500 |  | 94 |
| &nbsp;&nbsp;&nbsp;Bumitama Agri Ltd  | 39200 |  | 18 |
| &nbsp;&nbsp;&nbsp;Delfi Ltd  | 31900 |  | 18 |
| &nbsp;&nbsp;&nbsp;Geo Energy Resources Ltd  | 192600 |  | 53 |
| &nbsp;&nbsp;&nbsp;HRnetgroup Ltd  | 61100 |  | 33 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 11800 |  | 277 |
| &nbsp;&nbsp;&nbsp;Pacific Century Regional Developments Ltd  | 56000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Samudera Shipping Line Ltd  | 78200 |  | 56 |
| &nbsp;&nbsp;&nbsp;Sing Investments & Finance Ltd  | 21700 |  | 23 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 12395 |  | 432 |
| &nbsp;&nbsp;&nbsp;Tiong Seng Holdings Ltd  | 7037 |  | 1 |
|  |  |  | 1047 |
| **South Africa — 1.1%** | **South Africa — 1.1%** | **South Africa — 1.1%** | **South Africa — 1.1%** |
| &nbsp;&nbsp;&nbsp;Blue Label Telecoms Ltd \* | 223016 |  | 82 |
| &nbsp;&nbsp;&nbsp;Clicks Group Ltd  | 25581 |  | 447 |
| &nbsp;&nbsp;&nbsp;Combined Motor Holdings Ltd  | 9481 |  | 16 |
| &nbsp;&nbsp;&nbsp;Mpact Ltd  | 10639 |  | 18 |
| &nbsp;&nbsp;&nbsp;Ninety One Ltd  | 9910 |  | 22 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd \* | 46269 |  | 124 |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings Ltd  | 13554 |  | 185 |
| &nbsp;&nbsp;&nbsp;Thungela Resources Ltd  | 18798 |  | 361 |
| &nbsp;&nbsp;&nbsp;Vodacom Group Ltd  | 31613 |  | 234 |
|  |  |  | 1489 |
| **South Korea — 3.1%** | **South Korea — 3.1%** | **South Korea — 3.1%** | **South Korea — 3.1%** |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 12488 |  | 592 |
| &nbsp;&nbsp;&nbsp;Crown Haitai Holdings Co Ltd  | 6658 |  | 36 |
| &nbsp;&nbsp;&nbsp;Dongwon F&B Co Ltd  | 1867 |  | 216 |
| &nbsp;&nbsp;&nbsp;Dongwon Industries Co Ltd  | 327 |  | 55 |
| &nbsp;&nbsp;&nbsp;Eusu Holdings Co Ltd  | 11497 |  | 56 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 13036 |  | 380 |
| &nbsp;&nbsp;&nbsp;Hansol Holdings Co Ltd  | 13363 |  | 34 |
| &nbsp;&nbsp;&nbsp;Hitejinro Holdings Co Ltd  | 1571 |  | 14 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 406 |  | 15 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 2222 |  | 133 |
| &nbsp;&nbsp;&nbsp;Korea District Heating Corp  | 664 |  | 16 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 5983 |  | 448 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 5003 | $| 161 |
| &nbsp;&nbsp;&nbsp;Maeil Holdings Co Ltd  | 10365 |  | 69 |
| &nbsp;&nbsp;&nbsp;Mirae Asset Life Insurance Co Ltd  | 4310 |  | 10 |
| &nbsp;&nbsp;&nbsp;Multicampus Co Ltd  | 530 |  | 14 |
| &nbsp;&nbsp;&nbsp;Sajodaerim Corp  | 1514 |  | 31 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 1577 |  | 70 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd GDR  | 1188 |  | 1299 |
| &nbsp;&nbsp;&nbsp;SeAH Holdings Corp  | 282 |  | 24 |
| &nbsp;&nbsp;&nbsp;SGC e Tec E&C Co Ltd  | 1860 |  | 70 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 16583 |  | 449 |
|  |  |  | 4192 |
| **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 35649 |  | 770 |
| **Sweden — 1.1%** | **Sweden — 1.1%** | **Sweden — 1.1%** | **Sweden — 1.1%** |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Cl B  | 19762 |  | 401 |
| &nbsp;&nbsp;&nbsp;B3 Consulting Group AB  | 2485 |  | 32 |
| &nbsp;&nbsp;&nbsp;FM Mattsson Mora Group AB, Cl B  | 1866 |  | 11 |
| &nbsp;&nbsp;&nbsp;Hexagon AB, Cl B  | 37664 |  | 386 |
| &nbsp;&nbsp;&nbsp;Rottneros AB  | 9775 |  | 12 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB, Cl A  | 30413 |  | 304 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B  | 46193 |  | 346 |
|  |  |  | 1492 |
| **Switzerland — 3.0%** | **Switzerland — 3.0%** | **Switzerland — 3.0%** | **Switzerland — 3.0%** |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 2144 |  | 496 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 576 |  | 308 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 2370 |  | 192 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 572 |  | 553 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 4099 |  | 1323 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 1584 |  | 418 |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG  | 3210 |  | 352 |
| &nbsp;&nbsp;&nbsp;Swatch Group AG/The, Cl B  | 1686 |  | 410 |
|  |  |  | 4052 |
| **Taiwan — 1.9%** | **Taiwan — 1.9%** | **Taiwan — 1.9%** | **Taiwan — 1.9%** |
| &nbsp;&nbsp;&nbsp;104 Corp  | 2000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Asia Tech Image Inc  | 14000 |  | 25 |
| &nbsp;&nbsp;&nbsp;Axiomtek Co Ltd  | 4000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Chien Kuo Construction Co Ltd  | 46000 |  | 19 |
| &nbsp;&nbsp;&nbsp;eGalax_eMPIA Technology Inc  | 9000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 58000 |  | 166 |
| &nbsp;&nbsp;&nbsp;General Plastic Industrial Co Ltd  | 16000 |  | 16 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 221000 |  | 787 |
| &nbsp;&nbsp;&nbsp;Insyde Software Corp  | 18000 |  | 45 |
| &nbsp;&nbsp;&nbsp;Ju Teng International Holdings Ltd  | 59000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Lida Holdings Ltd  | 13000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp  | 23000 |  | 258 |
| &nbsp;&nbsp;&nbsp;Rich Honour International Designs Co Ltd  | 11000 |  | 16 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 39000 |  | 638 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 7195 | $| 600 |
|  |  |  | 2635 |
| **Thailand — 3.3%** | **Thailand — 3.3%** | **Thailand — 3.3%** | **Thailand — 3.3%** |
| &nbsp;&nbsp;&nbsp;Airports of Thailand PCL \* | 90100 |  | 180 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 12400 |  | 47 |
| &nbsp;&nbsp;&nbsp;Bangkok Life Assurance PCL  | 92400 |  | 90 |
| &nbsp;&nbsp;&nbsp;Haad Thip PCL  | 24600 |  | 22 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL NVDR  | 80200 |  | 95 |
| &nbsp;&nbsp;&nbsp;Kang Yong Electric PCL  | 1600 |  | 14 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 45100 |  | 190 |
| &nbsp;&nbsp;&nbsp;Ladprao General Hospital PCL  | 109600 |  | 17 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL  | 410900 |  | 269 |
| &nbsp;&nbsp;&nbsp;Minor International PCL \* | 1161400 |  | 1083 |
| &nbsp;&nbsp;&nbsp;Netbay PCL  | 42700 |  | 32 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL  | 91800 |  | 119 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL NVDR  | 213900 |  | 278 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 33000 |  | 34 |
| &nbsp;&nbsp;&nbsp;Ratchaphruek Hospital PCL  | 177100 |  | 32 |
| &nbsp;&nbsp;&nbsp;SCB X PCL  | 606000 |  | 1832 |
| &nbsp;&nbsp;&nbsp;Srivichai Vejvivat PCL  | 91400 |  | 24 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL NVDR  | 23100 |  | 38 |
| &nbsp;&nbsp;&nbsp;Thai Stanley Electric PCL  | 10300 |  | 48 |
| &nbsp;&nbsp;&nbsp;Thantawan Industry PCL  | 8900 |  | 11 |
| &nbsp;&nbsp;&nbsp;Univanich Palm Oil PCL  | 158800 |  | 32 |
|  |  |  | 4487 |
| **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** | **Turkey — 0.0%** |
| &nbsp;&nbsp;&nbsp;Agesa Hayat ve Emeklilik AS \* | 26486 |  | 34 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi AS  | 30967 |  | 12 |
|  |  |  | 46 |
| **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** | **United Arab Emirates — 0.1%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Aviation Co  | 10953 |  | 16 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi National Insurance Co PSC  | 12018 |  | 20 |
| &nbsp;&nbsp;&nbsp;Air Arabia PJSC  | 41698 |  | 25 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 22199 |  | 37 |
| &nbsp;&nbsp;&nbsp;Ras Al Khaimah Ceramics  | 55449 |  | 45 |
|  |  |  | 143 |
| **United Kingdom — 12.7%** | **United Kingdom — 12.7%** | **United Kingdom — 12.7%** | **United Kingdom — 12.7%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 1943 |  | 560 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 283 |  | 9 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 2649 |  | 740 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 3192 |  | 395 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 2146 |  | 531 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 34214 |  | 309 |
| &nbsp;&nbsp;&nbsp;Breedon Group PLC  | 132876 |  | 92 |
| &nbsp;&nbsp;&nbsp;Cerillion PLC  | 3698 |  | 39 |
| &nbsp;&nbsp;&nbsp;Chesnara PLC  | 11116 |  | 39 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 30726 |  | 374 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 11050 |  | 238 |
| &nbsp;&nbsp;&nbsp;ConvaTec Group PLC  | 365395 |  | 923 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dechra Pharmaceuticals PLC  | 7006 | $| 284 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 12006 |  | 523 |
| &nbsp;&nbsp;&nbsp;Diploma PLC  | 4601 |  | 134 |
| &nbsp;&nbsp;&nbsp;DS Smith PLC  | 10313 |  | 32 |
| &nbsp;&nbsp;&nbsp;Entain PLC  | 46661 |  | 688 |
| &nbsp;&nbsp;&nbsp;Exillon Energy PLC \* | 4819 |  |  |
| &nbsp;&nbsp;&nbsp;Ferrexpo PLC  | 7137 |  | 12 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 150342 |  | 823 |
| &nbsp;&nbsp;&nbsp;Gresham Technologies PLC  | 9760 |  | 17 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 14044 |  | 225 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 10854 |  | 353 |
| &nbsp;&nbsp;&nbsp;Gulf Keystone Petroleum Ltd  | 17361 |  | 49 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 17555 |  | 53 |
| &nbsp;&nbsp;&nbsp;Haleon PLC ADR \* | 13568 |  | 81 |
| &nbsp;&nbsp;&nbsp;Hargreaves Services PLC  | 9576 |  | 50 |
| &nbsp;&nbsp;&nbsp;Impellam Group PLC \* | 3091 |  | 17 |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 217491 |  | 1378 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 4430 |  | 241 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 6409 |  | 295 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 72074 |  | 348 |
| &nbsp;&nbsp;&nbsp;Kitwave Group PLC  | 1068 |  | 2 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 964 |  | 271 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC  | 4431 |  | 416 |
| &nbsp;&nbsp;&nbsp;Macfarlane Group PLC  | 19861 |  | 25 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 39857 |  | 113 |
| &nbsp;&nbsp;&nbsp;Mears Group PLC  | 19138 |  | 47 |
| &nbsp;&nbsp;&nbsp;Melrose Industries PLC  | 372037 |  | 588 |
| &nbsp;&nbsp;&nbsp;Mercia Asset Management PLC  | 54167 |  | 18 |
| &nbsp;&nbsp;&nbsp;Morgan Sindall Group PLC  | 2919 |  | 58 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 599941 |  | 1715 |
| &nbsp;&nbsp;&nbsp;Ninety One PLC  | 12821 |  | 30 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd \* | 66234 |  | 1172 |
| &nbsp;&nbsp;&nbsp;Norcros PLC  | 15712 |  | 39 |
| &nbsp;&nbsp;&nbsp;NWF Group PLC  | 8792 |  | 24 |
| &nbsp;&nbsp;&nbsp;Petra Diamonds Ltd \* | 35674 |  | 41 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  | 21781 |  | 229 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 24994 |  | 654 |
| &nbsp;&nbsp;&nbsp;Robert Walters PLC  | 4945 |  | 30 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 58484 |  | 1550 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 12130 |  | 233 |
| &nbsp;&nbsp;&nbsp;XPS Pensions Group PLC  | 9227 |  | 15 |
|  |  |  | 17122 |
| **United States — 3.6%** | **United States — 3.6%** | **United States — 3.6%** | **United States — 3.6%** |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 37192 |  | 958 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 12146 |  | 660 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 14115 |  | 594 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 22827 |  | 623 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 1227 |  | 259 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd \* | 5493 |  | 176 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 4248 |  | 406 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 11962 |  | 543 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 17514 | $| 705 |
|  |  |  | 4924 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $133,887) ($ Thousands) |  |  | 126533 |
| **EXCHANGE TRADED FUND — 0.8%** | **EXCHANGE TRADED FUND — 0.8%** | **EXCHANGE TRADED FUND — 0.8%** | **EXCHANGE TRADED FUND — 0.8%** |
| **United States — 0.8%** | **United States — 0.8%** | **United States — 0.8%** | **United States — 0.8%** |
| &nbsp;&nbsp;&nbsp;iShares MSCI ACWI ex US ETF  | 22260 |  | 985 |
| Total Exchange Traded Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,041) ($ Thousands) |  |  | 985 |
| **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** |
| **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** |
| &nbsp;&nbsp;&nbsp;Cia de Saneamento do Parana (B) | 184500 |  | 125 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA \*(B) | 63300 |  | 316 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA(B) | 26500 |  | 170 |
|  |  |  | 611 |
| **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** |
| &nbsp;&nbsp;&nbsp;Sartorius AG(B) | 714 |  | 298 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $932) ($ Thousands) |  | $909 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Taiwan — 0.0%** | **Taiwan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Taishin Financial Holding Co Ltd \*<sup>‡</sup><sup>‡</sup> | 11794 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 1.9%** | **CASH EQUIVALENT — 1.9%** | **CASH EQUIVALENT — 1.9%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 2609823 | 2610 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,610) ($ Thousands) |  | 2610 |
| Total Investments in Securities — 96.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $138,470) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $138,470) ($ Thousands)  | $131037 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 25 | Sep-2022 | $962 | $885 | $(62) |
| &nbsp;&nbsp;FTSE 100 Index | 6 | Sep-2022 | 540 | 509 | (14) |
| &nbsp;&nbsp;Hang Seng Index | 2 | Sep-2022 | 248 | 252 | 5 |
| &nbsp;&nbsp;S&P TSX 60 Index | 2 | Sep-2022 | 368 | 356 | (10) |
| &nbsp;&nbsp;SPI 200 Index | 2 | Sep-2022 | 239 | 237 |  |
| &nbsp;&nbsp;TOPIX Index | 4 | Sep-2022 | 583 | 566 | (5) |
|  |  |  | $2940 | $2805 | $(86) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $135,294 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

---

| |
|:---|
| ACWI — All Country World Index |
| ADR — American Depositary Receipt |
| Cl — Class |
| ETF — Exchange Traded Fund |
| FTSE — Financial Times Stock Exchange |
| GDR — Global Depositary Receipt |
| Ltd — Limited |
| MSCI — Morgan Stanley Capital Investments |
| NVDR — Non-voting depository receipts |

---

---

| |
|:---|
| PLC — Public Limited Company |
| QSC — Qatar Joint Stock Company |
| S&P — Standard & Poor's |
| SPI — Share Price Index |
| TOPIX — Tokyo Price Index |
| TSX — Toronto Stock Exchange |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** |  | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 126533 |  |  | ^ | 126533 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | 985 |  |  |  | 985 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 909 |  |  |  | 909 |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 2610 |  |  |  | 2610 |
| Total Investments in Securities | 131037 |  |  |  | 131037 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Screened World Equity Ex-US Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 5 |  |  | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (91) |  |  | (91) |
| Total Other Financial Instruments | (86) |  |  | (86) |

---

\* Futures contracts are valued at the unrealized appreciation/(depreciation) on the instrument.

(1) Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Securities market value less than $500.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;5306 | $&nbsp;&nbsp;&nbsp;&nbsp;1836 | $&nbsp;&nbsp;&nbsp;&nbsp;(4532) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;2610 | 2609823 | $&nbsp;&nbsp;&nbsp;&nbsp;14 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 93.0%** | **COMMON STOCK — 93.0%** | **COMMON STOCK — 93.0%** |
| **Argentina — 0.0%** | **Argentina — 0.0%** | **Argentina — 0.0%** |
| &nbsp;&nbsp;&nbsp;YPF SA ADR \* | 1887 | $10 |
| **Australia — 0.2%** | **Australia — 0.2%** | **Australia — 0.2%** |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group  | 1387 | 22 |
| &nbsp;&nbsp;&nbsp;Challenger Ltd  | 9835 | 42 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  | 307 | 20 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 6412 | 107 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 1854 | 23 |
| &nbsp;&nbsp;&nbsp;Goodman Group <sup>‡</sup> | 1257 | 17 |
| &nbsp;&nbsp;&nbsp;GrainCorp Ltd, Cl A  | 3124 | 18 |
| &nbsp;&nbsp;&nbsp;Harvey Norman Holdings Ltd  | 8114 | 23 |
| &nbsp;&nbsp;&nbsp;Incitec Pivot Ltd  | 32042 | 85 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 257 | 31 |
| &nbsp;&nbsp;&nbsp;National Australia Bank  | 2248 | 47 |
| &nbsp;&nbsp;&nbsp;SEEK Ltd  | 537 | 8 |
| &nbsp;&nbsp;&nbsp;Steadfast Group  | 18078 | 62 |
| &nbsp;&nbsp;&nbsp;Stockland <sup>‡</sup> | 4825 | 12 |
| &nbsp;&nbsp;&nbsp;Suncorp Group Ltd  | 1135 | 8 |
| &nbsp;&nbsp;&nbsp;Telstra Corp Ltd  | 3547 | 10 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd  | 504 | 16 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd  | 490 | 12 |
|  |  | 563 |
| **Austria — 0.2%** | **Austria — 0.2%** | **Austria — 0.2%** |
| &nbsp;&nbsp;&nbsp;BAWAG Group  | 591 | 27 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 10636 | 239 |
| &nbsp;&nbsp;&nbsp;Strabag SE  | 2918 | 112 |
| &nbsp;&nbsp;&nbsp;Verbund AG, Cl A  | 72 | 7 |
| &nbsp;&nbsp;&nbsp;Vienna Insurance Group AG Wiener Versicherung Gruppe  | 6400 | 152 |
|  |  | 537 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV  | 2482 | 101 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV  | 10332 | 499 |
| &nbsp;&nbsp;&nbsp;Etablissements Franz Colruyt NV  | 2100 | 58 |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert SA  | 86 | 7 |
|  |  | 665 |
| **Brazil — 0.4%** | **Brazil — 0.4%** | **Brazil — 0.4%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 69173 | 205 |
| &nbsp;&nbsp;&nbsp;Inter  | 37924 | 155 |
| &nbsp;&nbsp;&nbsp;Iochpe Maxion  | 43000 | 113 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 40534 | 232 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 37700 | 112 |
| &nbsp;&nbsp;&nbsp;Telefonica Brasil SA  | 10500 | 85 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil  | 21900 | 50 |
| &nbsp;&nbsp;&nbsp;Zamp \* | 11200 | 17 |
|  |  | 969 |
| **Canada — 1.1%** | **Canada — 1.1%** | **Canada — 1.1%** |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  | 2005 | 86 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd  | 431 | 9 |
| &nbsp;&nbsp;&nbsp;Aritzia Inc \* | 1426 | 47 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  | 6299 | $| 583 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia/The  | 153 |  | 9 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 3714 |  | 176 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 2236 |  | 123 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 1280 |  | 151 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy  | 645 |  | 12 |
| &nbsp;&nbsp;&nbsp;Cogeco Communications Inc  | 1500 |  | 92 |
| &nbsp;&nbsp;&nbsp;Colliers International Group Inc  | 603 |  | 71 |
| &nbsp;&nbsp;&nbsp;Franco-Nevada Corp  | 70 |  | 8 |
| &nbsp;&nbsp;&nbsp;Gildan Activewear Inc  | 3040 |  | 90 |
| &nbsp;&nbsp;&nbsp;Imperial Oil Ltd  | 553 |  | 27 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp  | 538 |  | 78 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 3226 |  | 286 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 2475 |  | 164 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 538 |  | 14 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd  | 226 |  | 21 |
| &nbsp;&nbsp;&nbsp;Russel Metals Inc  | 1056 |  | 23 |
| &nbsp;&nbsp;&nbsp;Shaw Communications Inc, Cl B  | 439 |  | 11 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc  | 276 |  | 12 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc  | 218 |  | 7 |
| &nbsp;&nbsp;&nbsp;TFI International Inc  | 1556 |  | 156 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp  | 145 |  | 16 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 97 |  | 8 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank/The  | 1640 |  | 106 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp  | 4336 |  | 257 |
|  |  |  | 2643 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| &nbsp;&nbsp;&nbsp;Cencosud SA  | 115754 |  | 163 |
| &nbsp;&nbsp;&nbsp;Engie Energia Chile \* | 14637 |  | 8 |
| &nbsp;&nbsp;&nbsp;Quinenco SA  | 5912 |  | 15 |
|  |  |  | 186 |
| **China — 2.1%** | **China — 2.1%** | **China — 2.1%** | **China — 2.1%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 694000 |  | 227 |
| &nbsp;&nbsp;&nbsp;Air China Ltd, Cl H  | 66000 |  | 53 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 26552 |  | 317 |
| &nbsp;&nbsp;&nbsp;Baidu Inc ADR \* | 545 |  | 78 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 246000 |  | 140 |
| &nbsp;&nbsp;&nbsp;Beijing Jingyuntong Technology, Cl A  | 145000 |  | 178 |
| &nbsp;&nbsp;&nbsp;Bloomage Biotechnology, Cl A  | 2942 |  | 61 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 10000 |  | 308 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 663000 |  | 410 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical Corp, Cl H  | 252000 |  | 119 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 127192 |  | 399 |
| &nbsp;&nbsp;&nbsp;China United Network Communications, Cl A  | 522700 |  | 269 |
| &nbsp;&nbsp;&nbsp;Chongqing Changan Automobile, Cl B  | 34710 |  | 19 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 2100 |  | 146 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl A  | 7800 |  | 16 |
| &nbsp;&nbsp;&nbsp;Fufeng Group  | 177226 |  | 99 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 252000 | $| 128 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR  | 1794 |  | 114 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 350 |  | 11 |
| &nbsp;&nbsp;&nbsp;Kingdee International Software Group Co Ltd  | 4000 |  | 8 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 12000 |  | 10 |
| &nbsp;&nbsp;&nbsp;Li Auto Inc ADR \* | 9191 |  | 264 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl H  | 40800 |  | 96 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 620000 |  | 288 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 290000 |  | 314 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 1500 |  | 9 |
| &nbsp;&nbsp;&nbsp;Shaanxi Coal Industry Co Ltd, Cl A  | 9800 |  | 31 |
| &nbsp;&nbsp;&nbsp;Shenzhen Salubris Pharmaceuticals, Cl A  | 57300 |  | 212 |
| &nbsp;&nbsp;&nbsp;Shenzhen Senior Technology Material, Cl A  | 3900 |  | 13 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings Ltd  | 800 |  | 8 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 8990 |  | 372 |
| &nbsp;&nbsp;&nbsp;Wuxi Autowell Technology, Cl A  | 699 |  | 38 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 38000 |  | 70 |
| &nbsp;&nbsp;&nbsp;Yonghui Superstores, Cl A  | 326599 |  | 161 |
|  |  |  | 4986 |
| **Czech Republic — 0.1%** | **Czech Republic — 0.1%** | **Czech Republic — 0.1%** | **Czech Republic — 0.1%** |
| &nbsp;&nbsp;&nbsp;CEZ AS  | 4476 |  | 181 |
| &nbsp;&nbsp;&nbsp;Komercni Banka  | 7167 |  | 168 |
|  |  |  | 349 |
| **Denmark — 0.2%** | **Denmark — 0.2%** | **Denmark — 0.2%** | **Denmark — 0.2%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl A  | 4 |  | 9 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 6 |  | 15 |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 87 |  | 11 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 167 |  | 19 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 2892 |  | 310 |
| &nbsp;&nbsp;&nbsp;Novozymes A/S, Cl B  | 157 |  | 9 |
| &nbsp;&nbsp;&nbsp;Scandinavian Tobacco Group A/S  | 8800 |  | 132 |
| &nbsp;&nbsp;&nbsp;Vestas Wind Systems A/S  | 492 |  | 12 |
|  |  |  | 517 |
| **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** |
| &nbsp;&nbsp;&nbsp;Oriental Weavers  | 19694 |  | 7 |
| &nbsp;&nbsp;&nbsp;Telecom Egypt Co  | 8383 |  | 7 |
|  |  |  | 14 |
| **Estonia — 0.1%** | **Estonia — 0.1%** | **Estonia — 0.1%** | **Estonia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Enefit Green  | 20443 |  | 93 |
| &nbsp;&nbsp;&nbsp;Tallinna Kaubamaja Grupp AS  | 4451 |  | 44 |
|  |  |  | 137 |
| **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** |
| &nbsp;&nbsp;&nbsp;Elisa Oyj, Cl A  | 223 |  | 12 |
| &nbsp;&nbsp;&nbsp;Kesko Oyj, Cl B  | 605 |  | 13 |
| &nbsp;&nbsp;&nbsp;Kone Oyj, Cl B  | 437 |  | 17 |
| &nbsp;&nbsp;&nbsp;Metsa Board Oyj, Cl B  | 2909 |  | 25 |
| &nbsp;&nbsp;&nbsp;Metso Outotec Oyj  | 70558 |  | 552 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Neste Oyj  | 1040 | $| 51 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj  | 120130 |  | 606 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 276 |  | 13 |
| &nbsp;&nbsp;&nbsp;Stora Enso Oyj, Cl R  | 40424 |  | 602 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene Oyj  | 413 |  | 14 |
|  |  |  | 1905 |
| **France — 3.2%** | **France — 3.2%** | **France — 3.2%** | **France — 3.2%** |
| &nbsp;&nbsp;&nbsp;Alstom SA  | 14346 |  | 294 |
| &nbsp;&nbsp;&nbsp;AXA SA  | 32812 |  | 773 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 14146 |  | 658 |
| &nbsp;&nbsp;&nbsp;Bouygues SA  | 261 |  | 8 |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA  | 529 |  | 13 |
| &nbsp;&nbsp;&nbsp;Capgemini SE  | 52 |  | 9 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 14400 |  | 241 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 12796 |  | 516 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA  | 352 |  | 9 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA  | 1212 |  | 11 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 423 |  | 16 |
| &nbsp;&nbsp;&nbsp;Engie SA  | 685 |  | 8 |
| &nbsp;&nbsp;&nbsp;Hermes International  | 412 |  | 528 |
| &nbsp;&nbsp;&nbsp;Kering SA  | 837 |  | 420 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 151 |  | 11 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 292 |  | 188 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 12800 |  | 130 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 879 |  | 161 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 14827 |  | 724 |
| &nbsp;&nbsp;&nbsp;Rexel SA  | 34340 |  | 558 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 11158 |  | 913 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 28 |  | 10 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 2300 |  | 131 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 846 |  | 11 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE  | 22522 |  | 1141 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA  | 1013 |  | 23 |
|  |  |  | 7505 |
| **Germany — 1.6%** | **Germany — 1.6%** | **Germany — 1.6%** | **Germany — 1.6%** |
| &nbsp;&nbsp;&nbsp;adidas AG  | 72 |  | 11 |
| &nbsp;&nbsp;&nbsp;Allianz SE  | 4685 |  | 792 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 3200 |  | 236 |
| &nbsp;&nbsp;&nbsp;Brenntag SE  | 169 |  | 11 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG  | 17723 |  | 118 |
| &nbsp;&nbsp;&nbsp;Covestro AG  | 16566 |  | 500 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG  | 4946 |  | 181 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 19135 |  | 361 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE  | 151 |  | 22 |
| &nbsp;&nbsp;&nbsp;HeidelbergCement AG  | 10721 |  | 484 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group  | 1927 |  | 108 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 55 |  | 9 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG  | 1409 |  | 249 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 485 |  | 77 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 309 |  | 12 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;SAP SE  | 6992 | $| 596 |
|  |  |  | 3767 |
| **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings SA \* | 80409 |  | 74 |
| &nbsp;&nbsp;&nbsp;Fourlis Holdings SA  | 19206 |  | 58 |
| &nbsp;&nbsp;&nbsp;Hellenic Telecommunications Organization SA  | 517 |  | 8 |
|  |  |  | 140 |
| **Hong Kong — 0.9%** | **Hong Kong — 0.9%** | **Hong Kong — 0.9%** | **Hong Kong — 0.9%** |
| &nbsp;&nbsp;&nbsp;Beijing Enterprises Holdings Ltd  | 54500 |  | 162 |
| &nbsp;&nbsp;&nbsp;BOE Varitronix  | 6000 |  | 14 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank Co Ltd, Cl H  | 34000 |  | 174 |
| &nbsp;&nbsp;&nbsp;China Power International Development  | 71093 |  | 40 |
| &nbsp;&nbsp;&nbsp;China Railway Signal & Communication Corp Ltd, Cl H  | 384000 |  | 121 |
| &nbsp;&nbsp;&nbsp;China State Construction International Holdings Ltd  | 36850 |  | 42 |
| &nbsp;&nbsp;&nbsp;China Tower, Cl H  | 1456000 |  | 182 |
| &nbsp;&nbsp;&nbsp;ENN Energy Holdings Ltd  | 900 |  | 13 |
| &nbsp;&nbsp;&nbsp;Greentown China Holdings Ltd  | 14828 |  | 28 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group Co Ltd, Cl H  | 26000 |  | 22 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 1200 |  | 48 |
| &nbsp;&nbsp;&nbsp;JNBY Design Ltd  | 19999 |  | 22 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B \* | 22326 |  | 536 |
| &nbsp;&nbsp;&nbsp;New World Development  | 2000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Nongfu Spring, Cl H  | 1600 |  | 9 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 489000 |  | 151 |
| &nbsp;&nbsp;&nbsp;Shenzhen Expressway Co Ltd, Cl H  | 138000 |  | 121 |
| &nbsp;&nbsp;&nbsp;Shougang Fushan Resources Group Ltd  | 416000 |  | 132 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd  | 5000 |  | 59 |
| &nbsp;&nbsp;&nbsp;Sunny Optical Technology Group Co Ltd  | 700 |  | 10 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings Ltd  | 10000 |  | 14 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group, Cl H  | 26817 |  | 106 |
| &nbsp;&nbsp;&nbsp;Zhongliang Holdings Group  | 170500 |  | 14 |
|  |  |  | 2026 |
| **Hungary — 0.5%** | **Hungary — 0.5%** | **Hungary — 0.5%** | **Hungary — 0.5%** |
| &nbsp;&nbsp;&nbsp;Magyar Telekom Telecommunications PLC  | 282627 |  | 239 |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 42870 |  | 295 |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 31601 |  | 635 |
|  |  |  | 1169 |
| **India — 1.5%** | **India — 1.5%** | **India — 1.5%** | **India — 1.5%** |
| &nbsp;&nbsp;&nbsp;Ashok Leyland  | 6523 |  | 12 |
| &nbsp;&nbsp;&nbsp;Asian Paints Ltd  | 1568 |  | 66 |
| &nbsp;&nbsp;&nbsp;Bajaj Finance Ltd  | 106 |  | 10 |
| &nbsp;&nbsp;&nbsp;Cholamandalam Investment and Finance  | 11224 |  | 110 |
| &nbsp;&nbsp;&nbsp;Grasim Industries Ltd  | 4366 |  | 91 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd  | 4085 |  | 45 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 10849 |  | 200 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 1094 |  | 20 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 23943 | $| 96 |
| &nbsp;&nbsp;&nbsp;Jagran Prakashan Ltd  | 14165 |  | 11 |
| &nbsp;&nbsp;&nbsp;Jindal Saw Ltd  | 50573 |  | 55 |
| &nbsp;&nbsp;&nbsp;Jindal Steel & Power Ltd  | 21550 |  | 116 |
| &nbsp;&nbsp;&nbsp;Karur Vysya Bank Ltd/The  | 97586 |  | 83 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 24387 |  | 396 |
| &nbsp;&nbsp;&nbsp;Motilal Oswal Financial Services  | 1486 |  | 14 |
| &nbsp;&nbsp;&nbsp;Narayana Hrudayalaya  | 495 |  | 4 |
| &nbsp;&nbsp;&nbsp;NHPC Ltd  | 462100 |  | 221 |
| &nbsp;&nbsp;&nbsp;NTPC Ltd  | 45847 |  | 94 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 121162 |  | 210 |
| &nbsp;&nbsp;&nbsp;Oil India Ltd  | 63500 |  | 153 |
| &nbsp;&nbsp;&nbsp;Page Industries Ltd  | 393 |  | 250 |
| &nbsp;&nbsp;&nbsp;Power Finance Corp Ltd  | 118267 |  | 176 |
| &nbsp;&nbsp;&nbsp;PVR Ltd \* | 6984 |  | 159 |
| &nbsp;&nbsp;&nbsp;REC Ltd  | 138183 |  | 188 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 435 |  | 14 |
| &nbsp;&nbsp;&nbsp;Shriram Transport Finance Co Ltd  | 1279 |  | 21 |
| &nbsp;&nbsp;&nbsp;SRF  | 2473 |  | 78 |
| &nbsp;&nbsp;&nbsp;Steel Authority of India Ltd  | 266432 |  | 268 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries  | 4125 |  | 46 |
| &nbsp;&nbsp;&nbsp;Trent  | 3173 |  | 56 |
| &nbsp;&nbsp;&nbsp;TVS Motor  | 3210 |  | 39 |
| &nbsp;&nbsp;&nbsp;Varun Beverages Ltd  | 17329 |  | 224 |
|  |  |  | 3526 |
| **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** | **Indonesia — 0.3%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 193211 |  | 46 |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 351435 |  | 165 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT  | 118800 |  | 50 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 357763 |  | 40 |
| &nbsp;&nbsp;&nbsp;Matahari Department Store Tbk PT  | 150424 |  | 39 |
| &nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk PT \* | 726408 |  | 49 |
| &nbsp;&nbsp;&nbsp;Saratoga Investama Sedaya Tbk PT  | 638242 |  | 114 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 317692 |  | 97 |
|  |  |  | 600 |
| **Ireland — 0.4%** | **Ireland — 0.4%** | **Ireland — 0.4%** | **Ireland — 0.4%** |
| &nbsp;&nbsp;&nbsp;CRH PLC  | 21885 |  | 809 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries PLC  | 831 |  | 19 |
|  |  |  | 828 |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 11149 |  | 118 |
| **Italy — 0.8%** | **Italy — 0.8%** | **Italy — 0.8%** | **Italy — 0.8%** |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali SpA  | 637 |  | 10 |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 26584 |  | 314 |
| &nbsp;&nbsp;&nbsp;Hera SpA  | 46400 |  | 116 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA  | 313447 |  | 540 |
| &nbsp;&nbsp;&nbsp;Snam SpA  | 3202 |  | 15 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 754 |  | 10 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 69273 |  | 678 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;UnipolSai Assicurazioni SpA  | 75012 | $| 167 |
|  |  |  | 1850 |
| **Japan — 12.5%** | **Japan — 12.5%** | **Japan — 12.5%** | **Japan — 12.5%** |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 100 |  | 6 |
| &nbsp;&nbsp;&nbsp;AEON Investment Corp <sup>‡</sup> | 100 |  | 113 |
| &nbsp;&nbsp;&nbsp;Aisin Corp  | 9800 |  | 292 |
| &nbsp;&nbsp;&nbsp;Alps Alpine Co Ltd  | 20200 |  | 181 |
| &nbsp;&nbsp;&nbsp;Aoyama Trading Co Ltd  | 11100 |  | 74 |
| &nbsp;&nbsp;&nbsp;Aozora Bank Ltd  | 5700 |  | 110 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc  | 700 |  | 10 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 200 |  | 15 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 22457 |  | 539 |
| &nbsp;&nbsp;&nbsp;Citizen Watch Co Ltd  | 71800 |  | 307 |
| &nbsp;&nbsp;&nbsp;Cosel Co Ltd  | 7300 |  | 46 |
| &nbsp;&nbsp;&nbsp;Credit Saison Co Ltd  | 44200 |  | 557 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings Inc  | 37000 |  | 641 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 1500 |  | 45 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 2701 |  | 266 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co Ltd  | 400 |  | 9 |
| &nbsp;&nbsp;&nbsp;DCM Holdings Co Ltd  | 22400 |  | 166 |
| &nbsp;&nbsp;&nbsp;Dentsu Group  | 900 |  | 29 |
| &nbsp;&nbsp;&nbsp;East Japan Railway Co  | 6600 |  | 343 |
| &nbsp;&nbsp;&nbsp;Eizo Corp  | 3700 |  | 101 |
| &nbsp;&nbsp;&nbsp;en Japan  | 2100 |  | 36 |
| &nbsp;&nbsp;&nbsp;EXEO Group  | 11000 |  | 169 |
| &nbsp;&nbsp;&nbsp;FANUC Corp  | 5200 |  | 840 |
| &nbsp;&nbsp;&nbsp;Fuji Media Holdings Inc  | 18400 |  | 146 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp  | 4039 |  | 205 |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd  | 4264 |  | 30 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 200 |  | 24 |
| &nbsp;&nbsp;&nbsp;H.U. Group Holdings Inc  | 3700 |  | 75 |
| &nbsp;&nbsp;&nbsp;Hachijuni Bank Ltd/The  | 64500 |  | 222 |
| &nbsp;&nbsp;&nbsp;Hirogin Holdings Inc  | 36800 |  | 162 |
| &nbsp;&nbsp;&nbsp;Hokuetsu Corp  | 23700 |  | 128 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 43100 |  | 1150 |
| &nbsp;&nbsp;&nbsp;Inpex Corp  | 1000 |  | 12 |
| &nbsp;&nbsp;&nbsp;Internet Initiative Japan  | 884 |  | 32 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd  | 800 |  | 10 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp  | 1000 |  | 28 |
| &nbsp;&nbsp;&nbsp;Itochu Enex Co Ltd  | 22300 |  | 175 |
| &nbsp;&nbsp;&nbsp;Japan Lifeline Co Ltd  | 22300 |  | 162 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc  | 9666 |  | 164 |
| &nbsp;&nbsp;&nbsp;JFE Holdings Inc  | 32500 |  | 350 |
| &nbsp;&nbsp;&nbsp;JGC Holdings Corp  | 40400 |  | 546 |
| &nbsp;&nbsp;&nbsp;JTEKT  | 44200 |  | 312 |
| &nbsp;&nbsp;&nbsp;Kajima Corp  | 36800 |  | 388 |
| &nbsp;&nbsp;&nbsp;Kao Corp  | 18300 |  | 794 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 5100 |  | 156 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co Ltd  | 55200 |  | 911 |
| &nbsp;&nbsp;&nbsp;Komeri Co Ltd  | 12300 |  | 232 |
| &nbsp;&nbsp;&nbsp;K's Holdings Corp  | 25200 |  | 233 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kubota  | 600 | $9 |
| &nbsp;&nbsp;&nbsp;Kuraray Co Ltd  | 33100 | 252 |
| &nbsp;&nbsp;&nbsp;KYORIN Holdings Inc  | 12900 | 163 |
| &nbsp;&nbsp;&nbsp;Lixil Corp  | 600 | 10 |
| &nbsp;&nbsp;&nbsp;Mabuchi Motor Co Ltd  | 11000 | 313 |
| &nbsp;&nbsp;&nbsp;Macnica Holdings  | 658 | 14 |
| &nbsp;&nbsp;&nbsp;Makita Corp  | 2300 | 54 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 1900 | 20 |
| &nbsp;&nbsp;&nbsp;Meitec Corp  | 6500 | 115 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp  | 7000 | 230 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co Ltd  | 60800 | 821 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc  | 86100 | 447 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co Ltd  | 3368 | 79 |
| &nbsp;&nbsp;&nbsp;Mitsui High-Tec Inc  | 305 | 19 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc  | 18900 | 217 |
| &nbsp;&nbsp;&nbsp;Morinaga Milk Industry Co Ltd  | 5900 | 181 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc  | 8800 | 263 |
| &nbsp;&nbsp;&nbsp;NH Foods Ltd  | 7400 | 212 |
| &nbsp;&nbsp;&nbsp;Nikon Corp  | 4382 | 50 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp  | 60400 | 956 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 8600 | 234 |
| &nbsp;&nbsp;&nbsp;Nippon Television Holdings Inc  | 32900 | 280 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK  | 526 | 40 |
| &nbsp;&nbsp;&nbsp;Nishi-Nippon Financial Holdings Inc  | 31300 | 167 |
| &nbsp;&nbsp;&nbsp;Nitto Denko Corp  | 333 | 21 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings Inc  | 46000 | 167 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd  | 526 | 14 |
| &nbsp;&nbsp;&nbsp;North Pacific Bank Ltd  | 38300 | 64 |
| &nbsp;&nbsp;&nbsp;NSK Ltd  | 126400 | 687 |
| &nbsp;&nbsp;&nbsp;NTT Data Corp  | 7451 | 105 |
| &nbsp;&nbsp;&nbsp;Obayashi Corp  | 22100 | 153 |
| &nbsp;&nbsp;&nbsp;Oji Holdings  | 12300 | 49 |
| &nbsp;&nbsp;&nbsp;Ono Pharmaceutical Co Ltd  | 600 | 14 |
| &nbsp;&nbsp;&nbsp;Oriental Land Co Ltd/Japan  | 100 | 15 |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co Ltd  | 500 | 8 |
| &nbsp;&nbsp;&nbsp;OSG Corp  | 16600 | 229 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp  | 16500 | 535 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings  | 1700 | 14 |
| &nbsp;&nbsp;&nbsp;Park24 Co Ltd  | 16500 | 236 |
| &nbsp;&nbsp;&nbsp;Rengo Co Ltd  | 13700 | 81 |
| &nbsp;&nbsp;&nbsp;Rohto Pharmaceutical  | 1739 | 52 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co Ltd  | 7100 | 66 |
| &nbsp;&nbsp;&nbsp;Sawai Group Holdings Co Ltd  | 6300 | 187 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 22000 | 346 |
| &nbsp;&nbsp;&nbsp;Seino Holdings  | 33100 | 263 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 1200 | 213 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp  | 21600 | 857 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 11000 | 876 |
| &nbsp;&nbsp;&nbsp;Stanley Electric  | 18400 | 340 |
| &nbsp;&nbsp;&nbsp;Subaru Corp  | 6800 | 124 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd  | 57100 | 655 |
| &nbsp;&nbsp;&nbsp;Sumitomo Heavy Industries Ltd  | 9000 | 189 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc  | 30600 | $| 925 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Holdings Inc  | 22900 |  | 714 |
| &nbsp;&nbsp;&nbsp;Suzuken Co Ltd/Aichi Japan  | 5900 |  | 142 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 22400 |  | 620 |
| &nbsp;&nbsp;&nbsp;Teijin Ltd  | 12400 |  | 131 |
| &nbsp;&nbsp;&nbsp;Toagosei  | 12800 |  | 100 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 11000 |  | 146 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd  | 1473 |  | 463 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co Ltd  | 47000 |  | 884 |
| &nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo Co Ltd  | 149 |  | 7 |
| &nbsp;&nbsp;&nbsp;Toray Industries Inc  | 152600 |  | 873 |
| &nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha Ltd  | 1598 |  | 66 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp  | 400 |  | 14 |
| &nbsp;&nbsp;&nbsp;Trusco Nakayama  | 9500 |  | 133 |
| &nbsp;&nbsp;&nbsp;United Arrows Ltd  | 7000 |  | 92 |
| &nbsp;&nbsp;&nbsp;UT Group Co Ltd  | 6400 |  | 128 |
| &nbsp;&nbsp;&nbsp;Wacoal Holdings Corp  | 10100 |  | 162 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 9100 |  | 63 |
| &nbsp;&nbsp;&nbsp;Yamada Holdings Co Ltd  | 82900 |  | 288 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co Ltd  | 3606 |  | 75 |
|  |  |  | 29274 |
| **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** | **Luxembourg — 0.2%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 18742 |  | 445 |
| **Malaysia — 0.2%** | **Malaysia — 0.2%** | **Malaysia — 0.2%** | **Malaysia — 0.2%** |
| &nbsp;&nbsp;&nbsp;Evergreen Fibreboard  | 126172 |  | 14 |
| &nbsp;&nbsp;&nbsp;Heineken Malaysia Bhd  | 2900 |  | 16 |
| &nbsp;&nbsp;&nbsp;Malaysian Pacific Industries Bhd  | 1227 |  | 8 |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group Bhd  | 118396 |  | 232 |
| &nbsp;&nbsp;&nbsp;RHB Bank Bhd  | 130700 |  | 167 |
| &nbsp;&nbsp;&nbsp;Supermax Corp Bhd  | 383233 |  | 62 |
| &nbsp;&nbsp;&nbsp;Ta Ann Holdings  | 19588 |  | 18 |
|  |  |  | 517 |
| **Mexico — 0.4%** | **Mexico — 0.4%** | **Mexico — 0.4%** | **Mexico — 0.4%** |
| &nbsp;&nbsp;&nbsp;Alpek SAB de CV, Cl A  | 37898 |  | 52 |
| &nbsp;&nbsp;&nbsp;Alsea SAB de CV \* | 75978 |  | 138 |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 7008 |  | 48 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV  | 9277 |  | 57 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV, Cl B  | 340 |  | 7 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 46900 |  | 277 |
| &nbsp;&nbsp;&nbsp;Ternium SA ADR  | 7900 |  | 243 |
| &nbsp;&nbsp;&nbsp;Vista Energy ADR \* | 15484 |  | 153 |
|  |  |  | 975 |
| **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** | **Netherlands — 1.2%** |
| &nbsp;&nbsp;&nbsp;Aegon NV  | 3602 |  | 16 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV  | 359 |  | 23 |
| &nbsp;&nbsp;&nbsp;APERAM SA  | 10471 |  | 283 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 39700 |  | 486 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 239 |  | 21 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 61014 |  | 535 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 34914 |  | 961 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Koninklijke DSM NV  | 326 | $| 42 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV  | 377 |  | 6 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 2300 |  | 95 |
| &nbsp;&nbsp;&nbsp;Prosus NV  | 4671 |  | 289 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 180 |  | 8 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 166 |  | 16 |
|  |  |  | 2781 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| &nbsp;&nbsp;&nbsp;Spark New Zealand Ltd  | 2641 |  | 9 |
| **Norway — 0.1%** | **Norway — 0.1%** | **Norway — 0.1%** | **Norway — 0.1%** |
| &nbsp;&nbsp;&nbsp;Austevoll Seafood ASA  | 6400 |  | 69 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA  | 501 |  | 10 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 469 |  | 9 |
| &nbsp;&nbsp;&nbsp;Mowi ASA  | 792 |  | 16 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro ASA  | 1928 |  | 13 |
| &nbsp;&nbsp;&nbsp;Orkla ASA  | 991 |  | 8 |
| &nbsp;&nbsp;&nbsp;Telenor ASA  | 700 |  | 8 |
|  |  |  | 133 |
| **Pakistan — 0.0%** | **Pakistan — 0.0%** | **Pakistan — 0.0%** | **Pakistan — 0.0%** |
| &nbsp;&nbsp;&nbsp;Habib Bank Ltd  | 63667 |  | 26 |
| &nbsp;&nbsp;&nbsp;Kot Addu Power Co Ltd  | 45000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Meezan Bank  | 9815 |  | 6 |
|  |  |  | 38 |
| **Philippines — 0.2%** | **Philippines — 0.2%** | **Philippines — 0.2%** | **Philippines — 0.2%** |
| &nbsp;&nbsp;&nbsp;Aboitiz Power  | 34400 |  | 19 |
| &nbsp;&nbsp;&nbsp;Alliance Global Group Inc  | 28400 |  | 5 |
| &nbsp;&nbsp;&nbsp;DMCI Holdings Inc  | 1429880 |  | 241 |
| &nbsp;&nbsp;&nbsp;International Container Terminal Services Inc  | 17608 |  | 57 |
| &nbsp;&nbsp;&nbsp;LT Group Inc  | 125400 |  | 20 |
| &nbsp;&nbsp;&nbsp;Manila Electric Co  | 3950 |  | 21 |
| &nbsp;&nbsp;&nbsp;Nickel Asia  | 365498 |  | 37 |
|  |  |  | 400 |
| **Poland — 1.1%** | **Poland — 1.1%** | **Poland — 1.1%** | **Poland — 1.1%** |
| &nbsp;&nbsp;&nbsp;Amica SA  | 5355 |  | 76 |
| &nbsp;&nbsp;&nbsp;AmRest Holdings \* | 20616 |  | 87 |
| &nbsp;&nbsp;&nbsp;Bank Handlowy w Warszawie SA  | 13410 |  | 170 |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki SA  | 23036 |  | 319 |
| &nbsp;&nbsp;&nbsp;Benefit Systems \* | 776 |  | 109 |
| &nbsp;&nbsp;&nbsp;Budimex SA  | 1752 |  | 94 |
| &nbsp;&nbsp;&nbsp;CAPITEA \* | 158863 |  |  |
| &nbsp;&nbsp;&nbsp;Ciech SA \* | 12491 |  | 85 |
| &nbsp;&nbsp;&nbsp;ComArch SA  | 2742 |  | 94 |
| &nbsp;&nbsp;&nbsp;Grupa Azoty SA \* | 743 |  | 5 |
| &nbsp;&nbsp;&nbsp;Grupa Kety SA  | 2269 |  | 267 |
| &nbsp;&nbsp;&nbsp;LPP  | 108 |  | 195 |
| &nbsp;&nbsp;&nbsp;Powszechna Kasa Oszczednosci Bank Polski SA  | 106479 |  | 532 |
| &nbsp;&nbsp;&nbsp;Powszechny Zaklad Ubezpieczen SA  | 58977 |  | 354 |
| &nbsp;&nbsp;&nbsp;Toya SA  | 73963 |  | 79 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;VRG SA  | 95776 | $| 68 |
| &nbsp;&nbsp;&nbsp;Wirtualna Polska Holding  | 3900 |  | 82 |
|  |  |  | 2616 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 5134 |  | 114 |
| &nbsp;&nbsp;&nbsp;REN - Redes Energeticas Nacionais SGPS SA  | 36000 |  | 95 |
|  |  |  | 209 |
| **Romania — 0.4%** | **Romania — 0.4%** | **Romania — 0.4%** | **Romania — 0.4%** |
| &nbsp;&nbsp;&nbsp;Banca Transilvania SA  | 31992 |  | 132 |
| &nbsp;&nbsp;&nbsp;BRD-Groupe Societe Generale SA  | 77937 |  | 215 |
| &nbsp;&nbsp;&nbsp;Fondul Proprietatea SA  | 427979 |  | 174 |
| &nbsp;&nbsp;&nbsp;OMV Petrom SA  | 3150570 |  | 310 |
| &nbsp;&nbsp;&nbsp;Sphera Franchise Group  | 35121 |  | 93 |
|  |  |  | 924 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Detsky Mir PJSC (A) | 101061 |  |  |
| &nbsp;&nbsp;&nbsp;Gazprom Neft PJSC (A) | 7643 |  |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC (A) | 125045 |  |  |
| &nbsp;&nbsp;&nbsp;HeadHunter Group PLC ADR (A) | 161 |  |  |
| &nbsp;&nbsp;&nbsp;Inter RAO UES PJSC (A) | 2649312 |  |  |
| &nbsp;&nbsp;&nbsp;Magnit PJSC (A) | 2567 |  |  |
| &nbsp;&nbsp;&nbsp;Magnitogorsk Iron & Steel Works PJSC (A) | 26960 |  |  |
| &nbsp;&nbsp;&nbsp;MMC Norilsk Nickel PJSC (A) | 354 |  |  |
| &nbsp;&nbsp;&nbsp;PhosAgro PJSC GDR (A) | 12000 |  |  |
| &nbsp;&nbsp;&nbsp;Rosneft Oil Co PJSC (A) | 35283 |  |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (A) | 105050 |  |  |
| &nbsp;&nbsp;&nbsp;X5 Retail Group NV GDR (A) | 10491 |  | – |
|  |  |  | 0 |
| **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank \* | 589 |  | 14 |
| &nbsp;&nbsp;&nbsp;Alinma Bank  | 8394 |  | 85 |
| &nbsp;&nbsp;&nbsp;Bank AlBilad \* | 1268 |  | 17 |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 3799 |  | 175 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 6480 |  | 82 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 29911 |  | 298 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 1666 |  | 44 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 6790 |  | 46 |
|  |  |  | 761 |
| **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** |
| &nbsp;&nbsp;&nbsp;Best World International Ltd (A) | 24994 |  | 24 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 10200 |  | 238 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 3700 |  | 87 |
| &nbsp;&nbsp;&nbsp;Sheng Siong Group Ltd  | 9641 |  | 11 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 474 |  | 17 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd  | 8600 |  | 168 |
|  |  |  | 545 |
| **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals Ltd  | 9557 |  | 132 |
| &nbsp;&nbsp;&nbsp;DataTec Ltd  | 5397 |  | 13 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;KAP Industrial Holdings  | 107850 | $| 29 |
| &nbsp;&nbsp;&nbsp;Motus Holdings Ltd  | 14880 |  | 101 |
| &nbsp;&nbsp;&nbsp;MTN Group Ltd  | 1659 |  | 12 |
| &nbsp;&nbsp;&nbsp;Old Mutual Ltd  | 321959 |  | 192 |
| &nbsp;&nbsp;&nbsp;PPC Ltd \* | 157631 |  | 24 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd  | 57456 |  | 154 |
|  |  |  | 657 |
| **South Korea — 1.7%** | **South Korea — 1.7%** | **South Korea — 1.7%** | **South Korea — 1.7%** |
| &nbsp;&nbsp;&nbsp;BGF retail Co Ltd  | 58 |  | 7 |
| &nbsp;&nbsp;&nbsp;Daewon Pharmaceutical  | 1726 |  | 21 |
| &nbsp;&nbsp;&nbsp;Daishin Securities Co Ltd  | 624 |  | 7 |
| &nbsp;&nbsp;&nbsp;Daou Data Corp  | 4843 |  | 44 |
| &nbsp;&nbsp;&nbsp;DB Insurance Co Ltd  | 380 |  | 17 |
| &nbsp;&nbsp;&nbsp;Dentium Co Ltd  | 2136 |  | 139 |
| &nbsp;&nbsp;&nbsp;Doosan Bobcat Inc  | 7148 |  | 184 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 5560 |  | 191 |
| &nbsp;&nbsp;&nbsp;Hansol Paper  | 4237 |  | 49 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 367 |  | 48 |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co  | 39 |  | 6 |
| &nbsp;&nbsp;&nbsp;JYP Entertainment  | 143 |  | 6 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 7481 |  | 275 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 917 |  | 55 |
| &nbsp;&nbsp;&nbsp;Korea Real Estate Investment & Trust  | 31298 |  | 38 |
| &nbsp;&nbsp;&nbsp;KT Corp  | 7743 |  | 215 |
| &nbsp;&nbsp;&nbsp;KT Skylife Co Ltd  | 476 |  | 3 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 2100 |  | 130 |
| &nbsp;&nbsp;&nbsp;KUMHOE&C Co Ltd  | 2572 |  | 16 |
| &nbsp;&nbsp;&nbsp;Kyeryong Construction Industrial Co Ltd  | 2534 |  | 44 |
| &nbsp;&nbsp;&nbsp;L&F Co Ltd  | 138 |  | 23 |
| &nbsp;&nbsp;&nbsp;LG Innotek Co Ltd  | 1129 |  | 287 |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 6443 |  | 207 |
| &nbsp;&nbsp;&nbsp;Osstem Implant Co Ltd  | 1529 |  | 146 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 8343 |  | 370 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd GDR  | 1032 |  | 1152 |
| &nbsp;&nbsp;&nbsp;Seah Besteel Holdings  | 4290 |  | 59 |
| &nbsp;&nbsp;&nbsp;Seoyon E-Hwa  | 6734 |  | 43 |
| &nbsp;&nbsp;&nbsp;SK Square Co Ltd \* | 2356 |  | 71 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 2700 |  | 105 |
| &nbsp;&nbsp;&nbsp;Value Added Technology  | 2125 |  | 53 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 4291 |  | 39 |
|  |  |  | 4050 |
| **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** |
| &nbsp;&nbsp;&nbsp;Banco Santander SA  | 313469 |  | 759 |
| &nbsp;&nbsp;&nbsp;Bankinter SA  | 4156 |  | 22 |
| &nbsp;&nbsp;&nbsp;Endesa SA  | 6300 |  | 108 |
| &nbsp;&nbsp;&nbsp;Financiera Alba  | 277 |  | 14 |
| &nbsp;&nbsp;&nbsp;Grifols SA \* | 29766 |  | 360 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 469 |  | 10 |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA  | 606 |  | 17 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Viscofan SA  | 573 | $| 32 |
|  |  |  | 1322 |
| **Sweden — 0.4%** | **Sweden — 0.4%** | **Sweden — 0.4%** | **Sweden — 0.4%** |
| &nbsp;&nbsp;&nbsp;Atlas Copco, Cl A  | 1904 |  | 19 |
| &nbsp;&nbsp;&nbsp;Autoliv Inc  | 8714 |  | 677 |
| &nbsp;&nbsp;&nbsp;Axfood AB  | 942 |  | 29 |
| &nbsp;&nbsp;&nbsp;Boliden  | 398 |  | 13 |
| &nbsp;&nbsp;&nbsp;Epiroc AB, Cl A  | 514 |  | 8 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 872 |  | 19 |
| &nbsp;&nbsp;&nbsp;Evolution AB  | 83 |  | 7 |
| &nbsp;&nbsp;&nbsp;Hexatronic Group  | 2938 |  | 29 |
| &nbsp;&nbsp;&nbsp;Skanska AB, Cl B  | 536 |  | 8 |
| &nbsp;&nbsp;&nbsp;Swedish Match AB  | 1314 |  | 13 |
| &nbsp;&nbsp;&nbsp;Volvo AB, Cl B  | 568 |  | 9 |
|  |  |  | 831 |
| **Switzerland — 0.9%** | **Switzerland — 0.9%** | **Switzerland — 0.9%** | **Switzerland — 0.9%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd  | 1410 |  | 39 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 4982 |  | 558 |
| &nbsp;&nbsp;&nbsp;Geberit AG  | 101 |  | 47 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 98 |  | 22 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 61 |  | 33 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 207 |  | 17 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 51 |  | 49 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 3493 |  | 1127 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 26 |  | 7 |
| &nbsp;&nbsp;&nbsp;Swiss Life Holding AG  | 200 |  | 105 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG  | 237 |  | 18 |
|  |  |  | 2022 |
| **Taiwan — 1.9%** | **Taiwan — 1.9%** | **Taiwan — 1.9%** | **Taiwan — 1.9%** |
| &nbsp;&nbsp;&nbsp;Advanced International Multitech  | 6000 |  | 20 |
| &nbsp;&nbsp;&nbsp;ASE Technology Holding Co Ltd  | 23000 |  | 64 |
| &nbsp;&nbsp;&nbsp;Asia Vital Components Co Ltd  | 15000 |  | 53 |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 20000 |  | 166 |
| &nbsp;&nbsp;&nbsp;Chicony Electronics Co Ltd  | 78000 |  | 208 |
| &nbsp;&nbsp;&nbsp;Chunghwa Telecom Co Ltd  | 26600 |  | 106 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 37000 |  | 106 |
| &nbsp;&nbsp;&nbsp;Excelsior Medical  | 4200 |  | 9 |
| &nbsp;&nbsp;&nbsp;Far EasTone Telecommunications  | 26989 |  | 66 |
| &nbsp;&nbsp;&nbsp;Global Unichip Corp  | 16000 |  | 281 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 44000 |  | 157 |
| &nbsp;&nbsp;&nbsp;Jarllytec Co Ltd  | 5000 |  | 11 |
| &nbsp;&nbsp;&nbsp;Lien Hwa Industrial Holdings Corp  | 9661 |  | 18 |
| &nbsp;&nbsp;&nbsp;Mega Financial Holding Co Ltd  | 178252 |  | 209 |
| &nbsp;&nbsp;&nbsp;Nan Ya Plastics Corp  | 3000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 109000 |  | 103 |
| &nbsp;&nbsp;&nbsp;Primax Electronics Ltd  | 6000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Ruentex Development  | 7000 |  | 14 |
| &nbsp;&nbsp;&nbsp;Sercomm  | 9000 |  | 28 |
| &nbsp;&nbsp;&nbsp;SinoPac Financial Holdings Co Ltd  | 232300 |  | 132 |
| &nbsp;&nbsp;&nbsp;Sitronix Technology Corp  | 29000 |  | 179 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Taishin Financial Holding Co Ltd  | 188072 | $| 93 |
| &nbsp;&nbsp;&nbsp;Taiwan Cement Corp  | 7699 |  | 10 |
| &nbsp;&nbsp;&nbsp;Taiwan Cooperative Financial Holding Co Ltd  | 122542 |  | 111 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 88849 |  | 1455 |
| &nbsp;&nbsp;&nbsp;Unimicron Technology Corp  | 54000 |  | 265 |
| &nbsp;&nbsp;&nbsp;Universal Vision Biotechnology Co Ltd  | 9300 |  | 97 |
| &nbsp;&nbsp;&nbsp;Winbond Electronics Corp  | 324000 |  | 233 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 142140 |  | 94 |
| &nbsp;&nbsp;&nbsp;Zhen Ding Technology Holding Ltd  | 64000 |  | 238 |
|  |  |  | 4546 |
| **Thailand — 0.3%** | **Thailand — 0.3%** | **Thailand — 0.3%** | **Thailand — 0.3%** |
| &nbsp;&nbsp;&nbsp;AP Thailand  | 474800 |  | 130 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 35900 |  | 135 |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services  | 146922 |  | 118 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital PCL  | 7169 |  | 42 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL  | 8200 |  | 10 |
| &nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank PCL  | 66500 |  | 132 |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL  | 217300 |  | 104 |
| &nbsp;&nbsp;&nbsp;Thaifoods Group, Cl F  | 175200 |  | 30 |
|  |  |  | 701 |
| **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 40966 |  | 102 |
| &nbsp;&nbsp;&nbsp;Migros Ticaret AS \* | 19028 |  | 85 |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO \* | 30837 |  | 124 |
| &nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam Fabrikalari AS  | 24450 |  | 33 |
|  |  |  | 344 |
| **United Kingdom — 4.4%** | **United Kingdom — 4.4%** | **United Kingdom — 4.4%** | **United Kingdom — 4.4%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC  | 1946 |  | 27 |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 383 |  | 110 |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC  | 476 |  | 12 |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC  | 596 |  | 8 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC  | 391 |  | 19 |
| &nbsp;&nbsp;&nbsp;Aviva  | 2658 |  | 13 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 18511 |  | 167 |
| &nbsp;&nbsp;&nbsp;Berkeley Group Holdings  | 199 |  | 8 |
| &nbsp;&nbsp;&nbsp;BP PLC  | 152321 |  | 780 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 18987 |  | 762 |
| &nbsp;&nbsp;&nbsp;BT Group PLC, Cl A  | 4178 |  | 7 |
| &nbsp;&nbsp;&nbsp;Drax Group PLC  | 6014 |  | 44 |
| &nbsp;&nbsp;&nbsp;Evraz PLC  | 21791 |  | 21 |
| &nbsp;&nbsp;&nbsp;Ferguson PLC  | 360 |  | 42 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 2151 |  | 12 |
| &nbsp;&nbsp;&nbsp;Globaltrans Investment PLC GDR  | 27819 |  |  |
| &nbsp;&nbsp;&nbsp;GSK  | 52819 |  | 846 |
| &nbsp;&nbsp;&nbsp;Haleon \* | 18100 |  | 54 |
| &nbsp;&nbsp;&nbsp;Halyk Savings Bank of Kazakhstan JSC GDR \* | 30000 |  | 327 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 6941 |  | 153 |
| &nbsp;&nbsp;&nbsp;Indivior PLC \* | 10019 |  | 34 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 115623 | $| 733 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 189 |  | 10 |
| &nbsp;&nbsp;&nbsp;Intermediate Capital Group PLC  | 3165 |  | 50 |
| &nbsp;&nbsp;&nbsp;J Sainsbury PLC  | 4986 |  | 12 |
| &nbsp;&nbsp;&nbsp;Kaspi.KZ JSC GDR  | 6200 |  | 373 |
| &nbsp;&nbsp;&nbsp;Legal & General Group PLC  | 5596 |  | 16 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 4288 |  | 1213 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  | 1434462 |  | 728 |
| &nbsp;&nbsp;&nbsp;M&G PLC  | 4020 |  | 9 |
| &nbsp;&nbsp;&nbsp;MD Medical Group Investments PLC GDR  | 29105 |  | 73 |
| &nbsp;&nbsp;&nbsp;Next PLC  | 260 |  | 17 |
| &nbsp;&nbsp;&nbsp;Nova Ljubljanska Banka dd GDR  | 13800 |  | 167 |
| &nbsp;&nbsp;&nbsp;OTP Bank PLC  | 25776 |  | 546 |
| &nbsp;&nbsp;&nbsp;Pearson PLC  | 87066 |  | 873 |
| &nbsp;&nbsp;&nbsp;Persimmon PLC  | 751 |  | 13 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 3393 |  | 28 |
| &nbsp;&nbsp;&nbsp;Schroders PLC  | 273 |  | 8 |
| &nbsp;&nbsp;&nbsp;Segro PLC <sup>‡</sup> | 921 |  | 10 |
| &nbsp;&nbsp;&nbsp;Serco Group  | 21515 |  | 44 |
| &nbsp;&nbsp;&nbsp;Smiths Group PLC  | 449 |  | 8 |
| &nbsp;&nbsp;&nbsp;Spectris  | 12072 |  | 391 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 469 |  | 9 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 5068 |  | 15 |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC  | 29100 |  | 287 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 3300 |  | 150 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  | 20220 |  | 27 |
| &nbsp;&nbsp;&nbsp;Whitbread PLC  | 18505 |  | 537 |
| &nbsp;&nbsp;&nbsp;Wizz Air Holdings PLC \* | 5100 |  | 126 |
| &nbsp;&nbsp;&nbsp;WPP PLC  | 60864 |  | 525 |
|  |  |  | 10444 |
| **United States — 50.6%** | **United States — 50.6%** | **United States — 50.6%** | **United States — 50.6%** |
| **Communication Services — 3.5%** | **Communication Services — 3.5%** |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 4570 |  | 359 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 35243 |  | 3814 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 813 |  | 89 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 80900 |  | 1419 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 5200 |  | 188 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 6000 |  | 205 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 7461 |  | 206 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 136 |  | 12 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 1268 |  | 13 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 7059 |  | 1150 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 141 |  | 20 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 8700 |  | 364 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 179 |  | 20 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 24157 |  | 320 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 1052 |  | 48 |
|  |  |  | 8227 |
| **Consumer Discretionary — 8.9%** | **Consumer Discretionary — 8.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | 12480 |  | 414 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 6000 |  | 1012 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 1229 | $2605 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 1171 | 44 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 22810 | 325 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 818 | 58 |
| &nbsp;&nbsp;&nbsp;Dana Inc  | 25020 | 387 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 123 | 15 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A  | 33910 | 579 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 9172 | 1244 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 56 | 21 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 1738 | 124 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 20047 | 885 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 133 | 14 |
| &nbsp;&nbsp;&nbsp;Express Inc \* | 72880 | 111 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 14240 | 525 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 6880 | 105 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 40360 | 369 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 251 | 22 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 423 | 16 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 15587 | 425 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 111 | 17 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 2164 | 97 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 69 | 6 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 22400 | 843 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 7003 | 542 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 12675 | 2461 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 8470 | 366 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 17790 | 308 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 5520 | 122 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 1193 | 346 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 31844 | 568 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 8690 | 925 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 103 | 72 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 71 | 24 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 6180 | 348 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 4111 | 254 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 31170 | 248 |
| &nbsp;&nbsp;&nbsp;Stellantis  | 29280 | 392 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 18500 | 643 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 1466 | 235 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 11160 | 280 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 508 | 140 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 16663 | 1039 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 2461 | 456 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 346 | 145 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 12150 | 406 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 1293 | 202 |
|  |  | 20785 |
| **Consumer Staples — 3.3%** | **Consumer Staples — 3.3%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 2100 | 95 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 4571 | 402 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 721 | 54 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 224 | 32 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 2254 | $139 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 6948 | 543 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 27512 | 946 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 781 | 30 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 1769 | 136 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 2514 | 565 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 204 | 10 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 2561 | 358 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 2872 | 209 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 5535 | 207 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 15412 | 739 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 8944 | 1541 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 6400 | 611 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 1247 | 172 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 3438 | 259 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 16960 | 747 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 364 | 13 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 370 | 49 |
|  |  | 7857 |
| **Energy — 3.1%** | **Energy — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 338 | 13 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 2722 | 69 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 10000 | 1581 |
| &nbsp;&nbsp;&nbsp;Chord Energy  | 188 | 27 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 1077 | 33 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 21200 | 599 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 5556 | 392 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 2400 | 229 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 2120 | 64 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 114 | 14 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 14140 | 744 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 8300 | 152 |
| &nbsp;&nbsp;&nbsp;Liberty Oilfield Services Inc, Cl A \* | 54420 | 816 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 2746 | 277 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 21500 | 838 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 165 | 10 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A \* | 20120 | 687 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 60960 | 558 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 669 | 26 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 497 | 58 |
|  |  | 7187 |
| **Financials — 7.2%** | **Financials — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 15633 | 929 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 13013 | 1568 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 41120 | 1365 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 4073 | 619 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 700 | 89 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 21911 | 1134 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 26 | 7 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 16700 | 108 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 258 | 47 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 223 | 35 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 298 | $32 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 2451 | 82 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 186 | 8 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 848 | 238 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 45 | 30 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 142 | 15 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 111 | 13 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 81 | 15 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 238 | 23 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 18817 | 919 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 381 | 14 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 4696 | 919 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 2471 | 65 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 123 | 12 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 599 | 21 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 40700 | 1211 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 851 | 229 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1851 | 802 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 362 | 9 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 2943 | 48 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 1786 | 594 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 2900 | 186 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 379 | 30 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 606 | 8 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 981 | 16 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 313 | 36 |
| &nbsp;&nbsp;&nbsp;Kearny Financial Corp/MD  | 14800 | 168 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 993 | 18 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 426 | 20 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 35 | 9 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 410 | 66 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 7031 | 2000 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 943 | 80 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 2479 | 1114 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 378 | 36 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 24500 | 170 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 116 | 18 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 1039 | 22 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 873 | 152 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 333 | 23 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 295 | 10 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 248 | 30 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 279 | 13 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 2202 | 83 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 1170 | 76 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 28770 | 1258 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 844 | 71 |
|  |  | 16913 |
| **Health Care — 7.8%** | **Health Care — 7.8%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 427 | 58 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 2471 | 317 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 672 | 16 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 9384 | $1375 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 1200 | 288 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 4098 | 1034 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 287 | 56 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 29 | 14 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 9427 | 635 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 348 | 25 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 155 | 14 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 239 | 68 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 15760 | 1547 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 238 | 64 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 274 | 23 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 161 | 78 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 78 | 23 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 4661 | 296 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 334 | 23 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 126 | 61 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1598 | 340 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 12855 | 2074 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 100 | 22 |
| &nbsp;&nbsp;&nbsp;Legend Biotech ADR \* | 2880 | 134 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 2237 | 821 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 16300 | 1391 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 678 | 822 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 137 | 18 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 17890 | 510 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 1137 | 154 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 23400 | 876 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 9324 | 422 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 790 | 40 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 2244 | 281 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 177 | 39 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 474 | 141 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 40 | 8 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 1110 | 605 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 5800 | 1314 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 4070 | 2114 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 99 | 30 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 183 | 54 |
|  |  | 18225 |
| **Industrials — 4.9%** | **Industrials — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 12940 | 564 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 5300 | 192 |
| &nbsp;&nbsp;&nbsp;Arcosa Inc  | 710 | 42 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 925 | 273 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 20617 | 807 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 113 | 21 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 507 | 206 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 320 | 38 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 1124 | 242 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 4700 | 692 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 132 | 48 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 192 | $24 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 122 | 17 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 120 | 10 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 93 | 18 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 2585 | 266 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 979 | 49 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 4400 | 928 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 412 | 25 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 13312 | 850 |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings Inc \* | 36790 | 551 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 187 | 43 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 59 | 12 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 108 | 13 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 126 | 22 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 815 | 50 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 214 | 20 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 500 | 210 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 6543 | 941 |
| &nbsp;&nbsp;&nbsp;MillerKnoll  | 18800 | 520 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 1270 | 101 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 41 | 9 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 500 | 239 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 462 | 125 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 12159 | 878 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 2160 | 572 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 925 | 41 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 98 | 14 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 351 | 27 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 112 | 27 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 15735 | 448 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 181 | 39 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 642 | 40 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 84 | 13 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 3574 | 802 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 298 | 58 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 294 | 86 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 3653 | 147 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 73 | 41 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 142 | 13 |
|  |  | 11414 |
| **Information Technology — 9.3%** | **Information Technology — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 2284 | 853 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings  | 1283 | 30 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 265 | 24 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 4800 | 410 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 4930 | 363 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 6605 | 1001 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 10877 | 1710 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 2155 | 258 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 5050 | 529 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 716 | 175 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 14600 | 641 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 143 | $23 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 310 | 155 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 208 | 36 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 1037 | 180 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 293 | 50 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 8341 | 373 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 1420 | 90 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 1472 | 155 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 3300 | 126 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 50640 | 1255 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 367 | 105 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 59 | 25 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 498 | 84 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 74 | 12 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 1170 | 57 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 410 | 117 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 2406 | 33 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 1924 | 55 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 25806 | 824 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 11693 | 1502 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 78 | 34 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 267 | 51 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 1683 | 579 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 1237 | 542 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 1001 | 141 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 4765 | 1546 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 8265 | 467 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 14514 | 3795 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 524 | 237 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 192 | 14 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 509 | 35 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 21674 | 1607 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 4855 | 599 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 140 | 16 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 4149 | 120 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 136 | 12 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 260 | 34 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 486 | 74 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 1011 | 49 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 3849 | 258 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 2073 | 175 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 138 | 9 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 606 | 26 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 11300 | 167 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 77 | 23 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 342 | 54 |
|  |  | 21915 |
| **Materials — 1.5%** | **Materials — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 494 | 132 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 1981 | 24 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal  | 11090 | 262 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 125 | 23 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | 1400 | $76 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 152 | 17 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 194 | 18 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 116 | 12 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 444 | 18 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 3204 | 103 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 97 | 8 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 29 | 10 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 441 | 24 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 727 | 30 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 694 | 92 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 6516 | 892 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 1642 | 309 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 1664 | 90 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 4749 | 1102 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 3000 | 137 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 941 | 38 |
|  |  | 3417 |
| **Real Estate — 0.2%** | **Real Estate — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 10000 | 80 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 162 | 13 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 633 | 37 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 282 | 56 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 6683 | 119 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 365 | 19 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 709 | 123 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 107 | 18 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 30 | 10 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 1639 | 21 |
|  |  | 496 |
| **Utilities — 0.9%** | **Utilities — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 173 | 11 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 136 | 13 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 81 | 12 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 142 | 16 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 911 | 29 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 214 | 14 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 169 | 16 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 328 | 27 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 216 | 28 |
| &nbsp;&nbsp;&nbsp;Edison International  | 756 | 51 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 1128 | 130 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 2637 | 181 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 198 | 9 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 438 | 17 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 18600 | 1326 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 1033 | 30 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 2100 | 159 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 229 | 15 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 72 | 12 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 3700 | $146 |
|  |  | 2242 |
|  |  | 118678 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $206,991) ($ Thousands) |  | 218232 |
| **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |
| &nbsp;&nbsp;&nbsp;Banco ABC Brasil SA (B) | 1700 | 6 |
| &nbsp;&nbsp;&nbsp;Itausa SA (B) | 37000 | 66 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA(B) | 12200 | 78 |
|  |  | 150 |
| **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG , 6.320% | 151 | 10 |
| &nbsp;&nbsp;&nbsp;Draegerwerk AG & Co KGaA (B) | 2900 | 137 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (B) | 2568 | 181 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG(B) | 1718 | 245 |
|  |  | 573 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC(A)(B) | 147000 | – |
| **South Korea — 0.0%** | **South Korea — 0.0%** | **South Korea — 0.0%** |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd(B) | 263 | 11 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,525) ($ Thousands) |  | 734 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Taiwan — 0.0%** | **Taiwan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Taishin Financial Holding Co Ltd \*<sup>‡</sup><sup>‡</sup> | 3523 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 1.7%** | **CASH EQUIVALENT — 1.7%** | **CASH EQUIVALENT — 1.7%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 3951951 | 3952 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,952) ($ Thousands) |  | 3952 |
| Total Investments in Securities — 95.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $212,468) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $212,468) ($ Thousands)  | $222918 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | 61 | Sep-2022 | $2258 | $2159 | $(82) |
| &nbsp;&nbsp;FTSE 100 Index | 9 | Sep-2022 | 795 | 763 | (6) |
| &nbsp;&nbsp;Hang Seng Index | 10 | Sep-2022 | 1238 | 1263 | 25 |
| &nbsp;&nbsp;MSCI Singapore Index | 28 | Sep-2022 | 591 | 579 | (9) |
| &nbsp;&nbsp;OMX Stockholm 30 | 25 | Sep-2022 | 486 | 451 | (26) |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 89 | Sep-2022 | 17484 | 17606 | 122 |
| &nbsp;&nbsp;S&P TSX 60 Index | 28 | Sep-2022 | 5236 | 4982 | (160) |
| &nbsp;&nbsp;SPI 200 Index | 26 | Sep-2022 | 2987 | 3078 | 132 |
|  |  |  | 31075 | 30881 | (4) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;MSCI Emerging Markets | (110) | Sep-2022 | $(5476) | $(5400) | $76 |
| &nbsp;&nbsp;TOPIX Index | (102) | Sep-2022 | (14756) | (14436) | (141) |
|  |  |  | (20232) | (19836) | (65) |
|  |  |  | $10843 | $11045 | $(69) |

---

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays PLC | 09/19/22 | USD | 126 | NZD | 199 | $(3) |
| Barclays PLC | 09/19/22 | NOK | 1481 | USD | 153 | 3 |
| Barclays PLC | 09/19/22 | SEK | 1602 | USD | 154 | 4 |
| Barclays PLC | 09/19/22 | USD | 1684 | DKK | 12290 | (20) |
| Barclays PLC | 09/19/22 | CHF | 2083 | USD | 2195 | 57 |
| Barclays PLC | 09/19/22 | USD | 2086 | SEK | 21644 | (49) |
| Barclays PLC | 09/19/22 | DKK | 3331 | USD | 457 | 6 |
| Barclays PLC | 09/19/22 | USD | 8143 | CAD | 10494 | (131) |
| Barclays PLC | 09/20/22 | JPY | 4163275 | USD | 30954 | 875 |
| BNP Paribas | 09/19/22 | NZD | 14 | USD | 9 |  |
| BNP Paribas | 09/19/22 | AUD | 781 | USD | 544 | 8 |
| BNP Paribas | 09/19/22 | USD | 1960 | HKD | 15365 | (2) |
| BNP Paribas | 09/19/22 | CAD | 3757 | USD | 2915 | 47 |
| BNP Paribas | 09/19/22 | USD | 4851 | AUD | 6968 | (73) |
| BNP Paribas | 09/19/22 | USD | 6258 | CHF | 5943 | (160) |
| BNP Paribas | 09/19/22 | GBP | 6357 | USD | 7686 | 287 |
| BNP Paribas | 09/19/22 | USD | 9827 | GBP | 8128 | (367) |
| BNP Paribas | 09/19/22 | USD | 19679 | EUR | 19333 | (218) |
| BNP Paribas | 09/19/22 | EUR | 25256 | USD | 25709 | 285 |
| BNP Paribas | 09/20/22 | USD | 13924 | JPY | 1874052 | (384) |
| Brown Brothers Harriman | 09/19/22 | USD | 3 | NZD | 5 |  |
| Brown Brothers Harriman | 09/19/22 | NZD | 16 | USD | 10 |  |
| Brown Brothers Harriman | 09/19/22 | NZD | 1 | USD | 1 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 18 | NOK | 172 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 13 | SGD | 19 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 28 | SGD | 39 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 4 | SEK | 45 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 45 | SEK | 474 |  |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Brown Brothers Harriman | 09/19/22 | USD | 53 | HKD | 414 | $— |
| Brown Brothers Harriman | 09/19/22 | USD | 49 | DKK | 365 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 10 | DKK | 74 |  |
| Brown Brothers Harriman | 09/19/22 | SGD | 49 | USD | 35 |  |
| Brown Brothers Harriman | 09/19/22 | SGD | 66 | USD | 47 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 3 | AUD | 5 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 129 | AUD | 187 | (1) |
| Brown Brothers Harriman | 09/19/22 | USD | 8 | CHF | 8 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 244 | CHF | 235 | (3) |
| Brown Brothers Harriman | 09/19/22 | USD | 15 | CAD | 20 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 310 | CAD | 403 | (2) |
| Brown Brothers Harriman | 09/19/22 | NOK | 371 | USD | 38 | 1 |
| Brown Brothers Harriman | 09/19/22 | NOK | 45 | USD | 5 |  |
| Brown Brothers Harriman | 09/19/22 | CHF | 491 | USD | 510 | 6 |
| Brown Brothers Harriman | 09/19/22 | CHF | 48 | USD | 50 |  |
| Brown Brothers Harriman | 09/19/22 | AUD | 535 | USD | 369 | 3 |
| Brown Brothers Harriman | 09/19/22 | AUD | 56 | USD | 39 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 8 | GBP | 7 |  |
| Brown Brothers Harriman | 09/19/22 | USD | 759 | GBP | 641 | (13) |
| Brown Brothers Harriman | 09/19/22 | GBP | 785 | USD | 928 | 14 |
| Brown Brothers Harriman | 09/19/22 | GBP | 153 | USD | 178 |  |
| Brown Brothers Harriman | 09/19/22 | CAD | 818 | USD | 630 | 5 |
| Brown Brothers Harriman | 09/19/22 | CAD | 146 | USD | 112 |  |
| Brown Brothers Harriman | 09/19/22 | DKK | 226 | USD | 31 |  |
| Brown Brothers Harriman | 09/19/22 | DKK | 846 | USD | 114 | (1) |
| Brown Brothers Harriman | 09/19/22 | HKD | 1247 | USD | 159 |  |
| Brown Brothers Harriman | 09/19/22 | SEK | 823 | USD | 78 | 2 |
| Brown Brothers Harriman | 09/19/22 | SEK | 986 | USD | 92 | (1) |
| Brown Brothers Harriman | 09/19/22 | EUR | 444 | USD | 450 | 3 |
| Brown Brothers Harriman | 09/19/22 | EUR | 1752 | USD | 1753 | (10) |
| Brown Brothers Harriman | 09/19/22 | USD | 1964 | EUR | 1964 | 12 |
| Brown Brothers Harriman | 09/19/22 | USD | 464 | EUR | 459 | (3) |
| Brown Brothers Harriman | 09/20/22 | USD | 564 | JPY | 78218 | 1 |
| Brown Brothers Harriman | 09/20/22 | USD | 1279 | JPY | 174239 | (20) |
| Brown Brothers Harriman | 09/20/22 | JPY | 221157 | USD | 1620 | 22 |
| Brown Brothers Harriman | 09/20/22 | JPY | 84359 | USD | 609 | (1) |
| Westpac Banking | 09/19/22 | USD | 478 | NOK | 4626 | (11) |
| Westpac Banking | 09/19/22 | SGD | 595 | USD | 430 | 4 |
| Westpac Banking | 09/19/22 | USD | 905 | SGD | 1252 | (7) |
| Westpac Banking | 09/19/22 | HKD | 1985 | USD | 253 |  |
|  |  |  |  |  |  | $165 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $234,669 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| AUD — Australian Dollar |
| CAD — Canadian Dollar |
| CHF — Swiss Franc |
| Cl — Class |
| DKK — Danish Krone |
| EUR — Euro |
| FTSE — Financial Times Stock Exchange |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**World Select Equity Fund** (Concluded)

---

| |
|:---|
| GBP — British Pound Sterling |
| GDR — Global Depositary Receipt |
| HKD — Hong Kong Dollar |
| JSC — Joint-Stock Company |
| JPY — Japanese Yen |
| Ltd — Limited |
| MSCI — Morgan Stanley Capital International |
| NOK — Norwegian Krone |
| NZD — New Zealand Dollar |
| OMX — Offset Market Exchange |
| PCL — Public Company Limited |
| PJSC — Public Joint-Stock Company |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| SEK — Swedish Krona |
| SGD — Singapore Dollar |
| SPI — Share Price Index |
| TOPIX – Tokyo Price Index |
| TSX — Toronto Stock Exchange |
| USD — U.S. Dollar |

---

The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 218208 |  | 24 | 218232 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 734 |  | –<sup>(2)</sup> | 734 |
| &nbsp;&nbsp;&nbsp;Rights | –<sup>(2)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 3952 |  | – | 3952 |
| Total Investments in Securities | 222894 |  | 24 | 222918 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 355 |  |  | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (424) |  |  | (424) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 1645 |  | 1645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (1480) |  | (1480) |
| Total Other Financial Instruments | (69) | 165 |  | 96 |

---

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

(2) This category includes securities with a value of $—.

\* Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value<br> 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/ (Loss)** | **Change in Unrealized Appreciation/(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;2628 | $&nbsp;&nbsp;&nbsp;&nbsp;12310 | $&nbsp;&nbsp;&nbsp;&nbsp;(10986) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;3952 | &nbsp;&nbsp;&nbsp;&nbsp;3951951 | $&nbsp;&nbsp;&nbsp;&nbsp;13 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 95.3%** | **COMMON STOCK — 95.3%** | **COMMON STOCK — 95.3%** |
| **Argentina — 0.4%** | **Argentina — 0.4%** | **Argentina — 0.4%** |
| &nbsp;&nbsp;&nbsp;Arcos Dorados Holdings, Cl A  | 277276 | $2024 |
| &nbsp;&nbsp;&nbsp;Corp America Airports SA \* | 266076 | 1743 |
|  |  | 3767 |
| **Australia — 0.1%** | **Australia — 0.1%** | **Australia — 0.1%** |
| &nbsp;&nbsp;&nbsp;a2 Milk Co Ltd \* | 208743 | 790 |
| **Bangladesh — 0.2%** | **Bangladesh — 0.2%** | **Bangladesh — 0.2%** |
| &nbsp;&nbsp;&nbsp;BRAC Bank Ltd  | 4711262 | 1912 |
| **Brazil — 5.3%** | **Brazil — 5.3%** | **Brazil — 5.3%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 408900 | 1210 |
| &nbsp;&nbsp;&nbsp;Ambipar Participacoes e Empreendimentos SA  | 152600 | 804 |
| &nbsp;&nbsp;&nbsp;Banco do Brasil SA  | 832254 | 6710 |
| &nbsp;&nbsp;&nbsp;Banco Santander Brasil SA  | 598600 | 3419 |
| &nbsp;&nbsp;&nbsp;BrasilAgro - Brasileira de Propriedades Agricolas  | 26000 | 144 |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Aluminio  | 387100 | 964 |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Distribuicao  | 78100 | 325 |
| &nbsp;&nbsp;&nbsp;Cielo SA \* | 1527700 | 1625 |
| &nbsp;&nbsp;&nbsp;Cosan SA  | 1108600 | 4292 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 389500 | 2649 |
| &nbsp;&nbsp;&nbsp;CSN Mineracao SA  | 1137200 | 792 |
| &nbsp;&nbsp;&nbsp;Cyrela Brazil Realty SA Empreendimentos e Participacoes  | 284700 | 785 |
| &nbsp;&nbsp;&nbsp;Empreendimentos Pague Menos SA \* | 253500 | 248 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 251244 | 1133 |
| &nbsp;&nbsp;&nbsp;Hapvida Participacoes e Investimentos SA  | 1599836 | 2257 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 277500 | 1585 |
| &nbsp;&nbsp;&nbsp;Locaweb Servicos de Internet \* | 388600 | 701 |
| &nbsp;&nbsp;&nbsp;Lojas Renner SA  | 360900 | 1854 |
| &nbsp;&nbsp;&nbsp;Magazine Luiza SA \* | 1886400 | 1566 |
| &nbsp;&nbsp;&nbsp;Marfrig Global Foods SA  | 291900 | 744 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 147200 | 438 |
| &nbsp;&nbsp;&nbsp;Oncoclinicas do Brasil Servicos Medicos \* | 781900 | 931 |
| &nbsp;&nbsp;&nbsp;Petro Rio \* | 282800 | 1493 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR, Cl A  | 563439 | 7178 |
| &nbsp;&nbsp;&nbsp;Santos Brasil Participacoes SA  | 870800 | 1358 |
| &nbsp;&nbsp;&nbsp;Sendas Distribuidora SA  | 799800 | 2833 |
| &nbsp;&nbsp;&nbsp;Sinqia  | 207700 | 766 |
| &nbsp;&nbsp;&nbsp;SLC Agricola SA  | 62980 | 591 |
| &nbsp;&nbsp;&nbsp;StoneCo Ltd, Cl A \* | 119318 | 1131 |
| &nbsp;&nbsp;&nbsp;Suzano SA  | 72200 | 623 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil  | 646000 | 1485 |
| &nbsp;&nbsp;&nbsp;TOTVS SA  | 156200 | 857 |
| &nbsp;&nbsp;&nbsp;Vale SA ADR, Cl B  | 75605 | 939 |
|  |  | 54430 |
| **Canada — 1.4%** | **Canada — 1.4%** | **Canada — 1.4%** |
| &nbsp;&nbsp;&nbsp;Capstone Mining Corp \* | 402763 | 907 |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals Inc  | 236958 | 1082 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining  | 89519 | 1747 |
| &nbsp;&nbsp;&nbsp;Gran Tierra Energy Inc \* | 1543282 | 2169 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd, Cl A \* | 879000 | $| 5665 |
| &nbsp;&nbsp;&nbsp;Lithium Americas Corp \* | 36678 |  | 1054 |
| &nbsp;&nbsp;&nbsp;Neo Performance Materials Inc  | 73239 |  | 809 |
| &nbsp;&nbsp;&nbsp;Parex Resources Inc  | 72112 |  | 1157 |
|  |  |  | 14590 |
| **Chile — 1.4%** | **Chile — 1.4%** | **Chile — 1.4%** | **Chile — 1.4%** |
| &nbsp;&nbsp;&nbsp;Banco Santander Chile ADR  | 144151 |  | 2312 |
| &nbsp;&nbsp;&nbsp;Cia Cervecerias Unidas SA ADR  | 141426 |  | 1546 |
| &nbsp;&nbsp;&nbsp;Empresas CMPC SA  | 564103 |  | 1074 |
| &nbsp;&nbsp;&nbsp;Empresas COPEC  | 96687 |  | 838 |
| &nbsp;&nbsp;&nbsp;Parque Arauco SA  | 3701376 |  | 3929 |
| &nbsp;&nbsp;&nbsp;Sociedad Quimica y Minera de Chile SA ADR  | 45980 |  | 4583 |
|  |  |  | 14282 |
| **China — 14.4%** | **China — 14.4%** | **China — 14.4%** | **China — 14.4%** |
| &nbsp;&nbsp;&nbsp;360 DigiTech Inc ADR  | 54062 |  | 864 |
| &nbsp;&nbsp;&nbsp;37 Interactive Entertainment Network Technology Group, Cl A  | 609100 |  | 1788 |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 10656000 |  | 3482 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 452800 |  | 5402 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 36637 |  | 3496 |
| &nbsp;&nbsp;&nbsp;Angel Yeast, Cl A  | 340600 |  | 2393 |
| &nbsp;&nbsp;&nbsp;Autohome Inc ADR  | 65675 |  | 2339 |
| &nbsp;&nbsp;&nbsp;Baidu Inc ADR \* | 9098 |  | 1310 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 8996700 |  | 3139 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 2488900 |  | 1418 |
| &nbsp;&nbsp;&nbsp;Beijing Huafeng Test & Control Technology, Cl A  | 20615 |  | 1067 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 39000 |  | 1202 |
| &nbsp;&nbsp;&nbsp;Chengxin Lithium Group, Cl A  | 49700 |  | 381 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 1176000 |  | 1046 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 14740000 |  | 9112 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 3237500 |  | 993 |
| &nbsp;&nbsp;&nbsp;China Jushi, Cl A  | 463681 |  | 967 |
| &nbsp;&nbsp;&nbsp;China Life Insurance Co Ltd, Cl H  | 195000 |  | 280 |
| &nbsp;&nbsp;&nbsp;China Medical System Holdings Ltd  | 2143000 |  | 3172 |
| &nbsp;&nbsp;&nbsp;China National Building Material Co Ltd, Cl H  | 722000 |  | 682 |
| &nbsp;&nbsp;&nbsp;China Northern Rare Earth Group High-Tech, Cl A  | 74700 |  | 325 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical Corp, Cl H  | 6654000 |  | 3129 |
| &nbsp;&nbsp;&nbsp;China Railway Group Ltd, Cl H  | 2762000 |  | 1581 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 2206000 |  | 9032 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 284500 |  | 892 |
| &nbsp;&nbsp;&nbsp;China Tourism Group Duty Free, Cl A  | 30100 |  | 850 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 6020 |  | 418 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl H  | 1123550 |  | 1677 |
| &nbsp;&nbsp;&nbsp;Daqin Railway Co Ltd, Cl A  | 401645 |  | 375 |
| &nbsp;&nbsp;&nbsp;Daqo New Energy Corp ADR \* | 28292 |  | 1886 |
| &nbsp;&nbsp;&nbsp;Dongfeng Motor Group Co Ltd, Cl H  | 3176000 |  | 2014 |
| &nbsp;&nbsp;&nbsp;FinVolution Group ADR  | 38500 |  | 189 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;G-bits Network Technology Xiamen Co Ltd, Cl A  | 30486 | $| 1256 |
| &nbsp;&nbsp;&nbsp;Guangzhou Tinci Materials Technology, Cl A  | 55999 |  | 384 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl H  | 1568800 |  | 5125 |
| &nbsp;&nbsp;&nbsp;Hisense Home Appliances Group, Cl A  | 36400 |  | 67 |
| &nbsp;&nbsp;&nbsp;Hundsun Technologies Inc, Cl A  | 186654 |  | 907 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 10015000 |  | 5088 |
| &nbsp;&nbsp;&nbsp;Intco Medical Technology, Cl A  | 88894 |  | 282 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR  | 22978 |  | 1459 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 8271 |  | 262 |
| &nbsp;&nbsp;&nbsp;Jiangxi Copper, Cl H  | 434000 |  | 533 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 4786000 |  | 4167 |
| &nbsp;&nbsp;&nbsp;Kweichow Moutai Co Ltd, Cl A  | 7675 |  | 2138 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 3746000 |  | 3085 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 359500 |  | 3274 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A  | 38395 |  | 283 |
| &nbsp;&nbsp;&nbsp;Lufax Holding Ltd ADR  | 494481 |  | 2161 |
| &nbsp;&nbsp;&nbsp;NetEase Inc ADR  | 2400 |  | 212 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 4510000 |  | 2097 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 6152000 |  | 6654 |
| &nbsp;&nbsp;&nbsp;Pinduoduo Inc ADR \* | 19074 |  | 1360 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl A  | 332500 |  | 2105 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 682000 |  | 4011 |
| &nbsp;&nbsp;&nbsp;Power Construction Corp of China, Cl A  | 695326 |  | 776 |
| &nbsp;&nbsp;&nbsp;Qingdao Haier Biomedical, Cl A  | 97999 |  | 987 |
| &nbsp;&nbsp;&nbsp;Shanghai Huace Navigation Technology, Cl A  | 312253 |  | 1426 |
| &nbsp;&nbsp;&nbsp;Shenzhen H&T Intelligent Control, Cl A  | 409600 |  | 1009 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings Ltd  | 278900 |  | 2915 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 212181 |  | 8769 |
| &nbsp;&nbsp;&nbsp;Tongwei Co Ltd, Cl A  | 219095 |  | 1674 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd ADR \* | 310010 |  | 3599 |
| &nbsp;&nbsp;&nbsp;Weichai Power Co Ltd, Cl H  | 2207000 |  | 2948 |
| &nbsp;&nbsp;&nbsp;Wuliangye Yibin Co Ltd, Cl A  | 22879 |  | 552 |
| &nbsp;&nbsp;&nbsp;Wuxi Lead Intelligent Equipment, Cl A  | 26267 |  | 209 |
| &nbsp;&nbsp;&nbsp;Xiamen Faratronic, Cl A  | 68500 |  | 1759 |
| &nbsp;&nbsp;&nbsp;Xtep International Holdings Ltd  | 1505500 |  | 2089 |
| &nbsp;&nbsp;&nbsp;Zhejiang Expressway Co Ltd, Cl H  | 2236000 |  | 1702 |
| &nbsp;&nbsp;&nbsp;Zhongsheng Group Holdings Ltd  | 380500 |  | 1799 |
| &nbsp;&nbsp;&nbsp;ZTO Express Cayman Inc ADR  | 90126 |  | 2348 |
|  |  |  | 148372 |
| **Colombia — 0.0%** | **Colombia — 0.0%** | **Colombia — 0.0%** | **Colombia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bancolombia SA ADR, Cl R  | 9701 |  | 266 |
| **Egypt — 0.2%** | **Egypt — 0.2%** | **Egypt — 0.2%** | **Egypt — 0.2%** |
| &nbsp;&nbsp;&nbsp;Commercial International Bank Egypt SAE GDR  | 1445935 |  | 2472 |
| **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** |
| &nbsp;&nbsp;&nbsp;Krones AG  | 18588 |  | 1532 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Greece — 0.9%** | **Greece — 0.9%** | **Greece — 0.9%** |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings SA \* | 931238 | $861 |
| &nbsp;&nbsp;&nbsp;Eurobank Ergasias Services and Holdings SA \* | 1592063 | 1478 |
| &nbsp;&nbsp;&nbsp;Mytilineos Holdings  | 91267 | 1428 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece SA \* | 972904 | 3142 |
| &nbsp;&nbsp;&nbsp;OPAP SA  | 34593 | 456 |
| &nbsp;&nbsp;&nbsp;Piraeus Financial Holdings SA \* | 1308487 | 1370 |
| &nbsp;&nbsp;&nbsp;Star Bulk Carriers Corp  | 21614 | 422 |
|  |  | 9157 |
| **Hong Kong — 7.1%** | **Hong Kong — 7.1%** | **Hong Kong — 7.1%** |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 388440 | 3737 |
| &nbsp;&nbsp;&nbsp;Anhui Conch Cement Co Ltd, Cl H  | 597000 | 2275 |
| &nbsp;&nbsp;&nbsp;BOE Varitronix  | 804000 | 1834 |
| &nbsp;&nbsp;&nbsp;Bosideng International Holdings Ltd  | 2830000 | 1589 |
| &nbsp;&nbsp;&nbsp;China Datang Renewable Power, Cl H  | 3875000 | 970 |
| &nbsp;&nbsp;&nbsp;China Everbright Environment Group Ltd  | 1332000 | 658 |
| &nbsp;&nbsp;&nbsp;China Feihe  | 1558000 | 1290 |
| &nbsp;&nbsp;&nbsp;China Galaxy Securities, Cl H  | 973500 | 532 |
| &nbsp;&nbsp;&nbsp;China International Capital, Cl H  | 1526800 | 2686 |
| &nbsp;&nbsp;&nbsp;China Lesso Group Holdings Ltd  | 1363000 | 1620 |
| &nbsp;&nbsp;&nbsp;China Meidong Auto Holdings Ltd  | 1086000 | 2208 |
| &nbsp;&nbsp;&nbsp;China Mengniu Dairy Co Ltd  | 763000 | 3455 |
| &nbsp;&nbsp;&nbsp;China Merchants Port Holdings Co Ltd  | 994000 | 1492 |
| &nbsp;&nbsp;&nbsp;China Overseas Property Holdings Ltd  | 435000 | 462 |
| &nbsp;&nbsp;&nbsp;China Power International Development  | 1231000 | 687 |
| &nbsp;&nbsp;&nbsp;China Resources Pharmaceutical Group Ltd  | 578500 | 396 |
| &nbsp;&nbsp;&nbsp;CIMC Enric Holdings Ltd  | 1710000 | 1826 |
| &nbsp;&nbsp;&nbsp;CITIC Ltd  | 1544000 | 1592 |
| &nbsp;&nbsp;&nbsp;First Pacific Co Ltd  | 7750000 | 2989 |
| &nbsp;&nbsp;&nbsp;Ganfeng Lithium, Cl H  | 49680 | 437 |
| &nbsp;&nbsp;&nbsp;Greentown Service Group  | 414000 | 299 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group Co Ltd, Cl H  | 3030000 | 2605 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 26700 | 1076 |
| &nbsp;&nbsp;&nbsp;Jiumaojiu International Holdings  | 853000 | 1678 |
| &nbsp;&nbsp;&nbsp;Kingsoft  | 269200 | 818 |
| &nbsp;&nbsp;&nbsp;Man Wah Holdings Ltd  | 1160000 | 917 |
| &nbsp;&nbsp;&nbsp;NetEase  | 249770 | 4460 |
| &nbsp;&nbsp;&nbsp;New Horizon Health Ltd \* | 317000 | 810 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 14000 | 390 |
| &nbsp;&nbsp;&nbsp;PAX Global Technology Ltd  | 2215000 | 2117 |
| &nbsp;&nbsp;&nbsp;Shandong Weigao Group Medical Polymer Co Ltd, Cl H  | 973600 | 1321 |
| &nbsp;&nbsp;&nbsp;Shanghai Pharmaceuticals Holding Co Ltd, Cl H  | 276800 | 402 |
| &nbsp;&nbsp;&nbsp;Skyworth Group Ltd  | 490000 | 244 |
| &nbsp;&nbsp;&nbsp;Techtronic Industries Co Ltd  | 261000 | 3079 |
| &nbsp;&nbsp;&nbsp;Towngas Smart Energy  | 2393000 | 1050 |
| &nbsp;&nbsp;&nbsp;Truly International Holdings  | 2848000 | 624 |
| &nbsp;&nbsp;&nbsp;Uni-President China Holdings Ltd  | 2024000 | 1743 |
| &nbsp;&nbsp;&nbsp;Vinda International Holdings Ltd  | 940000 | 2627 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 1220315 | $| 831 |
| &nbsp;&nbsp;&nbsp;WuXi AppTec Co Ltd, Cl H  | 236244 |  | 2667 |
| &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc \* | 111500 |  | 984 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings Ltd  | 2507000 |  | 3448 |
| &nbsp;&nbsp;&nbsp;Yadea Group Holdings Ltd  | 1924000 |  | 3670 |
| &nbsp;&nbsp;&nbsp;Zoomlion Heavy Industry Science and Technology Co Ltd  | 5145300 |  | 2319 |
|  |  |  | 72914 |
| **Hungary — 0.6%** | **Hungary — 0.6%** | **Hungary — 0.6%** | **Hungary — 0.6%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 391059 |  | 2686 |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 161431 |  | 3244 |
|  |  |  | 5930 |
| **Iceland — 0.4%** | **Iceland — 0.4%** | **Iceland — 0.4%** | **Iceland — 0.4%** |
| &nbsp;&nbsp;&nbsp;Islandsbanki HF  | 4320225 |  | 3990 |
| **India — 11.0%** | **India — 11.0%** | **India — 11.0%** | **India — 11.0%** |
| &nbsp;&nbsp;&nbsp;Apollo Tyres Ltd  | 270869 |  | 845 |
| &nbsp;&nbsp;&nbsp;Aster DM Healthcare \* | 700241 |  | 1931 |
| &nbsp;&nbsp;&nbsp;Axis Bank Ltd  | 42008 |  | 392 |
| &nbsp;&nbsp;&nbsp;Bank of Baroda  | 625781 |  | 1013 |
| &nbsp;&nbsp;&nbsp;Bata India Ltd  | 71483 |  | 1728 |
| &nbsp;&nbsp;&nbsp;Bharat Electronics Ltd  | 116272 |  | 444 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 357470 |  | 1045 |
| &nbsp;&nbsp;&nbsp;Computer Age Management Services  | 26993 |  | 772 |
| &nbsp;&nbsp;&nbsp;CreditAccess Grameen \* | 137213 |  | 1698 |
| &nbsp;&nbsp;&nbsp;Divi's Laboratories Ltd  | 65474 |  | 2956 |
| &nbsp;&nbsp;&nbsp;GAIL India Ltd  | 1126689 |  | 1914 |
| &nbsp;&nbsp;&nbsp;Genus Power Infrastructures  | 1455778 |  | 1524 |
| &nbsp;&nbsp;&nbsp;HCL Technologies Ltd  | 343500 |  | 3996 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd  | 141304 |  | 2590 |
| &nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd  | 93115 |  | 3280 |
| &nbsp;&nbsp;&nbsp;Hindalco Industries Ltd  | 217125 |  | 1178 |
| &nbsp;&nbsp;&nbsp;Housing Development Finance Corp Ltd  | 156751 |  | 4746 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 367131 |  | 8018 |
| &nbsp;&nbsp;&nbsp;Indian Energy Exchange Ltd  | 428678 |  | 854 |
| &nbsp;&nbsp;&nbsp;Info Edge India Ltd  | 7138 |  | 384 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 123632 |  | 2279 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 79713 |  | 1459 |
| &nbsp;&nbsp;&nbsp;Ipca Laboratories  | 105415 |  | 1193 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 333909 |  | 1334 |
| &nbsp;&nbsp;&nbsp;Kotak Mahindra Bank Ltd  | 166884 |  | 3959 |
| &nbsp;&nbsp;&nbsp;KPIT Technologies Ltd  | 457289 |  | 3159 |
| &nbsp;&nbsp;&nbsp;Lemon Tree Hotels \* | 2037362 |  | 1765 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 54884 |  | 891 |
| &nbsp;&nbsp;&nbsp;Marico  | 81217 |  | 533 |
| &nbsp;&nbsp;&nbsp;Mindtree Ltd  | 28733 |  | 1169 |
| &nbsp;&nbsp;&nbsp;Narayana Hrudayalaya  | 307780 |  | 2691 |
| &nbsp;&nbsp;&nbsp;NTPC Ltd  | 331565 |  | 680 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 2744692 |  | 4751 |
| &nbsp;&nbsp;&nbsp;Petronet LNG Ltd  | 736273 |  | 2031 |
| &nbsp;&nbsp;&nbsp;Phoenix Mills  | 159716 |  | 2793 |
| &nbsp;&nbsp;&nbsp;PI Industries  | 36398 |  | 1556 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PNC Infratech Ltd  | 388483 | $| 1370 |
| &nbsp;&nbsp;&nbsp;Power Grid Corp of India Ltd  | 955942 |  | 2737 |
| &nbsp;&nbsp;&nbsp;PTC India Ltd  | 550922 |  | 582 |
| &nbsp;&nbsp;&nbsp;PVR Ltd \* | 117443 |  | 2668 |
| &nbsp;&nbsp;&nbsp;Quess  | 233384 |  | 1661 |
| &nbsp;&nbsp;&nbsp;REC Ltd  | 548627 |  | 745 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 17435 |  | 571 |
| &nbsp;&nbsp;&nbsp;SBI Cards & Payment Services  | 13898 |  | 159 |
| &nbsp;&nbsp;&nbsp;Shriram Transport Finance Co Ltd  | 134304 |  | 2254 |
| &nbsp;&nbsp;&nbsp;Star Health & Allied Insurance \* | 104454 |  | 950 |
| &nbsp;&nbsp;&nbsp;State Bank of India  | 129472 |  | 852 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries  | 147924 |  | 1651 |
| &nbsp;&nbsp;&nbsp;Tata Consultancy Services Ltd  | 96599 |  | 3853 |
| &nbsp;&nbsp;&nbsp;Tata Steel  | 1085024 |  | 1457 |
| &nbsp;&nbsp;&nbsp;Torrent Pharmaceuticals Ltd  | 81109 |  | 1567 |
| &nbsp;&nbsp;&nbsp;Trent  | 4572 |  | 80 |
| &nbsp;&nbsp;&nbsp;UPL Ltd  | 362471 |  | 3472 |
| &nbsp;&nbsp;&nbsp;Varun Beverages Ltd  | 386268 |  | 4982 |
| &nbsp;&nbsp;&nbsp;Vedanta Ltd  | 291663 |  | 978 |
| &nbsp;&nbsp;&nbsp;VST Tillers Tractors  | 28243 |  | 890 |
| &nbsp;&nbsp;&nbsp;WNS Holdings Ltd ADR \* | 73494 |  | 6192 |
| &nbsp;&nbsp;&nbsp;Zomato \* | 332794 |  | 238 |
|  |  |  | 113460 |
| **Indonesia — 3.7%** | **Indonesia — 3.7%** | **Indonesia — 3.7%** | **Indonesia — 3.7%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 2422600 |  | 578 |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 848400 |  | 398 |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 4321400 |  | 2386 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri Persero Tbk PT  | 1596500 |  | 950 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 31883576 |  | 9311 |
| &nbsp;&nbsp;&nbsp;Bukit Asam Tbk PT  | 270500 |  | 77 |
| &nbsp;&nbsp;&nbsp;Cisarua Mountain Dairy TBK  | 10816900 |  | 3185 |
| &nbsp;&nbsp;&nbsp;Indo Tambangraya Megah Tbk PT  | 176900 |  | 469 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT  | 834600 |  | 350 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 2762000 |  | 312 |
| &nbsp;&nbsp;&nbsp;Media Nusantara Citra Tbk PT  | 18370600 |  | 1131 |
| &nbsp;&nbsp;&nbsp;Medikaloka Hermina Tbk PT  | 77974500 |  | 7837 |
| &nbsp;&nbsp;&nbsp;Merdeka Copper Gold Tbk PT \* | 3428810 |  | 986 |
| &nbsp;&nbsp;&nbsp;Pakuwon Jati Tbk PT  | 120515984 |  | 3928 |
| &nbsp;&nbsp;&nbsp;Surya Esa Perkasa  | 11159300 |  | 837 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 1168400 |  | 358 |
| &nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry & Trading Co Tbk PT  | 31400000 |  | 3120 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 233000 |  | 531 |
| &nbsp;&nbsp;&nbsp;Vale Indonesia \* | 3618800 |  | 1483 |
|  |  |  | 38227 |
| **Kenya — 0.5%** | **Kenya — 0.5%** | **Kenya — 0.5%** | **Kenya — 0.5%** |
| &nbsp;&nbsp;&nbsp;ARM Cement Ltd \* | 10 |  |  |
| &nbsp;&nbsp;&nbsp;East African Breweries Ltd \* | 1609700 |  | 2022 |
| &nbsp;&nbsp;&nbsp;Equity Group Holdings PLC/Kenya  | 6830963 |  | 2728 |
|  |  |  | 4750 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Kuwait — 0.0%** | **Kuwait — 0.0%** | **Kuwait — 0.0%** |
| &nbsp;&nbsp;&nbsp;Agility Public Warehousing KSC  | 161616 | $441 |
| **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong  | 201500 | 1041 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 73300 | 73 |
|  |  | 1114 |
| **Mexico — 1.7%** | **Mexico — 1.7%** | **Mexico — 1.7%** |
| &nbsp;&nbsp;&nbsp;Alfa SAB de CV, Cl A  | 649000 | 411 |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 103148 | 699 |
| &nbsp;&nbsp;&nbsp;Banco del Bajio SA  | 234700 | 493 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa ADR  | 7603 | 466 |
| &nbsp;&nbsp;&nbsp;Gruma SAB de CV, Cl B  | 111240 | 1218 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte SAB de CV, Cl B  | 300808 | 1972 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV ADR  | 10850 | 2294 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 938100 | 5551 |
| &nbsp;&nbsp;&nbsp;Grupo Mexico SAB de CV, Ser B  | 391500 | 1477 |
| &nbsp;&nbsp;&nbsp;Megacable Holdings SAB de CV  | 282600 | 594 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 647890 | 2127 |
|  |  | 17302 |
| **Netherlands — 0.1%** | **Netherlands — 0.1%** | **Netherlands — 0.1%** |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV  | 23052 | 1096 |
| **Nigeria — 0.4%** | **Nigeria — 0.4%** | **Nigeria — 0.4%** |
| &nbsp;&nbsp;&nbsp;Nigerian Breweries  | 3989043 | 423 |
| &nbsp;&nbsp;&nbsp;Zenith Bank PLC  | 76698031 | 3918 |
|  |  | 4341 |
| **Pakistan — 0.3%** | **Pakistan — 0.3%** | **Pakistan — 0.3%** |
| &nbsp;&nbsp;&nbsp;United Bank Ltd/Pakistan  | 6175348 | 3295 |
| **Philippines — 2.8%** | **Philippines — 2.8%** | **Philippines — 2.8%** |
| &nbsp;&nbsp;&nbsp;ACEN  | 929277 | 124 |
| &nbsp;&nbsp;&nbsp;AllHome Corp  | 17413000 | 1369 |
| &nbsp;&nbsp;&nbsp;Alliance Global Group Inc  | 19991310 | 3570 |
| &nbsp;&nbsp;&nbsp;Ayala Corp  | 309759 | 3860 |
| &nbsp;&nbsp;&nbsp;Ayala Land Inc  | 5943100 | 3017 |
| &nbsp;&nbsp;&nbsp;Century Pacific Food  | 2522700 | 1114 |
| &nbsp;&nbsp;&nbsp;GT Capital Holdings Inc  | 387410 | 3318 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust Co  | 1873410 | 1751 |
| &nbsp;&nbsp;&nbsp;Monde Nissin Corp \* | 8915200 | 2616 |
| &nbsp;&nbsp;&nbsp;Robinsons Land Corp  | 8086500 | 2700 |
| &nbsp;&nbsp;&nbsp;Universal Robina Corp  | 2020330 | 4385 |
| &nbsp;&nbsp;&nbsp;Wilcon Depot Inc  | 2031300 | 1083 |
|  |  | 28907 |
| **Poland — 0.5%** | **Poland — 0.5%** | **Poland — 0.5%** |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki SA  | 44043 | 610 |
| &nbsp;&nbsp;&nbsp;Cyfrowy Polsat SA  | 169342 | 700 |
| &nbsp;&nbsp;&nbsp;Dino Polska SA \* | 31884 | 2330 |
| &nbsp;&nbsp;&nbsp;KGHM Polska Miedz SA  | 79880 | 1499 |
|  |  | 5139 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Qatar — 0.1%** | **Qatar — 0.1%** | **Qatar — 0.1%** |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 175376 | $872 |
| &nbsp;&nbsp;&nbsp;Qatar Gas Transport Co Ltd  | 70865 | 78 |
|  |  | 950 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC ADR \* (A) | 503042 |  |
| &nbsp;&nbsp;&nbsp;LUKOIL PJSC ADR (A) | 107182 |  |
| &nbsp;&nbsp;&nbsp;Mobile TeleSystems PJSC ADR (A) | 556416 |  |
| &nbsp;&nbsp;&nbsp;Moscow Exchange PJSC \* (A) | 945410 |  |
| &nbsp;&nbsp;&nbsp;Ozon Holdings ADR \* (A) | 30008 |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC ADR \* (A) | 93380 |  |
| &nbsp;&nbsp;&nbsp;Surgutneftegas PJSC ADR \* (A) | 416721 |  |
| &nbsp;&nbsp;&nbsp;Yandex NV, Cl A \* (A) | 50933 | – |
|  |  | – |
| **Saudi Arabia — 2.6%** | **Saudi Arabia — 2.6%** | **Saudi Arabia — 2.6%** |
| &nbsp;&nbsp;&nbsp;Abdullah Al Othaim Markets Co  | 2416 | 82 |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank \* | 46774 | 1120 |
| &nbsp;&nbsp;&nbsp;Arab National Bank  | 48748 | 389 |
| &nbsp;&nbsp;&nbsp;Arabian Internet & Communications Services Co  | 5009 | 370 |
| &nbsp;&nbsp;&nbsp;Bank Al-Jazira  | 61953 | 387 |
| &nbsp;&nbsp;&nbsp;Dr Sulaiman Al Habib Medical Services Group Co  | 8079 | 429 |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co  | 38816 | 377 |
| &nbsp;&nbsp;&nbsp;Jarir Marketing Co  | 21620 | 987 |
| &nbsp;&nbsp;&nbsp;Nahdi Medical  | 109670 | 5633 |
| &nbsp;&nbsp;&nbsp;Riyad Bank  | 70355 | 662 |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 54842 | 2532 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 66023 | 834 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Mining \* | 4526 | 89 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 163421 | 1628 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 77245 | 517 |
| &nbsp;&nbsp;&nbsp;Saudi National Bank  | 437928 | 8121 |
| &nbsp;&nbsp;&nbsp;Saudi Tadawul Group Holding  | 5407 | 327 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 95790 | 1063 |
| &nbsp;&nbsp;&nbsp;Savola Group  | 46197 | 400 |
| &nbsp;&nbsp;&nbsp;United Electronics Co  | 32591 | 1036 |
|  |  | 26983 |
| **South Africa — 2.6%** | **South Africa — 2.6%** | **South Africa — 2.6%** |
| &nbsp;&nbsp;&nbsp;Absa Group Ltd  | 92966 | 968 |
| &nbsp;&nbsp;&nbsp;Aspen Pharmacare Holdings Ltd  | 158278 | 1365 |
| &nbsp;&nbsp;&nbsp;Bidvest Group Ltd/The  | 55852 | 704 |
| &nbsp;&nbsp;&nbsp;Capitec Bank Holdings Ltd  | 17626 | 2106 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 32260 | 413 |
| &nbsp;&nbsp;&nbsp;FirstRand Ltd  | 264810 | 994 |
| &nbsp;&nbsp;&nbsp;Gold Fields Ltd  | 102412 | 831 |
| &nbsp;&nbsp;&nbsp;Growthpoint Properties <sup>‡</sup> | 947494 | 708 |
| &nbsp;&nbsp;&nbsp;Impala Platinum Holdings Ltd  | 46202 | 487 |
| &nbsp;&nbsp;&nbsp;Kumba Iron Ore Ltd  | 25085 | 558 |
| &nbsp;&nbsp;&nbsp;Mr Price Group Ltd  | 247484 | 2694 |
| &nbsp;&nbsp;&nbsp;Naspers Ltd, Cl N  | 54009 | 7653 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Nedbank Group Ltd  | 157856 | $| 1873 |
| &nbsp;&nbsp;&nbsp;Sanlam Ltd  | 138403 |  | 432 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd  | 235393 |  | 631 |
| &nbsp;&nbsp;&nbsp;Sasol Ltd \* | 48324 |  | 934 |
| &nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd  | 725244 |  | 1628 |
| &nbsp;&nbsp;&nbsp;Vodacom Group Ltd  | 219690 |  | 1625 |
|  |  |  | 26604 |
| **South Korea — 10.3%** | **South Korea — 10.3%** | **South Korea — 10.3%** | **South Korea — 10.3%** |
| &nbsp;&nbsp;&nbsp;BGF retail Co Ltd  | 6760 |  | 810 |
| &nbsp;&nbsp;&nbsp;Cheil Worldwide Inc  | 79642 |  | 1298 |
| &nbsp;&nbsp;&nbsp;CJ CheilJedang Corp  | 21468 |  | 6512 |
| &nbsp;&nbsp;&nbsp;CJ ENM Co Ltd  | 22563 |  | 1645 |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 55367 |  | 2627 |
| &nbsp;&nbsp;&nbsp;DB Insurance Co Ltd  | 7640 |  | 340 |
| &nbsp;&nbsp;&nbsp;Dentium Co Ltd  | 23645 |  | 1538 |
| &nbsp;&nbsp;&nbsp;DL E&C Co Ltd  | 12060 |  | 366 |
| &nbsp;&nbsp;&nbsp;Ecopro  | 17205 |  | 1423 |
| &nbsp;&nbsp;&nbsp;Eugene Technology Co Ltd  | 22483 |  | 456 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 4697 |  | 161 |
| &nbsp;&nbsp;&nbsp;Han Kuk Carbon  | 88154 |  | 948 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 259221 |  | 7555 |
| &nbsp;&nbsp;&nbsp;Hana Materials Inc  | 34269 |  | 963 |
| &nbsp;&nbsp;&nbsp;Hankook Tire & Technology Co Ltd  | 44082 |  | 1243 |
| &nbsp;&nbsp;&nbsp;Hansol Chemical Co Ltd  | 12042 |  | 1945 |
| &nbsp;&nbsp;&nbsp;Hanwha Corp  | 32257 |  | 763 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 2997 |  | 393 |
| &nbsp;&nbsp;&nbsp;Hyundai Marine & Fire Insurance Co Ltd  | 18938 |  | 444 |
| &nbsp;&nbsp;&nbsp;Hyundai Mipo Dockyard Co Ltd  | 42711 |  | 3391 |
| &nbsp;&nbsp;&nbsp;Hyundai Mobis Co Ltd  | 9266 |  | 1478 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 45786 |  | 1681 |
| &nbsp;&nbsp;&nbsp;KH Vatec  | 54735 |  | 771 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 100846 |  | 6044 |
| &nbsp;&nbsp;&nbsp;Korea Gas Corp  | 16924 |  | 548 |
| &nbsp;&nbsp;&nbsp;Kumho Petrochemical  | 6942 |  | 670 |
| &nbsp;&nbsp;&nbsp;LG Chemical  | 9267 |  | 4338 |
| &nbsp;&nbsp;&nbsp;LG Corp  | 15830 |  | 966 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 49584 |  | 3710 |
| &nbsp;&nbsp;&nbsp;LG Innotek Co Ltd  | 3141 |  | 799 |
| &nbsp;&nbsp;&nbsp;Lotte Chemical Corp  | 11892 |  | 1544 |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 19192 |  | 618 |
| &nbsp;&nbsp;&nbsp;LX Semicon Co Ltd  | 17752 |  | 1249 |
| &nbsp;&nbsp;&nbsp;Meritz Fire & Marine Insurance Co Ltd  | 54320 |  | 1551 |
| &nbsp;&nbsp;&nbsp;Mirae Asset Securities Co Ltd  | 41609 |  | 203 |
| &nbsp;&nbsp;&nbsp;NAVER Corp  | 6968 |  | 1236 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings ADR  | 16757 |  | 788 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings Inc  | 4402 |  | 833 |
| &nbsp;&nbsp;&nbsp;PSK Inc  | 34875 |  | 883 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 589728 |  | 26125 |
| &nbsp;&nbsp;&nbsp;Samsung Securities Co Ltd  | 6707 |  | 169 |
| &nbsp;&nbsp;&nbsp;SK Chemicals  | 12390 |  | 898 |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc  | 75969 |  | 5341 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 73582 | $| 2855 |
| &nbsp;&nbsp;&nbsp;SKC Co Ltd  | 12605 |  | 1133 |
| &nbsp;&nbsp;&nbsp;SL Corp  | 108524 |  | 3094 |
| &nbsp;&nbsp;&nbsp;S-Oil Corp  | 6772 |  | 514 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 55480 |  | 502 |
| &nbsp;&nbsp;&nbsp;Youngone Corp  | 36981 |  | 1224 |
|  |  |  | 106586 |
| **Taiwan — 11.9%** | **Taiwan — 11.9%** | **Taiwan — 11.9%** | **Taiwan — 11.9%** |
| &nbsp;&nbsp;&nbsp;Airtac International Group  | 56019 |  | 1502 |
| &nbsp;&nbsp;&nbsp;Alchip Technologies Ltd  | 100000 |  | 2766 |
| &nbsp;&nbsp;&nbsp;Arcadyan Technology Corp  | 497000 |  | 1869 |
| &nbsp;&nbsp;&nbsp;ASPEED Technology Inc  | 25430 |  | 1674 |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 46000 |  | 383 |
| &nbsp;&nbsp;&nbsp;AUO  | 1583000 |  | 864 |
| &nbsp;&nbsp;&nbsp;Bizlink Holding Inc  | 185000 |  | 2050 |
| &nbsp;&nbsp;&nbsp;Chailease Holding Co Ltd  | 525203 |  | 3372 |
| &nbsp;&nbsp;&nbsp;ChipMOS Technologies  | 188000 |  | 219 |
| &nbsp;&nbsp;&nbsp;CTBC Financial Holding Co Ltd  | 6296000 |  | 4823 |
| &nbsp;&nbsp;&nbsp;Delta Electronics Inc  | 195000 |  | 1670 |
| &nbsp;&nbsp;&nbsp;E Ink Holdings Inc  | 488000 |  | 3795 |
| &nbsp;&nbsp;&nbsp;Elite Material  | 154000 |  | 810 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 481000 |  | 1378 |
| &nbsp;&nbsp;&nbsp;Fubon Financial Holding Co Ltd  | 1532100 |  | 2873 |
| &nbsp;&nbsp;&nbsp;Fulgent Sun International Holding Co Ltd  | 335000 |  | 2073 |
| &nbsp;&nbsp;&nbsp;Gigabyte Technology Co Ltd  | 151000 |  | 421 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 759912 |  | 2706 |
| &nbsp;&nbsp;&nbsp;Ingentec  | 380070 |  | 2348 |
| &nbsp;&nbsp;&nbsp;King Yuan Electronics Co Ltd  | 88000 |  | 107 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp  | 466862 |  | 1005 |
| &nbsp;&nbsp;&nbsp;Macronix International Co Ltd  | 2579000 |  | 2768 |
| &nbsp;&nbsp;&nbsp;MediaTek Inc  | 43357 |  | 938 |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co Ltd  | 985000 |  | 3688 |
| &nbsp;&nbsp;&nbsp;momo.com Inc  | 101200 |  | 2400 |
| &nbsp;&nbsp;&nbsp;Nien Made Enterprise Co Ltd  | 122000 |  | 1127 |
| &nbsp;&nbsp;&nbsp;Primax Electronics Ltd  | 215000 |  | 470 |
| &nbsp;&nbsp;&nbsp;Sercomm  | 99000 |  | 314 |
| &nbsp;&nbsp;&nbsp;Silergy Corp  | 104288 |  | 1788 |
| &nbsp;&nbsp;&nbsp;Sino-American Silicon Products Inc  | 224000 |  | 1221 |
| &nbsp;&nbsp;&nbsp;Sitronix Technology Corp  | 58000 |  | 359 |
| &nbsp;&nbsp;&nbsp;Taiwan Business Bank  | 3530985 |  | 1480 |
| &nbsp;&nbsp;&nbsp;Taiwan Paiho Ltd  | 422000 |  | 876 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 2353000 |  | 38518 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 126926 |  | 10579 |
| &nbsp;&nbsp;&nbsp;Tong Yang Industry  | 434000 |  | 774 |
| &nbsp;&nbsp;&nbsp;Unimicron Technology Corp  | 486000 |  | 2381 |
| &nbsp;&nbsp;&nbsp;United Microelectronics Corp  | 3904000 |  | 5194 |
| &nbsp;&nbsp;&nbsp;Voltronic Power Technology Corp  | 50950 |  | 2875 |
| &nbsp;&nbsp;&nbsp;Winbond Electronics Corp  | 972000 |  | 700 |
| &nbsp;&nbsp;&nbsp;Wiwynn Corp \* | 126000 |  | 3154 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Yang Ming Marine Transport Corp  | 433000 | $| 1109 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 1223640 |  | 812 |
|  |  |  | 122233 |
| **Thailand — 3.4%** | **Thailand — 3.4%** | **Thailand — 3.4%** | **Thailand — 3.4%** |
| &nbsp;&nbsp;&nbsp;AP Thailand  | 514100 |  | 141 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank  | 851100 |  | 3191 |
| &nbsp;&nbsp;&nbsp;Bangkok Chain Hospital  | 930800 |  | 476 |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services PCL, Cl F  | 853200 |  | 684 |
| &nbsp;&nbsp;&nbsp;Bangkok Life Assurance NVDR  | 1264400 |  | 1231 |
| &nbsp;&nbsp;&nbsp;Central Plaza Hotel PCL  | 1501600 |  | 1756 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 20469 |  | 2105 |
| &nbsp;&nbsp;&nbsp;Home Product Center PCL  | 9058645 |  | 3451 |
| &nbsp;&nbsp;&nbsp;Humanica  | 3893900 |  | 1342 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures  | 409900 |  | 485 |
| &nbsp;&nbsp;&nbsp;JMT Network Services PCL  | 1236800 |  | 2642 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL  | 128800 |  | 541 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 983900 |  | 4133 |
| &nbsp;&nbsp;&nbsp;Kiatnakin Bank PCL  | 225900 |  | 448 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL  | 1303000 |  | 603 |
| &nbsp;&nbsp;&nbsp;Land & Houses  | 3851200 |  | 940 |
| &nbsp;&nbsp;&nbsp;Major Cineplex Group NVDR  | 2051900 |  | 1068 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production  | 258400 |  | 1195 |
| &nbsp;&nbsp;&nbsp;PTT PCL  | 148100 |  | 153 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 5274300 |  | 5419 |
| &nbsp;&nbsp;&nbsp;Sri Trang Agro-Industry PCL  | 3220300 |  | 1993 |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL, Cl F  | 2563500 |  | 1229 |
|  |  |  | 35226 |
| **Turkey — 0.5%** | **Turkey — 0.5%** | **Turkey — 0.5%** | **Turkey — 0.5%** |
| &nbsp;&nbsp;&nbsp;Akbank TAS  | 1430833 |  | 922 |
| &nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar AS  | 344052 |  | 2064 |
| &nbsp;&nbsp;&nbsp;Ford Otomotiv Sanayi AS  | 25329 |  | 460 |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 128281 |  | 320 |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO \* | 187120 |  | 750 |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri \* | 39716 |  | 783 |
|  |  |  | 5299 |
| **United Arab Emirates — 2.1%** | **United Arab Emirates — 2.1%** | **United Arab Emirates — 2.1%** | **United Arab Emirates — 2.1%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Commercial Bank PJSC  | 387047 |  | 955 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Ports PJSC \* | 228473 |  | 314 |
| &nbsp;&nbsp;&nbsp;ADNOC Drilling PJSC  | 326506 |  | 325 |
| &nbsp;&nbsp;&nbsp;Aldar Properties PJSC  | 329494 |  | 431 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC  | 1831651 |  | 2913 |
| &nbsp;&nbsp;&nbsp;Emaar Development PJSC  | 5231220 |  | 6828 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 5639192 |  | 9584 |
|  |  |  | 21350 |
| **United Kingdom — 4.7%** | **United Kingdom — 4.7%** | **United Kingdom — 4.7%** | **United Kingdom — 4.7%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa  | 1100081 |  | 1692 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 9253 |  | 934 |
| &nbsp;&nbsp;&nbsp;Energean PLC \* | 582162 |  | 8756 |
| &nbsp;&nbsp;&nbsp;Fertiglobe PLC  | 429062 |  | 655 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Halyk Savings Bank of Kazakhstan JSC GDR \* | 663101 | $| 7220 |
| &nbsp;&nbsp;&nbsp;Hikma Pharmaceuticals PLC  | 46490 |  | 710 |
| &nbsp;&nbsp;&nbsp;Hochschild Mining PLC  | 3723169 |  | 2808 |
| &nbsp;&nbsp;&nbsp;NAC Kazatomprom JSC GDR  | 189669 |  | 6010 |
| &nbsp;&nbsp;&nbsp;Nova Ljubljanska Banka dd GDR  | 350045 |  | 4241 |
| &nbsp;&nbsp;&nbsp;OTP Bank PLC  | 101407 |  | 2150 |
| &nbsp;&nbsp;&nbsp;SEPLAT Energy  | 3037908 |  | 4180 |
| &nbsp;&nbsp;&nbsp;SolGold PLC \* | 6774749 |  | 1569 |
| &nbsp;&nbsp;&nbsp;TBC Bank Group PLC  | 180118 |  | 3718 |
| &nbsp;&nbsp;&nbsp;TCS Group Holding GDR \* | 22288 |  |  |
| &nbsp;&nbsp;&nbsp;Tullow Oil PLC \* | 2661939 |  | 1497 |
| &nbsp;&nbsp;&nbsp;WAG Payment Solutions \* | 1509678 |  | 1618 |
| &nbsp;&nbsp;&nbsp;Wizz Air Holdings PLC \* | 42968 |  | 1063 |
|  |  |  | 48821 |
| **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** |
| &nbsp;&nbsp;&nbsp;Adecoagro  | 10560 |  | 97 |
| &nbsp;&nbsp;&nbsp;Coupang, Cl A \* | 49461 |  | 836 |
| &nbsp;&nbsp;&nbsp;Credicorp Ltd  | 34703 |  | 4473 |
| &nbsp;&nbsp;&nbsp;Dlocal, Cl A \* | 25675 |  | 639 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 5716 |  | 2438 |
| &nbsp;&nbsp;&nbsp;Freshworks, Cl A \* | 32853 |  | 447 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 10221 |  | 2154 |
| &nbsp;&nbsp;&nbsp;IHS Holding \* | 191059 |  | 1238 |
|  |  |  | 12322 |
| **Vietnam — 1.7%** | **Vietnam — 1.7%** | **Vietnam — 1.7%** | **Vietnam — 1.7%** |
| &nbsp;&nbsp;&nbsp;Ho Chi Minh City Development Joint Stock Commercial Bank \* | 1964670 |  | 2230 |
| &nbsp;&nbsp;&nbsp;Hoa Phat Group JSC  | 1203946 |  | 1179 |
| &nbsp;&nbsp;&nbsp;Military Commercial Joint Stock Bank \* | 5578897 |  | 5634 |
| &nbsp;&nbsp;&nbsp;Vietnam Technological & Commercial Joint Stock Bank \* | 1612520 |  | 2671 |
| &nbsp;&nbsp;&nbsp;Vincom Retail JSC \* | 2196659 |  | 2586 |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC  | 1384500 |  | 3594 |
|  |  |  | 17894 |
| **Zambia — 0.5%** | **Zambia — 0.5%** | **Zambia — 0.5%** | **Zambia — 0.5%** |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd  | 271769 |  | 4823 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,008,440) ($ Thousands) |  |  | 981567 |
| **PREFERRED STOCK (B) — 1.4%** | **PREFERRED STOCK (B) — 1.4%** | **PREFERRED STOCK (B) — 1.4%** | **PREFERRED STOCK (B) — 1.4%** |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais | 866580 |  | 2034 |
| &nbsp;&nbsp;&nbsp;Cia Paranaense de Energia | 429400 |  | 577 |
|  |  |  | 2611 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Banco Davivienda SA | 215784 |  | 1512 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| **South Korea — 1.0%** | **South Korea — 1.0%** | **South Korea — 1.0%** |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co | 49523 | $3399 |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd | 10638 | 2377 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc \* | 25035 | 879 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd | 86025 | 3480 |
|  |  | 10135 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $18,346) ($ Thousands) |  | 14258 |
|  | Number of<br> Warrants |  |
| **WARRANTS — 0.1%** | **WARRANTS — 0.1%** | **WARRANTS — 0.1%** |
| **India — 0.1%** | **India — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Voltas, Expires 05/28/2023 \* | 134600 | 1683 |
| Total Warrants |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $693) ($ Thousands) |  | 1683 |
|  | Number of<br> Rights |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Taiwan — 0.0%** | **Taiwan — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Acer \*<sup>‡</sup><sup>‡</sup> | 4089 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 1.3%** | **CASH EQUIVALENT — 1.3%** | **CASH EQUIVALENT — 1.3%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 13342525 | 13343 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $13,343) ($ Thousands) |  | 13343 |
| Total Investments in Securities — 98.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,040,822) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,040,822) ($ Thousands)  | $1010851 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Depreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;MSCI Emerging Markets | 319 | Sep-2022 | $15986 | $15661 | $(325) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Equity Fund** (Concluded)

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,029,983 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

---

| |
|:---|
| ADR — American Depositary Receipt |
| Cl — Class |
| GDR — Global Depositary Receipt |
| JSC — Joint-Stock Company |
| Ltd — Limited |
| MSCI — Morgan Stanley Capital International |
| NVDR — Non-Voting Depositary Receipt |
| PCL — Public Company Limited |
| PJSC — Public Joint-Stock Company |
| PLC — Public Limited Company |
| Ser — Series |

---

The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 980340 | 1227 | –<sup>(2)</sup> | 981567 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 14258 |  |  | 14258 |
| &nbsp;&nbsp;&nbsp;Warrant |  | 1683 |  | 1683 |
| &nbsp;&nbsp;&nbsp;Rights | –<sup>(2)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 13343 | – | – | 13343 |
| Total Investments in Securities | 1007941 | 2910 | –<sup>(2)</sup> | 1010851 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (325) |  |  | (325) |
| Total Other Financial Instruments | (325) |  |  | (325) |

---

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

(2) This category includes securities with a value of $—.

\* Futures contracts are valued at the unrealized depreciation on the instrument.

For information regarding 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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value <br> 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/ (Loss)** | **Change in Unrealized Appreciation/(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;23698 | $&nbsp;&nbsp;&nbsp;&nbsp;45152 | $&nbsp;&nbsp;&nbsp;&nbsp;(55507) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;13343 | &nbsp;&nbsp;&nbsp;&nbsp;13342525 | $&nbsp;&nbsp;&nbsp;&nbsp;72 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 36.3%** | **MORTGAGE-BACKED SECURITIES — 36.3%** | **MORTGAGE-BACKED SECURITIES — 36.3%** |
| **Agency Mortgage-Backed Obligations — 1.4%** | **Agency Mortgage-Backed Obligations — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.250%, 06/01/2035(A) | $373 | $384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.077%, ICE LIBOR USD 12 Month + 2.470%, 03/01/2036(A) | 492 | 508 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K028, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.337%, 02/25/2023(A) | 132355 | 68 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-83, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/25/2040 | 109 | 110 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/01/2039 to 04/01/2040  | 233 | 251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2030 | 302 | 295 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.034%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.220%, 08/01/2034(A) | 462 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.574%, ICE LIBOR USD 6 Month + 1.580%, 07/01/2034(A) | 85 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, ICE LIBOR USD 12 Month + 1.800%, 05/01/2034(A) | 118 | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.358%, ICE LIBOR USD 12 Month + 1.777%, 09/01/2034(A) | 322 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.013%, ICE LIBOR USD 12 Month + 1.601%, 06/01/2035(A) | 48 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.915%, ICE LIBOR USD 12 Month + 1.665%, 04/01/2033(A) | 101 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.882%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.193%, 10/01/2024(A) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.867%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.205%, 05/01/2035(A) | 115 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.827%, ICE LIBOR USD 12 Month + 1.565%, 05/01/2037(A) | 274 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.826%, ICE LIBOR USD 12 Month + 1.873%, 10/01/2033(A) | 109 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.669%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.184%, 07/01/2036(A) | 423 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.463%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.332%, 04/01/2034(A) | 229 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.390%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.141%, 10/01/2033(A) | 281 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.220%, ICE LIBOR USD 6 Month + 1.433%, 03/01/2035(A) | 192 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.020%, ICE LIBOR USD 12 Month + 1.770%, 10/01/2033(A) | 117 | 116 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.815%, ICE LIBOR USD 12 Month + 1.490%, 10/01/2035(A) | $| 300 | $307 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-137, Cl UE |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 |  | 103 | 98 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2017-M13, Cl FA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(A) |  | 57 | 57 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser 2013-K28, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, 06/25/2046(A)(B) |  | 1460 | 1445 |
| &nbsp;&nbsp;&nbsp;GNMA ARM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.410%, 09/20/2060 to 11/20/2060 (A) |  | 672 | 678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.115%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 11/20/2060(A) |  | 863 | 866 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-171, Cl IO, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.804%, 11/16/2055(A) |  | 10364 | 328 |
|  |  |  | 8333 |
| **Non-Agency Mortgage-Backed Obligations — 34.9%** | **Non-Agency Mortgage-Backed Obligations — 34.9%** | **Non-Agency Mortgage-Backed Obligations — 34.9%** |  |
| &nbsp;&nbsp;&nbsp;280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.907%, ICE LIBOR USD 1 Month + 1.536%, 09/15/2034(A)(B) |  | 3000 | 2858 |
| &nbsp;&nbsp;&nbsp;Adjustable Rate Mortgage Trust, Ser 2005-1, Cl 5M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.494%, ICE LIBOR USD 1 Month + 1.050%, 05/25/2035(A) |  | 1650 | 1575 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.649%, 09/25/2048(A)(B) |  | 5 | 5 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920%, 11/25/2048(A)(B) |  | 25 | 25 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.628%, 03/25/2049(A)(B) |  | 5 | 5 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.993%, 07/26/2049(A)(B) |  | 11 | 11 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.466%, 12/25/2059(A)(B) |  | 16 | 16 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.531%, 01/26/2065(A)(B) |  | 83 | 80 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.691%, 04/25/2065(A)(B) |  | 107 | 100 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 06/25/2065(A)(B) | $45 | $43 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.373%, 05/25/2065(A)(B) | 433 | 409 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990%, 04/25/2053(A)(B) | 86 | 83 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.909%, 01/25/2066(A)(B) | 203 | 182 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.985%, 04/25/2066(A)(B) | 950 | 850 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.068%, 05/25/2066(A)(B) | 172 | 152 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951%, 07/25/2066(A)(B) | 324 | 286 |
| &nbsp;&nbsp;&nbsp;Arroyo Mortgage Trust, Ser 2019-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805%, 01/25/2049(A)(B) | 1199 | 1150 |
| &nbsp;&nbsp;&nbsp;Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.962%, 10/25/2048(A)(B) | 39 | 37 |
| &nbsp;&nbsp;&nbsp;Arroyo Mortgage Trust, Ser 2021-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.175%, 10/25/2048(A)(B) | 1160 | 1016 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-ASHF, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.641%, ICE LIBOR USD 1 Month + 1.250%, 04/15/2035(A)(B) | 500 | 482 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2005-F, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, 09/20/2035(A) | 31 | 27 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2006-D, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.404%, 05/20/2036(A) | 30 | 27 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2006-I, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.012%, 12/20/2036(A) | 1133 | 1117 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.609%, 12/25/2033(A) | 556 | 536 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 02/25/2034(A) | 560 | 555 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.038%, 05/25/2034(A) | 222 | 214 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.541%, 02/25/2035(A) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2018-BN12, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.074%, 05/15/2061 | 600 | 596 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bayview Commercial Asset Trust, Ser 2004-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, ICE LIBOR USD 1 Month + 0.555%, 01/25/2035(A)(B) | $1382 | $1371 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2017-DELC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.546%, ICE LIBOR USD 1 Month + 1.030%, 08/15/2036(A)(B) | 5000 | 4900 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2018-TALL, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, ICE LIBOR USD 1 Month + 1.121%, 03/15/2037(A)(B) | 3000 | 2738 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, 12/25/2033(A) | 595 | 587 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.385%, 08/25/2034(A) | 1008 | 994 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.708%, 01/25/2034(A) | 1248 | 1229 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.437%, 04/25/2034(A) | 180 | 175 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.761%, 05/25/2034(A) | 760 | 707 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-3, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.314%, 07/25/2034(A) | 649 | 625 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175%, 07/25/2034(A) | 582 | 545 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2018-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(A)(B) | 809 | 808 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-2A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.894%, ICE LIBOR USD 1 Month + 1.450%, 04/25/2029(A)(B) | 183 | 182 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.044%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(A)(B) | 886 | 886 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-1A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.933%, SOFR30A + 1.750%, 03/25/2031(A)(B) | 322 | 323 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-2A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.200%, 06/25/2031(A)(B) | 854 | 844 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-3A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, SOFR30A + 1.000%, 09/25/2031(A)(B) | 1000 | 992 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2022-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.933%, SOFR30A + 1.750%, 01/26/2032(A)(B) | 1000 | 996 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2020-OBRK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.441%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B) | 240 | 237 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2019-1, Cl A1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/25/2058(B) | 471 | 464 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.449%, 05/25/2060(A)(B) | $53 | $52 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 02/25/2049(A)(B) | 88 | 82 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) | 94 | 90 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.699%, 04/25/2060(A)(B) | 164 | 155 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.724%, 02/25/2055(A)(B) | 49 | 48 |
| &nbsp;&nbsp;&nbsp;BWay Mortgage Trust, Ser 2013-1515, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.809%, 03/10/2033(B) | 102 | 99 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.191%, ICE LIBOR USD 1 Month + 1.800%, 10/15/2036(A)(B) | 1062 | 1033 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B) | 227 | 224 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2020-VKNG, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.791%, ICE LIBOR USD 1 Month + 1.400%, 10/15/2037(A)(B) | 820 | 786 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-ACNT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.642%, ICE LIBOR USD 1 Month + 1.250%, 11/15/2038(A)(B) | 2000 | 1916 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-CIP, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.862%, ICE LIBOR USD 1 Month + 1.471%, 12/15/2038(A)(B) | 2000 | 1890 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.792%, ICE LIBOR USD 1 Month + 1.400%, 06/15/2038(A)(B) | 1489 | 1407 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B) | 240 | 232 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.391%, ICE LIBOR USD 1 Month + 2.000%, 09/15/2036(A)(B) | 2000 | 1904 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B) | $195 | $188 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2022-LP2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, TSFR1M + 1.013%, 02/15/2039(A)(B) | 1868 | 1806 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.897%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B) | 400 | 381 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-SDMF, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.129%, ICE LIBOR USD 1 Month + 0.738%, 09/15/2034(A)(B) | 1000 | 952 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.307%, TSFR1M + 1.000%, 01/15/2039(A)(B) | 210 | 204 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-VAMF, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, TSFR1M + 1.880%, 01/15/2039(A)(B) | 1000 | 950 |
| &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.591%, ICE LIBOR USD 1 Month + 1.200%, 01/15/2034(A)(B) | 1000 | 955 |
| &nbsp;&nbsp;&nbsp;BXHPP Trust, Ser 2021-FILM, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.491%, ICE LIBOR USD 1 Month + 1.100%, 08/15/2036(A)(B) | 2530 | 2356 |
| &nbsp;&nbsp;&nbsp;CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.641%, ICE LIBOR USD 1 Month + 1.250%, 12/15/2037(A)(B) | 3000 | 2932 |
| &nbsp;&nbsp;&nbsp;CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.461%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(A)(B) | 2795 | 2760 |
| &nbsp;&nbsp;&nbsp;CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.541%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2037(A)(B) | 2000 | 1940 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.725%, 02/25/2037(A) | 154 | 154 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.133%, 06/25/2035(A) | 279 | 278 |
| &nbsp;&nbsp;&nbsp;CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/25/2019 | 6 | 1 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2017-7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2057(A)(B) | 41 | 41 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.517%, 03/15/2049(A) | 130 | 129 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.221%, ICE LIBOR USD 1 Month + 0.830%, 12/15/2036(A)(B) | $4000 | $3907 |
| &nbsp;&nbsp;&nbsp;Cold Storage Trust, Ser 2020-ICE5, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.491%, ICE LIBOR USD 1 Month + 2.100%, 11/15/2037(A)(B) | 1474 | 1436 |
| &nbsp;&nbsp;&nbsp;COLT Funding LLC, Ser 2021-3R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.051%, 12/25/2064(A)(B) | 111 | 102 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.325%, 10/26/2065(A)(B) | 44 | 41 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.506%, 04/27/2065(A)(B) | 29 | 28 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/25/2066(A)(B) | 137 | 120 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(B) | 2647 | 2255 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(B) | 63 | 58 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/25/2066(A)(B) | 1752 | 1512 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(B) | 350 | 303 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.726%, 11/26/2066(A)(B) | 903 | 807 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 10/25/2066(A)(B) | 359 | 312 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2022-7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.162%, 04/25/2067(B)(C) | 986 | 983 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857%, 05/25/2065(A)(B) | 125 | 115 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-300P, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, 08/10/2030(A)(B) | 800 | 746 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.804%, 08/10/2046(A) | 29838 | 122 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.662%, 02/10/2047(A) | 24486 | 138 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-CR15, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 02/10/2047(A)(B) | 700 | 675 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2015-CR23, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.428%, 05/10/2048(A) | $500 | $477 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244%, 10/10/2029(B) | 700 | 670 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.933%, SOFR30A + 0.750%, 10/25/2041(A)(B) | 290 | 289 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.200%, 01/25/2042(A)(B) | 1548 | 1537 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.283%, SOFR30A + 2.100%, 03/25/2042(A)(B) | 874 | 874 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, SOFR30A + 2.000%, 03/25/2042(A)(B) | 871 | 870 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, SOFR30A + 1.900%, 04/25/2042(A)(B) | 445 | 446 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.158%, SOFR30A + 2.950%, 06/25/2042(A)(B) | 1339 | 1360 |
| &nbsp;&nbsp;&nbsp;Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.744%, ICE LIBOR USD 1 Month + 0.300%, 07/25/2035(A) | 430 | 429 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2066(A)(B) | 187 | 160 |
| &nbsp;&nbsp;&nbsp;CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, 06/25/2034(A) | 1192 | 1166 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.573%, 07/25/2049(B)(C) | 251 | 238 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 03/25/2056(A)(B) | 150 | 126 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809%, 05/25/2065(A)(B) | 152 | 144 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015%, 04/25/2066(A)(B) | 265 | 233 |
| &nbsp;&nbsp;&nbsp;DBCG Mortgage Trust, Ser 2017-BBG, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2034(A)(B) | 1100 | 1067 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.172%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(A)(B) | $2741 | $2707 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715%, 05/25/2065(A)(B) | 47 | 43 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899%, 04/25/2066(A)(B) | 62 | 55 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.260%, 04/25/2066(A)(B) | 623 | 555 |
| &nbsp;&nbsp;&nbsp;Eagle Re, Ser 2020-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(A)(B) | 259 | 259 |
| &nbsp;&nbsp;&nbsp;Eagle Re, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, SOFR30A + 1.550%, 04/25/2034(A)(B) | 3000 | 2988 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.892%, 11/25/2059(A)(B) | 444 | 426 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.178%, 10/25/2065(A)(B) | 577 | 544 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797%, 02/25/2066(A)(B) | 835 | 750 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931%, 06/25/2066(A)(B) | 98 | 86 |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.093%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B) | 350 | 338 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.933%, SOFR30A + 0.750%, 10/25/2033(A)(B) | 817 | 812 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833%, SOFR30A + 1.650%, 01/25/2034(A)(B) | 223 | 222 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.033%, SOFR30A + 0.850%, 11/25/2041(A)(B) | 1750 | 1732 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.883%, SOFR30A + 0.700%, 12/25/2033(A)(B) | 569 | 566 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.033%, SOFR30A + 0.850%, 09/25/2041(A)(B) | $2349 | $2282 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.133%, SOFR30A + 0.950%, 12/25/2041(A)(B) | 3000 | 2914 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.033%, SOFR30A + 1.850%, 01/25/2042(A)(B) | 750 | 719 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, SOFR30A + 1.000%, 01/25/2042(A)(B) | 1911 | 1869 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, SOFR30A + 1.300%, 02/25/2042(A)(B) | 1660 | 1653 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, SOFR30A + 2.000%, 04/25/2042(A)(B) | 1498 | 1505 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.283%, SOFR30A + 2.100%, 03/25/2042(A)(B) | 1812 | 1815 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-HQA3, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.108%, SOFR30A + 2.300%, 08/25/2042(A)(B) | 520 | 523 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.394%, ICE LIBOR USD 1 Month + 0.950%, 12/25/2030(A)(B) | 2145 | 2132 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-FTR2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.394%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048(A)(B) | 1174 | 1168 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.144%, ICE LIBOR USD 1 Month + 4.700%, 04/25/2028(A) | 239 | 249 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.983%, SOFR30A + 0.800%, 08/25/2033(A)(B) | 648 | 646 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2022-HQA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.833%, SOFR30A + 2.650%, 07/25/2042(A)(B) | 230 | 231 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Whole Loan Securities Trust, Ser 2016-SC01, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.908%, 07/25/2046(A) | $478 | $453 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.444%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A) | 84 | 85 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.344%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A) | 149 | 152 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.083%, SOFR30A + 0.900%, 11/25/2041(A)(B) | 1319 | 1306 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.555%, 04/25/2065(B)(C) | 51 | 48 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-CM1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 04/25/2065(A)(B) | 228 | 218 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874%, 01/25/2066(A)(B) | 914 | 837 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091%, 05/25/2066(A)(B) | 157 | 138 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.262%, 07/25/2066(A)(B) | 538 | 452 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2011-GC3, Cl X, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.291%, 03/10/2044(A)(B) | 966 |  |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741%, ICE LIBOR USD 1 Month + 1.350%, 12/15/2036(A)(B) | 500 | 492 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.791%, ICE LIBOR USD 1 Month + 1.400%, 12/15/2036(A)(B) | 2000 | 1917 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.275%, 07/25/2061(A)(B) | 916 | 835 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.568%, 01/25/2035(A) | 46 | 43 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.193%, 04/25/2035(A) | 163 | 152 |
| &nbsp;&nbsp;&nbsp;HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, 08/19/2034(A) | 869 | 883 |
| &nbsp;&nbsp;&nbsp;Hilton Orlando Trust, Ser 2018-ORL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.591%, ICE LIBOR USD 1 Month + 1.200%, 12/15/2034(A)(B) | 1000 | 970 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Home Re, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.433%, SOFR30A + 1.250%, 01/25/2034(A)(B) | $2133 | $2125 |
| &nbsp;&nbsp;&nbsp;HPLY Trust, Ser 2019-HIT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741%, ICE LIBOR USD 1 Month + 1.350%, 11/15/2036(A)(B) | 388 | 378 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2004-6, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A) | 686 | 665 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071%, 06/25/2056(A)(B) | 216 | 193 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.073%, 09/25/2056(A)(B) | 164 | 137 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.595%, 11/25/2056(A)(B) | 154 | 136 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/25/2067(B))C) | 400 | 394 |
| &nbsp;&nbsp;&nbsp;Intown Mortgage Trust, Ser 2022-STAY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.739%, TSFR1M + 2.489%, 08/15/2037(A)(B) | 750 | 746 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.551%, ICE LIBOR USD 1 Month + 1.160%, 07/15/2036(A)(B) | 2000 | 1953 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.032%, 01/16/2037(A)(B) | 12500 | 417 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.022%, 06/25/2035(A) | 211 | 209 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, 07/25/2035(A) | 420 | 405 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.678%, 11/25/2033(A) | 87 | 85 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.201%, 07/25/2035(A) | 554 | 551 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.494%, 07/25/2035(A) | 325 | 319 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.457%, 06/25/2037(A) | 28 | 23 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B) | $89 | $87 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.191%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B) | 150 | 148 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.191%, ICE LIBOR USD 1 Month + 1.800%, 05/15/2036(A)(B) | 1250 | 1212 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2021-BMR, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.141%, ICE LIBOR USD 1 Month + 1.750%, 03/15/2038(A)(B) | 1229 | 1164 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2021-BMR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.791%, ICE LIBOR USD 1 Month + 1.400%, 03/15/2038(A)(B) | 983 | 941 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2022-BMR2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.603%, TSFR1M + 1.295%, 05/15/2039(A)(B) | 2000 | 1962 |
| &nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.064%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B) | 168 | 164 |
| &nbsp;&nbsp;&nbsp;MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.862%, 07/25/2035(A) | 20 | 18 |
| &nbsp;&nbsp;&nbsp;MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/25/2033 | 785 | 757 |
| &nbsp;&nbsp;&nbsp;Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610%, 10/20/2029(A) | 114 | 111 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.064%, ICE LIBOR USD 1 Month + 0.620%, 10/25/2028(A) | 390 | 371 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.709%, 12/25/2034(A) | 547 | 525 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, ICE LIBOR USD 1 Month + 0.460%, 03/25/2030(A) | 705 | 657 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 02/25/2035(A) | 286 | 274 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 02/25/2035(A) | 1394 | 1336 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 02/25/2035(A) | 385 | 356 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.022%, 07/25/2035(A) | $252 | $141 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.385%, 01/25/2037(A) | 652 | 638 |
| &nbsp;&nbsp;&nbsp;MetLife Securitization Trust, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2055(A)(B) | 145 | 139 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.479%, 03/25/2065(A)(B) | 711 | 687 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.014%, 01/26/2065(A)(B) | 49 | 47 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.852%, 01/25/2056(A)(B) | 97 | 90 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 04/25/2065(A)(B) | 865 | 796 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.029%, 11/25/2064(A)(B) | 1304 | 1155 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.992%, ICE LIBOR USD 1 Month + 1.601%, 04/15/2038(A)(B) | 1500 | 1429 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B) | 105 | 101 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.122%, TSFR1M + 0.815%, 01/15/2027(A)(B) | 135 | 130 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.421%, TSFR1M + 1.114%, 01/15/2027(A)(B) | 2000 | 1915 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/25/2061(A)(B) | 120 | 119 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(B) | 102 | 96 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.791%, ICE LIBOR USD 1 Month + 1.400%, 11/15/2034(A)(B) | 3400 | 3366 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2018-SUN, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.291%, ICE LIBOR USD 1 Month + 0.900%, 07/15/2035(A)(B) | 3000 | 2973 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.678%, 11/25/2034(A) | 590 | 568 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.861%, 07/25/2034(A) | 301 | 291 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.487%, 10/25/2034(A) | $597 | $594 |
| &nbsp;&nbsp;&nbsp;MortgageIT Trust, Ser 2005-1, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.623%, ICE LIBOR USD 1 Month + 1.250%, 02/25/2035(A) | 234 | 227 |
| &nbsp;&nbsp;&nbsp;MSCG Trust, Ser 2018-SELF, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.291%, ICE LIBOR USD 1 Month + 0.900%, 10/15/2037(A)(B) | 1455 | 1426 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2057(A)(B) | 138 | 133 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.944%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2057(A)(B) | 1179 | 1171 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/27/2057(A)(B) | 369 | 356 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2057(A)(B) | 534 | 515 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.009%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2048(A)(B) | 2122 | 2067 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.309%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2048(A)(B) | 1975 | 1892 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.159%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2048(A)(B) | 1312 | 1278 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.464%, 01/26/2060(A)(B) | 79 | 74 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/24/2060(A)(B) | 35 | 33 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 10/25/2058(A)(B) | 67 | 63 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.156%, 11/27/2056(A)(B) | 274 | 243 |
| &nbsp;&nbsp;&nbsp;Nomura Asset Acceptance Alternative Loan Trust, Ser 2004-AR3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, ICE LIBOR USD 1 Month + 1.140%, 11/25/2034(A) | 603 | 600 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Oaktown Re VII, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.783%, SOFR30A + 1.600%, 04/25/2034(A)(B) | $1000 | $988 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.094%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B) | 849 | 828 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2020-INV1, Cl A11 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.159%, ICE LIBOR USD 1 Month + 0.900%, 12/25/2049(A)(B) | 367 | 354 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2061(A)(B) | 1538 | 1326 |
| &nbsp;&nbsp;&nbsp;OPG Trust, Ser 2021-PORT, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.522%, ICE LIBOR USD 1 Month + 1.131%, 10/15/2036(A)(B) | 744 | 690 |
| &nbsp;&nbsp;&nbsp;PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.742%, ICE LIBOR USD 1 Month + 3.350%, 07/15/2038(A)(B) | 400 | 377 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2021-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, 07/25/2051(B)(C) | 95 | 87 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-2, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(A)(B) | 276 | 275 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2020-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.394%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(A)(B) | 2287 | 2282 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2021-1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.883%, SOFR30A + 1.700%, 12/27/2033(A)(B) | 2000 | 1968 |
| &nbsp;&nbsp;&nbsp;Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.376%, 01/26/2060(A)(B) | 30 | 29 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2002-10, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.168%, ICE LIBOR USD 1 Month + 0.800%, 10/20/2027(A) | 999 | 977 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2002-9, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2032(A) | 304 | 288 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A) | 1613 | 1510 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.057%, ICE LIBOR USD 6 Month + 0.500%, 05/20/2034(A) | 306 | 305 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.207%, 06/20/2034(A) | 901 | 842 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.160%, 07/25/2061(A)(B) | 281 | 241 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.737%, 12/25/2061(A)(B) | 1788 | 1564 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.219%, 05/25/2065(A)(B) | $115 | $108 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.275%, 02/25/2050(A)(B) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, 04/25/2065(A)(B) | 495 | 479 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.943%, 05/25/2065(A)(B) | 61 | 57 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.127%, 06/25/2056(A)(B) | 167 | 137 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.814%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2034(A) | 1095 | 1081 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.101%, 04/25/2035(A) | 597 | 575 |
| &nbsp;&nbsp;&nbsp;Thornburg Mortgage Securities Trust, Ser 2004-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.184%, ICE LIBOR USD 1 Month + 0.740%, 09/25/2034(A) | 1765 | 1658 |
| &nbsp;&nbsp;&nbsp;Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.193%, 04/25/2045(A) | 777 | 752 |
| &nbsp;&nbsp;&nbsp;Toorak Mortgage, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 07/25/2056(A)(B) | 1619 | 1459 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2056(A)(B) | 91 | 90 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2057(A)(B) | 74 | 73 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/25/2057(A)(B) | 781 | 756 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B) | 676 | 671 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2057(A)(B) | 175 | 170 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2058(A)(B) | 772 | 750 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2048(A)(B) | $526 | $520 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.344%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058(A)(B) | 3000 | 2941 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 12/25/2061(A)(B) | 1428 | 1344 |
| &nbsp;&nbsp;&nbsp;VASA Trust, Ser 2021-VASA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.641%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2039(A)(B) | 2000 | 1910 |
| &nbsp;&nbsp;&nbsp;Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610%, 02/25/2050(A)(B) | 811 | 769 |
| &nbsp;&nbsp;&nbsp;Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 05/25/2051(A)(B) | 812 | 725 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642%, 11/25/2059(B)(C) | 26 | 25 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-INV3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, 11/25/2059(A)(B) | 40 | 39 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.417%, 01/25/2060(B)(C) | 14 | 14 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.502%, 05/25/2065(B)(C) | 30 | 28 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.218%, 05/25/2065(B)(C) | 769 | 725 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.052%, 01/25/2066(A)(B) | 197 | 176 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815%, 01/25/2066(A)(B) | 965 | 864 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) | 117 | 104 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046%, 06/25/2066(A)(B) | 2672 | 2367 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, 07/25/2066(A)(B) | 754 | 638 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938%, 07/25/2066(A)(B) | 147 | 124 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 10/25/2063(A)(B) | 123 | 115 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918%, 02/25/2064(A)(B) | 955 | 877 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 04/25/2064(A)(B) | 98 | 93 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2022-5, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/25/2067(B)(C) | $| 735 | $| 702 |
| &nbsp;&nbsp;&nbsp;Visio Trust, Ser 2021-1R, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.280%, 05/25/2056(B) |  | 1275 |  | 1191 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.533%, 10/25/2033(A) |  | 621 |  | 596 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805%, 08/25/2033(A) |  | 634 |  | 597 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.195%, 09/25/2033(A) |  | 659 |  | 627 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.468%, 03/25/2034(A) |  | 1239 |  | 1233 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.454%, 10/25/2034(A) |  | 419 |  | 392 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 01/25/2035(A) |  | 1053 |  | 1001 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 12 Month Treas Avg + 1.400%, 04/25/2044(A) |  | 1442 |  | 1411 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.914%, 08/25/2034(A) |  | 1580 |  | 1547 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/25/2034 |  | 83 |  | 81 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.615%, 07/25/2034(A) |  | 145 |  | 147 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.016%, 10/25/2034(A) |  | 674 |  | 655 |
|  |  |  |  | 213018 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $231,005) ($ Thousands) |  |  |  | 221351 |
| **LOAN PARTICIPATIONS — 34.8%** | **LOAN PARTICIPATIONS — 34.8%** | **LOAN PARTICIPATIONS — 34.8%** | **LOAN PARTICIPATIONS — 34.8%** | **LOAN PARTICIPATIONS — 34.8%** |
| **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** | **Aerospace & Defense — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Bleriot US Bidco Inc., 2021 Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, LIBOR + 3.750%, 10/30/2026 (A) |  | 1720 |  | 1688 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Peraton Corp., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.750%, 02/01/2028 (A)(D) | $| 1141 | $1107 |
| &nbsp;&nbsp;&nbsp;TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.774%, LIBOR + 2.250%, 12/09/2025 (A) |  | 319 | 310 |
| &nbsp;&nbsp;&nbsp;TransDigm Inc., Tranche G Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.774%, LIBOR + 2.250%, 08/22/2024 (A) |  | 1248 | 1223 |
| &nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC, Dollar Denominated Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.063%, 11/17/2028 (D) |  | 2165 | 2088 |
|  |  |  | 6416 |
| **Air Transport — 0.8%** | **Air Transport — 0.8%** | **Air Transport — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.460%, LIBOR + 4.750%, 04/20/2028 (A) |  | 1519 | 1493 |
| &nbsp;&nbsp;&nbsp;American Airlines Inc., 2020 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 3.500%, 01/29/2027 (A) |  | 1103 | 1012 |
| &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.313%, LIBOR + 4.750%, 06/21/2027 (A) |  | 905 | 918 |
| &nbsp;&nbsp;&nbsp;SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.460%, LIBOR + 4.000%, 10/20/2027 (A) |  | 1175 | 1189 |
|  |  |  | 4612 |
| **Automotive — 0.2%** | **Automotive — 0.2%** | **Automotive — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.063%, LIBOR + 2.500%, 10/25/2026 (A) |  | 239 | 235 |
| &nbsp;&nbsp;&nbsp;Holley Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.711%, 11/17/2028  |  | 44 | 42 |
| &nbsp;&nbsp;&nbsp;Truck Hero, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.750%, 01/31/2028 (A) |  | 1148 | 1042 |
|  |  |  | 1319 |
| **Building & Development — 0.9%** | **Building & Development — 0.9%** | **Building & Development — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Artera Services, LLC, Tranche B Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, LIBOR + 2.750%, 03/06/2025 (A) |  | 774 | 626 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer, Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.750%, 11/23/2027 (A) | $| 1718 | $1587 |
| &nbsp;&nbsp;&nbsp;Kodiak BP, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, LIBOR + 3.750%, 03/12/2028 (A) |  | 2053 | 1950 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.118%, 10/15/2028 (A)(D) |  | 818 | 777 |
| &nbsp;&nbsp;&nbsp;SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.306%, CME Term SOFR + 4.000%, 06/02/2028 (A) |  | 242 | 234 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corporation, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.127%, LIBOR + 3.500%, 08/18/2027 (A)(E) |  | 708 | 658 |
|  |  |  | 5832 |
| **Business Equipment & Services — 4.0%** | **Business Equipment & Services — 4.0%** | **Business Equipment & Services — 4.0%** |  |
| &nbsp;&nbsp;&nbsp;Asplundh Tree Expert LLC, Amendment No. 1 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, 09/07/2027 (A) |  | 91 | 90 |
| &nbsp;&nbsp;&nbsp;AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.111%, LIBOR + 3.750%, 03/03/2025 (A) |  | 2430 | 2236 |
| &nbsp;&nbsp;&nbsp;BW Holding Inc., Amendment No. 1 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.547%, 12/14/2028  |  | 260 | 244 |
| &nbsp;&nbsp;&nbsp;BW Holding Inc., Delayed Draw Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.427%, 12/14/2028  |  | 20 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.547%, 12/14/2028  |  | 189 | 177 |
| &nbsp;&nbsp;&nbsp;BW Holding Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.427%, LIBOR + 4.000%, 12/14/2028 (A) |  | 787 | 739 |
| &nbsp;&nbsp;&nbsp;Change Healthcare Holdings Inc., Closing Date Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.024%, ICE LIBOR USD 1 Month + 2.500%, 03/01/2024 (A) |  | 2275 | 2259 |
| &nbsp;&nbsp;&nbsp;DTI Holdco Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.327%, 04/26/2029  |  | 810 | 771 |
| &nbsp;&nbsp;&nbsp;Electron Bidco Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, 11/01/2028  |  | 1105 | 1075 |
| &nbsp;&nbsp;&nbsp;Ensemble RCM LLC, Closing Date Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.556%, 08/03/2026  |  | 370 | 361 |
| &nbsp;&nbsp;&nbsp;Ensono Inc, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 5.000%, 05/26/2028 (A) |  | 1675 | 1614 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Marlink AS, Dollar Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.820%, 12/04/2028  | $244 | $229 |
| &nbsp;&nbsp;&nbsp;Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 10/23/2028 (A)(D) | 1170 | 1114 |
| &nbsp;&nbsp;&nbsp;NASCAR Holdings Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.024%, LIBOR + 2.750%, 10/19/2026 (A) | 2337 | 2297 |
| &nbsp;&nbsp;&nbsp;Packers Holdings, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.630%, LIBOR + 3.750%, 03/09/2028 (A) | 1522 | 1440 |
| &nbsp;&nbsp;&nbsp;Pug LLC, Term B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.774%, CME Term SOFR + 3.750%, 02/12/2027 (A)(E) | 759 | 715 |
| &nbsp;&nbsp;&nbsp;Pug LLC, USD Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.500%, 02/12/2027 (A) | 117 | 110 |
| &nbsp;&nbsp;&nbsp;Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.806%, LIBOR + 3.250%, 10/29/2027 (A) | 2363 | 2281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.586%, 10/29/2027  | 6 | 6 |
| &nbsp;&nbsp;&nbsp;Service Logic Acquisition Inc., Delayed Draw Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.808%, 10/29/2027  | 106 | 102 |
| &nbsp;&nbsp;&nbsp;Sharp Midco LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, LIBOR + 4.000%, 12/31/2028 (A)(E) | 778 | 753 |
| &nbsp;&nbsp;&nbsp;TGG TS Acquisition Company, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.024%, LIBOR + 7.000%, 12/14/2025 (A) | 1115 | 1084 |
| &nbsp;&nbsp;&nbsp;Trans Union LLC, 2021 Incremental Term B-6 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.774%, 12/01/2028 (A) | 518 | 508 |
| &nbsp;&nbsp;&nbsp;United Talent Agency LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.196%, 07/07/2028 (E) | 544 | 527 |
| &nbsp;&nbsp;&nbsp;University Support Services LLC, 2021 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, 02/10/2029  | 2014 | 1944 |
| &nbsp;&nbsp;&nbsp;William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.280%, LIBOR + 3.750%, 05/18/2025 (A)(D) | 1668 | 1610 |
|  |  | 24305 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| **Cable & Satellite Television — 0.2%** | **Cable & Satellite Television — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.637%, 08/24/2026  | $989 | $179 |
| &nbsp;&nbsp;&nbsp;E.W. Scripps Company, Tranche B-2 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086%, 05/01/2026 (A)(D) | 380 | 373 |
| &nbsp;&nbsp;&nbsp;Virgin Media Bristol LLC, N Facility, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.891%, LIBOR + 2.500%, 01/31/2028 (A) | 548 | 535 |
|  |  | 1087 |
| **Chemicals & Plastics — 0.8%** | **Chemicals & Plastics — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Aruba Investments Holdings LLC, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.444%, LIBOR + 3.250%, 11/24/2027 (A) | 166 | 160 |
| &nbsp;&nbsp;&nbsp;Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.059%, LIBOR + 3.250%, 12/04/2026 (A) | 1566 | 1519 |
| &nbsp;&nbsp;&nbsp;DCG Acquisition Corp., Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.024%, LIBOR + 4.250%, 09/30/2026 (A)(E) | 1414 | 1367 |
| &nbsp;&nbsp;&nbsp;Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.774%, CME Term SOFR + 4.000%, 11/01/2028 (A)(E) | 702 | 632 |
| &nbsp;&nbsp;&nbsp;SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.806%, LIBOR + 2.750%, 03/16/2027 (A) | 1009 | 968 |
|  |  | 4646 |
| **Clothing/Textiles — 0.0%** | **Clothing/Textiles — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Crocs Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.449%, 02/20/2029 (A) | 217 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 02/20/2029  | 2 | 3 |
|  |  | 211 |
| **Computers & Electronics — 0.3%** | **Computers & Electronics — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Go Daddy Operating Company, LLC (GD Finance Co, Inc.), Tranche B-1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 2.250%, 02/15/2024 (A) | 145 | 143 |
| &nbsp;&nbsp;&nbsp;Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.750%, 11/16/2025 (A)(D) | 993 | 961 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Univision Communications, Replacement Repriced First-Lien Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, LIBOR + 2.750%, 03/15/2024 (A)(D) | $| 834 | $831 |
|  |  |  | 1935 |
| **Conglomerates — 0.2%** | **Conglomerates — 0.2%** | **Conglomerates — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Conair Holdings LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.750%, 05/17/2028 (A) |  | 1 |  |
| &nbsp;&nbsp;&nbsp;Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.750%, 10/01/2026 (A)(D) |  | 1023 | 984 |
|  |  |  | 984 |
| **Containers & Glass Products — 1.8%** | **Containers & Glass Products — 1.8%** | **Containers & Glass Products — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Anchor Packaging, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 4.000%, 07/18/2026 (A) |  | 1014 | 990 |
| &nbsp;&nbsp;&nbsp;Berlin Packaging L.L.C., Tranche B-5 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.130%, LIBOR + 3.000%, 03/11/2028 (A) |  | 142 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.010%, 03/11/2028 (A) |  | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Berry Global Inc., Term Z Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.178%, 07/01/2026 (A) |  | 290 | 283 |
| &nbsp;&nbsp;&nbsp;BWay Holding Company, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.443%, LIBOR + 3.250%, 04/03/2024 (A) |  | 6 | 5 |
| &nbsp;&nbsp;&nbsp;Charter Next Generation Inc., Initial Term Loan (2021), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.556%, 12/01/2027  |  | 725 | 703 |
| &nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.623%, LIBOR + 3.250%, 04/03/2024 (A) |  | 2099 | 2051 |
| &nbsp;&nbsp;&nbsp;Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.500%, 11/30/2027 (A) |  | 452 | 439 |
| &nbsp;&nbsp;&nbsp;Pregis TopCo LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.806%, LIBOR + 4.000%, 07/31/2026 (A) |  | 1162 | 1128 |
| &nbsp;&nbsp;&nbsp;Pregis TopCo LLC, Third Amendment Refinancing Term Loan, 1st Lien |  |  |  |
| 6.806%, LIBOR + 3.250%, 07/31/2026 (A)(E) |  | 1083 | 1048 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.293%, 10/02/2028  | $| 467 | $438 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings Inc., Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.123%, 10/01/2029  |  | 843 | 725 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.373%, 10/02/2028  |  | 464 | 436 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings, Inc., Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.027%, 10/01/2029  |  | 843 | 725 |
| &nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, LIBOR + 3.500%, 10/17/2024 (A)(G) |  | 1882 | 1856 |
| &nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-3 DDTL Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/15/2028 (A)(D) |  | 31 | 30 |
|  |  |  | 11001 |
| **Ecological Services & Equipment — 0.7%** | **Ecological Services & Equipment — 0.7%** | **Ecological Services & Equipment — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.205%, 12/29/2028  |  | 1751 | 1713 |
| &nbsp;&nbsp;&nbsp;Esdec Solar Group B.V., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/30/2028 (A)(E) |  | 676 | 642 |
| &nbsp;&nbsp;&nbsp;GFL Environmental, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.806%, 05/30/2025 (A)(D) |  | 1712 | 1700 |
|  |  |  | 4055 |
| **Electronics/Electrical — 5.2%** | **Electronics/Electrical — 5.2%** | **Electronics/Electrical — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;Acuris Finance US Inc., Initial Dollar Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204%, 02/16/2028  |  | 630 | 617 |
| &nbsp;&nbsp;&nbsp;Applied Systems, Inc., Closing Date Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.000%, 09/19/2024 (A)(D) |  | 640 | 634 |
| &nbsp;&nbsp;&nbsp;Apttus Corporation, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.117%, LIBOR + 4.750%, 05/08/2028 (A) |  | 800 | 782 |
| &nbsp;&nbsp;&nbsp;athenahealth Group Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/15/2029 (A) |  | 1452 | 1387 |
| &nbsp;&nbsp;&nbsp;Delta Topco, Inc., Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.336%, LIBOR + 7.250%, 12/01/2028 (A) |  | 989 | 884 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;ECi Macola/MAX Holding, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.250%, 11/09/2027 (A) | $1964 | $1917 |
| &nbsp;&nbsp;&nbsp;Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 5.250%, 07/30/2027 (A) | 66 | 64 |
| &nbsp;&nbsp;&nbsp;Go Daddy Operating Company, LLC, Tranche B-2 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 1.750%, 02/15/2024 (A)(D) | 1006 | 995 |
| &nbsp;&nbsp;&nbsp;Hyland Software Inc., 2021 Refinancing Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.774%, LIBOR + 4.750%, 07/07/2025 (A) | 736 | 723 |
| &nbsp;&nbsp;&nbsp;Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.500%, 07/01/2024 (A) | 857 | 845 |
| &nbsp;&nbsp;&nbsp;Imprivata Inc., 2022-1 Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.705%, 12/01/2027  | 580 | 566 |
| &nbsp;&nbsp;&nbsp;Ingram Micro Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/30/2028  | 520 | 499 |
| &nbsp;&nbsp;&nbsp;ION Trading Finance Limited, Initial Dollar Term Loan (2021), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, LIBOR + 4.750%, 04/01/2028 (A) | 1548 | 1503 |
| &nbsp;&nbsp;&nbsp;Ivanti Software, Inc., 2021 Specified Refinancing Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.848%, 12/01/2028  | 993 | 827 |
| &nbsp;&nbsp;&nbsp;Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 12/01/2027  | 1239 | 1056 |
| &nbsp;&nbsp;&nbsp;Knot Worldwide Inc., Amendment No. 3 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, 12/19/2025 (E) | 1183 | 1169 |
| &nbsp;&nbsp;&nbsp;MA Financeco., LLC, Tranche B-4 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.915%, LIBOR + 4.000%, 06/05/2025 (A)(E) | 787 | 776 |
| &nbsp;&nbsp;&nbsp;McAfee Corp., Tranche B-1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.362%, CME Term SOFR + 4.000%, 03/01/2029 (A) | 1351 | 1278 |
| &nbsp;&nbsp;&nbsp;MH Sub I, LLC (Micro Holding Corp.), 2020 June New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.750%, 09/13/2024 (A) | 721 | 703 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;MH Sub I, LLC (Micro Holding Corp.), Amendment No. 2 Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.500%, 09/13/2024 (A) | $260 | $254 |
| &nbsp;&nbsp;&nbsp;Mitchell International, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.734%, 10/15/2028 (A) | 924 | 881 |
| &nbsp;&nbsp;&nbsp;Motus Group LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, 12/11/2028  | 848 | 795 |
| &nbsp;&nbsp;&nbsp;Netsmart Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 3.500%, 10/01/2027 (A) | 1716 | 1670 |
| &nbsp;&nbsp;&nbsp;Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.256%, LIBOR + 3.500%, 02/18/2027 (A)(E) | 1315 | 1276 |
| &nbsp;&nbsp;&nbsp;Ping Identity Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.305%, 11/22/2028 (A)(E) | 698 | 696 |
| &nbsp;&nbsp;&nbsp;PointClickCare Technologies Inc., 2022 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.775%, 12/29/2027 (E) | 688 | 674 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.227%, CME Term SOFR + 7.500%, 02/01/2030 (A) | 820 | 721 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.977%, 02/01/2029 (A) | 1804 | 1636 |
| &nbsp;&nbsp;&nbsp;Renaissance Holding Corp., Initial Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.524%, LIBOR + 3.250%, 05/29/2026 (A) | 663 | 636 |
| &nbsp;&nbsp;&nbsp;Renaissance Holding Corp., Second Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.787%, 03/30/2029  | 330 | 322 |
| &nbsp;&nbsp;&nbsp;Sabre GLBL Inc., 2022 Term B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.555%, 06/30/2028  | 495 | 476 |
| &nbsp;&nbsp;&nbsp;Sophia L.P., 2022 Incremental Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.709%, 10/07/2027  | 780 | 761 |
| &nbsp;&nbsp;&nbsp;Sophia L.P., Closing Date Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, CME Term SOFR + 3.000%, 10/09/2028 (A)(E) | 1000 | 992 |
| &nbsp;&nbsp;&nbsp;Sophia, L.P., Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/07/2027  | 1339 | 1291 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc., Term B-6 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.805%, 03/22/2029 (A) | 522 | 508 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;TIBCO Software Inc., Term B-3 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.280%, LIBOR + 4.000%, 06/30/2026 (A) | $| 715 | $711 |
|  |  |  | 31525 |
| **Financial Intermediaries — 3.5%** | **Financial Intermediaries — 3.5%** | **Financial Intermediaries — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;AI Convoy (Luxembourg) S.a r.l., Facility B (USD), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.052%, LIBOR + 3.500%, 01/18/2027 (A) |  | 899 | 879 |
| &nbsp;&nbsp;&nbsp;Al Convoy (Luxembourg) S.a r.l., Facility B (USD), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.052%, 01/18/2027  |  | 2 | 2 |
| &nbsp;&nbsp;&nbsp;AssuredPartners Inc., 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, 02/12/2027 (A) |  | 968 | 939 |
| &nbsp;&nbsp;&nbsp;Brown Goup Holding LLC, Incremental Term B-2 Facility, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.205%, 07/02/2029  |  | 1335 | 1315 |
| &nbsp;&nbsp;&nbsp;Central Parent Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.610%, 07/06/2029  |  | 1474 | 1435 |
| &nbsp;&nbsp;&nbsp;Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.205%, LIBOR + 3.500%, 04/09/2027 (A) |  | 613 | 596 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC, Tranche B-3 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, LIBOR + 2.000%, 07/03/2024 (A)(D) |  | 1577 | 1553 |
| &nbsp;&nbsp;&nbsp;Global IID Parent LLC, Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 12/16/2028  |  | 832 | 797 |
| &nbsp;&nbsp;&nbsp;HighTower Holding, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.732%, LIBOR + 3.250%, 04/21/2028 (A) |  | 1767 | 1712 |
| &nbsp;&nbsp;&nbsp;Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877%, LIBOR + 3.000%, 03/28/2025 (A) |  | 1235 | 1173 |
| &nbsp;&nbsp;&nbsp;LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.580%, LIBOR + 3.750%, 11/02/2027 (A) |  | 1475 | 1434 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, LIBOR + 3.250%, 06/21/2028 (A) |  | 1627 | 1567 |
| &nbsp;&nbsp;&nbsp;Matrix Parent Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 03/01/2029 (E) |  | 855 | 808 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Osmosis Buyer Limited, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.037%, LIBOR + 5.000%, 07/31/2028 (A)(D) | $| 2160 | $2071 |
| &nbsp;&nbsp;&nbsp;Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.824%, 10/27/2027 (A) |  | 2895 | 2776 |
| &nbsp;&nbsp;&nbsp;Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, LIBOR + 4.500%, 12/04/2026 (A) |  | 1445 | 1395 |
| &nbsp;&nbsp;&nbsp;Victory Buyer LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.813%, 11/19/2028 (E) |  | 698 | 667 |
|  |  |  | 21119 |
| **Food Service — 0.7%** | **Food Service — 0.7%** | **Food Service — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;1011778 B.C. Unlimited Liability Company, Term B-4 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 1.750%, 11/19/2026 (A) |  | 1268 | 1229 |
| &nbsp;&nbsp;&nbsp;Aramark Intermediate HoldCo Corporation, U.S. Term B-3 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 1.750%, 03/11/2025 (A) |  | 244 | 240 |
| &nbsp;&nbsp;&nbsp;IRB Holding Corp., 2022 Replacement Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.437%, 12/15/2027 (A) |  | 1846 | 1783 |
| &nbsp;&nbsp;&nbsp;Whatabrands LLC, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 08/03/2028 (A)(D) |  | 1308 | 1239 |
|  |  |  | 4491 |
| **Food/Drug Retailers — 0.3%** | **Food/Drug Retailers — 0.3%** | **Food/Drug Retailers — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Eagle Parent Corp., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.304%, 04/02/2029  |  | 2103 | 2052 |
| **Health Care — 4.1%** | **Health Care — 4.1%** | **Health Care — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Air Methods Corporation, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, LIBOR + 3.500%, 04/22/2024 (A) |  | 1998 | 1692 |
| &nbsp;&nbsp;&nbsp;Catelent Pharma Solutions Inc., 2021 Incremental Dollar Term Loan B-3, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/22/2028  |  | 800 | 789 |
| &nbsp;&nbsp;&nbsp;Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.804%, CME Term SOFR + 3.750%, 02/16/2029 (A)(E) |  | 978 | 929 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Incorporated, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123%, LIBOR + 1.750%, 08/01/2027 (A) | $796 | $767 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.122%, LIBOR + 3.750%, 10/10/2025 (A) | 451 | 117 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Series 2020 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.372%, LIBOR + 3.500%, 10/10/2025 (A) | 335 | 89 |
| &nbsp;&nbsp;&nbsp;eResearchTechnology, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.024%, LIBOR + 4.500%, 02/04/2027 (A) | 299 | 284 |
| &nbsp;&nbsp;&nbsp;EyeCare Partners LLC, Amendment No. 1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2028  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;FC Compassus, LLC, Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.127%, LIBOR + 3.500%, 12/31/2026 (A) | 316 | 284 |
| &nbsp;&nbsp;&nbsp;Gainwell Acquisition Corp., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, LIBOR + 3.500%, 10/01/2027 (A) | 3076 | 3001 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.774%, LIBOR + 4.250%, 03/14/2025 (A) | 517 | 473 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.623%, LIBOR + 4.000%, 10/02/2025 (A) | 1114 | 1017 |
| &nbsp;&nbsp;&nbsp;Icon Public Limited Company, Lux Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.563%, 07/03/2028 (A)(D) | 1122 | 1103 |
| &nbsp;&nbsp;&nbsp;Icon Public Limited Company, U.S. Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.563%, 07/03/2028 (A)(D) | 277 | 273 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc., Tranche B Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.454%, 01/08/2029 (A)(D) | 1000 | 976 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/18/2028 (D) | 822 | 806 |
| &nbsp;&nbsp;&nbsp;Mamba Purchaser, Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.868%, 10/15/2029  | 780 | 751 |
| &nbsp;&nbsp;&nbsp;Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.553%, 10/19/2027 (E) | 1591 | 1567 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, 10/27/2028 (A) | $| 1161 | $1147 |
| &nbsp;&nbsp;&nbsp;Organon & Co., Dollar Term Commitment Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/02/2028 (A) |  | 666 | 658 |
| &nbsp;&nbsp;&nbsp;PetVet Care Centers, LLC (fka Pearl Intermediate Parent LLC), 2021 First Lien Replacement Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 4.000%, 02/14/2025 (A) |  | 1146 | 1108 |
| &nbsp;&nbsp;&nbsp;Phoenix Newco, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 11/15/2028 (A) |  | 2274 | 2212 |
| &nbsp;&nbsp;&nbsp;Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.500%, 11/18/2027 (A) |  | 2 | 2 |
| &nbsp;&nbsp;&nbsp;Radnet Management, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.493%, LIBOR + 3.750%, 04/23/2028 (A) |  | 1587 | 1539 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Extended Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.705%, CME Term SOFR + 5.250%, 03/02/2027 (A) |  | 742 | 658 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, LIBOR + 2.750%, 02/06/2024 (A) |  | 517 | 486 |
| &nbsp;&nbsp;&nbsp;WCG Purchaser Corp., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 6.500%, 01/08/2027 (A) |  | 801 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.751%, LIBOR + 3.500%, 01/08/2027 (A) |  | 1327 | 1294 |
|  |  |  | 24803 |
| **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** | **Home Furnishings — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;TGP Holdings III LLC, Closing Date Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.000%, 06/29/2028 (A) |  | 640 | 509 |
| **Industrial Equipment — 1.1%** | **Industrial Equipment — 1.1%** | **Industrial Equipment — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.955%, 10/08/2027  |  | 783 | 765 |
| &nbsp;&nbsp;&nbsp;II-VI, Term Z Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123%, 12/08/2028  |  | 596 | 583 |
| &nbsp;&nbsp;&nbsp;MKS Instruments, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.146%, 04/11/2029 (D) |  | 610 | 603 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;SPX Flow, Inc., Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, CME Term SOFR + 4.500%, 04/05/2029 (A) | $| 1072 | $1016 |
| &nbsp;&nbsp;&nbsp;Star US Bidco LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.774%, LIBOR + 4.000%, 03/17/2027 (A) |  | 2488 | 2370 |
| &nbsp;&nbsp;&nbsp;TMK Hawk Parent Corp., Initial Tranche A Loan (Super Senior Priority), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.570%, LIBOR + 3.500%, 05/30/2024 (A) |  | 730 | 723 |
| &nbsp;&nbsp;&nbsp;TMK Hawk Parent Corp., Initial Tranche B Loan (Super Senior Priority), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.570%, LIBOR + 4.000%, 08/28/2024 (A)(E) |  | 941 | 560 |
|  |  |  | 6620 |
| **Insurance — 1.7%** | **Insurance — 1.7%** | **Insurance — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Acrisure, LLC, 2020 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.250%, 02/15/2027 (A) |  | 1322 | 1264 |
| &nbsp;&nbsp;&nbsp;Asurion, LLC, New B-7 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 5.000%, 11/03/2024 (A)(D) |  | 607 | 583 |
| &nbsp;&nbsp;&nbsp;Asurion, LLC, New B-8 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 4.250%, 12/23/2026 (A) |  | 699 | 639 |
| &nbsp;&nbsp;&nbsp;Asurion, LLC, New B-9 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 07/31/2027 (A) |  | 526 | 480 |
| &nbsp;&nbsp;&nbsp;Cross Financial Corp., Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.563%, LIBOR + 3.750%, 09/15/2027 (A) |  | 1416 | 1388 |
| &nbsp;&nbsp;&nbsp;HIG Finance 2 Limited, 2021 Dollar Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.813%, LIBOR + 4.250%, 11/12/2027 (A) |  | 1798 | 1750 |
| &nbsp;&nbsp;&nbsp;OneDigital Borrower LLC, 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.977%, 11/16/2027 (A) |  | 1941 | 1873 |
| &nbsp;&nbsp;&nbsp;USI Inc., 2021 New Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, LIBOR + 4.500%, 12/02/2026 (A) |  | 1707 | 1680 |
| &nbsp;&nbsp;&nbsp;USI, Inc., 2017 New Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.000%, 05/16/2024 (A) |  | 728 | 719 |
|  |  |  | 10376 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| **Leisure Goods/Activities/Movies — 1.9%** | **Leisure Goods/Activities/Movies — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Alterra Mountain Company, Series B-2 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 4.000%, 08/17/2028 (A) | $1575 | $1530 |
| &nbsp;&nbsp;&nbsp;ClubCorp Holdings, Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, LIBOR + 2.750%, 09/18/2024 (A)(D) | 644 | 617 |
| &nbsp;&nbsp;&nbsp;Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.000%, 03/08/2024 (A) | 2491 | 1902 |
| &nbsp;&nbsp;&nbsp;Equinox Holdings Inc., Term B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.250%, LIBOR + 4.250%, 03/08/2024 (A) | 750 | 660 |
| &nbsp;&nbsp;&nbsp;Formula One Management Limited, Facility B3 (USD), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.024%, LIBOR + 2.500%, 02/01/2024 (A) | 1955 | 1936 |
| &nbsp;&nbsp;&nbsp;Hard Rock Northern Indiana, Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.743%, 12/11/2028  | 888 | 853 |
| &nbsp;&nbsp;&nbsp;Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.876%, 09/29/2028 (A) | 1700 | 1638 |
| &nbsp;&nbsp;&nbsp;Life Time, Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.820%, LIBOR + 3.500%, 12/16/2024 (A) | 556 | 548 |
| &nbsp;&nbsp;&nbsp;Scientific Games Holdings LP, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.617%, 04/04/2029 (A) | 975 | 938 |
| &nbsp;&nbsp;&nbsp;Traeger Grills, Delayed Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, 06/29/2028  | 21 | 17 |
| &nbsp;&nbsp;&nbsp;UFC Holdings LLC, Term B-3 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.520%, LIBOR + 3.750%, 04/29/2026 (A) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;United PF Holdings, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, LIBOR + 4.000%, 12/30/2026 (A) | 1237 | 1085 |
|  |  | 11725 |
| **Lodging & Casinos — 0.8%** | **Lodging & Casinos — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Aristocrat Technologies Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.404%, 05/24/2029 (A) | 640 | 632 |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, LIBOR + 2.750%, 12/23/2024 (A) | 1133 | 1117 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 4.500%, 07/21/2025 (A) | $| 400 | $396 |
| &nbsp;&nbsp;&nbsp;Four Seasons Holdings, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, 11/30/2023 (D) |  | 1940 | 1932 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, LIBOR + 1.750%, 06/22/2026 (A) |  | 710 | 694 |
| &nbsp;&nbsp;&nbsp;Station Casinos LLC, Term B-1 Facility Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 02/08/2027 (A)(D) |  | 202 | 197 |
|  |  |  | 4968 |
| **Miscellaneous — 0.3%** | **Miscellaneous — 0.3%** | **Miscellaneous — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;CSC, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/31/2029 (D) |  | 680 | 668 |
| &nbsp;&nbsp;&nbsp;ITP Aero, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/10/2029 (D)(E) |  | 1250 | 1206 |
|  |  |  | 1874 |
| **Oil & Gas — 0.4%** | **Oil & Gas — 0.4%** | **Oil & Gas — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;CQP Holdco LP, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/05/2028  |  | 1035 | 1014 |
| &nbsp;&nbsp;&nbsp;M6 Midstream, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/10/2029 (D) |  | 285 | 280 |
| &nbsp;&nbsp;&nbsp;Woodford Express LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, LIBOR + 3.500%, 01/27/2025 (A) |  | 1428 | 1426 |
|  |  |  | 2720 |
| **Publishing — 0.4%** | **Publishing — 0.4%** | **Publishing — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Corporation, 2022 Incremental Term B-2 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.691%, 01/18/2029  |  | 963 | 938 |
| &nbsp;&nbsp;&nbsp;WMG Acquisition Group, Tranche G Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.497%, 01/20/2028 (D) |  | 1400 | 1361 |
|  |  |  | 2299 |
| **Retailers (Except Food & Drug) — 0.9%** | **Retailers (Except Food & Drug) — 0.9%** | **Retailers (Except Food & Drug) — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;BCPE Empire Holdings Inc., Amendment No. 3 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.180%, 06/11/2026  |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;Brightview Landscapes LLC, Initial Term Loan (2022), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 04/20/2029 (E) |  | 804 | 781 |
| &nbsp;&nbsp;&nbsp;LBM Acquisition, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.121%, LIBOR + 3.750%, 12/17/2027 (A)(D) |  | 530 | 482 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Learning Care Group (US) No. 2 Inc., 2020 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.570%, LIBOR + 4.250%, 03/13/2025 (A) | $| 249 | $245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.238%, LIBOR + 3.500%, 03/13/2025 (A) |  | 249 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.993%, LIBOR + 4.250%, 03/13/2025 (A) |  | 17 | 17 |
| &nbsp;&nbsp;&nbsp;Learning Care Group (US) No. 2 Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.056%, LIBOR + 2.750%, 03/13/2025 (A) |  | 163 | 157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.019%, LIBOR + 2.750%, 03/13/2025 (A) |  | 648 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.743%, LIBOR + 2.750%, 03/13/2025 (A) |  | 46 | 44 |
| &nbsp;&nbsp;&nbsp;LHS Borrower LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.305%, 02/16/2029 (E) |  | 1966 | 1767 |
| &nbsp;&nbsp;&nbsp;Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, LIBOR + 5.000%, 09/25/2026 (A)(D) |  | 770 | 580 |
| &nbsp;&nbsp;&nbsp;Sweetwater Borrower, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.813%, CME Term SOFR + 3.250%, 08/07/2028 (A)(E) |  | 809 | 756 |
|  |  |  | 5701 |
| **Software & Service — 0.2%** | **Software & Service — 0.2%** | **Software & Service — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Proofpoint Inc., Initial Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.320%, LIBOR + 4.750%, 08/31/2029 (A)(E) |  | 863 | 841 |
| &nbsp;&nbsp;&nbsp;Proofpoint Inc., Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.320%, 08/31/2028 (A) |  | 519 | 499 |
|  |  |  | 1340 |
| **Surface Transport — 0.8%** | **Surface Transport — 0.8%** | **Surface Transport — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Dynasty Acquisition Co., Inc., 2020 Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 4.000%, 04/06/2026 (A) |  | 996 | 958 |
| &nbsp;&nbsp;&nbsp;Dynasty Acquisition Co., Inc., 2020 Term B-2 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 4.250%, 04/06/2026 (A) |  | 535 | 515 |
| &nbsp;&nbsp;&nbsp;FCG Acquisitions Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 4.750%, 03/31/2028 (A) |  | 501 | 486 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.232%, LIBOR + 3.000%, 07/21/2028 (A) | $| 849 | $815 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term C Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.232%, LIBOR + 3.000%, 07/21/2028 (A) |  | 315 | 302 |
| &nbsp;&nbsp;&nbsp;LaserShip Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.377%, LIBOR + 3.000%, 05/07/2028 (A) |  | 938 | 830 |
| &nbsp;&nbsp;&nbsp;Sycamore Buyer LLC, Term Loan B, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.018%, 07/23/2029 (D) |  | 1111 | 1084 |
|  |  |  | 4990 |
| **Telecommunications — 1.4%** | **Telecommunications — 1.4%** | **Telecommunications — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 4.000%, 12/01/2027 (A) |  | 2807 | 2755 |
| &nbsp;&nbsp;&nbsp;Safe Fleet Holdings LLC, 2022 Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, CME Term SOFR + 3.750%, 02/23/2029 (A)(E) |  | 683 | 666 |
| &nbsp;&nbsp;&nbsp;SBA Senior Finance II, LLC, Intital Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, LIBOR + 1.750%, 04/11/2025 (A) |  | 619 | 604 |
| &nbsp;&nbsp;&nbsp;Sorenson Communications LLC, 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, LIBOR + 4.000%, 03/17/2026 (A)(D) |  | 1216 | 1172 |
| &nbsp;&nbsp;&nbsp;VC GB Holdings I Corp, Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.627%, LIBOR + 3.750%, 07/23/2029 (A) |  | 1474 | 1290 |
| &nbsp;&nbsp;&nbsp;ViaSat Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.070%, 03/02/2029  |  | 1335 | 1234 |
| &nbsp;&nbsp;&nbsp;Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 3.000%, 03/09/2027 (A) |  | 800 | 727 |
|  |  |  | 8448 |
| **Utilities — 0.1%** | **Utilities — 0.1%** | **Utilities — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Vistra Operations Company LLC, 2018 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, LIBOR + 1.750%, 12/31/2025 (A) |  | 484 | 474 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 12/31/2025  | $| 119 | $| 117 |
|  |  |  |  | 591 |
| Total Loan Participations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $220,570) ($ Thousands) |  |  |  | 212554 |
| **ASSET-BACKED SECURITIES — 21.0%** | **ASSET-BACKED SECURITIES — 21.0%** | **ASSET-BACKED SECURITIES — 21.0%** | **ASSET-BACKED SECURITIES — 21.0%** | **ASSET-BACKED SECURITIES — 21.0%** |
| **Automotive — 2.8%** | **Automotive — 2.8%** | **Automotive — 2.8%** |  |  |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.680%, 05/13/2025 (B) |  | 95 |  | 95 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.330%, 06/13/2025 (B) |  | 15 |  | 15 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 02/13/2026 (B) |  | 185 |  | 183 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 09/15/2025 (B) |  | 169 |  | 167 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.590%, 10/20/2025  |  | 475 |  | 462 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.480%, 02/18/2026  |  | 550 |  | 528 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.060%, 08/18/2026  |  | 300 |  | 284 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2020-A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.770%, 08/15/2028 (B) |  | 9 |  | 9 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.370%, 03/15/2030 (B) |  | 81 |  | 79 |
| &nbsp;&nbsp;&nbsp;Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.190%, 01/15/2027 (B) |  | 389 |  | 378 |
| &nbsp;&nbsp;&nbsp;Avid Automobile Receivables Trust, Ser 2021-1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610%, 01/15/2025 (B) |  | 44 |  | 44 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2018-3, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.590%, 04/15/2024  |  | 2000 |  | 2000 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2021-3, Cl A2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.290%, 09/16/2024  |  | 105 |  | 105 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 01/10/2028  |  | 127 |  | 120 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/10/2028  |  | 58 |  | 54 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 06/12/2028  | $299 | $290 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.380%, 01/10/2025  | 131 | 130 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (B) | 313 | 301 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 04/15/2031 (B) | 30 | 30 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2021-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.370%, 03/17/2025 (B) | 13 | 13 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2021-B, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 12/15/2025 (B) | 330 | 325 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.980%, 04/16/2029 (B) | 130 | 128 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/15/2030 (B) | 250 | 239 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2018-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 08/15/2024  | 8 | 8 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 01/15/2027 (B) | 155 | 151 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.780%, 12/22/2025 (B) | 69 | 69 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/17/2024 (B) | 63 | 63 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.570%, 09/15/2025  | 268 | 266 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026 (B) | 116 | 111 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 03/16/2026 (B) | 243 | 240 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2021-1A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 03/15/2027 (B) | 610 | 576 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2020-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 04/15/2025 (B) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.370%, 12/15/2026 (B) | 151 | 149 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.930%, 06/15/2027 (B) | 215 | 205 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2021-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.360%, 07/15/2027 (B) | 129 | 126 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 04/15/2025 (B) | $53 | $52 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 05/15/2026 (B) | 100 | 97 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 09/15/2025 (B) | 89 | 87 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.420%, 01/15/2025 (B) | 191 | 189 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770%, 09/15/2025 (B) | 250 | 245 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.969%, 12/26/2028 (B) | 553 | 532 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.009%, 02/26/2029 (B) | 1208 | 1152 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 08/17/2026 (B) | 279 | 269 |
| &nbsp;&nbsp;&nbsp;Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 06/15/2026 (B) | 329 | 319 |
| &nbsp;&nbsp;&nbsp;Santander Bank - SBCLN, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.833%, 12/15/2031 (B) | 394 | 381 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.370%, 10/15/2024 (B) | 11 | 11 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 09/15/2025  | 652 | 649 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.010%, 01/15/2026  | 400 | 395 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/15/2025  | 276 | 275 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.590%, 09/15/2025  | 130 | 129 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.330%, 03/17/2025  | 79 | 79 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 12/15/2025  | 130 | 128 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust, Ser 2019-CRTA, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.572%, 03/25/2026 (B) | $| 228 | $223 |
| &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust, Ser 2020-A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.180%, 01/22/2024 (B) |  | 1000 | 981 |
| &nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust, Ser 2020-AA, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910%, 09/15/2026 (B) |  | 2000 | 1980 |
| &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust, Ser 2021-B, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 03/20/2024 (B) |  | 182 | 179 |
| &nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.740%, 04/15/2024 (B) |  | 61 | 61 |
| &nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/18/2025 (B) |  | 104 | 103 |
| &nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Ser 2022-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 07/10/2024 (B) |  | 91 | 90 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.020%, 04/15/2025 (B) |  | 355 | 354 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.640%, 03/16/2026 (B) |  | 230 | 225 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.320%, 04/15/2025 (B) |  | 83 | 82 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 07/15/2026 (B) |  | 140 | 135 |
|  |  |  | 17354 |
| **Credit Cards — 0.0%** | **Credit Cards — 0.0%** | **Credit Cards — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 03/20/2026 (B) |  | 355 | 336 |
| **Mortgage Related Securities — 0.9%** | **Mortgage Related Securities — 0.9%** | **Mortgage Related Securities — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.124%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A) |  | 17 | 17 |
| &nbsp;&nbsp;&nbsp;ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.319%, ICE LIBOR USD 1 Month + 1.875%, 11/25/2050 (A) |  | 686 | 695 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 09/25/2034 (A) | $| 949 | $933 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.933%, SOFR30A + 0.750%, 01/25/2070 (A)(B) |  | 2116 | 2096 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.233%, SOFR30A + 1.050%, 11/25/2069 (A)(B) |  | 1208 | 1197 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Dean Witter Capital I Trust, Ser 2002-HE2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.304%, ICE LIBOR USD 1 Month + 0.860%, 08/25/2032 (A)(B) |  | 389 | 388 |
|  |  |  | 5326 |
| **Other Asset-Backed Securities — 17.3%** | **Other Asset-Backed Securities — 17.3%** | **Other Asset-Backed Securities — 17.3%** |  |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.460%, 10/15/2024 (B) |  | 23 | 23 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 01/15/2025 (B) |  | 63 | 61 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.880%, 08/15/2025 (B) |  | 98 | 98 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-B, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.030%, 08/17/2026 (B) |  | 260 | 246 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070%, 08/15/2025 (B) |  | 139 | 135 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 11/16/2026 (B) |  | 128 | 124 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/15/2027 (B) |  | 207 | 202 |
| &nbsp;&nbsp;&nbsp;Allegro CLO II-S, Ser 2018-1RA, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.812%, ICE LIBOR USD 3 Month + 1.080%, 10/21/2028 (A)(B) |  | 1763 | 1741 |
| &nbsp;&nbsp;&nbsp;Allegro CLO V, Ser 2021-1A, Cl AR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.950%, 10/16/2030 (A)(B) |  | 1000 | 983 |
| &nbsp;&nbsp;&nbsp;Allegro CLO VII, Ser 2018-1A, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.362%, ICE LIBOR USD 3 Month + 2.850%, 06/13/2031 (A)(B) |  | 400 | 357 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/20/2026 (B) | $193 | $186 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables VII LLC, Ser 2019-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/20/2025 (B) | 1500 | 1487 |
| &nbsp;&nbsp;&nbsp;Anchorage Capital CLO, Ser 2018-5RA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502%, ICE LIBOR USD 3 Month + 0.990%, 01/15/2030 (A)(B) | 1205 | 1193 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2018-12A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.592%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B) | 725 | 714 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XV, Ser 2018-15A, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)(B) | 410 | 403 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (B) | 140 | 129 |
| &nbsp;&nbsp;&nbsp;Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.105%, ICE LIBOR USD 3 Month + 1.200%, 05/15/2030 (A)(B) | 725 | 703 |
| &nbsp;&nbsp;&nbsp;Arm Master Trust LLC Series 2022-T1 Agricultural Loan Backed Notes, Ser 2022-T1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/16/2025 (B) | 2000 | 1991 |
| &nbsp;&nbsp;&nbsp;Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.230%, 05/15/2026 (B) | 150 | 146 |
| &nbsp;&nbsp;&nbsp;Avant Loans Funding Trust, Ser 2021-REV1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.210%, 07/15/2030 (B) | 195 | 183 |
| &nbsp;&nbsp;&nbsp;Avery Point IV CLO, Ser 2014-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.283%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2026 (A)(B) | 800 | 793 |
| &nbsp;&nbsp;&nbsp;Avery Point IV CLO, Ser 2017-1A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.133%, ICE LIBOR USD 3 Month + 2.350%, 04/25/2026 (A)(B) | 376 | 374 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.743%, ICE LIBOR USD 3 Month + 0.960%, 04/23/2031 (A)(B) | 450 | 441 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(B) | 2903 | 2865 |
| &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/28/2057 (A)(B) | 288 | 282 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.462%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B) | 425 | 418 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.710%, 02/20/2035 (B) | 332 | 316 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/18/2035 (B) | $300 | $297 |
| &nbsp;&nbsp;&nbsp;BlueMountain CLO XXIII, Ser 2018-23A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.860%, ICE LIBOR USD 3 Month + 2.150%, 10/20/2031 (A)(B) | 800 | 758 |
| &nbsp;&nbsp;&nbsp;BlueMountain Fuji US Clo II, Ser 2017-2A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, ICE LIBOR USD 3 Month + 3.000%, 10/20/2030 (A)(B) | 400 | 363 |
| &nbsp;&nbsp;&nbsp;BRE Grand Islander Timeshare Issuer LLC, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 05/25/2029 (B) | 1943 | 1887 |
| &nbsp;&nbsp;&nbsp;BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 09/26/2033 (B) | 850 | 810 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.500%, 02/15/2037 (A)(B) | 275 | 267 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B) | 648 | 636 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B) | 310 | 305 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, ICE LIBOR USD 3 Month + 1.050%, 07/20/2031 (A)(B) | 1450 | 1423 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-3A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029 (A)(B) | 500 | 471 |
| &nbsp;&nbsp;&nbsp;Catskill Park CLO, Ser 2017-1A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, ICE LIBOR USD 3 Month + 1.350%, 04/20/2029 (A)(B) | 1000 | 978 |
| &nbsp;&nbsp;&nbsp;C-BASS Mortgage Loan Asset-Backed Certificates, Ser 2005-CB7, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.059%, ICE LIBOR USD 1 Month + 0.615%, 11/25/2035 (A) | 50 | 50 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/14/2027 (B) | 51 | 50 |
| &nbsp;&nbsp;&nbsp;Cedar Funding X CLO, Ser 2021-10A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.760%, ICE LIBOR USD 3 Month + 2.050%, 10/20/2032 (A)(B) | 450 | 428 |
| &nbsp;&nbsp;&nbsp;Cent CLO 21, Ser 2021-21A, Cl A1R3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.739%, ICE LIBOR USD 3 Month + 0.970%, 07/27/2030 (A)(B) | 2000 | 1973 |
| &nbsp;&nbsp;&nbsp;CIFC Funding 2017-V, Ser 2017-5A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, ICE LIBOR USD 3 Month + 1.850%, 11/16/2030 (A)(B) | 500 | 476 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2018-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(B) | $250 | $246 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2018-3A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B) | 833 | 821 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.230%, 03/15/2024  | 34 | 34 |
| &nbsp;&nbsp;&nbsp;CoreVest American Finance Trust, Ser 2018-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.804%, 06/15/2051 (B) | 487 | 486 |
| &nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 03/20/2024 (B) | 75 | 74 |
| &nbsp;&nbsp;&nbsp;DB Master Finance LLC, Ser 2019-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.021%, 05/20/2049 (B) | 364 | 347 |
| &nbsp;&nbsp;&nbsp;Denali Capital CLO XI, Ser 2018-1A, Cl A2RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2028 (A)(B) | 1000 | 986 |
| &nbsp;&nbsp;&nbsp;Dewolf Park CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.432%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)(B) | 425 | 418 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.120%, 02/15/2028 (B) | 112 | 107 |
| &nbsp;&nbsp;&nbsp;ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 01/27/2070 (A)(B) | 702 | 686 |
| &nbsp;&nbsp;&nbsp;Elara HGV Timeshare Issuer LLC, Ser 2017-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 03/25/2030 (B) | 399 | 386 |
| &nbsp;&nbsp;&nbsp;Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610%, 01/25/2034 (B) | 1167 | 1100 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2017-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, TSFR3M + 1.492%, 10/15/2029 (A)(B) | 886 | 877 |
| &nbsp;&nbsp;&nbsp;ExteNet LLC, Ser 2019-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.204%, 07/26/2049 (B) | 2000 | 1909 |
| &nbsp;&nbsp;&nbsp;FCI Funding LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.130%, 04/15/2033 (B) | 65 | 63 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2021-3FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 11/20/2028 (B) | 5 | 5 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2022-1FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 03/19/2029 (B) | 36 | 35 |
| &nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (A)(B) | 275 | 271 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2019-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, 09/20/2029 (B) | 943 | 943 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080%, ICE LIBOR USD 1 Month + 0.700%, 03/17/2037 (A)(B) | $1672 | $1653 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.330%, ICE LIBOR USD 1 Month + 0.950%, 03/17/2037 (A)(B) | 1500 | 1491 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, ICE LIBOR USD 1 Month + 1.250%, 03/17/2037 (A)(B) | 2200 | 2174 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.480%, ICE LIBOR USD 1 Month + 1.100%, 01/17/2038 (A)(B) | 2675 | 2661 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.780%, ICE LIBOR USD 1 Month + 1.400%, 01/17/2038 (A)(B) | 2000 | 1987 |
| &nbsp;&nbsp;&nbsp;Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.309%, ICE LIBOR USD 1 Month + 1.050%, 11/25/2050 (A) | 1585 | 1593 |
| &nbsp;&nbsp;&nbsp;Kentucky Higher Education Student Loan, Ser 2021-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224%, ICE LIBOR USD 1 Month + 0.780%, 03/25/2051 (A) | 2984 | 2972 |
| &nbsp;&nbsp;&nbsp;Keycorp Student Loan Trust, Ser 2000-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.093%, ICE LIBOR USD 3 Month + 0.310%, 07/25/2029 (A) | 263 | 262 |
| &nbsp;&nbsp;&nbsp;KKR CLO 12, Ser 2018-12, Cl AR2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.647%, ICE LIBOR USD 3 Month + 1.135%, 10/15/2030 (A)(B) | 500 | 494 |
| &nbsp;&nbsp;&nbsp;KKR CLO 21, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B) | 580 | 568 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B) | 280 | 276 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XIX, Ser 2020-19A, Cl A2R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.259%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(B) | 600 | 584 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XLI, Ser 2017-12A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.559%, ICE LIBOR USD 3 Month + 2.800%, 04/22/2027 (A)(B) | 500 | 463 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B) | 250 | 247 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXX, Ser 2018-30A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)(B) | 963 | 946 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Magnetite VIII, Ser 2018-8A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B) | $775 | $766 |
| &nbsp;&nbsp;&nbsp;Magnetite XVIII, Ser 2018-18A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405%, ICE LIBOR USD 3 Month + 1.500%, 11/15/2028 (A)(B) | 1000 | 976 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 09/15/2031 (B) | 23 | 23 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 12/15/2031 (B) | 78 | 77 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360%, 04/15/2032 (B) | 309 | 303 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.350%, 02/19/2037 (A)(B) | 250 | 245 |
| &nbsp;&nbsp;&nbsp;Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2061 (A) | 1003 | 989 |
| &nbsp;&nbsp;&nbsp;Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.144%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2061 (A) | 3046 | 2984 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2018-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 01/10/2025 (B) | 648 | 646 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO LLC, Ser 2020-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, ICE LIBOR USD 3 Month + 1.090%, 10/16/2029 (A)(B) | 1032 | 1022 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2015-AA, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 12/15/2028 (B) | 1088 | 1078 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.391%, ICE LIBOR USD 1 Month + 1.000%, 04/15/2069 (A)(B) | 1250 | 1222 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.441%, ICE LIBOR USD 1 Month + 1.050%, 12/15/2059 (A)(B) | 2798 | 2759 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 01/15/2069 (B) | 846 | 780 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-1A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.600%, 12/26/2069 (A)(B) | 1233 | 1194 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-2A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, ICE LIBOR USD 1 Month + 0.550%, 02/25/2070 (A)(B) | 1728 | 1671 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(B) | $590 | $581 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B) | 400 | 394 |
| &nbsp;&nbsp;&nbsp;New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.459%, ICE LIBOR USD 1 Month + 1.200%, 09/25/2060 (A) | 836 | 809 |
| &nbsp;&nbsp;&nbsp;Nyctl Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 11/10/2034 (B) | 353 | 340 |
| &nbsp;&nbsp;&nbsp;Oxford Finance Funding LLC, Ser 2020-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.101%, 02/15/2028 (B) | 927 | 918 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2019-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 3 Month + 1.600%, 08/20/2027 (A)(B) | 1000 | 986 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.510%, ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (A)(B) | 191 | 188 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.312%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(B) | 522 | 513 |
| &nbsp;&nbsp;&nbsp;Prodigy Finance DAC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.694%, ICE LIBOR USD 1 Month + 1.250%, 07/25/2051 (A)(B) | 1511 | 1477 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.420%, 08/20/2026 (B) | 66 | 65 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.060%, 02/22/2028 (B) | 410 | 399 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.391%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2037 (A)(B) | 924 | 911 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(B) | 1765 | 1719 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(B) | 2376 | 2336 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.121%, ICE LIBOR USD 1 Month + 0.730%, 01/15/2053 (A)(B) | $2383 | $2309 |
| &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.490%, 09/25/2030 (B) | 45 | 43 |
| &nbsp;&nbsp;&nbsp;Sound Point CLO XXIII, Ser 2021-2A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, ICE LIBOR USD 3 Month + 0.700%, 07/15/2034 (A)(B) | 960 | 956 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.430%, ICE LIBOR USD 1 Month + 1.050%, 04/17/2038 (A)(B) | 1000 | 967 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.680%, ICE LIBOR USD 1 Month + 1.300%, 04/17/2038 (A)(B) | 1000 | 964 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.980%, ICE LIBOR USD 1 Month + 1.600%, 01/17/2024 (A)(B) | 3000 | 2935 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.164%, ICE LIBOR USD 1 Month + 0.720%, 11/25/2033 (A) | 1726 | 1622 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 09/25/2034 (A) | 2468 | 2408 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.384%, ICE LIBOR USD 1 Month + 0.940%, 09/25/2034 (A) | 732 | 705 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.613%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B) | 358 | 352 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.533%, ICE LIBOR USD 3 Month + 2.750%, 10/25/2029 (A)(B) | 500 | 473 |
| &nbsp;&nbsp;&nbsp;TAL Advantage VII LLC, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 09/20/2045 (B) | 799 | 719 |
| &nbsp;&nbsp;&nbsp;TCI-Flatiron CLO, Ser 2017-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.502%, ICE LIBOR USD 3 Month + 1.560%, 11/18/2030 (A)(B) | 500 | 484 |
| &nbsp;&nbsp;&nbsp;Towd Point HE Trust, Ser 2021-HE1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918%, 02/25/2063 (A)(B) | 1091 | 1032 |
| &nbsp;&nbsp;&nbsp;Trimaran Cavu, Ser 2019-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.860%, ICE LIBOR USD 3 Month + 4.150%, 07/20/2032 (A)(B) | 600 | 561 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2020-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.702%, 11/20/2030 (B) | 29 | 29 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/20/2031 (B) | $| 131 | $| 129 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 09/20/2031 (B) |  | 221 |  | 212 |
| &nbsp;&nbsp;&nbsp;Verde CLO, Ser 2021-1A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B) |  | 244 |  | 244 |
| &nbsp;&nbsp;&nbsp;Vibrant CLO VI, Ser 2021-6A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.046%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B) |  | 200 |  | 197 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.773%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |  | 500 |  | 490 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A2R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, ICE LIBOR USD 3 Month + 1.400%, 10/18/2031 (A)(B) |  | 818 |  | 795 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-1A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.572%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)(B) |  | 400 |  | 393 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-2A, Cl A1RR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)(B) |  | 296 |  | 292 |
| &nbsp;&nbsp;&nbsp;VSE VOI Mortgage LLC, Ser 2017-A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330%, 03/20/2035 (B) |  | 523 |  | 502 |
| &nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Ser 2020-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.713%, 03/20/2034 (B) |  | 828 |  | 811 |
|  |  |  |  | 104926 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $130,726) ($ Thousands) |  |  |  | 127942 |
| **CORPORATE OBLIGATIONS — 3.9%** | **CORPORATE OBLIGATIONS — 3.9%** | **CORPORATE OBLIGATIONS — 3.9%** | **CORPORATE OBLIGATIONS — 3.9%** | **CORPORATE OBLIGATIONS — 3.9%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.663%, SOFRINDX + 1.780%, 03/15/2024 (A)(B) |  | 165 |  | 165 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.724%, SOFRINDX + 0.790%, 03/20/2026 (A) |  | 350 |  | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.455%, SOFRINDX + 0.500%, 03/22/2024 (A) |  | 350 |  | 347 |
|  |  |  |  | 856 |
| **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Daimler Trucks Finance North America LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.633%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B) |  | 400 |  | 395 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.789%, U.S. SOFR + 0.620%, 10/15/2024 (A) | $| 600 | $586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, U.S. SOFR + 0.760%, 03/08/2024 (A) |  | 400 | 394 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 04/03/2023 (B) |  | 360 | 353 |
| &nbsp;&nbsp;&nbsp;LBM Acquisition LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2029 (B) |  | 1304 | 974 |
| &nbsp;&nbsp;&nbsp;Nordstrom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 04/08/2024  |  | 160 | 150 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/30/2026 (B) |  | 525 | 473 |
|  |  |  | 3325 |
| **Consumer Staples — 0.3%** | **Consumer Staples — 0.3%** | **Consumer Staples — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;GEMS MENASA Cayman  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/31/2026 (B) |  | 587 | 558 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, U.S. SOFR + 0.890%, 03/24/2024 (A)(B) |  | 250 | 249 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/24/2024 (B) |  | 375 | 346 |
|  |  |  | 1153 |
| **Energy — 0.0%** | **Energy — 0.0%** | **Energy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.925%, SOFRINDX + 0.630%, 02/16/2024 (A) |  | 250 | 248 |
| &nbsp;&nbsp;&nbsp;Southern Natural Gas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/28/2023 (B) |  | 205 | 200 |
|  |  |  | 448 |
| **Financials — 1.6%** | **Financials — 1.6%** | **Financials — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (B) |  | 1000 | 908 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |  | 450 | 441 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, U.S. SOFR + 0.660%, 02/04/2025 (A) |  | 195 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.934%, U.S. SOFR + 0.690%, 04/22/2025 (A) |  | 475 | 467 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.503%, SOFRINDX + 0.620%, 09/15/2026 (A) |  | 475 | 459 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.665%, U.S. SOFR + 0.380%, 07/31/2024 (A) |  | 700 | 690 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.886%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B) | $315 | $312 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, U.S. SOFR + 0.690%, 12/06/2024 (A) | 275 | 268 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 0.669%, 05/01/2025 (A) | 300 | 295 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.514%, U.S. SOFR + 1.219%, 11/16/2027 (A) | 325 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, U.S. SOFR + 0.500%, 11/08/2023 (A) | 400 | 397 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.935%, U.S. SOFR + 0.700%, 01/24/2025 (A) | 275 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.299%, U.S. SOFR + 0.500%, 09/10/2024 (A) | 150 | 148 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, U.S. SOFR + 0.580%, 11/22/2024 (A) | 275 | 269 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, U.S. SOFR + 0.885%, 04/22/2027 (A) | 475 | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.560%, U.S. SOFR + 0.580%, 06/23/2025 (A) | 200 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.480%, U.S. SOFR + 0.580%, 03/16/2024 (A) | 350 | 348 |
| &nbsp;&nbsp;&nbsp;KeyBank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610%, U.S. SOFR + 0.320%, 06/14/2024 (A) | 250 | 247 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B) | 300 | 293 |
| &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2030 (B) | 350 | 267 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.627%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A) | 525 | 523 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.784%, U.S. SOFR + 0.490%, 08/06/2024 (A) | 350 | 345 |
| &nbsp;&nbsp;&nbsp;NatWest Markets  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.824%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B) | 340 | 336 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B) | 275 | 267 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.282%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B) | 350 | 345 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.389%, U.S. SOFR + 0.590%, 09/10/2026 (A) | $| 300 | $289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.149%, U.S. SOFR + 0.350%, 09/10/2024 (A) |  | 350 | 344 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.182%, U.S. SOFR + 0.400%, 06/09/2025 (A) |  | 250 | 245 |
|  |  |  | 9924 |
| **Health Care — 0.1%** | **Health Care — 0.1%** | **Health Care — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.736%, SOFRINDX + 0.440%, 11/29/2024 (A)(B) |  | 275 | 271 |
| &nbsp;&nbsp;&nbsp;Global Medical Response  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025 (B) |  | 462 | 412 |
|  |  |  | 683 |
| **Industrials — 0.3%** | **Industrials — 0.3%** | **Industrials — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Artera Services LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.033%, 12/04/2025 (B) |  | 700 | 575 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.167%, 02/04/2023  |  | 325 | 322 |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/01/2028 (B) |  | 710 | 579 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.550%, 08/01/2024 (B) |  | 205 | 192 |
|  |  |  | 1668 |
| **Information Technology — 0.1%** | **Information Technology — 0.1%** | **Information Technology — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Microchip Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.972%, 02/15/2024  |  | 205 | 195 |
| &nbsp;&nbsp;&nbsp;Qorvo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/15/2024 (B) |  | 220 | 206 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/09/2024  |  | 475 | 441 |
|  |  |  | 842 |
| **Materials — 0.2%** | **Materials — 0.2%** | **Materials — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Chemours  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (B) |  | 640 | 528 |
| &nbsp;&nbsp;&nbsp;Kobe US Midco 2  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%cash/0% PIK, 11/01/2026 (B) |  | 816 | 669 |
|  |  |  | 1197 |
| **Utilities — 0.6%** | **Utilities — 0.6%** | **Utilities — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, SOFRINDX + 0.650%, 05/13/2024 (A) |  | 225 | 222 |
| &nbsp;&nbsp;&nbsp;Edison International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/15/2022  |  | 2000 | 1996 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.314%, U.S. SOFR + 0.300%, 06/28/2024 (A) | $| 195 | $| 192 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, SOFRINDX + 1.150%, 11/14/2022 (A) |  | 340 |  | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/16/2024  |  | 200 |  | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  |  | 125 |  | 121 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.323%, U.S. SOFR + 0.330%, 06/24/2024 (A) |  | 425 |  | 420 |
|  |  |  |  | 3487 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $25,258) ($ Thousands) |  |  |  | 23583 |
| **U.S. TREASURY OBLIGATIONS — 0.2%** | **U.S. TREASURY OBLIGATIONS — 0.2%** | **U.S. TREASURY OBLIGATIONS — 0.2%** | **U.S. TREASURY OBLIGATIONS — 0.2%** | **U.S. TREASURY OBLIGATIONS — 0.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.715%, 11/29/2022 (F) |  | 300 |  | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.640%, 01/26/2023 (F) |  | 1160 |  | 1145 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,445) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,445) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,445) ($ Thousands) |  | 1443 |
| **MUNICIPAL BOND — 0.0%** | **MUNICIPAL BOND — 0.0%** | **MUNICIPAL BOND — 0.0%** | **MUNICIPAL BOND — 0.0%** | **MUNICIPAL BOND — 0.0%** |
| **Illinois — 0.0%** | **Illinois — 0.0%** | **Illinois — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Chicago, Transit Authority, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.838%, 12/01/2023  |  | 110 |  | 107 |
| Total Municipal Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $110) ($ Thousands) |  |  |  | 107 |
|  | <br> Shares | <br> Shares |  |  |
| **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** | **CASH EQUIVALENT — 5.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> |  | 33148765 |  | 33149 |
| Total Cash Equivalent |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $33,149) ($ Thousands) |  |  |  | 33149 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **REPURCHASE AGREEMENT — 0.0%** | **REPURCHASE AGREEMENT — 0.0%** | **REPURCHASE AGREEMENT — 0.0%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.290%, dated 08/31/2022 to be repurchased on 09/01/2022, repurchase price $300,019 (collateralized by U.S. Government and Treasury obligations, ranging in par value $1,000 - $204,876, 1.750% - 3.870%, 06/01/2031 – 10/20/2039; with total market value $306,001) (H) | $300 | $300 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $300) ($ Thousands) |  | 300 |
| Total Investments in Securities — 101.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $642,563) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $642,563) ($ Thousands)  | $620429 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Continued)

A list of the open future contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Notes | (143) | Dec-2022 | $(29847) | $(29791) | $56 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Notes | (5) | Dec-2022 | (556) | (554) | 2 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Notes | (13) | Dec-2022 | (1524) | (1520) | 4 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (1) | Dec-2022 | (136) | (136) | – |
|  |  |  | $(32063) | $(32001) | $62 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $610,472 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $290,318 ($ Thousands), representing 47.6% of the Net Assets of the Fund. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Unsettled bank loan. Interest rate may not be available. |
| (E) | Level 3 security in accordance with fair value hierarchy. |
| (F) | Interest rate represents the security's effective yield at the time of purchase. |
| (G) | Securities considered restricted. The total market value of such securities as of August 31, 2022 was $1,856 ($ Thousands) and represented 0.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (H) | Tri-Party Repurchase Agreement. |

---

---

| |
|:---|
| ARM — Adjustable Rate Mortgage |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| FREMF— Freddie Mac Multi-Family |
| GNMA — Government National Mortgage Association |
| ICE— Intercontinental Exchange |
| IO — Interest Only — face amount represents notional amount. |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| L.P. — Limited Partnership |
| Ltd — Limited |
| MTN — Medium Term Note |
| PIK — Payment-in-Kind |
| PLC — Public Limited Company |
| RB — Revenue Bond |
| REMIC — Real Estate Mortgage Investment Conduit |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| STACR — Structured Agency Credit Risk |
| USD — U.S. Dollar |

---

The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 221351 |  | 221351 |
| &nbsp;&nbsp;&nbsp;Loan Participations |  | 190081 | 22473 | 212554 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 127942 |  | 127942 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 23583 |  | 23583 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 1443 |  | 1443 |
| &nbsp;&nbsp;&nbsp;Municipal Bond |  | 107 |  | 107 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 33149 |  |  | 33149 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement | – | 300 | – | 300 |
| Total Investments in Securities | 33149 | 564807 | 22473 | 620429 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 62 |  |  | 62 |
| Total Other Financial Instruments | 62 |  |  | 62 |

---

\* Future contracts are valued at the unrealized appreciation on the instrument.

The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):

---

| | |
|:---|:---|
|  | Investments in Loan Participations |
| Balance as of June 1, 2022 | $28430 |
| Accrued discounts/premiums | (2) |
| Realized gain/(loss) | (136) |
| Change in unrealized appreciation/(depreciation) | 82 |
| Purchases |  |
| Sales | (5901) |
| Net transfer into Level 3 |  |
| Net transfer out of Level 3 |  |
| Ending Balance as of August 31, 2022 (1) | $22473 |
| Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date | $(8) |

---

(1) Of the $22,473 ($ Thousands) in Level 3 securities as of August 31, 2022, $— ($ Thousands) or 0.0% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Opportunistic Income Fund** (Concluded)

&nbsp;&nbsp;&nbsp;&nbsp;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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value<br> 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value<br> 8/31/2022**  | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;42196 | $&nbsp;&nbsp;&nbsp;&nbsp;65744 | $&nbsp;&nbsp;&nbsp;&nbsp;(74791) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;33149 | 33148765 | $&nbsp;&nbsp;&nbsp;&nbsp;107 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> ($ Thousands) | Acquisition Date/Right to Acquire Date | Cost <br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **Loan Participation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien | 1882 | 01/18/2019 | $1857 | $1856 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 36.6%** | **MORTGAGE-BACKED SECURITIES — 36.6%** | **MORTGAGE-BACKED SECURITIES — 36.6%** |
| **Agency Mortgage-Backed Obligations — 29.9%** | **Agency Mortgage-Backed Obligations — 29.9%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/01/2030 to 12/01/2036  | $189 | $200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2024 to 03/01/2039  | 57 | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2031 to 09/01/2039  | 437 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2028 to 08/01/2038  | 304 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2035 to 07/01/2052  | 4949 | 5112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/2033 to 07/01/2052  | 15195 | 15511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/01/2025 to 08/01/2052  | 14608 | 14757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/01/2035 to 07/01/2052  | 40492 | 40073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2033 to 05/01/2052  | 82701 | 80222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2031 to 06/01/2052  | 62698 | 58868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/01/2031 to 05/01/2052  | 131696 | 118578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/01/2040 to 03/01/2052  | 109900 | 95654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/01/2041 to 12/01/2050  | 25532 | 20930 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.303%, SOFR30A + 2.130%, 07/01/2052(A) | 1329 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, SOFR30A + 2.380%, 09/01/2052(A) | 744 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.991%, SOFR30A + 2.140%, 08/01/2052(A) | 1457 | 1431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.912%, SOFR30A + 2.130%, 07/01/2052(A) | 1081 | 1067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.516%, ICE LIBOR USD 12 Month + 2.330%, 05/01/2036(A) | 28 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.438%, ICE LIBOR USD 12 Month + 1.637%, 03/01/2049(A) | 1401 | 1410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.233%, ICE LIBOR USD 12 Month + 1.635%, 04/01/2048(A) | 3300 | 3337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.087%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(A) | 897 | 878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.008%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(A) | 3132 | 3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.876%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(A) | 1099 | 1075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841%, ICE LIBOR USD 12 Month + 1.720%, 01/01/2044(A) | 550 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.802%, ICE LIBOR USD 12 Month + 1.640%, 05/01/2049(A) | 782 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.780%, ICE LIBOR USD 12 Month + 1.681%, 09/01/2047(A) | 1612 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.671%, ICE LIBOR USD 12 Month + 1.612%, 10/01/2043(A) | 316 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.647%, ICE LIBOR USD 12 Month + 1.770%, 09/01/2042(A) | 303 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.628%, ICE LIBOR USD 12 Month + 1.685%, 02/01/2043(A) | 433 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.554%, ICE LIBOR USD 12 Month + 1.606%, 09/01/2043(A) | 122 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.542%, ICE LIBOR USD 12 Month + 1.646%, 10/01/2043(A) | 533 | 537 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.507%, ICE LIBOR USD 12 Month + 1.632%, 11/01/2043(A) | $260 | $261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.431%, ICE LIBOR USD 12 Month + 1.638%, 09/01/2045(A) | 3078 | 3092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.358%, ICE LIBOR USD 12 Month + 1.635%, 07/01/2043(A) | 154 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.349%, ICE LIBOR USD 12 Month + 1.642%, 08/01/2043(A) | 286 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330%, ICE LIBOR USD 12 Month + 1.650%, 03/01/2043(A) | 407 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.251%, ICE LIBOR USD 12 Month + 1.926%, 12/01/2036(A) | 47 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.098%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.284%, 03/01/2047(A) | 523 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.845%, ICE LIBOR USD 12 Month + 1.595%, 10/01/2036(A) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.666%, 08/27/2028(A) | 2000 | 164 |
| &nbsp;&nbsp;&nbsp;FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.878%, 01/25/2031 | 975 | 842 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.705%, 12/25/2035(A) | 16173 | 876 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.578%, 02/25/2036(A) | 4992 | 220 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K032, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.179%, 05/25/2023(A) | 56133 | 29 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.329%, 05/25/2025(A) | 605 | 596 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K091, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.705%, 03/25/2029(A) | 3884 | 121 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.093%, 05/25/2029(A) | 3973 | 204 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015%, 06/25/2029(A) | 2987 | 146 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.283%, 06/25/2029(A) | 6800 | 457 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K095, Cl XAM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.374%, 06/25/2029(A) | 700 | 50 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K101, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.948%, 10/25/2029(A) | $1292 | $62 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.445%, 09/25/2031(A) | 15376 | 400 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.403%, 03/25/2032(A) | 6799 | 165 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 04/25/2055(A) | 6998 | 197 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K144, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 04/25/2032 | 1971 | 1755 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.430%, 06/25/2055(A) | 7498 | 203 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.580%, 06/25/2055 | 1971 | 1775 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K146, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.920%, 06/25/2032 | 3784 | 3510 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2032(A) | 3784 | 3534 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.487%, 06/25/2032(A) | 9999 | 309 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K148, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/25/2032(A) | 4420 | 4314 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K157, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990%, 08/25/2033(A) | 4400 | 4423 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K726, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.048%, 04/25/2024(A) | 9203 | 111 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431%, 07/25/2026(A) | 974 | 39 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.751%, 10/25/2026(A) | 8408 | 174 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.657%, 12/25/2027(A) | 2997 | 76 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.869%, 03/25/2028(A) | 6197 | 191 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.343%, 06/25/2027(A) | $1565 | $53 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser KG07, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.123%, 08/25/2032(A) | 1969 | 1852 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser KLU1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.854%, 01/25/2031 | 1115 | 1045 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser KSG2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.091%, 11/25/2031(A) | 1395 | 1208 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser X3FX, Cl A2FX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2027 | 2210 | 2138 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 1999-2174, Cl PN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2029 | 7 | 7 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2001-2312, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2031 | 63 | 65 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2002-2399, Cl XG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2032 | 19 | 20 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2003-2671, Cl S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 09/15/2033(A) | 27 | 29 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2033 | 54 | 54 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2733, Cl ME |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2034 | 124 | 128 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2006-R007, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2036 | 541 | 575 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2037(B) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.639%, 05/15/2038(A) | 43 | 4 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2009-3546, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.302%, 02/15/2039(A) | 35 | 36 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 01/15/2040(A) | 54 | 6 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.559%, 05/15/2041(A) | 325 | 25 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4010, Cl KM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2042 | 255 | 247 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.219%, 04/15/2042(A) | 30 | 4 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4102, Cl TC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2041 | 1251 | 1212 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2032 | 253 | 26 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4161, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2041 | $2912 | $2829 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2043 | 156 | 25 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4205, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/15/2043 | 614 | 558 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4210, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2043 | 491 | 423 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4227, Cl VA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2037 | 124 | 124 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2014-4368, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/15/2036(C) | 49 | 49 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2015-4426, Cl QC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 07/15/2037 | 991 | 931 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2015-4479, Cl HA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2039(C) | 343 | 343 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2017-4742, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2047 | 1460 | 1390 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2018-4763, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2038 | 319 | 305 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2018-4767, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/15/2048 | 721 | 690 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2048 | 295 | 271 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2018-4846, Cl PF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.741%, ICE LIBOR USD 1 Month + 0.350%, 12/15/2048(A) | 147 | 146 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2019-4879, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2049 | 139 | 131 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2019-4880, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2050 | 1263 | 1208 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/25/2050 | 2024 | 338 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2050 | 428 | 62 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2050 | 1171 | 181 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 7259 | 1304 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/25/2050 | 530 | 78 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/25/2050 | 883 | 122 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2050 | 308 | 46 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/25/2051 | $1434 | $234 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 575 | 87 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/25/2051 | 6330 | 1151 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5085, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/25/2051 | 1367 | 175 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5091, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/25/2051 | 2634 | 2286 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5119, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/25/2049 | 1329 | 1153 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2049 | 1701 | 231 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5178, Cl TP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2049 | 2243 | 2048 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5182, Cl M |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2049 | 1402 | 1291 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5201, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2048 | 2066 | 1918 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5202, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2049 | 2012 | 1844 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5203, Cl G |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2048 | 903 | 834 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5217, Cl CD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2049 | 1848 | 1758 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5224, Cl HL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2052 | 2000 | 1927 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.683%, SOFR30A + 1.500%, 10/25/2041(A)(D) | 2300 | 2174 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, SOFR30A + 1.000%, 01/25/2042(A)(D) | 3774 | 3690 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.583%, SOFR30A + 2.400%, 02/25/2042(A)(D) | 1010 | 985 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, SOFR30A + 1.300%, 02/25/2042(A)(D) | 2365 | 2355 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.083%, SOFR30A + 2.900%, 04/25/2042(A)(D) | 2850 | 2833 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.383%, SOFR30A + 2.200%, 05/25/2042(A)(D) | $522 | $524 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2042 | 1758 | 1644 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 883 | 834 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.609%, 12/15/2046(A) | 511 | 58 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2047 | 2468 | 2343 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.483%, SOFR30A + 2.300%, 08/25/2033(A)(D) | 980 | 965 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/01/2023 to 06/01/2031  | 14 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/01/2031 to 11/01/2038  | 93 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/01/2026 to 02/01/2039  | 523 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2027 to 10/01/2037  | 270 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/2032 to 07/01/2041  | 1768 | 1885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2033 to 06/01/2052  | 8581 | 8953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2033 to 07/01/2052  | 27361 | 28137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/01/2023 to 01/01/2059  | 49723 | 50392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/01/2029 | 1665 | 1693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 07/01/2032 | 100 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 07/01/2032 | 100 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, 07/01/2032 | 100 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2033 to 08/01/2059  | 82136 | 81359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/01/2032 | 1700 | 1718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 07/01/2032 | 100 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, 07/01/2032 | 100 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 07/01/2032 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 07/01/2032 | 200 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 07/01/2027 | 244 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, 12/01/2025 | 3185 | 3162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730%, 06/01/2032 | 100 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670%, 06/01/2032 | 100 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, 07/01/2032 | 200 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.520%, 06/01/2032 | 100 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2031 to 05/01/2052  | 91635 | 88492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/01/2029 | 116 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.380%, 05/01/2028 | 110 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 03/01/2028 | 1905 | 1864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2029 | 118 | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/01/2029 | 91 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 05/01/2029 | 316 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080%, 01/01/2028 | 160 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 06/01/2024 to 05/01/2026  | 3400 | 3378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/01/2029 to 07/01/2060  | 183449 | 172101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 06/01/2030 | 173 | 163 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 04/01/2025 | $250 | $243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.710%, 04/01/2023(A) | 69 | 68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2035 to 09/01/2061  | 210690 | 190572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.455%, 04/01/2040 | 3020 | 2343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/01/2032(A) | 518 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/01/2036 to 04/01/2052  | 238968 | 207525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 09/01/2035 | 1163 | 1018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/01/2041 to 03/01/2051  | 31782 | 26614 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2014-M3, Cl X2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.118%, 01/25/2024(A) | 9987 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2015-M8, Cl X2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.166%, 01/25/2025(A) | 62295 | 111 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2016-M11, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, 07/25/2039 | 190 | 179 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2017-M7, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.961%, 02/25/2027(A) | 650 | 625 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2017-M8, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.061%, 05/25/2027(A) | 188 | 182 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2018-M15, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/25/2036 | 600 | 582 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M28, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.232%, 02/25/2027 | 480 | 456 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 02/25/2031 | 330 | 326 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.273%, 02/25/2029 | 560 | 541 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2020-M6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2037 | 179 | 162 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, SOFR30A + 2.122%, 08/01/2052(A) | 5023 | 5024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.615%, SOFR30A + 2.127%, 08/01/2052(A) | 3353 | 3362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, SOFR30A + 2.130%, 08/01/2052(A) | 4440 | 4446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.347%, SOFR30A + 2.126%, 07/01/2052(A) | 2974 | 2978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320%, SOFR30A + 2.126%, 08/01/2052(A) | 2976 | 2981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.225%, SOFR30A + 2.370%, 09/01/2052(A) | 744 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, SOFR30A + 2.120%, 07/01/2052(A) | 2603 | 2584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.963%, SOFR30A + 2.120%, 08/01/2052(A) | 639 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.686%, SOFR30A + 2.370%, 08/01/2052(A) | 1634 | 1599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.592%, ICE LIBOR USD 12 Month + 1.643%, 01/01/2043(A) | 239 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.574%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(A) | 1558 | 1586 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.468%, ICE LIBOR USD 12 Month + 1.579%, 10/01/2043(A) | $710 | $714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.453%, ICE LIBOR USD 12 Month + 1.564%, 03/01/2043(A) | 103 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.277%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(A) | 529 | 537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.255%, ICE LIBOR USD 12 Month + 1.560%, 06/01/2043(A) | 209 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.781%, ICE LIBOR USD 12 Month + 1.531%, 12/01/2035(A) | 15 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.611%, 12/01/2051(A) | 720 | 660 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2015-65, Cl CZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2045 | 511 | 474 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-45, Cl JL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2040 | 2343 | 2212 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-56, Cl AQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/25/2050 | 1600 | 1309 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2021-78, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2051 | 1514 | 1374 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2022-11, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2047 | 4539 | 4260 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2022-28, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2048 | 1696 | 1565 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/25/2032 | 96 | 12 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/25/2033 | 130 | 22 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/25/2039 | 367 | 65 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2027 | 399 | 18 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/25/2041 | 360 | 62 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/25/2041 | 299 | 47 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2026 | 490 | 19 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2042 | 1204 | 1118 |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2042 | 1667 | 1625 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2048 | $3222 | $621 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1993-149, Cl SH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 08/25/2023(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1993-99, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/25/2023 | 16 | 16 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1994-31, Cl ZC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/25/2024 | 17 | 17 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1994-63, Cl PK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/25/2024 | 20 | 20 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1997-32, Cl PG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/25/2027 | 44 | 46 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1999-11, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2029 | 64 | 63 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2001-52, Cl YZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/25/2031 | 10 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2003-124, Cl TS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.800%, 01/25/2034(A) | 5 | 5 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2005-29, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2035 | 210 | 222 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2005-74, Cl CS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.300%, 05/25/2035(A) | 27 | 28 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-104, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.306%, 11/25/2036(A) | 206 | 13 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.756%, 01/25/2037(A) | 223 | 25 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-33, Cl LS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.153%, 05/25/2036(A) | 36 | 45 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-46, Cl SW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.239%, 06/25/2036(A) | 28 | 34 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.206%, 03/25/2036(A) | 30 | 2 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2007-64, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.914%, ICE LIBOR USD 1 Month + 0.470%, 07/25/2037(A) | 5 | 5 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.256%, 07/25/2037(A) | 89 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2008-24, Cl NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/25/2037 | 7 | 7 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2009-103, Cl MB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.861%, 12/25/2039(A) | 53 | 54 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2009-86, Cl BO, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/25/2037(B) | 479 | 414 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2010-123, Cl PM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/25/2040 | 1146 | 1145 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2010-27, Cl AS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.036%, 04/25/2040(A) | 356 | 42 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-2, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.883%, 02/25/2051(A) | 44 | 46 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-75, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, ICE LIBOR USD 1 Month + 0.550%, 08/25/2041(A) | $37 | $37 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-96, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.106%, 10/25/2041(A) | 761 | 67 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-133, Cl CS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 12/25/2042(A) | 400 | 51 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-134, Cl MS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 12/25/2042(A) | 170 | 20 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-151, Cl NX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/25/2043 | 708 | 637 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-28, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/25/2039 | 5 | 5 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-35, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.056%, 04/25/2042(A) | 244 | 32 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-46, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/25/2042 | 263 | 283 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-74, Cl OA, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/25/2042(B) | 23 | 20 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-74, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.206%, 03/25/2042(A) | 332 | 26 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-75, Cl NS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.156%, 07/25/2042(A) | 83 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-75, Cl AO, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/25/2042(B) | 46 | 41 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-101, Cl BO, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/25/2043(B) | 607 | 482 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-101, Cl CO, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/25/2043(B) | 1307 | 1032 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-11, Cl AP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/25/2043 | 2503 | 2299 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-124, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.506%, 12/25/2043(A) | 316 | 36 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-26, Cl HI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2032 | 77 | 2 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-43, Cl BP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/25/2043 | 784 | 713 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-54, Cl BS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 06/25/2043(A) | 187 | 24 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-9, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/25/2042 | 626 | 686 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-9, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2042 | 687 | 722 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2014-73, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2044 | 476 | 445 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2015-84, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 08/25/2033 | 2903 | 2718 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-37, Cl MJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2043 | 135 | 134 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-48, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/25/2038 | 2869 | 2675 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-57, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/25/2046 | $4280 | $3799 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-13, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2046 | 869 | 834 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-76, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.656%, 10/25/2057(A) | 1198 | 147 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-85, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.756%, 11/25/2047(A) | 397 | 44 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-14, Cl KC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2048 | 1696 | 1622 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-15, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2048 | 386 | 372 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-38, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/25/2047 | 777 | 767 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-43, Cl CT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2048 | 1221 | 1160 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-8, Cl KL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2047 | 875 | 806 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-86, Cl JA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2047 | 125 | 123 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-1, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2049 | 723 | 700 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-15, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2053 | 2795 | 2759 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-25, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2048 | 1820 | 1757 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-35, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2049 | 684 | 650 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-45, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2049 | 468 | 447 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-52, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2049 | 145 | 137 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-79, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(A) | 2076 | 2073 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-25, Cl BI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2047 | 1647 | 263 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-47, Cl GZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 731 | 501 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-48, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 1088 | 991 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-48, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 3274 | 2934 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-56, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2050 | 817 | 132 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-64, Cl IB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 2273 | 449 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-65, Cl JI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 5054 | 919 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-65, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | 4180 | 881 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-65, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 | $2796 | $511 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-74, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2050 | 406 | 65 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-89, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/25/2050 | 2480 | 367 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-97, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2051 | 2467 | 321 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-1, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 1669 | 265 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-27, Cl EC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/25/2051 | 4595 | 3990 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-3, Cl QI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2051 | 2204 | 324 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-61, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2049 | 1592 | 221 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-78, Cl ND |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/25/2051 | 2675 | 2319 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2037 to 10/15/2052  | 28480 | 29030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/01/2037 to 10/15/2052  | 149415 | 150617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2033 to 11/15/2034  | 72637 | 72134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/14/2039 | 28641 | 27954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2052 | 28530 | 27182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2042 to 09/15/2052  | 76154 | 70445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2027 to 09/15/2043  | 152179 | 136014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/15/2037 to 10/15/2052  | 119387 | 103021 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/15/2026 to 10/15/2032  | 335 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2024 to 07/15/2035  | 690 | 723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/15/2024 to 10/20/2040  | 1980 | 2147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/15/2039 to 04/20/2050  | 11160 | 11465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/20/2061(A) | 172 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.539%, 01/20/2069(A) | 27 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/20/2040 to 12/20/2050  | 13695 | 13919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/20/2047 to 11/20/2050  | 20220 | 20136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, 04/20/2063(A) | 24 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2044 to 06/20/2052  | 25935 | 25208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2042 to 04/20/2052  | 44613 | 42054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2050 to 12/20/2051  | 27723 | 25329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/20/2050 to 03/20/2051  | 3544 | 3110 |
| &nbsp;&nbsp;&nbsp;GNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.440%, 01/20/2060(A) | 373 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 07/20/2034(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2003-60, Cl GS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.439%, 05/16/2033(A) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2005-7, Cl JM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.469%, 05/18/2034(A) | 1 | 1 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2006-16, Cl GS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.622%, 04/20/2036(A) | $250 | $24 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2007-78, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.143%, 12/16/2037(A) | 1812 | 98 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-106, Cl KS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.032%, 11/20/2039(A) | 1732 | 154 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-66, Cl LC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/16/2039 | 1035 | 1086 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-66, Cl XS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.413%, 07/16/2039(A) | 10 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-8, Cl PS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.913%, 08/16/2038(A) | 6 |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl SL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.013%, 01/16/2040(A) | 52 | 6 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl NS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.003%, 01/16/2040(A) | 2473 | 284 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-59, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2039 | 49 | 49 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-85, Cl HS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.282%, 01/20/2040(A) | 39 | 1 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-H10, Cl FC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, ICE LIBOR USD 1 Month + 1.000%, 05/20/2060(A) | 1153 | 1155 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-H26, Cl LF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.138%, ICE LIBOR USD 1 Month + 0.350%, 08/20/2058(A) | 1823 | 1817 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-146, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/16/2041 | 29 | 5 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-H09, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.298%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(A) | 436 | 433 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-124, Cl AS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.813%, 10/16/2042(A) | 342 | 40 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-141, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, 11/16/2041(A) | 312 | 316 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-98, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.713%, 08/16/2042(A) | 269 | 33 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-H07, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.299%, 03/20/2062(A) | 339 | 12 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2013-H01, Cl JA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.118%, ICE LIBOR USD 1 Month + 0.320%, 01/20/2063(A) | 346 | 343 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2013-H01, Cl TA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.298%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2014-H04, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.448%, ICE LIBOR USD 1 Month + 0.650%, 02/20/2064(A) | 1117 | 1114 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2015-167, Cl OI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/16/2045 | 198 | 34 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2016-135, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.713%, 10/16/2046(A) | 370 | 63 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2016-84, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/16/2045 | $100 | $20 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2017-167, Cl BQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2044 | 838 | 799 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2018-11, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/20/2047 | 1053 | 1001 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2018-H06, Cl PF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.098%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(A) | 476 | 474 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2018-H07, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.098%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(A) | 860 | 856 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-132, Cl NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/20/2049 | 782 | 771 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-15, Cl GT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2049 | 908 | 890 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-31, Cl JC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2049 | 564 | 552 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-71, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/20/2049 | 70 | 67 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-90, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2049 | 326 | 309 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-123, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 1080 | 158 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-123, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 336 | 48 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-127, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 492 | 72 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-129, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2050 | 428 | 63 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl IH, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 349 | 52 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl YI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 1655 | 241 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl VI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 508 | 75 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-173, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2050 | 7228 | 927 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-181, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/20/2050 | 3550 | 386 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-47, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2050 | 308 | 47 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-47, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2050 | 859 | 135 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H09, Cl NF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.048%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(A) | 259 | 261 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H09, Cl FL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.948%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(A) | 923 | 928 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H12, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.298%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(A) | $105 | $103 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H13, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.248%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(A) | 608 | 595 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-115, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/20/2051 | 544 | 61 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-23, Cl MG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/20/2051 | 3079 | 2723 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-29, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2051 | 1050 | 173 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-96, Cl VI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/20/2051 | 2444 | 365 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-107, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/20/2051 | 5824 | 5248 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-31, Cl GH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2049 | 4057 | 3789 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-50, Cl DC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2051 | 1753 | 1603 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-84, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/20/2052 | 12710 | 11401 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/2033 | 1100 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2039 | 26900 | 26904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2052 | 1100 | 1084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2052 | 3690 | 3558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2052 | 3356 | 3150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2052 | 31300 | 28518 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 103, Cl AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 01/16/2063 | 1503 | 1248 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 14, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, 06/16/2063 | 1199 | 965 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-112, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.130%, 02/16/2053(A) | 2825 | 9 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-142, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.198%, 04/16/2054(A) | 5750 | 20 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-27, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.340%, 04/16/2053(A) | 3797 | 16 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-107, Cl AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.849%, 11/16/2047(A) | 355 | 334 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-163, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.019%, 02/16/2046(A) | 1612 | 29 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-186, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 08/16/2054(A) | 1880 | 23 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-47, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.145%, 02/16/2048(A) | 407 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-50, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.630%, 09/16/2055(A) | 1736 | 49 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-128, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.746%, 09/16/2056(A) | 4311 | 165 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-135, Cl AG |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 08/16/2058 | $| 595 | $547 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-145, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529%, 04/16/2057(A) |  | 1739 | 59 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-157, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.503%, 12/16/2059(A) |  | 942 | 33 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-190, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.539%, 03/16/2060(A) |  | 2496 | 92 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-8, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.437%, 08/16/2058(A) |  | 1363 | 39 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-109, Cl AI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/16/2060(A) |  | 2265 | 143 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-184, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.913%, 11/16/2060(A) |  | 2892 | 200 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-41, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.619%, 07/16/2058(A) |  | 627 | 20 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-37, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.805%, 01/16/2061(A) |  | 2916 | 179 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-60, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.826%, 05/16/2063(A) |  | 2311 | 154 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-68, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.866%, 10/16/2062(A) |  | 2829 | 194 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 21, Cl AH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 06/16/2063 |  | 2316 | 1884 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 3, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 02/16/2061 |  | 400 | 275 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 3, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.640%, 02/16/2061(A) |  | 1583 | 95 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 4, Cl Z |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 03/16/2064 |  | 202 | 118 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 59, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.571%, 02/16/2062(A) |  | 3475 | 196 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 82, Cl Z |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/16/2064 |  | 1307 | 920 |
|  |  |  | 2402270 |
| **Non-Agency Mortgage-Backed Obligations — 6.7%** | **Non-Agency Mortgage-Backed Obligations — 6.7%** | **Non-Agency Mortgage-Backed Obligations — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;3650R Commercial Mortgage Trust, Ser 2021-PF1, Cl A5 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, 11/15/2054 |  | 1140 | 981 |
| &nbsp;&nbsp;&nbsp;Alen Mortgage Trust, Ser 2021-ACEN, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.541%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(A)(D) |  | 1900 | 1826 |
| &nbsp;&nbsp;&nbsp;American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.819%, ICE LIBOR USD 1 Month + 0.560%, 06/25/2045(A) |  | 611 | 604 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.628%, 03/25/2049(A)(D) |  | 10 | 10 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.531%, 01/26/2065(A)(D) | $480 | $459 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.373%, 05/25/2065(A)(D) | 213 | 201 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.458%, 09/25/2066(A)(D) | 1287 | 1094 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-7, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.337%, 10/25/2066(A)(D) | 836 | 722 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2022-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.353%, 01/25/2067(A)(D) | 9813 | 9297 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2022-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/25/2067(D) | 3604 | 3419 |
| &nbsp;&nbsp;&nbsp;Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.560%, 06/15/2054(A)(D) | 1205 | 968 |
| &nbsp;&nbsp;&nbsp;AREIT Trust, Ser 2022-CRE6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.258%, SOFR30A + 1.250%, 01/16/2037(A)(D) | 2050 | 1969 |
| &nbsp;&nbsp;&nbsp;AREIT Trust, Ser 2022-CRE7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.538%, TSFR1M + 2.242%, 06/17/2039(A)(D) | 3760 | 3742 |
| &nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 08/10/2038(A)(D) | 2640 | 2511 |
| &nbsp;&nbsp;&nbsp;Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.551%, 11/25/2021(A) | 6 | 5 |
| &nbsp;&nbsp;&nbsp;Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.412%, 04/25/2037(A) | 47 | 42 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2003-2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/25/2032 | 6 | 5 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2004-2, Cl 1CB1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/20/2034 | 36 | 36 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2005-B, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.905%, 04/20/2035(A) | 705 | 627 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2017-BNK5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.131%, 06/15/2060 | 1130 | 1060 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2017-BNK7, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.435%, 09/15/2060 | 1170 | 1117 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2019-BN19, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, 08/15/2061 | 385 | 355 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2019-BN23, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.920%, 12/15/2052 | 165 | 149 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2022-BNK40, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.507%, 03/15/2064(A) | $1240 | $1147 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK42, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 06/15/2055(A) | 1705 | 1716 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK43, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.399%, 08/15/2055 | 4430 | 4428 |
| &nbsp;&nbsp;&nbsp;Barclays Commercial Mortgage Trust, Ser 2019-C3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.319%, 05/15/2052 | 263 | 245 |
| &nbsp;&nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2051(A)(D) | 1980 | 1745 |
| &nbsp;&nbsp;&nbsp;Bayview MSR Opportunity Master Fund Trust, Ser 2022-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2051(A)(D) | 4956 | 4368 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.236%, 12/15/2051 | 524 | 518 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-C6, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 02/15/2053 | 1205 | 1153 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser C16, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2055(A) | 670 | 677 |
| &nbsp;&nbsp;&nbsp;BBCMS Trust, Ser 2015-SRCH, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.312%, 08/10/2035(D) | 1427 | 1356 |
| &nbsp;&nbsp;&nbsp;BBCMS Trust, Ser C17, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.441%, 09/15/2055 | 1111 | 1110 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.079%, 05/25/2034(A) | 11 | 10 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.716%, 06/11/2041(A)(D) | 2 |  |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2021-B31, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.669%, 12/15/2054 | 2582 | 2234 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, 01/15/2032 | 1915 | 1775 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2022-B35, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, 05/15/2055(A) | 2454 | 2461 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2022-B35, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, 05/15/2055(A) | 1295 | 1237 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2022-B36, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470%, 07/15/2055(A) | 743 | 742 |
| &nbsp;&nbsp;&nbsp;BMO Mortgage Trust, Ser 2022-C1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.198%, 02/15/2055 | 1466 | 1390 |
| &nbsp;&nbsp;&nbsp;BMO Mortgage Trust, Ser 2022-C2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.974%, 07/15/2054(A) | 751 | 777 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.441%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(D) | $1000 | $960 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2022-OANA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.205%, TSFR1M + 1.898%, 04/15/2037(A)(D) | 1855 | 1827 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2022-STAR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482%, TSFR1M + 3.232%, 08/15/2024(A)(D) | 4510 | 4475 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.626%, 09/25/2061(A)(D) | 932 | 896 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, 07/25/2049(C)(D) | 922 | 876 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.724%, 11/25/2059(C)(D) | 480 | 465 |
| &nbsp;&nbsp;&nbsp;BWAY Mortgage Trust, Ser 2015-1740, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.917%, 01/10/2035(D) | 3025 | 2773 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(D) | 9289 | 9179 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.062%, ICE LIBOR USD 1 Month + 0.670%, 06/15/2038(A)(D) | 1300 | 1256 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(D) | 7071 | 6831 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(A)(D) | 7080 | 6819 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2019-MMP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.391%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(A)(D) | 517 | 510 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2019-OC11, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202%, 12/09/2041(D) | 1945 | 1717 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-ARIA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, ICE LIBOR USD 1 Month + 0.899%, 10/15/2036(A)(D) | 5110 | 4885 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-MFM1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(A)(D) | 2150 | 2086 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-PSB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.758%, TSFR1M + 2.451%, 08/15/2039(A)(D) | 2005 | 2001 |
| &nbsp;&nbsp;&nbsp;CALI Mortgage Trust, Ser 2019-101C, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.957%, 03/10/2039(D) | 1905 | 1774 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.023%, 01/15/2046(A)(D) | $258 | $– |
| &nbsp;&nbsp;&nbsp;CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.631%, 02/10/2050 | 1240 | 1196 |
| &nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.367%, 06/15/2050 | 671 | 654 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.086%, 02/25/2037(A) | 11 | 11 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.647%, 02/25/2037(A) | 16 | 15 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.213%, 06/25/2035(A) | 19 | 19 |
| &nbsp;&nbsp;&nbsp;Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A) | 792 | 756 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2018-INV1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/25/2048(A)(D) | 147 | 143 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2021-INV1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/01/2051(A)(D) | 5754 | 4934 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2021-R6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.425%, 07/25/2061(A)(D) | 2520 | 2270 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2022-R2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 12/25/2061(A)(D) | 1476 | 1432 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.855%, 05/10/2047 | 465 | 459 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, 10/10/2047 | 880 | 857 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, 12/10/2049 | 355 | 341 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.869%, 08/10/2056 | 4120 | 3733 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2022-GC48, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.743%, 05/15/2054(A) | 1489 | 1515 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.240%, 09/25/2033(A) | 20 | 20 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2004-HYB1, Cl A41 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.619%, 02/25/2034(A) |  |  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.911%, 08/25/2034(A) | $9 | $8 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.195%, 09/25/2033(A)(D) | 33 | 32 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2051(A)(D) | 3719 | 3154 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2021-INV2, Cl A3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2051(A)(D) | 1296 | 1109 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(D) | 1656 | 1411 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(D) | 1803 | 1560 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2022-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, 02/25/2067(C)(D) | 1865 | 1755 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl CPZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.067%, 08/15/2045(A)(D) | 150 | 149 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.822%, 10/15/2045 | 195 | 195 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR10, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, 08/10/2046(A) | 37 | 37 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR11, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.258%, 08/10/2050 | 4413 | 4396 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762%, 10/10/2046(A) | 190 | 181 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/10/2046 | 220 | 214 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216%, 10/10/2046(A) | 90 | 69 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.101%, 03/10/2046 | 2879 | 2870 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR8, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.612%, 06/10/2046(A) | 1185 | 1178 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-LC13, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.009%, 08/10/2046(A)(D) | 1150 | 1138 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-LC6, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.282%, 01/10/2046 | $3220 | $3204 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.737%, 02/10/2047(A) | 610 | 602 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.235%, 03/10/2047(A) | 9482 | 106 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.012%, 06/10/2047 | 510 | 498 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.420%, 08/10/2047 | 1530 | 1503 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.620%, 10/10/2048(A) | 1755 | 1648 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.349%, 10/10/2048 | 6900 | 6657 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.241%, 02/10/2048(A) | 14748 | 291 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.521%, 10/10/2048 | 804 | 780 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244%, 10/10/2029(D) | 1780 | 1705 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.896%, 02/10/2037(D) | 2230 | 2095 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.173%, 11/10/2046(D) | 3290 | 2715 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser COR3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 05/10/2051 | 6103 | 5884 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser LC19, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.922%, 02/10/2048 | 2155 | 2085 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, SOFR30A + 1.550%, 10/25/2041(A)(D) | 1030 | 996 |
| &nbsp;&nbsp;&nbsp;Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/25/2034 | 355 | 326 |
| &nbsp;&nbsp;&nbsp;Countrywide Alternative Loan Trust, Ser 2004-J6, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/25/2031(B) | 6 | 5 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/25/2031 | $63 | $61 |
| &nbsp;&nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.916%, 08/25/2034(A) | 78 | 72 |
| &nbsp;&nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/25/2027 | 79 | 54 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.371%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(A)(D) | 7100 | 7019 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.821%, ICE LIBOR USD 1 Month + 1.430%, 05/15/2036(A)(D) | 4155 | 4077 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 08/15/2048 | 918 | 891 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser 2021-C20, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.805%, 03/15/2054 | 573 | 504 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser C16, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.067%, 06/15/2052 | 896 | 819 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser CX9, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.446%, 09/15/2050 | 4380 | 4134 |
| &nbsp;&nbsp;&nbsp;CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/25/2033 | 28 | 28 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2014-USA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.953%, 09/15/2037(D) | 3530 | 3305 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2014-USA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 09/15/2037(D) | 3900 | 3597 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2015-5R, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.564%, 09/27/2046(A)(D) | 210 | 209 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2016-NXSR, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 12/15/2049(A) | 1425 | 1375 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2017-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/25/2057(A)(D) | 3924 | 3795 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2018-J1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2048(A)(D) | 3011 | 2749 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2018-RPL9, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 09/25/2057(A)(D) | 3431 | 3311 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.573%, 07/25/2049(C)(D) | 791 | 748 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-NQM1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.064%, 10/25/2059(C)(D) | 1977 | 1906 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2020-FACT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741%, ICE LIBOR USD 1 Month + 1.350%, 10/15/2037(A)(D) | $4280 | $4163 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.632%, 04/25/2066(A)(D) | 1613 | 1423 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938%, 05/25/2066(A)(D) | 2245 | 1840 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.756%, 10/25/2066(A)(D) | 1327 | 1153 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-NQM8, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.841%, 10/25/2066(A)(D) | 2875 | 2531 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-RPL2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2060(A)(D) | 824 | 732 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-RPL3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2060(A)(D) | 5220 | 4849 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-RPL6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/25/2060(A)(D) | 1519 | 1375 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2022-ATH2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.547%, 05/25/2067(A)(D) | 5944 | 5830 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.265%, 11/25/2066(A)(D) | 3506 | 3123 |
| &nbsp;&nbsp;&nbsp;DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.099%, 01/10/2034(A)(D) | 1020 | 981 |
| &nbsp;&nbsp;&nbsp;DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.238%, 01/10/2034(D) | 2450 | 2396 |
| &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust, Ser 2016-C1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.195%, 05/10/2049(A) | 1780 | 1670 |
| &nbsp;&nbsp;&nbsp;DC Office Trust, Ser 2019-MTC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.965%, 09/15/2045(D) | 1995 | 1717 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.205%, 01/25/2067(A)(D) | 2844 | 2618 |
| &nbsp;&nbsp;&nbsp;DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.166%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(A) | 251 | 235 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931%, 06/25/2066(A)(D) | 2166 | 1904 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.206%, 01/25/2067(A)(D) | 941 | 827 |
| &nbsp;&nbsp;&nbsp;EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.491%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(A)(D) | 1560 | 1504 |
| &nbsp;&nbsp;&nbsp;EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.146%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(A)(D) | 1931 | 1868 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2048(A)(D) | $585 | $533 |
| &nbsp;&nbsp;&nbsp;First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 09/25/2034(A) | 27 | 25 |
| &nbsp;&nbsp;&nbsp;Flagstar Mortgage Trust, Ser 2018-2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2048(A)(D) | 154 | 152 |
| &nbsp;&nbsp;&nbsp;Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/30/2051(A)(D) | 4512 | 3974 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.444%, ICE LIBOR USD 1 Month + 6.000%, 09/25/2028(A) | 1097 | 1149 |
| &nbsp;&nbsp;&nbsp;FWDSecuritization Trust, Ser 2019-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/25/2049(A)(D) | 545 | 529 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2022-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/25/2051(A)(D) | 2659 | 2348 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.627%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(A)(D) | 1410 | 1390 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2018-SRP5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.191%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(A)(D) | 3469 | 2984 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2018-SRP5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, ICE LIBOR USD 1 Month + 3.000%, 09/15/2031(A)(D) | 3469 | 2749 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2021-ARDN, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 1 Month + 1.650%, 11/15/2036(A)(D) | 3062 | 2937 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2013-GC14, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.243%, 08/10/2046 | 993 | 990 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2013-GC16, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.161%, 11/10/2046(A) | 390 | 385 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.074%, 01/10/2047 | 2005 | 1987 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2017-SLP, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924%, 10/10/2032(D) | 4610 | 4587 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2020-GC47, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.377%, 05/12/2053 | 745 | 645 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.721%, 12/12/2053 | $2606 | $2133 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-ROSS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.542%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(A)(D) | 1000 | 959 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/25/2057(D) | 3278 | 3206 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/25/2060(A)(D) | 1111 | 968 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2052(A)(D) | 2264 | 2115 |
| &nbsp;&nbsp;&nbsp;GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 09/19/2027(A)(D) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.873%, 09/25/2035(A)(D) | 152 | 4 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/25/2034 | 29 | 29 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/25/2037 | 5 | 6 |
| &nbsp;&nbsp;&nbsp;HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, ICE LIBOR USD 1 Month + 0.900%, 06/20/2035(A) | 1035 | 959 |
| &nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228%, 07/10/2039(D) | 1900 | 1710 |
| &nbsp;&nbsp;&nbsp;Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 12/10/2041(A)(D) | 1995 | 1769 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-4, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2035(A) | 79 | 72 |
| &nbsp;&nbsp;&nbsp;Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.314%, 01/25/2051(D) | 1381 | 1344 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.304%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(A) | 9 | 8 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2034(A) | $16 | $14 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C12, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.664%, 07/15/2045 | 1429 | 1418 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, 11/15/2045 | 1840 | 1822 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.199%, 01/15/2047 | 505 | 502 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049%, 01/15/2047(A) | 230 | 226 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.997%, 08/15/2047 | 2730 | 2659 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.702%, 09/15/2047(A) | 750 | 682 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670%, 09/15/2047 | 579 | 568 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.912%, 10/15/2048 | 3354 | 3225 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.822%, 07/15/2048 | 1410 | 1379 |
| &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.009%, 03/15/2050(A) | 1740 | 1544 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-C16, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.166%, 12/15/2046 | 2143 | 2121 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.448%, 06/12/2043(A) | 919 |  |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.822%, 08/15/2049 | 1400 | 1314 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.393%, 12/15/2049 | 485 | 463 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.881%, 01/05/2031(A)(D) | 2415 | 2396 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.397%, 06/05/2039(D) | $2000 | $1817 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.283%, SOFR30A + 1.400%, 03/15/2039(A)(D) | 1550 | 1533 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.653%, 06/25/2034(A) | 190 | 181 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.037%, 02/25/2035(A) | 44 | 43 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.542%, 04/25/2035(A) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.652%, 08/25/2034(A) | 66 | 66 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.678%, 11/25/2033(A) | 55 | 54 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2017-5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.079%, 10/26/2048(A)(D) | 3230 | 3135 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2048(A)(D) | 389 | 360 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2048(A)(D) | 303 | 282 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2048(A)(D) | 378 | 351 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, 03/25/2050(A)(D) | 945 | 867 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2050(A)(D) | 382 | 350 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-10, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/25/2051(A)(D) | 9119 | 7639 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-11, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/25/2052(A)(D) | 1955 | 1660 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-14, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2052(A)(D) | 11568 | 9824 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2051(A)(D) | 1339 | 1137 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-INV2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/25/2051(A)(D) | $3878 | $3325 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2022-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2052(A)(D) | 10522 | 8936 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2052(A)(D) | 4843 | 4272 |
| &nbsp;&nbsp;&nbsp;Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.130%, 09/10/2039(D) | 2300 | 2023 |
| &nbsp;&nbsp;&nbsp;MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.704%, 11/21/2034(A) | 762 | 741 |
| &nbsp;&nbsp;&nbsp;MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/25/2034 | 175 | 168 |
| &nbsp;&nbsp;&nbsp;MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/25/2036 | 164 | 104 |
| &nbsp;&nbsp;&nbsp;MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/25/2034(D) | 1127 | 787 |
| &nbsp;&nbsp;&nbsp;MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, ICE LIBOR USD 1 Month + 0.350%, 05/25/2035(A)(D) | 201 | 110 |
| &nbsp;&nbsp;&nbsp;MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/28/2035(B)(D) | 6 | 5 |
| &nbsp;&nbsp;&nbsp;MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.737%, 10/25/2032(A) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940%, 10/25/2032(A) | 21 | 21 |
| &nbsp;&nbsp;&nbsp;Med Trust, Ser 2021-MDLN, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.342%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(A)(D) | 3109 | 3006 |
| &nbsp;&nbsp;&nbsp;Mello Warehouse Securitization Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.144%, ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(A)(D) | 663 | 648 |
| &nbsp;&nbsp;&nbsp;Mello Warehouse Securitization Trust, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(D) | 1839 | 1796 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.003%, 07/25/2033(A) | 27 | 25 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.709%, 12/25/2034(A) | $55 | $53 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.336%, 02/25/2034(A) | 20 | 19 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.449%, 08/25/2034(A) | 31 | 30 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.286%, ICE LIBOR USD 6 Month + 0.720%, 09/25/2029(A) | 43 | 41 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/25/2036(A) | 16 | 15 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.029%, 11/25/2064(A)(D) | 771 | 683 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.131%, 07/25/2060(A)(D) | 1132 | 1026 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2022-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2067(C)(D) | 1976 | 1908 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2069(A)(D) | 1977 | 1901 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(D) | 1674 | 1573 |
| &nbsp;&nbsp;&nbsp;MKT Mortgage Trust, Ser 2020-525M, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, 02/12/2040(D) | 1655 | 1383 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.095%, 11/15/2049(A) | 13612 | 419 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(A)(D) | 2657 | 2586 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.790%, 07/15/2053 | 1356 | 1122 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.624%, 02/15/2053 | 3930 | 3610 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser L8, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.922%, 04/15/2055(A) | 1210 | 1099 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser L8, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.922%, 04/15/2055(A) | 785 | 743 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.647%, 04/25/2034(A) | 71 | 69 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2051(A)(D) | $10283 | $8733 |
| &nbsp;&nbsp;&nbsp;Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.713%, ICE LIBOR USD 1 Month + 0.340%, 04/16/2036(A)(D) | 2727 | 2558 |
| &nbsp;&nbsp;&nbsp;MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.277%, 10/15/2030(D) | 150 | 143 |
| &nbsp;&nbsp;&nbsp;MSCG Trust, Ser 2015-ALDR, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.577%, 06/07/2035(A)(D) | 3115 | 2898 |
| &nbsp;&nbsp;&nbsp;MSCG Trust, Ser 2021-ILP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.170%, ICE LIBOR USD 1 Month + 0.778%, 11/15/2023(A)(D) | 5925 | 5701 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/25/2055(A)(D) | 1167 | 1111 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2057(A)(D) | 2003 | 1937 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/25/2058(A)(D) | 1687 | 1620 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2059(A)(D) | 2205 | 2106 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2059(A)(D) | 1525 | 1451 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 09/25/2059(A)(D) | 291 | 279 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-RPL3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/25/2059(A)(D) | 623 | 593 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.156%, 11/27/2056(A)(D) | 858 | 759 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2062(C)(D) | 1257 | 1250 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust, Ser 2006-1, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.920%, 05/25/2036(A) | 48 | 42 |
| &nbsp;&nbsp;&nbsp;NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(A)(D) | 4623 | 4555 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2019-EXP1, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/25/2059(A)(D) | 58 | 55 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2020-EXP1, Cl 2A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(A)(D) | $1 | $1 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2020-EXP3, Cl 2A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(A)(D) | 123 | 123 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2061(A)(D) | 826 | 712 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054%, 07/25/2061(A)(D) | 1171 | 964 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/25/2061(A)(D) | 6810 | 6163 |
| &nbsp;&nbsp;&nbsp;One Bryant Park Trust, Ser 2019-OBP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.516%, 09/15/2054(D) | 2490 | 2133 |
| &nbsp;&nbsp;&nbsp;Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.957%, 10/25/2061(A)(D) | 1018 | 884 |
| &nbsp;&nbsp;&nbsp;OPG Trust, Ser PORT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, ICE LIBOR USD 1 Month + 0.484%, 10/15/2036(A)(D) | 3080 | 2937 |
| &nbsp;&nbsp;&nbsp;Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/25/2034 | 21 | 21 |
| &nbsp;&nbsp;&nbsp;Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/25/2034(B) | 4 | 3 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.510%, 08/25/2056(A)(D) | 1287 | 1114 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.071%, 11/25/2056(A)(D) | 964 | 816 |
| &nbsp;&nbsp;&nbsp;RALI Trust, Ser 2005-QO2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, 12 Month Treas Avg + 1.360%, 09/25/2045(A) | 205 | 185 |
| &nbsp;&nbsp;&nbsp;RALI Trust, Ser 2005-QO5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.859%, 12 Month Treas Avg + 1.000%, 01/25/2046(A) | 301 | 263 |
| &nbsp;&nbsp;&nbsp;RAMP Trust, Ser 2004-SL1, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/25/2031 | 25 | 22 |
| &nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Ser 2021-HB1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/25/2051(A)(D) | 5371 | 4582 |
| &nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Ser 2021-J1, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2051(A)(D) | 907 | 816 |
| &nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Ser 2021-J1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2051(A)(D) | 1091 | 927 |
| &nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Ser 2021-J4, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2051(A)(D) | 12296 | 11067 |
| &nbsp;&nbsp;&nbsp;Rate Mortgage Trust, Ser 2022-J1, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/25/2052(A)(D) | 2375 | 2095 |
| &nbsp;&nbsp;&nbsp;RBS Commercial Funding Trust, Ser 2013-GSP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 01/15/2032(A)(D) | 670 | 653 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, 12/25/2034(A) | $191 | $172 |
| &nbsp;&nbsp;&nbsp;Residential Mortgage Loan Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.654%, 05/25/2060(A)(D) | 818 | 806 |
| &nbsp;&nbsp;&nbsp;Rocket Mortgage Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2051(A)(D) | 1325 | 1127 |
| &nbsp;&nbsp;&nbsp;Rocket Mortgage Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/25/2052(A)(D) | 1641 | 1386 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-12, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, ICE LIBOR USD 6 Month + 0.320%, 01/20/2035(A) | 97 | 91 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.995%, 10/25/2048(A)(D) | 2335 | 2164 |
| &nbsp;&nbsp;&nbsp;SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.144%, 01/05/2043(A)(D) | 115 | 91 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2022-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.166%, 03/27/2062(A)(D) | 3955 | 3695 |
| &nbsp;&nbsp;&nbsp;SMRT, Ser 2022-MINI, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.308%, TSFR1M + 1.000%, 01/15/2039(A)(D) | 7460 | 7250 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.219%, 05/25/2065(A)(D) | 678 | 632 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.275%, 02/25/2050(A)(D) | 110 | 110 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, 04/25/2065(A)(D) | 523 | 507 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.027%, 11/25/2055(A)(D) | 476 | 441 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 08/25/2056(A)(D) | 1723 | 1521 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.764%, ICE LIBOR USD 1 Month + 0.320%, 10/25/2035(A) | 751 | 702 |
| &nbsp;&nbsp;&nbsp;Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.026%, ICE LIBOR USD 1 Month + 0.660%, 10/19/2034(A) | 48 | 46 |
| &nbsp;&nbsp;&nbsp;Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.846%, ICE LIBOR USD 1 Month + 0.480%, 04/19/2035(A) | 921 | 861 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities, Ser 2003-31A, Cl 2A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.856%, 10/25/2033(A) | $1026 | $1010 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities, Ser 2003-37A, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, 12/25/2033(A) | 30 | 29 |
| &nbsp;&nbsp;&nbsp;Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.084%, ICE LIBOR USD 1 Month + 0.640%, 09/25/2043(A) | 94 | 91 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.426%, 06/25/2057(A)(D) | 1860 | 1577 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/25/2058(A)(D) | 591 | 579 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/25/2059(A)(D) | 1452 | 1395 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.088%, 02/25/2063(A)(D) | 1756 | 1684 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/25/2061(A)(D) | 1376 | 1261 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.713%, 06/15/2051(A) | 1750 | 1642 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.301%, 10/15/2050 | 858 | 810 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C7, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.418%, 12/15/2050 | 845 | 799 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642%, 11/25/2059(C)(D) | 542 | 532 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-INV2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.913%, 07/25/2059(A)(D) | 292 | 291 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-INV3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, 11/25/2059(A)(D) | 745 | 724 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.226%, 05/25/2060(A)(D) | 443 | 436 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.218%, 05/25/2065(C)(D) | 241 | 227 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815%, 01/25/2066(A)(D) | 848 | 759 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(D) | 1664 | 1472 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046%, 06/25/2066(A)(D) | 1224 | 1085 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938%, 07/25/2066(A)(D) | $1538 | $1299 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013%, 09/25/2066(A)(D) | 5303 | 4642 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.829%, 10/25/2066(A)(D) | 2268 | 2015 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-8, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.824%, 11/25/2066(A)(D) | 1639 | 1455 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 10/25/2063(A)(D) | 736 | 690 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 04/25/2064(A)(D) | 802 | 759 |
| &nbsp;&nbsp;&nbsp;Visio Trust, Ser 2020-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.312%, 11/25/2055(D) | 538 | 517 |
| &nbsp;&nbsp;&nbsp;VNDO Mortgage Trust, Ser 2016-350P, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805%, 01/10/2035(D) | 1210 | 1135 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.533%, 10/25/2033(A) | 41 | 40 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.453%, 06/25/2033(A) | 36 | 34 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805%, 08/25/2033(A) | 39 | 37 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.195%, 09/25/2033(A) | 85 | 81 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.742%, 06/25/2033(A) | 7 | 7 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/25/2033 | 129 | 126 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.098%, 06/25/2034(A) | 26 | 24 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, 06/25/2034(A) | 2289 | 2212 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.467%, 07/25/2034(A) | 2726 | 2621 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.964%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(A) | 5873 | 5374 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2045(A) | $3299 | $3162 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.929%, 12 Month Treas Avg + 1.070%, 01/25/2046(A) | 1077 | 834 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.594%, 11/25/2036(A) | 66 | 61 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.454%, 12 Month Treas Avg + 0.810%, 12/25/2046(A) | 97 | 84 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.144%, 12 Month Treas Avg + 1.500%, 12/25/2046(A) | 141 | 135 |
| &nbsp;&nbsp;&nbsp;Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/25/2035 | 131 | 21 |
| &nbsp;&nbsp;&nbsp;Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS8, Cl 1P, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/25/2033(B) | 3 | 2 |
| &nbsp;&nbsp;&nbsp;Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/25/2033(B) | 20 | 18 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C62, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2055(A) | 1695 | 1613 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.077%, 08/25/2035(A) | 17 | 16 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.217%, 03/15/2048(A)(D) | 5215 | 11 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.455%, 03/15/2048(A) | 490 | 484 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.153%, 08/15/2046(A) | 150 | 149 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C17, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, 12/15/2046 | 120 | 119 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 03/15/2047(A) | 3567 | 33 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.723%, 03/15/2047(A) | $| 210 | $| 204 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.213%, 08/15/2047(A) |  | 2180 |  | 2078 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.166%, 08/15/2047(A) |  | 10866 |  | 159 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.371%, 09/15/2057(A) |  | 970 |  | 944 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.702%, 10/15/2057(A) |  | 4155 |  | 37 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl AS |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 11/15/2047 |  | 1330 |  | 1287 |
|  |  |  |  | 541256 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,101,384) ($ Thousands) |  |  |  | 2943526 |
| **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** |
| **Communication Services — 3.2%** | **Communication Services — 3.2%** | **Communication Services — 3.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 08/15/2050  |  | 240 |  | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2040  |  | 390 |  | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 08/15/2030  |  | 400 |  | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 08/15/2027  |  | 350 |  | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 08/15/2025  |  | 180 |  | 164 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 08/15/2041  |  | 240 |  | 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 09/01/2040  |  | 230 |  | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/01/2037  |  | 3910 |  | 3910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/01/2039  |  | 414 |  | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2046  |  | 1335 |  | 1238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2035  |  | 2740 |  | 2573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/09/2048  |  | 195 |  | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 03/01/2029  |  | 550 |  | 537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/15/2045  |  | 1082 |  | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  |  | 9664 |  | 7315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2051  |  | 602 |  | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  |  | 1804 |  | 1308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  |  | 1208 |  | 884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  |  | 803 |  | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2053  |  | 3576 |  | 2636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/01/2052  |  | 210 |  | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 12/01/2033  |  | 7713 |  | 6145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2027  |  | 1200 |  | 1092 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/01/2032  | $3070 | $2477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/25/2026  | 6243 | 5699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2028  | 4440 | 3814 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484%, 10/23/2045  | 110 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.384%, 10/23/2035  | 170 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2048  | 2710 | 2411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/01/2063  | 580 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/01/2038  | 1480 | 1298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2047  | 350 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/01/2053  | 1485 | 1242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/01/2049  | 310 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/30/2029  | 2530 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.908%, 07/23/2025  | 970 | 967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/01/2050  | 3210 | 2520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/01/2033  | 2040 | 1803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2028  | 980 | 924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/01/2052  | 450 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2028  | 681 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  | 430 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2042  | 2422 | 1673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/01/2032  | 2000 | 1521 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 03/15/2033  | 50 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2058  | 120 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/15/2035  | 3525 | 3401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2030  | 1320 | 1298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 360 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 570 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/15/2028  | 3480 | 3450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 3300 | 2834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 110 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.999%, 11/01/2049  | 120 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 2490 | 2139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2025  | 1110 | 1108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2040  | 380 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/01/2050  | 280 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/01/2030  | 1180 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 60 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/01/2027  | 310 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/01/2039  | 250 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/01/2026  | 800 | 779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 844 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 690 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/15/2051  | 470 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/15/2031  | 5940 | 4771 |
| &nbsp;&nbsp;&nbsp;Comcast Cable Communications Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.455%, 11/15/2022  | 240 | 243 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2035 (D) | 1665 | 1559 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2031 (D) | $1660 | $1382 |
| &nbsp;&nbsp;&nbsp;Cox Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 07/15/2027 (D) | 2895 | 3138 |
| &nbsp;&nbsp;&nbsp;Fox  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.476%, 01/25/2039  | 270 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.709%, 01/25/2029  | 210 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/08/2030  | 560 | 508 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (D) | 6120 | 5192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/01/2027 (D) | 895 | 794 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (D) | 1873 | 1503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (D) | 17985 | 14395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (D) | 7433 | 6077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.279%, 03/15/2032 (D) | 5085 | 4431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, 03/15/2029 (D) | 2980 | 2714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (D) | 2651 | 2476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.638%, 03/15/2025 (D) | 1500 | 1448 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2062 (D) | 629 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/15/2032 (D) | 2360 | 2219 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2028  | 1434 | 1450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029 (D) | 1047 | 1031 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026 (D) | 4810 | 4315 |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2036  | 1175 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/15/2040  | 840 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2025  | 1164 | 1173 |
| &nbsp;&nbsp;&nbsp;Rogers Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2052 (D) | 930 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/01/2023  | 133 | 133 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (D) | 2000 | 1701 |
| &nbsp;&nbsp;&nbsp;Sprint Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  | 200 | 241 |
| &nbsp;&nbsp;&nbsp;Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.152%, 03/20/2028 (D) | 10500 | 10565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.738%, 03/20/2025 (D) | 3912 | 3926 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/14/2032  | 1625 | 1499 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.103%, 03/08/2027  | 150 | 145 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (D) | 2320 | 1721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.595%, 01/19/2028 (D) | 2040 | 1910 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  | 100 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/15/2039  | 170 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 05/01/2037  | 280 | 275 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2040  | $3755 | $3364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  | 4882 | 4192 |
| &nbsp;&nbsp;&nbsp;Time Warner Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  | 1380 | 1589 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2050  | 1610 | 1405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2040  | 2770 | 2443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2030  | 5865 | 5421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2027  | 4608 | 4419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2025  | 720 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2031  | 223 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  | 3585 | 2589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 3976 | 3582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/15/2051  | 210 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  | 480 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/15/2031  | 340 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/15/2032  | 2680 | 2233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/15/2031  | 2945 | 2451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2026  | 3398 | 3122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/15/2031  | 790 | 634 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/16/2047  | 100 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/16/2037  | 1100 | 1118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.862%, 08/21/2046  | 270 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/10/2033  | 700 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2034  | 5360 | 5070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.329%, 09/21/2028  | 3074 | 3034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/16/2027  | 330 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2046  | 430 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.016%, 12/03/2029  | 1337 | 1283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/22/2050  | 1330 | 1132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 11/01/2042  | 1750 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  | 1290 | 995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/22/2051  | 3759 | 2954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  | 240 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/22/2030  | 580 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/22/2027  | 220 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 11/20/2050  | 1110 | 764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  | 4720 | 3407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/15/2026  | 940 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/21/2031  | 4500 | 3803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.355%, 03/15/2032  | 4747 | 3894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/22/2028  | 700 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/20/2031  | 1640 | 1300 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  | 2370 | 2188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/30/2038  | 375 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  | 3011 | 2679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/30/2028  | 1010 | 998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/17/2050  | 298 | 244 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/26/2023  | 150 | 155 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/15/2037  | $| 260 | $308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 12/15/2034  |  | 265 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/23/2040  |  | 2385 | 2346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 1460 | 1244 |
|  |  |  | 254659 |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 02/10/2023 (D) |  | 3555 | 3502 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 07/26/2027 (D) |  | 2200 | 2064 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 12/05/2044  |  | 600 | 627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 12/05/2034  |  | 187 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/22/2057  |  | 160 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  |  | 570 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 6300 | 5912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/13/2032  |  | 2951 | 2829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/13/2029  |  | 1675 | 1620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/13/2027  |  | 260 | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/22/2027  |  | 160 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 2210 | 1722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  |  | 523 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  |  | 1601 | 1114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 05/12/2031  |  | 1784 | 1535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/03/2030  |  | 540 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 06/03/2027  |  | 1090 | 968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 06/03/2025  |  | 880 | 813 |
| &nbsp;&nbsp;&nbsp;American Honda Finance MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/24/2028  |  | 725 | 644 |
| &nbsp;&nbsp;&nbsp;AutoNation  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/01/2030  |  | 1312 | 1228 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/06/2023 (D) |  | 1060 | 1061 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/15/2047  |  | 170 | 147 |
| &nbsp;&nbsp;&nbsp;Daimler Finance North America LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/14/2024 (D) |  | 990 | 964 |
| &nbsp;&nbsp;&nbsp;Dollar General  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2023  |  | 70 | 70 |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2043  |  | 160 | 120 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/17/2031  |  | 1225 | 992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.096%, 05/04/2023  |  | 200 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 02/10/2029  |  | 1317 | 1066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/10/2026  |  | 2787 | 2414 |
| &nbsp;&nbsp;&nbsp;General Motors  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 04/01/2036  |  | 70 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/02/2043  |  | 940 | 906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 10/15/2032  |  | 1890 | 1809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/15/2029  |  | 1967 | 1919 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/01/2038  | $150 | $132 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/09/2027  | 925 | 912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/17/2027  | 180 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/12/2032  | 1089 | 879 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 12/06/2028  | 80 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  | 100 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2052  | 746 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  | 800 | 637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  | 850 | 711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2032  | 1875 | 1730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/15/2049  | 1453 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2030  | 480 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2027  | 430 | 406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2051  | 1199 | 787 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/01/2024  | 2515 | 2391 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2028 (D) | 746 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 01/08/2026 (D) | 1582 | 1400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 01/08/2024 (D) | 660 | 627 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/08/2024  | 1480 | 1401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/25/2025  | 140 | 129 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2040  | 1690 | 1636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2030  | 320 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  | 1574 | 1341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2026  | 260 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 09/15/2028  | 900 | 771 |
| &nbsp;&nbsp;&nbsp;Marriott International /Maryland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2030  | 3121 | 2981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2032  | 1129 | 966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/15/2031  | 1000 | 833 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/09/2045  | 670 | 656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 3055 | 2704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2028  | 250 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2026  | 1065 | 1055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  | 1578 | 1278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2030  | 460 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2027  | 180 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2027  | 510 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/01/2025  | 480 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/01/2030  | 420 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 09/01/2025  | 850 | 791 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/01/2024 (D) | 3010 | 2861 |
| &nbsp;&nbsp;&nbsp;Newell Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 04/01/2026  | 560 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/01/2023  | 376 | 374 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NIKE  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/27/2050  | $| 20 | $17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/27/2040  |  | 330 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/27/2030  |  | 650 | 597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/27/2027  |  | 640 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 03/27/2025  |  | 400 | 387 |
| &nbsp;&nbsp;&nbsp;QVC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/01/2024  |  | 735 | 707 |
| &nbsp;&nbsp;&nbsp;Sands China  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/08/2025  |  | 810 | 738 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/15/2050  |  | 1780 | 1370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/12/2050  |  | 250 | 187 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 2059 | 1548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/15/2025  |  | 710 | 682 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (D) |  | 2520 | 2272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 11/22/2023 (D) |  | 2420 | 2323 |
|  |  |  | 86980 |
| **Consumer Staples — 2.2%** | **Consumer Staples — 2.2%** | **Consumer Staples — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;Adani International Container Terminal PVT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/16/2031 (D) |  | 599 | 483 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2047  |  | 360 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/15/2023  |  | 3648 | 3615 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/23/2029 (D) |  | 3845 | 3411 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/14/2049  |  | 380 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/14/2039  |  | 1065 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/14/2029  |  | 11 | 11 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/14/2026  |  | 203 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/04/2041  |  | 970 | 656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/04/2032  |  | 2750 | 2078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 05/06/2025  |  | 180 | 171 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  |  | 9269 | 8800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  |  | 2121 | 2052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2026  |  | 1978 | 1944 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  |  | 1830 | 1903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 01/23/2039  |  | 1150 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/23/2029  |  | 1890 | 1929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/15/2048  |  | 4170 | 3782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2050  |  | 1860 | 1686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2038  |  | 2286 | 2111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2040  |  | 970 | 882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/13/2028  |  | 310 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2042  |  | 684 | 563 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2030  | $300 | $282 |
| &nbsp;&nbsp;&nbsp;Bacardi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/15/2025 (D) | 3780 | 3714 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 03/16/2052  | 3525 | 2990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/02/2027  | 500 | 487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, 08/15/2047  | 4705 | 3434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 1078 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.984%, 09/25/2050  | 1035 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 08/15/2027  | 6295 | 5783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.726%, 03/25/2031  | 1495 | 1196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  | 795 | 671 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2028 (D) | 4673 | 4492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2025 (D) | 1490 | 1466 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/08/2024 (D) | 1475 | 1445 |
| &nbsp;&nbsp;&nbsp;Bunge Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.630%, 08/17/2025  | 1305 | 1211 |
| &nbsp;&nbsp;&nbsp;Cargill  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 07/23/2023 (D) | 690 | 676 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/25/2027  | 330 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/01/2050  | 200 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 310 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 06/01/2027 (E) | 630 | 569 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.347%, 10/01/2029  | 1025 | 916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.782%, 10/01/2030  | 1930 | 1616 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/09/2032  | 905 | 892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/15/2025  | 775 | 776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/09/2027  | 600 | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/09/2024  | 420 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/01/2031  | 130 | 106 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/20/2032 (E) | 560 | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 06/20/2027  | 1220 | 1094 |
| &nbsp;&nbsp;&nbsp;CSL Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/27/2052 (D) | 1414 | 1360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 04/27/2029 (D) | 754 | 732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/27/2027 (D) | 376 | 371 |
| &nbsp;&nbsp;&nbsp;CVS Pass-Through Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.036%, 12/10/2028  | 1195 | 1224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.926%, 01/10/2034 (D) | 135 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.880%, 01/10/2028  | 74 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.789%, 01/10/2026 (D) | 486 | 494 |
| &nbsp;&nbsp;&nbsp;Danone  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, 11/02/2026 (D) | 450 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.589%, 11/02/2023 (D) | 1580 | 1554 |
| &nbsp;&nbsp;&nbsp;DP World MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 09/25/2048 (D) | 2790 | 2751 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care US Finance III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 12/01/2026 (D) | $2440 | $2095 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052 (D) | 2091 | 1700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/24/2032 (D) | 7984 | 7119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2027 (D) | 2591 | 2432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2029 (D) | 2173 | 1974 |
| &nbsp;&nbsp;&nbsp;Hershey  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2025  | 210 | 195 |
| &nbsp;&nbsp;&nbsp;Imperial Brands Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/21/2025 (D) | 3165 | 3097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/11/2023 (D) | 1450 | 1449 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX/ JBS USA Food/ JBS USA Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2052 (D) | 2020 | 2125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 12/01/2031 (D) | 670 | 587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (D) | 2235 | 1942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 (D) | 2765 | 2285 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.417%, 05/25/2025  | 91 | 92 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 03/26/2030  | 200 | 186 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  | 1585 | 1477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  | 3945 | 3579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2026  | 583 | 552 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/01/2047  | 275 | 250 |
| &nbsp;&nbsp;&nbsp;Mondelez International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/04/2025  | 1070 | 1001 |
| &nbsp;&nbsp;&nbsp;Mondelez International Holdings Netherlands BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/19/2022 (D) | 450 | 450 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 07/18/2032  | 1730 | 1695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 10/15/2049  | 250 | 195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/19/2027  | 80 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/19/2025  | 80 | 77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/01/2030  | 30 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/01/2023  | 820 | 806 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/02/2022  | 1250 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 05/01/2030  | 460 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/01/2023  | 410 | 403 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/15/2023  | 140 | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2030  | 380 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/25/2027  | 130 | 125 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/26/2024 (D) | 3675 | 3589 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  | 1060 | 1148 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2037  | $| 745 | $766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 09/15/2043  |  | 480 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  |  | 4055 | 3426 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.076%, 12/13/2031 (D) |  | 2784 | 2345 |
| &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/23/2023  |  | 1955 | 1929 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.032%, 10/14/2030  |  | 1245 | 986 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/26/2028  |  | 980 | 993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/26/2023  |  | 4309 | 4316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 03/31/2030  |  | 2118 | 1771 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 02/15/2119  |  | 43 | 31 |
| &nbsp;&nbsp;&nbsp;Viterra Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/21/2032 (D) |  | 2460 | 2241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/21/2027 (D) |  | 996 | 956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/21/2031 (D) |  | 356 | 279 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/22/2024  |  | 175 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 09/24/2029  |  | 100 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/22/2031  |  | 200 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/22/2028  |  | 290 | 254 |
|  |  |  | 152085 |
| **Energy — 2.4%** | **Energy — 2.4%** | **Energy — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2031 (D) |  | 924 | 834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2030 (D) |  | 540 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (D) |  | 2318 | 1950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/15/2026 (D) |  | 1991 | 1776 |
| &nbsp;&nbsp;&nbsp;Apache  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/01/2040  |  | 110 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2043  |  | 420 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2030  |  | 20 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2044  |  | 1130 | 836 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.796%, 09/21/2025  |  | 90 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.633%, 04/06/2030  |  | 480 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.119%, 05/04/2026  |  | 400 | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 1890 | 1380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 746 | 535 |
| &nbsp;&nbsp;&nbsp;Cameron LNG LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.302%, 01/15/2035 (D) |  | 1670 | 1418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.902%, 07/15/2031 (D) |  | 1530 | 1343 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 06/30/2033  |  | 200 | 211 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2029  |  | 1846 | 1696 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.078%, 05/11/2050  |  | 950 | 756 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, 05/16/2026  | $1100 | $1065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.355%, 12/05/2022  | 290 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.995%, 05/11/2027  | 290 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.554%, 05/11/2025  | 830 | 783 |
| &nbsp;&nbsp;&nbsp;Chevron USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 01/15/2028  | 990 | 978 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 04/15/2029  | 995 | 1135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2034  | 753 | 687 |
| &nbsp;&nbsp;&nbsp;Continental Resources/Oklahoma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/01/2044  | 810 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2023  | 480 | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2028  | 810 | 763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/01/2024  | 770 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.268%, 11/15/2026 (D) | 3665 | 3231 |
| &nbsp;&nbsp;&nbsp;Coterra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/01/2024 (D) | 80 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2029 (D) | 1840 | 1767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/15/2027 (D) | 1740 | 1660 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/30/2031  | 1580 | 1823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 12/15/2025  | 1400 | 1445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 680 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/15/2027  | 98 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  | 1640 | 1511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2042  | 567 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2030  | 256 | 243 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/24/2051  | 293 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2029  | 1350 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2026  | 380 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/24/2031  | 320 | 276 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/28/2045  | 3400 | 2346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/16/2025  | 167 | 157 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  | 1390 | 1362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/15/2045  | 948 | 913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2027  | 620 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/01/2047  | 2050 | 1826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 05/15/2045  | 1265 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2044  | 60 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  | 1760 | 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2029  | 2085 | 2033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  | 1604 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/15/2050  | 1505 | 1292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/15/2028  | 2766 | 2704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2028  | 410 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2027  | 372 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/01/2027  | 2095 | 1989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2030  | 2560 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2025  | 740 | 701 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/12/2023 (D) | $4400 | $4385 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/15/2038  | 60 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/15/2039  | 145 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (A) | 290 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 02/15/2045  | 485 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/15/2044  | 60 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2049  | 230 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  | 310 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/16/2028  | 1580 | 1549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/31/2060  | 300 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/31/2051  | 510 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 07/31/2029  | 350 | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/31/2030  | 1800 | 1584 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  | 1730 | 1794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2030  | 860 | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/15/2026  | 270 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2035  | 590 | 543 |
| &nbsp;&nbsp;&nbsp;EQT  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2030  | 900 | 963 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/06/2027  | 1415 | 1353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/06/2025  | 3205 | 3118 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.327%, 03/19/2050  | 730 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 260 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 910 | 838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.482%, 03/19/2030  | 730 | 699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 2102 | 1735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, 03/01/2026  | 1140 | 1110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.992%, 03/19/2025  | 3800 | 3718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.571%, 04/15/2023  | 70 | 69 |
| &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040 (D) | 684 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (D) | 1164 | 979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.160%, 03/31/2034 (D) | 1612 | 1407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/30/2027 (D) | 4299 | 4030 |
| &nbsp;&nbsp;&nbsp;Halliburton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2025  | 28 | 28 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 2240 | 2281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 02/15/2041  | 1580 | 1524 |
| &nbsp;&nbsp;&nbsp;HF Sinclair  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2026 (D) | 1265 | 1276 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 (D) | 470 | 396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (D) | 1390 | 1142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (D) | 1720 | 1603 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Kinder Morgan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 06/01/2045  | $500 | $486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 08/01/2052  | 2441 | 2372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 03/01/2048  | 1365 | 1269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 02/15/2046  | 260 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/01/2025  | 1105 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/01/2028  | 450 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/15/2051  | 435 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/01/2050  | 1082 | 754 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2044  | 715 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/01/2044  | 40 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2043  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;Lukoil Capital DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 10/26/2031 (D) | 2270 | 1726 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2049  | 580 | 552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 03/01/2047  | 320 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 12/01/2047  | 470 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  | 2390 | 2108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/15/2029  | 120 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2048  | 1410 | 1203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 810 | 716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028  | 350 | 335 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/15/2031  | 140 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/01/2031  | 240 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 07/01/2024  | 3107 | 3243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/15/2026  | 2180 | 2233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2045 (E) | 400 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/15/2044  | 1000 | 865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/15/2046  | 200 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 390 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/15/2047 (E) | 1040 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/15/2026  | 100 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/15/2026 (E) | 1740 | 1644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2027  | 510 | 468 |
| &nbsp;&nbsp;&nbsp;Ovintiv  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 11/01/2031  | 527 | 574 |
| &nbsp;&nbsp;&nbsp;Pertamina Persero  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/03/2042 (D) | 1220 | 1221 |
| &nbsp;&nbsp;&nbsp;Petrobras Global Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 06/05/2115  | 1090 | 950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/17/2024  | 1930 | 1968 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032 (D) | 4690 | 3738 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 1840 | 1268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/28/2060  | 210 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035  | 2202 | 1580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/23/2046  | 1650 | 975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.460%, 12/15/2025  | 1096 | 1065 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.378%, 04/15/2025  | $522 | $511 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/04/2026  | 90 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 4865 | 3068 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 02/15/2026  | 925 | 837 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 01/15/2031  | 3109 | 2559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2030  | 1989 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 01/15/2026  | 180 | 161 |
| &nbsp;&nbsp;&nbsp;Plains All American Pipeline/PAA Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 12/15/2029  | 895 | 783 |
| &nbsp;&nbsp;&nbsp;Reliance Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052 (D) | 6080 | 4588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/12/2032 (D) | 1280 | 1085 |
| &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/15/2040 (D) | 1270 | 1057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2029 (D) | 3655 | 3297 |
| &nbsp;&nbsp;&nbsp;Ruby Pipeline  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/01/2022 (D)(E)(F)(G) | 1727 | 1442 |
| &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2024  | 1680 | 1704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027  | 3145 | 3134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2030  | 2325 | 2226 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/24/2025 (D) | 1810 | 1677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2023 (D) | 840 | 812 |
| &nbsp;&nbsp;&nbsp;Schlumberger Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/21/2025 (D) | 660 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/17/2028 (D) | 857 | 818 |
| &nbsp;&nbsp;&nbsp;Schlumberger Investment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/01/2023  | 100 | 100 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 660 | 768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 490 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  | 990 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/11/2035  | 2445 | 2321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  | 1410 | 1256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  | 100 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/06/2050  | 930 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/06/2030  | 660 | 593 |
| &nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2014  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/10/2024 (D) | 1020 | 1026 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/15/2026  | 140 | 133 |
| &nbsp;&nbsp;&nbsp;Targa Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/01/2052  | 918 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/01/2027  | 1530 | 1526 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2030  | 441 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2031  | 1762 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2032  | 504 | 441 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  | $| 2200 | $2583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2030 (D) |  | 3395 | 2917 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  |  | 2415 | 2302 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 02/01/2026  |  | 1820 | 1988 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.555%, ICE LIBOR USD 3 Month + 1.100%, 01/13/2023 (A) |  | 220 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 02/01/2025  |  | 330 | 311 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  |  | 1284 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 06/15/2031  |  | 339 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2031  |  | 9 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/24/2044  |  | 400 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/15/2045  |  | 670 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 01/15/2045  |  | 450 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2027  |  | 410 | 396 |
|  |  |  | 202887 |
| **Financials — 11.2%** | **Financials — 11.2%** | **Financials — 11.2%** |  |
| &nbsp;&nbsp;&nbsp;ABN AMRO Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.470%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 12/13/2029 (A)(D) |  | 2000 | 1672 |
| &nbsp;&nbsp;&nbsp;Aegon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.101%, USD ICE Swap 11:00 NY 10 Yr + 0.100%(A)(H) |  | 2180 | 1761 |
| &nbsp;&nbsp;&nbsp;Ally Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 10/02/2023  |  | 1235 | 1198 |
| &nbsp;&nbsp;&nbsp;American Campus Communities Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2023  |  | 2255 | 2257 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420%, U.S. SOFR + 1.760%, 08/03/2033 (A) |  | 2360 | 2276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/03/2029  |  | 950 | 921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 12/03/2042  |  | 70 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2025  |  | 1440 | 1427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/27/2023  |  | 285 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/03/2024  |  | 4500 | 4449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/04/2027  |  | 2510 | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/30/2024  |  | 3000 | 2918 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2026  |  | 565 | 556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2035  |  | 315 | 286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/30/2025  |  | 410 | 391 |
| &nbsp;&nbsp;&nbsp;Antares Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2027 (D) |  | 1914 | 1601 |
| &nbsp;&nbsp;&nbsp;Aon / Aon Global Holdings PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  |  | 2480 | 2057 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/27/2026 (D) | $1015 | $989 |
| &nbsp;&nbsp;&nbsp;Ares Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/15/2031  | 721 | 562 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.205%, 03/08/2027 (D) | 5212 | 4736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(D) | 2425 | 2376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/12/2026 (D) | 3910 | 3550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.717%, 01/07/2029 (D) | 1245 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.514%, 03/08/2024 (D) | 3070 | 2968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/24/2028 (D) | 2625 | 2248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.985%, 08/19/2028 (D) | 4510 | 3740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.730%, 10/02/2026 (D) | 3391 | 2955 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.646%, 10/04/2031 (D) | 2476 | 1959 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/12/2028  | 1140 | 1069 |
| &nbsp;&nbsp;&nbsp;Avolon Holdings Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 07/01/2024 (D) | 535 | 511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2027 (D) | 400 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/15/2025 (D) | 1420 | 1302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.528%, 11/18/2027 (D) | 1073 | 876 |
| &nbsp;&nbsp;&nbsp;Bain Capital Specialty Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 10/13/2026  | 156 | 132 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.294%, 08/18/2027  | 3400 | 3328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.147%, 08/18/2025  | 5400 | 5374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (A) | 200 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.848%, 04/12/2023  | 1200 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.543%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (A) | 400 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.225%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032 (A) | 1200 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.749%, 12/03/2030  | 550 | 427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, 05/28/2025  | 2200 | 2069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (A) | 2655 | 2285 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.015%, U.S. SOFR + 2.160%, 07/22/2033 (A) | 1734 | 1718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948%, U.S. SOFR + 2.040%, 07/22/2028 (A) | 4324 | 4320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.827%, U.S. SOFR + 1.750%, 07/22/2026 (A) | 4324 | 4332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.571%, U.S. SOFR + 1.830%, 04/27/2033 (A) | 4720 | 4506 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A) | $5822 | $5393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (A) | 1660 | 1605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (A) | 5341 | 5321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (A) | 2665 | 2239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, U.S. SOFR + 1.320%, 04/22/2032 (A) | 8646 | 7167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, U.S. SOFR + 1.220%, 03/11/2032 (A) | 3125 | 2591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A) | 4720 | 3982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (A) | 9010 | 7364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, U.S. SOFR + 0.960%, 07/22/2027 (A) | 14614 | 12968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.658%, U.S. SOFR + 0.910%, 03/11/2027 (A) | 15357 | 13762 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/21/2044  | 1800 | 1748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/03/2026  | 2660 | 2649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.376%, U.S. SOFR + 1.580%, 04/27/2028 (A) | 2060 | 2008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (A) | 625 | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/22/2026  | 130 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/26/2024  | 2720 | 2716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A) | 2510 | 2152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2024  | 2110 | 2113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/22/2025  | 2570 | 2549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (A) | 2255 | 2116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (A) | 1780 | 1685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (A) | 1225 | 1218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A) | 710 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (A) | 1310 | 1305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/19/2026  | 1210 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.384%, U.S. SOFR + 1.330%, 04/02/2026 (A) | 7004 | 6759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/11/2023  | 1181 | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (A) | 1170 | 1041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (A) | 480 | 417 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.087%, U.S. SOFR + 1.060%, 06/14/2029 (A) | $13085 | $11124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530%, U.S. SOFR + 0.650%, 12/06/2025 (A) | 5332 | 4976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, U.S. SOFR + 1.150%, 06/19/2026 (A) | 60 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.197%, U.S. SOFR + 1.010%, 10/24/2026 (A) | 385 | 344 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/06/2022  | 200 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/01/2025 (E) | 1360 | 1282 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.596%, U.S. SOFR + 1.755%, 07/26/2030 (A) | 1415 | 1414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.289%, U.S. SOFR + 1.418%, 06/13/2033 (A) | 3793 | 3701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/04/2024  | 150 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/11/2024  | 270 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/16/2027  | 270 | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 04/24/2025  | 410 | 386 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(A)(H) | 1385 | 1312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.588%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.050%, 05/04/2037 (A) | 710 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/11/2025  | 1950 | 1906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/11/2025  | 760 | 703 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/12/2026  | 4430 | 4342 |
| &nbsp;&nbsp;&nbsp;Barclays PLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (A) | 1070 | 1021 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2049  | 1260 | 1187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 2395 | 2066 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2029  | 2391 | 2061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2027  | 1545 | 1326 |
| &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2026  | 1255 | 1177 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.198%, ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (A)(D) | 1220 | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (A)(D) | 1450 | 1446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/14/2028 (D) | 1420 | 1351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/09/2025 (D) | 420 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.387%, 04/19/2032 (A)(D) | 2350 | 1904 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(D) | $950 | $876 |
| &nbsp;&nbsp;&nbsp;BNP Paribas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (A)(D) | 380 | 346 |
| &nbsp;&nbsp;&nbsp;BPCE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 07/21/2024 (D) | 1550 | 1542 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 06/22/2047  | 4 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/22/2051  | 742 | 511 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 04/12/2024 (D) | 2965 | 2797 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/23/2023  | 750 | 732 |
| &nbsp;&nbsp;&nbsp;Cantor Fitzgerald  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/14/2027 (D) | 2295 | 2183 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.343%, U.S. SOFR + 0.690%, 12/06/2024 (A) | 3760 | 3606 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/16/2032  | 2520 | 2233 |
| &nbsp;&nbsp;&nbsp;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/03/2032  | 3760 | 3314 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/03/2026  | 420 | 411 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 2015 | 1320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 2610 | 1987 |
| &nbsp;&nbsp;&nbsp;Citadel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2027 (D) | 1240 | 1187 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 3046 | 3977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/13/2025  | 1370 | 1405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/06/2044  | 255 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, U.S. SOFR + 2.086%, 05/24/2033 (A) | 5246 | 5132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 150 | 135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, U.S. SOFR + 1.887%, 05/24/2028 (A) | 2498 | 2463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/30/2045  | 1140 | 1046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 280 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/09/2026  | 2785 | 2778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 09/29/2027  | 1380 | 1345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A) | 2020 | 1928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/10/2025  | 2040 | 2031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/20/2026  | 590 | 582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/25/2028  | 260 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, ICE LIBOR USD 3 Month + 1.563%, 01/10/2028 (A) | 545 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.785%, U.S. SOFR + 1.939%, 03/17/2033 (A) | 1780 | 1600 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2023  | $930 | $926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (A) | 3600 | 3528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 10/21/2026  | 565 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, U.S. SOFR + 2.842%, 04/08/2026 (A) | 560 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.070%, U.S. SOFR + 1.280%, 02/24/2028 (A) | 1235 | 1142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.057%, U.S. SOFR + 1.351%, 01/25/2033 (A) | 8305 | 7027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.976%, U.S. SOFR + 1.422%, 11/05/2030 (A) | 2575 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 2.107%, 06/03/2031 (A) | 13320 | 11129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.561%, U.S. SOFR + 1.167%, 05/01/2032 (A) | 1265 | 1035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, U.S. SOFR + 1.177%, 11/03/2032 (A) | 910 | 735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A) | 800 | 786 |
| &nbsp;&nbsp;&nbsp;Citizens Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, U.S. SOFR + 2.000%, 08/09/2028 (A) | 2416 | 2389 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/04/2025  | 1580 | 1554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (A)(D) | 6109 | 5423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (A)(D) | 5201 | 4889 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA/London MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.907%, U.S. SOFR + 1.676%, 06/16/2026 (A)(D) | 630 | 578 |
| &nbsp;&nbsp;&nbsp;Credit Suisse AG/New York NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/09/2025  | 790 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/05/2023  | 4510 | 4413 |
| &nbsp;&nbsp;&nbsp;Credit Suisse AG/New York NY MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/09/2024  | 1360 | 1327 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(D) | 6275 | 5992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.442%, U.S. SOFR + 3.700%, 08/11/2028 (A)(D) | 895 | 877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(D) | 1490 | 1252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/26/2025  | 250 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(D) | 5475 | 4138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.193%, U.S. SOFR + 2.044%, 06/05/2026 (A)(D) | 985 | 880 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.305%, U.S. SOFR + 0.980%, 02/02/2027 (A)(D) | $6030 | $5074 |
| &nbsp;&nbsp;&nbsp;Credit Suisse NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/09/2027  | 600 | 584 |
| &nbsp;&nbsp;&nbsp;Danske Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/12/2024 (D) | 940 | 947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (A)(D) | 1320 | 1259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.226%, 06/22/2024 (D) | 550 | 516 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.742%, U.S. SOFR + 2.257%, 01/07/2033 (A) | 4031 | 2864 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/08/2023  | 1130 | 1131 |
| &nbsp;&nbsp;&nbsp;DNB Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (A)(D) | 3800 | 3288 |
| &nbsp;&nbsp;&nbsp;Enstar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/01/2031  | 1887 | 1421 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/20/2023  | 910 | 911 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/20/2028 (D) | 1582 | 1322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/30/2026 (D) | 1580 | 1409 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (D) | 1788 | 2027 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(D) | 4120 | 4191 |
| &nbsp;&nbsp;&nbsp;GA Global Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/13/2024 (D) | 2702 | 2486 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, ICE LIBOR USD 3 Month + 0.768%(A)(H) | 435 | 340 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 1629 | 1806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 1290 | 1444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/22/2045  | 1870 | 1780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/21/2045  | 400 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.387%, U.S. SOFR + 1.510%, 06/15/2027 (A) | 2610 | 2562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/21/2025  | 1090 | 1075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (A) | 500 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/22/2025  | 500 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (A) | 640 | 605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/22/2023  | 508 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.615%, U.S. SOFR + 1.846%, 03/15/2028 (A) | 310 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2025  | 150 | 147 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2025  | $870 | $851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2026  | 2420 | 2325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (A) | 5770 | 5620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (A) | 120 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/23/2023  | 2290 | 2286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (A) | 1560 | 1327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (A) | 280 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, U.S. SOFR + 1.264%, 10/21/2032 (A) | 11925 | 9791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/07/2030  | 330 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (A) | 6635 | 5371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.948%, U.S. SOFR + 0.913%, 10/21/2027 (A) | 1860 | 1652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.757%, U.S. SOFR + 0.730%, 01/24/2025 (A) | 3150 | 3027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.542%, U.S. SOFR + 0.818%, 09/10/2027 (A) | 10060 | 8845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431%, U.S. SOFR + 0.798%, 03/09/2027 (A) | 9675 | 8608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.217%, 12/06/2023  | 6265 | 6049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.925%, U.S. SOFR + 0.486%, 10/21/2024 (A) | 8057 | 7712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.657%, U.S. SOFR + 0.505%, 09/10/2024 (A) | 3758 | 3604 |
| &nbsp;&nbsp;&nbsp;Guardian Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 06/23/2025 (D) | 290 | 265 |
| &nbsp;&nbsp;&nbsp;HSBC Bank PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650%, 05/01/2025  | 796 | 845 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 510 | 592 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (A) | 1514 | 1441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210%, U.S. SOFR + 2.610%, 08/11/2028 (A) | 2368 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/31/2030  | 200 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.755%, U.S. SOFR + 2.110%, 06/09/2028 (A) | 660 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (A) | 2515 | 2366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/08/2026  | 5405 | 5341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/14/2024  | 1190 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/18/2025  | 960 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (A) | 830 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (A) | 970 | 876 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, U.S. SOFR + 1.430%, 03/10/2026 (A) | $675 | $640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.410%, 11/22/2032 (A) | 2585 | 2054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.804%, U.S. SOFR + 1.187%, 05/24/2032 (A) | 1285 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.206%, U.S. SOFR + 1.285%, 08/17/2029 (A) | 3735 | 3091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.099%, U.S. SOFR + 1.929%, 06/04/2026 (A) | 4845 | 4465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.013%, U.S. SOFR + 1.732%, 09/22/2028 (A) | 3325 | 2811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645%, U.S. SOFR + 1.538%, 04/18/2026 (A) | 290 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.589%, U.S. SOFR + 1.290%, 05/24/2027 (A) | 3320 | 2892 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.443%, U.S. SOFR + 1.970%, 08/04/2028 (A) | 1570 | 1534 |
| &nbsp;&nbsp;&nbsp;ING Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/25/2023 (D) | 202 | 204 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 270 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/15/2033  | 2130 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 09/15/2032  | 3890 | 3065 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/12/2023 (D) | 490 | 487 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 01/15/2026 (D) | 1260 | 1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.017%, 06/26/2024 (D) | 870 | 833 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, 06/08/2032 (E) | 1519 | 1475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 06/08/2027  | 1102 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/23/2031 (D) | 2780 | 2227 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1725 | 2083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2038  | 385 | 439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/01/2045  | 300 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, U.S. SOFR + 2.080%, 07/25/2033 (A) | 1570 | 1553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.851%, U.S. SOFR + 1.990%, 07/25/2028 (A) | 3137 | 3131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.565%, U.S. SOFR + 1.750%, 06/14/2030 (A) | 1898 | 1841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (A) | 740 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/01/2027  | 2590 | 2563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (A) | 940 | 901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/15/2026  | 2420 | 2390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A) | 2220 | 2210 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (A) | $215 | $189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/10/2024  | 440 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/13/2024  | 1490 | 1486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 12/01/2027  | 1000 | 955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.332%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (A) | 2740 | 2546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (A) | 210 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 1.260%, 01/25/2033 (A) | 1670 | 1418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.956%, U.S. SOFR + 2.515%, 05/13/2031 (A) | 2570 | 2203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, U.S. SOFR + 1.170%, 02/24/2028 (A) | 1470 | 1364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, U.S. SOFR + 1.510%, 10/15/2030 (A) | 1640 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.580%, U.S. SOFR + 1.250%, 04/22/2032 (A) | 3012 | 2488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.545%, U.S. SOFR + 1.180%, 11/08/2032 (A) | 6845 | 5628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A) | 1960 | 1658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.301%, U.S. SOFR + 1.160%, 10/15/2025 (A) | 470 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.182%, U.S. SOFR + 1.890%, 06/01/2028 (A) | 2301 | 2045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A) | 1280 | 1197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.069%, U.S. SOFR + 1.015%, 06/01/2029 (A) | 2525 | 2158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.005%, TSFR3M + 1.585%, 03/13/2026 (A) | 75 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, U.S. SOFR + 1.065%, 02/04/2032 (A) | 3645 | 2890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.578%, U.S. SOFR + 0.885%, 04/22/2027 (A) | 10045 | 8963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.561%, U.S. SOFR + 0.605%, 12/10/2025 (A) | 10992 | 10264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.514%, U.S. SOFR + 1.455%, 06/01/2024 (A) | 2130 | 2084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, U.S. SOFR + 0.765%, 09/22/2027 (A) | 10117 | 8860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.045%, U.S. SOFR + 0.800%, 11/19/2026 (A) | 5857 | 5204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.040%, TSFR3M + 0.695%, 02/04/2027 (A) | 7512 | 6614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.969%, TSFR3M + 0.580%, 06/23/2025 (A) | 8540 | 8002 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (D) | 120 | 118 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (D) | $1005 | $948 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance XII LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/17/2032 (D) | 918 | 895 |
| &nbsp;&nbsp;&nbsp;Lehman Brothers Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/31/2049 (F) | 4040 |  |
| &nbsp;&nbsp;&nbsp;Lehman Brothers Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 12/31/2049 (F) | 10370 |  |
| &nbsp;&nbsp;&nbsp;Lehman Brothers Holdings Capital Trust VII MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.857%, ICE LIBOR USD 3 Month + 0.840%(A)(F)(H) | 20630 |  |
| &nbsp;&nbsp;&nbsp;Liberty Mutual Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2052 (D) | 1137 | 1110 |
| &nbsp;&nbsp;&nbsp;Lloyds Bank PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/14/2025  | 100 | 98 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (A) | 4502 | 4276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (A) | 3156 | 3114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/22/2028  | 1180 | 1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (A) | 530 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.800%, 03/18/2028 (A) | 2160 | 2040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.907%, ICE LIBOR USD 3 Month + 0.810%, 11/07/2023 (A) | 4770 | 4756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (A) | 3000 | 2650 |
| &nbsp;&nbsp;&nbsp;Macquarie Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.624%, 06/03/2030 (D) | 765 | 660 |
| &nbsp;&nbsp;&nbsp;Macquarie Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.442%, U.S. SOFR + 2.405%, 06/21/2033 (A)(D) | 1085 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(D) | 2395 | 2096 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.033%, ICE LIBOR USD 3 Month + 1.750%, 01/15/2030 (A)(D) | 635 | 623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(D) | 3815 | 3058 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/17/2022 (D) | 261 | 261 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 06/09/2023 (D) | 2220 | 2171 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mercury General  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2027  | $1720 | $1655 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2036  | 1400 | 1435 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/18/2026 (D) | 4445 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/08/2023 (D) | 1540 | 1503 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/21/2029 (D) | 2460 | 2266 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.133%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.125%, 07/20/2033 (A) | 1616 | 1622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.017%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.950%, 07/20/2028 (A) | 2281 | 2292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.080%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 04/19/2028 (A) | 720 | 697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (A)(E) | 700 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032 (A) | 688 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.341%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 01/19/2028 (A) | 1202 | 1079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.309%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032 (A) | 1908 | 1535 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/08/2032  | 552 | 534 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/2024 (A) | 1810 | 1802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.484%, U.S. SOFR + 1.360%, 09/16/2036 (A) | 1860 | 1432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.593%, U.S. SOFR + 0.879%, 05/04/2027 (A) | 4680 | 4171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.985%, U.S. SOFR + 0.720%, 12/10/2026 (A) | 3820 | 3383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.790%, U.S. SOFR + 0.525%, 05/30/2025 (A) | 4840 | 4524 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (A) | 725 | 706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 09/08/2026  | 235 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/22/2023  | 110 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/23/2025  | 580 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A) | 280 | 264 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.622%, U.S. SOFR + 3.120%, 04/01/2031 (A) | $5705 | $5227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.591%, ICE LIBOR USD 3 Month + 1.340%, 07/22/2028 (A) | 270 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, U.S. SOFR + 1.152%, 07/22/2025 (A) | 370 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.699%, U.S. SOFR + 1.143%, 01/22/2031 (A) | 10 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (A) | 3930 | 3218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (A) | 746 | 678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (A) | 8485 | 6835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 1.990%, 04/28/2026 (A) | 2020 | 1897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, U.S. SOFR + 0.858%, 07/20/2027 (A) | 12772 | 11310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.164%, U.S. SOFR + 0.560%, 10/21/2025 (A) | 1770 | 1643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.864%, U.S. SOFR + 0.745%, 10/21/2025 (A) | 1493 | 1379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.791%, U.S. SOFR + 0.509%, 01/22/2025 (A) | 4789 | 4542 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Direct Lending Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2027  | 628 | 578 |
| &nbsp;&nbsp;&nbsp;National Securities Clearing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/23/2025 (D) | 510 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 04/23/2023 (D) | 620 | 611 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (A)(D) | 5240 | 5201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)(D) | 1735 | 1727 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(D) | 2565 | 2310 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)(D) | 4407 | 4408 |
| &nbsp;&nbsp;&nbsp;Natwest Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (A) | 820 | 815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (A) | 4630 | 4577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (A) | 1640 | 1436 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/24/2025 (D) | 550 | 503 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (D) | 1870 | 1556 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Nomura Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.648%, 01/16/2025  | $1430 | $1362 |
| &nbsp;&nbsp;&nbsp;Nordea Bank ABP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/09/2023 (D) | 1370 | 1340 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (D) | 2966 | 2264 |
| &nbsp;&nbsp;&nbsp;Ohio National Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/24/2030 (D) | 1775 | 1693 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2026  | 2008 | 1796 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/13/2027 (D) | 1020 | 856 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2024 (D) | 238 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2023 (D) | 4470 | 4444 |
| &nbsp;&nbsp;&nbsp;PNC Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/10/2025  | 910 | 900 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2024  | 255 | 254 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/21/2024 (D) | 2940 | 2803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/23/2025 (D) | 270 | 247 |
| &nbsp;&nbsp;&nbsp;Prospect Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 01/22/2026  | 1005 | 904 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2046  | 1525 | 1487 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.438%, N/A + 0.250%, 06/29/2085 (A) | 860 | 688 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/01/2024  | 170 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 04/17/2023  | 1170 | 1156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 06/10/2025  | 730 | 672 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/01/2028 (D) | 1000 | 1024 |
| &nbsp;&nbsp;&nbsp;Santander Holdings USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/02/2025  | 1150 | 1099 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (A) | 4580 | 4563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.896%, U.S. SOFR + 1.475%, 03/15/2032 (A) | 350 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.469%, U.S. SOFR + 1.220%, 01/11/2028 (A) | 705 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.673%, U.S. SOFR + 0.989%, 06/14/2027 (A) | 1885 | 1630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (A) | 1140 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.089%, U.S. SOFR + 0.787%, 03/15/2025 (A) | 4785 | 4477 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;SBL Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/18/2031 (D) | $2598 | $2078 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1/ Scentre Group Trust 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/28/2026 (D) | 1675 | 1602 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (D) | 1370 | 906 |
| &nbsp;&nbsp;&nbsp;Societe Generale MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 01/22/2025 (D) | 1345 | 1267 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 03/26/2044 (D) | 427 | 397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 01/26/2024 (D) | 410 | 411 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 12/16/2024  | 310 | 307 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2031  | 1012 | 834 |
| &nbsp;&nbsp;&nbsp;Swedbank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/02/2023 (D) | 930 | 910 |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 12/16/2039 (D) | 148 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044 (D) | 600 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (D) | 175 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (D) | 2360 | 1795 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 4460 | 4372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/10/2027  | 3445 | 3229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 06/12/2025  | 730 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 06/12/2023  | 1430 | 1397 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/01/2043  | 50 | 48 |
| &nbsp;&nbsp;&nbsp;Truist Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/30/2026  | 250 | 244 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, U.S. SOFR + 1.456%, 07/28/2026 (A) | 5800 | 5787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123%, U.S. SOFR + 1.368%, 06/06/2028 (A) | 2672 | 2619 |
| &nbsp;&nbsp;&nbsp;Trust Fibra Uno  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.390%, 01/15/2050 (D) | 956 | 777 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (D) | 1540 | 1425 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.751%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 05/12/2028 (A)(D) | 660 | 647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(D) | 5399 | 5299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 08/05/2025 (A)(D) | 2605 | 2596 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (A)(D) | $520 | $515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.253%, 03/23/2028 (D) | 1490 | 1430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/24/2025 (D) | 1010 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(D) | 400 | 321 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.967%, U.S. SOFR + 2.110%, 07/22/2033 (A) | 1395 | 1375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 05/12/2025  | 1610 | 1508 |
| &nbsp;&nbsp;&nbsp;US Bancorp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/11/2024  | 160 | 160 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 1460 | 1913 |
| &nbsp;&nbsp;&nbsp;WEA Finance LLC / Westfield UK & Europe Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/17/2024 (D) | 1370 | 1314 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 11/15/2029  | 925 | 1072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 700 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/02/2043  | 220 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 01/16/2024  | 392 | 395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/23/2026  | 1640 | 1549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (A) | 9725 | 9103 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.013%, U.S. SOFR + 4.502%, 04/04/2051 (A) | 9875 | 9645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 1310 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (A) | 4276 | 4207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.808%, U.S. SOFR + 1.980%, 07/25/2028 (A) | 1570 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  | 2365 | 2159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  | 560 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.478%, U.S. SOFR + 4.032%, 04/04/2031 (A) | 7175 | 6900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  | 220 | 193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/22/2027  | 1180 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/24/2029  | 1450 | 1406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.908%, U.S. SOFR + 1.320%, 04/25/2026 (A) | 2981 | 2921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/24/2024  | 360 | 359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (A) | 2075 | 1958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526%, U.S. SOFR + 1.510%, 03/24/2028 (A) | 13570 | 12819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, U.S. SOFR + 1.500%, 03/02/2033 (A) | 7035 | 6141 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (A) | $| 3675 | $3462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, U.S. SOFR + 1.432%, 10/30/2030 (A) |  | 2530 | 2219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.262%, 02/11/2031 (A) |  | 415 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.406%, U.S. SOFR + 1.087%, 10/30/2025 (A) |  | 2570 | 2456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.393%, U.S. SOFR + 2.100%, 06/02/2028 (A) |  | 4380 | 3923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (A) |  | 760 | 715 |
| &nbsp;&nbsp;&nbsp;Westpac Banking  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (A) |  | 840 | 661 |
|  |  |  | 902520 |
| **Health Care — 2.5%** | **Health Care — 2.5%** | **Health Care — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 840 | 882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/30/2036  |  | 440 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/30/2026  |  | 406 | 407 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 130 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2035  |  | 2800 | 2687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2035  |  | 1399 | 1331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/14/2046  |  | 551 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/06/2042  |  | 2350 | 2126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/14/2036  |  | 543 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/14/2028  |  | 795 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 7325 | 6441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 887 | 782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2025  |  | 700 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/14/2023  |  | 160 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/14/2025  |  | 1605 | 1576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 05/14/2026  |  | 145 | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/21/2029  |  | 5825 | 5320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/21/2026  |  | 610 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 11/06/2022  |  | 350 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 11/21/2024  |  | 2760 | 2667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/21/2022  |  | 5250 | 5239 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 06/15/2030  |  | 3565 | 3049 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2037  |  | 1785 | 2047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 11/15/2041  |  | 316 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2053  |  | 1298 | 1259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.663%, 06/15/2051  |  | 104 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 900 | 810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2033  |  | 1570 | 1513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/18/2029  |  | 1965 | 1911 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/22/2024  | $220 | $219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 02/21/2040  | 880 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/22/2029  | 1000 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2052  | 2417 | 1702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2032  | 3445 | 2805 |
| &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/28/2028  | 2644 | 2334 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/06/2030  | 758 | 621 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2030  | 890 | 838 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  | 2765 | 2395 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/25/2048 (D) | 2228 | 2018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (D) | 400 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/25/2038 (D) | 2097 | 1865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (D) | 2750 | 2239 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.685%, 12/15/2044  | 412 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/15/2024  | 446 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.363%, 06/06/2024  | 531 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.957%, 02/11/2031  | 3595 | 2927 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.298%, 08/22/2032  | 1730 | 1680 |
| &nbsp;&nbsp;&nbsp;Biogen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2051  | 280 | 195 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.464%, 06/01/2030  | 1480 | 1378 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 1830 | 1550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/26/2029  | 253 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2026  | 768 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/15/2032  | 2315 | 2098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/26/2024  | 1352 | 1335 |
| &nbsp;&nbsp;&nbsp;Centene  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2030  | 7299 | 6100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2031  | 700 | 559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 07/15/2028  | 3867 | 3261 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 1089 | 1034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2038  | 1281 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028  | 1260 | 1241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2025  | 450 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 770 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2023  | 715 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/15/2050  | 2030 | 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/15/2051  | 1050 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2025  | 1000 | 977 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/01/2042  | 1385 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 2025 | 1658 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/20/2045  | $170 | $163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 13571 | 13066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/25/2028  | 3518 | 3478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 630 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2040  | 240 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/20/2025  | 929 | 922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2030  | 1835 | 1723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/01/2027  | 620 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/12/2024  | 95 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2026  | 809 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/01/2022  | 230 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/15/2031  | 660 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/28/2031  | 210 | 169 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 1608 | 1141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2050  | 891 | 615 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 11/15/2024  | 2055 | 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 11/15/2022  | 1195 | 1191 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2042  | 219 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 05/15/2052  | 490 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2032  | 1090 | 1049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/01/2027  | 330 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2024  | 1950 | 1927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 12/01/2024  | 1190 | 1172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/15/2023  | 133 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 12/01/2022  | 560 | 559 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  | 40 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 09/01/2035  | 2000 | 1957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2036  | 668 | 609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2024  | 1540 | 1537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2026  | 890 | 874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2050  | 1211 | 830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2040  | 1299 | 944 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | 2920 | 2695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2025  | 750 | 758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2026  | 1015 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 2905 | 2599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (D) | 4883 | 4041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2029  | 2500 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2032 (D) | 3085 | 2665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/15/2031  | 1015 | 805 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2044  | 200 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/15/2047  | 50 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2025  | 120 | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2027  | 860 | 837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/01/2024  | 2530 | 2517 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/23/2029  | $7750 | $7318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/01/2022  | 190 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/03/2032  | 250 | 202 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2046  | 970 | 865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/01/2060  | 2085 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 09/01/2027  | 990 | 870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 09/01/2025  | 490 | 449 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 245 | 188 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2045  | 123 | 123 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/10/2051  | 1050 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 06/24/2030  | 480 | 397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 02/24/2026  | 840 | 759 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 1050 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/28/2050  | 1400 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/01/2030  | 720 | 648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/28/2040  | 2605 | 2001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/18/2031  | 1516 | 1257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 05/28/2030  | 680 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 05/28/2025  | 1050 | 972 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (D) | 3154 | 2239 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 09/02/2025  | 980 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  | 1650 | 1590 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 07/01/2046  | 2445 | 2162 |
| &nbsp;&nbsp;&nbsp;STERIS Irish FinCo UnLtd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/15/2051  | 1175 | 906 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175%, 07/09/2050  | 603 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025%, 07/09/2040  | 869 | 673 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  | 1203 | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/15/2031  | 1266 | 1066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/15/2028  | 754 | 666 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 200 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 03/15/2036  | 560 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2052  | 1050 | 1039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  | 2120 | 2112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 12/15/2048  | 140 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2048  | 180 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2032  | 520 | 514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/2029  | 1922 | 1891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028  | 250 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2059  | 570 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  | 330 | 329 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  | $| 140 | $119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/15/2023  |  | 230 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  |  | 3496 | 2745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/15/2060  |  | 90 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 392 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2050  |  | 2212 | 1622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/15/2023  |  | 150 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2040  |  | 1144 | 884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 10/15/2022  |  | 100 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 150 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2030  |  | 220 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/15/2026  |  | 260 | 238 |
| &nbsp;&nbsp;&nbsp;Universal Health Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 09/01/2026 (D) |  | 1260 | 1088 |
| &nbsp;&nbsp;&nbsp;Viatris  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/22/2050  |  | 1455 | 940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/22/2030  |  | 305 | 240 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 02/01/2024  |  | 365 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 320 | 363 |
|  |  |  | 209438 |
| **Industrials — 1.9%** | **Industrials — 1.9%** | **Industrials — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;3M  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2050 (E) |  | 300 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/26/2029  |  | 2320 | 1996 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/03/2023  |  | 262 | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 6720 | 5423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/29/2028  |  | 8758 | 7445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 5425 | 4784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 3505 | 3243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 10/29/2023  |  | 4522 | 4326 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/01/2025  |  | 490 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/01/2025  |  | 525 | 501 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/15/2026  |  | 3019 | 2785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/01/2025  |  | 605 | 567 |
| &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust, Ser 2015-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/01/2027  |  | 88 | 76 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2025  |  | 107 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  |  | 800 | 764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 2130 | 2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 1090 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  |  | 1240 | 1220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2025  |  | 2290 | 2296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508%, 05/01/2023  |  | 2225 | 2229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/01/2050  |  | 2021 | 1450 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/01/2035  | $3148 | $2422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2029  | 720 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2026  | 230 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/01/2027  | 280 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 02/01/2027  | 340 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.196%, 02/04/2026  | 4770 | 4365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.433%, 02/04/2024  | 5034 | 4826 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.290%, 06/01/2036  | 200 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  | 1220 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/01/2025  | 140 | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  | 610 | 450 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  | 785 | 751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/05/2032  | 1178 | 1140 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  | 34 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/02/2041  | 1488 | 1172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 12/02/2031  | 2952 | 2522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/02/2026  | 359 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 12/02/2024  | 1859 | 1746 |
| &nbsp;&nbsp;&nbsp;Carrier Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.577%, 04/05/2050  | 70 | 53 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/15/2044  | 50 | 48 |
| &nbsp;&nbsp;&nbsp;Cintas No. 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2032  | 3495 | 3422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2027  | 590 | 581 |
| &nbsp;&nbsp;&nbsp;Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/29/2024  | 43 | 41 |
| &nbsp;&nbsp;&nbsp;CoStar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 07/15/2030 (D) | 1485 | 1211 |
| &nbsp;&nbsp;&nbsp;Crowley Conro LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181%, 08/15/2043  | 773 | 765 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2032  | 1965 | 1898 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050 (E) | 920 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 04/15/2030  | 160 | 149 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/10/2028  | 2641 | 2290 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines/Skymiles LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/20/2028 (D) | 5688 | 5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (D) | 1330 | 1303 |
| &nbsp;&nbsp;&nbsp;Eaton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 04/01/2024  | 325 | 343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/02/2042  | 530 | 475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/02/2032  | 99 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/02/2022  | 1740 | 1739 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | $2935 | $2133 |
| &nbsp;&nbsp;&nbsp;Equifax  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2023  | 3015 | 3008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 12/15/2025  | 445 | 419 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 3868 | 3657 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 1915 | 1843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 200 | 191 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/15/2032  | 103 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.385%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (A) | 3035 | 2477 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 06/01/2025  | 510 | 479 |
| &nbsp;&nbsp;&nbsp;ILFC E-Capital Trust II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, ICE LIBOR USD 3 Month + 1.800%, 12/21/2065 (A)(D) | 1200 | 864 |
| &nbsp;&nbsp;&nbsp;JetBlue Pass-Through Trust, Ser 2019-1, Cl AA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2032  | 147 | 125 |
| &nbsp;&nbsp;&nbsp;John Deere Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/18/2029  | 2525 | 2413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/08/2027 (E) | 1873 | 1755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 09/08/2022  | 145 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/07/2025  | 1126 | 1081 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.054%, 04/27/2045  | 330 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.854%, 04/27/2035  | 210 | 204 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2053  | 2240 | 2091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2032  | 410 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 01/15/2026  | 716 | 710 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/01/2050  | 3940 | 4139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2030  | 2676 | 2667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/15/2045  | 350 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2028  | 480 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 01/15/2025  | 2020 | 1968 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 02/15/2040  | 605 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.056%, 04/05/2025  | 340 | 321 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2029  | 1519 | 1496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/15/2027  | 4267 | 4223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/14/2024  | 830 | 811 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP / PTL Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/10/2025 (D) | 225 | 220 |
| &nbsp;&nbsp;&nbsp;Quanta Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/01/2024  | 1492 | 1396 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/16/2028  | $| 480 | $470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/16/2025  |  | 800 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/15/2024  |  | 320 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 07/01/2050  |  | 1290 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/01/2030  |  | 680 | 581 |
| &nbsp;&nbsp;&nbsp;Republic Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2023  |  | 119 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/15/2024  |  | 2035 | 1976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 02/15/2031  |  | 4370 | 3443 |
| &nbsp;&nbsp;&nbsp;Roper Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 09/15/2025  |  | 940 | 852 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/11/2026 (D) |  | 2830 | 2546 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/15/2027  |  | 85 | 87 |
| &nbsp;&nbsp;&nbsp;Triton Container International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 04/15/2026 (D) |  | 1490 | 1293 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  |  | 970 | 814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  |  | 530 | 528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/05/2070  |  | 700 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 898 | 755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/05/2050  |  | 1065 | 838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.891%, 04/06/2036  |  | 835 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/14/2032  |  | 1873 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/05/2027  |  | 270 | 251 |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/01/2040  |  | 525 | 556 |
| &nbsp;&nbsp;&nbsp;US Airways Pass-Through Trust, Ser 2012-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/01/2024  |  | 21 | 21 |
| &nbsp;&nbsp;&nbsp;US Airways Pass-Through Trust, Ser 2012-2, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/03/2025  |  | 2376 | 2156 |
|  |  |  | 151877 |
| **Information Technology — 1.8%** | **Information Technology — 1.8%** | **Information Technology — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;Adobe  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/01/2030  |  | 1300 | 1156 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924%, 06/01/2032  |  | 2414 | 2334 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 2460 | 2515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 1275 | 1249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/08/2062  |  | 4073 | 3740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/08/2052  |  | 1575 | 1453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 375 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/06/2024  |  | 350 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 08/08/2032  |  | 1963 | 1856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/08/2029  |  | 3145 | 3007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/08/2061  |  | 531 | 375 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  | $1152 | $843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  | 513 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 08/04/2026  | 2560 | 2434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 05/03/2023  | 95 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 08/20/2050  | 95 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  | 609 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/05/2028  | 1080 | 939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/11/2025  | 1720 | 1607 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/01/2030  | 1070 | 897 |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 05/15/2037 (D) | 2335 | 2080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/15/2032  | 1110 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2030  | 1725 | 1573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 (D) | 1125 | 1006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (D) | 1500 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.469%, 04/15/2034 (D) | 1672 | 1354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, 04/15/2033 (D) | 5806 | 4789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 11/15/2025  | 980 | 947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (D) | 2980 | 2258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/15/2031 (D) | 1309 | 1044 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/15/2079  | 1800 | 1667 |
| &nbsp;&nbsp;&nbsp;Dell International LLC/EMC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 07/15/2027  | 762 | 801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 10/01/2026  | 384 | 386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/15/2051 (D) | 2230 | 1458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/15/2041 (D) | 1859 | 1302 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/15/2052  | 551 | 534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2029  | 1575 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 08/15/2027  | 3485 | 3452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/15/2024  | 298 | 279 |
| &nbsp;&nbsp;&nbsp;HP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/15/2032  | 2625 | 2319 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  | 785 | 757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 2200 | 2147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/25/2050  | 1115 | 1062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 119 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 660 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 08/12/2051  | 310 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 08/12/2041  | 1957 | 1452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 08/12/2028  | 650 | 564 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2024  | 2340 | 2311 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 695 | 698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/15/2032  | 640 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/01/2050  | 1791 | 1400 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026 (D) | 2500 | 2073 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2025  | $150 | $149 |
| &nbsp;&nbsp;&nbsp;Lenovo Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.536%, 07/27/2032 (D) | 1120 | 1110 |
| &nbsp;&nbsp;&nbsp;Marvell Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 04/15/2026  | 2010 | 1808 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 2850 | 2581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/01/2024  | 240 | 239 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/06/2037  | 245 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 460 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 1622 | 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/06/2027  | 2680 | 2634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 281 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 646 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/06/2024  | 970 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 02/12/2025  | 360 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 59 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 240 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 08/08/2026  | 1990 | 1899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/01/2023  | 50 | 50 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2060  | 680 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 990 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 2010 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/01/2030  | 1325 | 1196 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2027  | 906 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/01/2030  | 1039 | 920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2041  | 820 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/01/2025  | 430 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/15/2032  | 1547 | 1244 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/08/2034  | 285 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2047  | 330 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/25/2051  | 4590 | 3297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/15/2035  | 4920 | 4024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  | 4295 | 3335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  | 1834 | 1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2024  | 675 | 656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/15/2025  | 695 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2030  | 1415 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/25/2031  | 2480 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 04/01/2027  | 625 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026  | 1820 | 1641 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 06/01/2052  | 2445 | 2383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2032  | 740 | 729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2030  | 6600 | 5670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 06/01/2025  | 640 | 602 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/20/2032  | $| 119 | $95 |
| &nbsp;&nbsp;&nbsp;salesforce.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/11/2023  |  | 740 | 739 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  |  | 1250 | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/04/2030  |  | 440 | 375 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  |  | 3950 | 3342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/25/2026  |  | 3310 | 3003 |
| &nbsp;&nbsp;&nbsp;TSMC Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/22/2032 (D) |  | 500 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 09/28/2030 (D) |  | 4320 | 3393 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  |  | 810 | 779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/14/2025  |  | 660 | 645 |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2030  |  | 1504 | 1425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 08/15/2028  |  | 453 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/15/2026  |  | 2617 | 2307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  |  | 2601 | 2437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 08/15/2023  |  | 3664 | 3543 |
| &nbsp;&nbsp;&nbsp;Vontier  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2031  |  | 925 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 04/01/2026  |  | 1170 | 1023 |
| &nbsp;&nbsp;&nbsp;Workday  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2032 (E) |  | 2510 | 2297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2029  |  | 500 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2027  |  | 360 | 343 |
| &nbsp;&nbsp;&nbsp;Xilinx  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 06/01/2030  |  | 641 | 559 |
|  |  |  | 152678 |
| **Materials — 0.9%** | **Materials — 0.9%** | **Materials — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Amcor Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/28/2026  |  | 2000 | 1904 |
| &nbsp;&nbsp;&nbsp;Anglo American Capital PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/16/2052 (D) |  | 1707 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/11/2027 (D) |  | 280 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/16/2029 (D) |  | 2142 | 1940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/11/2024 (D) |  | 1810 | 1774 |
| &nbsp;&nbsp;&nbsp;Barrick Gold  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/01/2042  |  | 740 | 722 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 05/30/2041  |  | 470 | 482 |
| &nbsp;&nbsp;&nbsp;Berry Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/15/2026 (D) |  | 3270 | 3183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 01/15/2027  |  | 775 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.570%, 01/15/2026  |  | 1010 | 902 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 40 | 40 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032  | $1785 | $1772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  | 1995 | 1989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2025  | 4910 | 4923 |
| &nbsp;&nbsp;&nbsp;Dow Chemical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 11/01/2029  | 1005 | 1154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 05/15/2049  | 925 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2050  | 762 | 582 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 11/15/2025  | 2095 | 2110 |
| &nbsp;&nbsp;&nbsp;Equate Petrochemical MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/03/2026 (D) | 1640 | 1610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/28/2028 (D) | 2250 | 2014 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2043  | 270 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  | 330 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2029  | 3430 | 3305 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/15/2037 (D) | 863 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2041 (D) | 95 | 91 |
| &nbsp;&nbsp;&nbsp;Glencore Funding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/30/2023 (D) | 50 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/27/2027 (D) | 1570 | 1508 |
| &nbsp;&nbsp;&nbsp;Industrias Penoles  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/12/2029 (D) | 2290 | 2114 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  | 2365 | 2170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2030 (D) | 4800 | 3933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.230%, 10/01/2025 (D) | 4110 | 3697 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/17/2042 (D) | 350 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/01/2027 (D) | 2770 | 2622 |
| &nbsp;&nbsp;&nbsp;Newcrest Finance Pty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/13/2030 (D) | 1140 | 1008 |
| &nbsp;&nbsp;&nbsp;OCP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/22/2025 (D) | 1860 | 1817 |
| &nbsp;&nbsp;&nbsp;Orbia Advance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/11/2031 (D) | 1340 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 05/11/2026 (D) | 1410 | 1261 |
| &nbsp;&nbsp;&nbsp;Rohm & Haas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 07/15/2029  | 954 | 1110 |
| &nbsp;&nbsp;&nbsp;Sealed Air  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.573%, 10/15/2026 (D) | 1600 | 1403 |
| &nbsp;&nbsp;&nbsp;Southern Copper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/08/2042  | 4540 | 4375 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029  | 2540 | 2545 |
| &nbsp;&nbsp;&nbsp;Vale Overseas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/21/2036  | 1595 | 1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/10/2026  | 2290 | 2402 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Westlake  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 08/15/2026  | $| 820 | $794 |
|  |  |  | 71047 |
| **Real Estate — 1.1%** | **Real Estate — 1.1%** | **Real Estate — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Agree  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/01/2032  |  | 785 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2033  |  | 355 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2028  |  | 1566 | 1319 |
| &nbsp;&nbsp;&nbsp;American Assets Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/01/2031  |  | 2580 | 2173 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  |  | 645 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2032  |  | 1441 | 1258 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/15/2027  |  | 1109 | 1055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 01/15/2027  |  | 785 | 731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2031  |  | 598 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 10/15/2030  |  | 3215 | 2535 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2031  |  | 2490 | 2157 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2024  |  | 2000 | 1986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/21/2029  |  | 1510 | 1353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2030  |  | 125 | 107 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/01/2030  |  | 1845 | 1640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/16/2031  |  | 1596 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/01/2028  |  | 504 | 426 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 05/15/2030  |  | 480 | 425 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 04/01/2041  |  | 380 | 274 |
| &nbsp;&nbsp;&nbsp;Crown Castle International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2027  |  | 376 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/01/2030  |  | 1293 | 1146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2027  |  | 2453 | 2273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.050%, 07/15/2026  |  | 2246 | 1967 |
| &nbsp;&nbsp;&nbsp;Equinix  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/15/2032  |  | 1740 | 1579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2051  |  | 1895 | 1273 |
| &nbsp;&nbsp;&nbsp;Essential Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 07/15/2031  |  | 2595 | 1993 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2031  |  | 742 | 617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/01/2028  |  | 1887 | 1605 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2029  |  | 721 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/15/2032  |  | 645 | 507 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2024  |  | 997 | 992 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/01/2028  | $1250 | $1240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2023  | 839 | 828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/15/2026  | 1870 | 1837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/15/2029  | 2502 | 2415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2025  | 2330 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2030  | 1100 | 964 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/01/2025  | 1455 | 1412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2030  | 30 | 26 |
| &nbsp;&nbsp;&nbsp;Healthcare Trust of America Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2026  | 1010 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/15/2031  | 1600 | 1245 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 04/01/2029  | 3200 | 3004 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032  | 1441 | 1295 |
| &nbsp;&nbsp;&nbsp;Kimco Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2033  | 1179 | 1140 |
| &nbsp;&nbsp;&nbsp;Life Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2027  | 935 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 10/15/2031  | 1625 | 1297 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/15/2023  | 738 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2025  | 884 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2029  | 723 | 690 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2024  | 125 | 125 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2028  | 766 | 719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/15/2032  | 1043 | 894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 06/15/2028  | 773 | 678 |
| &nbsp;&nbsp;&nbsp;Regency Centers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2029  | 1562 | 1364 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 09/01/2031  | 797 | 636 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/15/2029  | 1335 | 1164 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/13/2029  | 1915 | 1653 |
| &nbsp;&nbsp;&nbsp;SL Green Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/15/2022  | 3000 | 2994 |
| &nbsp;&nbsp;&nbsp;SL Green Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/01/2022 (E) | 500 | 500 |
| &nbsp;&nbsp;&nbsp;Spirit Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2030  | 512 | 440 |
| &nbsp;&nbsp;&nbsp;STORE Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2029  | 918 | 887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2028  | 2719 | 2610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/18/2030  | 1273 | 1033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 12/01/2031  | 500 | 397 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/15/2032  | $| 1441 | $1291 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2028  |  | 721 | 609 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (D) |  | 855 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  |  | 1158 | 1071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/15/2032  |  | 2390 | 2278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 02/15/2030  |  | 50 | 48 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (D) |  | 190 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/01/2026 (D) |  | 725 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2028 (D) |  | 345 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2029 (D) |  | 1320 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2027 (D) |  | 125 | 113 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2024  |  | 183 | 184 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/09/2033  |  | 2480 | 2173 |
|  |  |  | 85913 |
| **Utilities — 2.0%** | **Utilities — 2.0%** | **Utilities — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;AES  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 01/15/2026  |  | 849 | 753 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 1490 | 1238 |
| &nbsp;&nbsp;&nbsp;American Transmission Systems  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 01/15/2032 (D) |  | 1241 | 1044 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2049  |  | 60 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/01/2045  |  | 1600 | 1392 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  |  | 1117 | 946 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 05/15/2051  |  | 3035 | 2165 |
| &nbsp;&nbsp;&nbsp;Boston Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.487%, 02/15/2042 (D) |  | 140 | 123 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  |  | 824 | 696 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2024 (D) |  | 300 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/23/2027 (D) |  | 710 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/26/2033 (D) |  | 790 | 606 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 12/01/2048  |  | 2000 | 1888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2044  |  | 2885 | 2679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2050  |  | 210 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/01/2030  |  | 260 | 244 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 08/15/2052  |  | 499 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/01/2060  |  | 639 | 406 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.071%, 08/15/2024 (C) |  | 1800 | 1764 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2052  | $598 | $510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/01/2050  | 1305 | 992 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.529%, 10/01/2024 (C) | 1775 | 1709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.050%, 06/01/2025  | 3898 | 3567 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2052  | 787 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2032  | 2122 | 2046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2028  | 2360 | 2310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/01/2046  | 230 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/15/2051  | 231 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/15/2027  | 850 | 801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2031  | 4930 | 4114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 09/15/2025  | 1955 | 1775 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  | 1000 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/30/2042  | 1512 | 1337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 1010 | 832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/15/2032  | 1387 | 1230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/15/2031  | 758 | 663 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 01/15/2027  | 1600 | 1550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/15/2031  | 1113 | 948 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/01/2050  | 1205 | 841 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/01/2044  | 250 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/15/2050  | 1125 | 771 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/15/2051  | 1005 | 686 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/01/2027  | 1625 | 1558 |
| &nbsp;&nbsp;&nbsp;Evergy Metro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/01/2041  | 250 | 254 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 07/01/2027  | 4167 | 4179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/01/2032  | 1504 | 1351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2024  | 3730 | 3633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/15/2026  | 633 | 563 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/15/2035  | 1720 | 1803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2025  | 1020 | 1010 |
| &nbsp;&nbsp;&nbsp;FirstEnergy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2027  | 1310 | 1241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 01/15/2026  | 300 | 270 |
| &nbsp;&nbsp;&nbsp;Florida Power and Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2024  | 455 | 452 |
| &nbsp;&nbsp;&nbsp;ITC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/01/2023  | 2075 | 2074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/15/2022  | 1516 | 1513 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2032 (D) | $1227 | $1037 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.586%, 01/18/2052 (D) | 4825 | 3471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.742%, 08/15/2026 (D) | 1175 | 1088 |
| &nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/27/2027 (D) | 1612 | 1598 |
| &nbsp;&nbsp;&nbsp;Metropolitan Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2029 (D) | 2032 | 1984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2025 (D) | 1000 | 954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2023 (D) | 5050 | 5040 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 1500 | 1473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/15/2029  | 1330 | 1289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/01/2052  | 969 | 688 |
| &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2028 (D) | 190 | 183 |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2042  | 513 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/30/2028  | 1338 | 1287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/30/2051  | 1340 | 953 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/07/2025  | 720 | 686 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2027  | 1165 | 1170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.254%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (A) | 5000 | 4989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 03/01/2023  | 1095 | 1075 |
| &nbsp;&nbsp;&nbsp;NiSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/01/2042  | 471 | 470 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 754 | 589 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 906 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/01/2051  | 687 | 520 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2030  | 1950 | 1769 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/01/2052  | 750 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/01/2050  | 1508 | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2044  | 375 | 289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/01/2040  | 384 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 648 | 482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 12/01/2047  | 1732 | 1183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2050  | 220 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 08/01/2040  | 90 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2031  | 2795 | 2137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 08/01/2027  | 3653 | 3089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  | 2910 | 2811 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 2590 | 1868 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/01/2044  | $1985 | $1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 09/15/2051  | 1348 | 981 |
| &nbsp;&nbsp;&nbsp;Pennsylvania Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2025 (D) | 995 | 967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2028 (D) | 1086 | 1005 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048 (D) | 2090 | 1991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 05/21/2028 (D) | 1030 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2027 (D) | 1990 | 1926 |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 05/15/2052  | 2000 | 1963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2031  | 2000 | 1685 |
| &nbsp;&nbsp;&nbsp;Progress Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2039  | 200 | 209 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/01/2028  | 3090 | 3005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/01/2050  | 609 | 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 08/01/2050  | 310 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2031  | 1496 | 1245 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 11/15/2031  | 965 | 806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 08/15/2030  | 859 | 684 |
| &nbsp;&nbsp;&nbsp;Public Service of Oklahoma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/15/2051  | 754 | 547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 08/15/2031  | 746 | 616 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2048  | 841 | 699 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/01/2030  | 1840 | 1641 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/15/2026  | 1550 | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/15/2031  | 1180 | 937 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/01/2026  | 1000 | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/15/2026  | 3990 | 3617 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2049  | 2000 | 1673 |
| &nbsp;&nbsp;&nbsp;Texas Electric Market Stabilization Funding N LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.265%, 08/01/2034 (D) | 6135 | 6100 |
| &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/01/2025 (D) | 527 | 515 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2043  | 1205 | 1146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2052  | 758 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/15/2024  | 150 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  | 1117 | 828 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2029 (D) | 2725 | 2449 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;WEC Energy Group  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 03/15/2024  | $| 1480 | $| 1409 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/15/2028  |  | 670 |  | 584 |
| &nbsp;&nbsp;&nbsp;Xcel Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/01/2032  |  | 1133 |  | 1125 |
|  |  |  |  | 161293 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,701,758) ($ Thousands) |  |  |  | 2431377 |
| **U.S. TREASURY OBLIGATIONS — 26.8%** | **U.S. TREASURY OBLIGATIONS — 26.8%** | **U.S. TREASURY OBLIGATIONS — 26.8%** | **U.S. TREASURY OBLIGATIONS — 26.8%** | **U.S. TREASURY OBLIGATIONS — 26.8%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.506%, 11/10/2022 (I) |  | 24160 |  | 24038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.415%, 12/22/2022 (I) |  | 6600 |  | 6538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.239%, 09/20/2022 (I) |  | 19710 |  | 19688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.047%, 10/20/2022 (I) |  | 6900 |  | 6877 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2043  |  | 460 |  | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 9566 |  | 9334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2042  |  | 22139 |  | 21177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  |  | 39927 |  | 37850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 31758 |  | 29267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  |  | 70118 |  | 58121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/15/2051  |  | 8310 |  | 6842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/15/2041  |  | 240 |  | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  |  | 91089 |  | 72757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2041  |  | 213309 |  | 165698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/15/2050  |  | 7650 |  | 5787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2051  |  | 35434 |  | 26620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2041  |  | 7390 |  | 5662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2051  |  | 30980 |  | 22605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/15/2051  |  | 27590 |  | 20091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/15/2041  |  | 128366 |  | 95372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/15/2050  |  | 26776 |  | 18320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2040  |  | 70309 |  | 49464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/15/2050  |  | 77606 |  | 49625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/15/2050  |  | 41070 |  | 25394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/15/2040  |  | 29657 |  | 20185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 08/15/2040  |  | 39294 |  | 26502 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 02/15/2052  |  | 4142 |  | 3240 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/31/2024  |  | 138615 |  | 138019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027  |  | 87855 |  | 87436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2029  |  | 6764 |  | 6737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/15/2025  |  | 42085 |  | 41661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/31/2027  |  | 129025 |  | 127876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/30/2024  |  | 16937 |  | 16790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/31/2024  |  | 100894 |  | 100011 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2025  | $| 100765 | $| 99419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/30/2025  |  | 7646 |  | 7523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2032  |  | 3510 |  | 3421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/30/2027  |  | 6110 |  | 5947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/31/2027  |  | 108155 |  | 105257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/15/2028  |  | 19912 |  | 19290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/31/2029  |  | 22825 |  | 22024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2032  |  | 50115 |  | 48345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 07/31/2029  |  | 62218 |  | 59642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/30/2024  |  | 26241 |  | 25825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/15/2027  |  | 7954 |  | 7606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/31/2029  |  | 26630 |  | 25110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2026  |  | 18547 |  | 17511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/15/2026  |  | 22623 |  | 21190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/15/2031  |  | 10230 |  | 9037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/15/2026  |  | 44353 |  | 41172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/31/2027  |  | 21815 |  | 20130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/30/2028  |  | 11529 |  | 10330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 10/31/2028  |  | 44098 |  | 39258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 04/30/2028  |  | 23590 |  | 21027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/31/2028  |  | 16350 |  | 14559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/30/2028  |  | 24594 |  | 21854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/31/2028  |  | 20729 |  | 18121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 06/30/2026  |  | 32111 |  | 29156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/31/2026  |  | 26999 |  | 24439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 01/31/2028  |  | 2340 |  | 2039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 11/30/2027  |  | 16839 |  | 14639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 11/30/2025  |  | 6306 |  | 5705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/31/2026  |  | 25332 |  | 22804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 08/31/2025  |  | 20260 |  | 18396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 09/30/2022  |  | 11550 |  | 11530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/30/2023  |  | 15146 |  | 14828 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,356,069) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,356,069) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,356,069) ($ Thousands) |  | 2153376 |
| **ASSET-BACKED SECURITIES — 9.6%** | **ASSET-BACKED SECURITIES — 9.6%** | **ASSET-BACKED SECURITIES — 9.6%** | **ASSET-BACKED SECURITIES — 9.6%** | **ASSET-BACKED SECURITIES — 9.6%** |
| **Automotive — 2.0%** | **Automotive — 2.0%** | **Automotive — 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2022-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 11/15/2026  |  | 2019 |  | 2000 |
| &nbsp;&nbsp;&nbsp;Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 01/20/2026  |  | 3820 |  | 3781 |
| &nbsp;&nbsp;&nbsp;Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 11/18/2026  |  | 682 |  | 665 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 04/18/2028  |  | 1739 |  | 1739 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 01/15/2031 (D) | $1570 | $1541 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.360%, 03/20/2026 (D) | 1574 | 1497 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330%, 08/20/2026 (D) | 4538 | 4273 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.020%, 02/20/2027 (D) | 3620 | 3317 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.380%, 08/20/2027 (D) | 1050 | 929 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660%, 02/20/2028 (D) | 3473 | 3095 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.620%, 02/20/2027 (D) | 3126 | 3109 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2022-4A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.770%, 02/20/2029 (D) | 1550 | 1544 |
| &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 05/17/2027  | 2825 | 2808 |
| &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust, Ser 2022-AA, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990%, 03/27/2028 (D) | 1120 | 1109 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 04/15/2031 (D) | 211 | 211 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2020-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.240%, 08/15/2032 (D) | 1830 | 1773 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2020-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.830%, 08/15/2032 (D) | 500 | 481 |
| &nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 12/11/2034 (D) | 1890 | 1830 |
| &nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.980%, 12/11/2034 (D) | 1140 | 1073 |
| &nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 12/11/2034 (D) | 1990 | 1866 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 12/21/2026 (D) | 905 | 841 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 05/15/2025  | 4074 | 4031 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust, Ser 2022-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 07/15/2025  | $1567 | $1544 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2020-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.060%, 04/15/2033 (D) | 1188 | 1077 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 11/15/2034 (D) | 5480 | 5410 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.290%, 06/15/2026  | 1082 | 1037 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, 11/15/2030  | 2740 | 2700 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 09/15/2025 (D) | 1477 | 1448 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.420%, 01/15/2025 (D) | 663 | 656 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.420%, 06/20/2025  | 1645 | 1633 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, 05/20/2026  | 1802 | 1779 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 09/22/2025  | 2175 | 2179 |
| &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110%, 08/20/2026  | 2343 | 2337 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/16/2027  | 4709 | 4637 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/17/2028  | 2511 | 2459 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710%, 12/16/2027  | 1431 | 1419 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.990%, 06/25/2026 (D) | 5990 | 5568 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2022-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 03/25/2025 (D) | 1040 | 1019 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.680%, 12/27/2027 (D) | 1983 | 1767 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III, Ser 2021-2A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, 12/27/2027 (D) | $2030 | $1749 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing LLC, Ser 2022-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330%, 06/26/2028 (D) | 3726 | 3341 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing LLC, Ser 2022-4A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730%, 09/25/2026 (D) | 2373 | 2303 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing LLC, Ser 2022-5A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890%, 09/25/2028 (D) | 3943 | 3756 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730%, 07/20/2026  | 1490 | 1480 |
| &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, 12/18/2028  | 1070 | 1062 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.030%, 12/15/2027  | 1347 | 1241 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.220%, 10/15/2026  | 2641 | 2549 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 04/17/2028  | 899 | 851 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.991%, 01/25/2028 (D) | 290 | 285 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 02/25/2028 (D) | 666 | 650 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.889%, 12/26/2028 (D) | 1134 | 1095 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.760%, 02/26/2029 (D) | 2292 | 2204 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 05/15/2025  | 3143 | 3138 |
| &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 04/15/2026 (D) | 1654 | 1648 |
| &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180%, 12/15/2028 (D) | 813 | 811 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.590%, 09/15/2025  | 2845 | 2823 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/15/2026  | $1730 | $1685 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.120%, 10/15/2026  | 3710 | 3696 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.980%, 10/15/2026  | 4987 | 4906 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 12/15/2026  | 3519 | 3474 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 02/16/2027  | 2380 | 2366 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110%, 08/17/2026  | 1973 | 1966 |
| &nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 11/20/2025 (D) | 2920 | 2871 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.560%, 11/25/2031 (D) | 885 | 862 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 05/25/2033 (D) | 1600 | 1486 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 04/25/2035 (D) | 8775 | 8665 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.920%, 01/16/2024  | 130 | 130 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2021-D, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.710%, 04/15/2026  | 766 | 730 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110%, 08/16/2027  | 1873 | 1821 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, 04/15/2027  | 2255 | 2239 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.770%, 02/15/2028  | 1787 | 1764 |
| &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, 07/21/2025  | 1135 | 1125 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.490%, 10/15/2024 (D) | 395 | 395 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.390%, 10/15/2024 (D) | $| 542 | $539 |
| &nbsp;&nbsp;&nbsp;Wheels SPV II LLC, Ser 2020-1A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 08/20/2029 (D) |  | 1116 | 1102 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-C, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 10/15/2027  |  | 1665 | 1655 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, 02/18/2025  |  | 1765 | 1743 |
| &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A4 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.340%, 06/15/2027  |  | 1040 | 1031 |
|  |  |  | 159419 |
| **Credit Cards — 0.7%** | **Credit Cards — 0.7%** | **Credit Cards — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 05/17/2027  |  | 8182 | 8084 |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-3, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/16/2027  |  | 18084 | 18004 |
| &nbsp;&nbsp;&nbsp;BA Credit Card Trust, Ser 2022-A1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530%, 11/15/2027  |  | 3297 | 3267 |
| &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 07/15/2030  |  | 2458 | 2128 |
| &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.490%, 05/15/2027  |  | 2377 | 2354 |
| &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.161%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (A) |  | 5880 | 5821 |
| &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust, Ser 2022-A3, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, 07/15/2027  |  | 12310 | 12191 |
| &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC, Ser 2022-A1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 04/15/2028  |  | 2821 | 2777 |
| &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC, Ser 2022-A2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, 07/15/2028  |  | 2827 | 2813 |
|  |  |  | 57439 |
| **Mortgage Related Securities — 0.2%** | **Mortgage Related Securities — 0.2%** | **Mortgage Related Securities — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Aames Mortgage Trust, Ser 2002-1, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.396%, 06/25/2032 (C) |  | 16 | 16 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Accredited Mortgage Loan Trust, Ser 2005-3, Cl M3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.164%, ICE LIBOR USD 1 Month + 0.720%, 09/25/2035 (A) | $| 3728 | $3681 |
| &nbsp;&nbsp;&nbsp;Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (A) |  | 488 | 486 |
| &nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.164%, ICE LIBOR USD 1 Month + 0.720%, 01/25/2035 (A) |  | 2343 | 2317 |
| &nbsp;&nbsp;&nbsp;Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.211%, ICE LIBOR USD 1 Month + 0.820%, 09/15/2029 (A) |  | 166 | 153 |
| &nbsp;&nbsp;&nbsp;Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.604%, ICE LIBOR USD 1 Month + 0.160%, 08/25/2036 (A) |  | 688 | 268 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858%, 01/25/2047 (C) |  | 13 | 5 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2005-KS9, Cl M5 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.389%, ICE LIBOR USD 1 Month + 0.630%, 10/25/2035 (A) |  | 6566 | 6516 |
| &nbsp;&nbsp;&nbsp;Soundview Home Loan Trust, Ser 2006-OPT3, Cl 2A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.784%, ICE LIBOR USD 1 Month + 0.340%, 06/25/2036 (A) |  | 77 | 77 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/25/2032  |  | 19 | 17 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2034 (A) |  | 2018 | 1952 |
|  |  |  | 15488 |
| **Other Asset-Backed Securities — 6.7%** | **Other Asset-Backed Securities — 6.7%** | **Other Asset-Backed Securities — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;522 Funding CLO, Ser 2021-6A, Cl A1R |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.933%, 10/23/2034 (A)(D) |  | 1000 | 975 |
| &nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660%, ICE LIBOR USD 3 Month + 1.950%, 01/20/2032 (A)(D) |  | 2420 | 2400 |
| &nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund IX LLC, Ser 2021-9A, Cl A1R |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.169%, ICE LIBOR USD 3 Month + 1.400%, 11/18/2031 (A)(D) |  | 4190 | 4111 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;AccessLex Institute, Ser 2007-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.297%, ICE LIBOR USD 3 Month + 0.300%, 05/25/2036 (A) | $1874 | $1810 |
| &nbsp;&nbsp;&nbsp;ACRES Commercial Realty, Ser 2021-FL1, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.980%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2036 (A)(D) | 6000 | 5850 |
| &nbsp;&nbsp;&nbsp;AGL CLO VI, Ser 2021-6A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034 (A)(D) | 1360 | 1327 |
| &nbsp;&nbsp;&nbsp;Aimco CLO XI, Ser 2021-11A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, ICE LIBOR USD 3 Month + 1.130%, 10/17/2034 (A)(D) | 5500 | 5335 |
| &nbsp;&nbsp;&nbsp;Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937%, 08/15/2046 (D) | 3630 | 3196 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Ser 2015-SFR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.467%, 04/17/2052 (D) | 4441 | 4323 |
| &nbsp;&nbsp;&nbsp;AMMC CLO IX, Ser 2019-19A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.652%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (A)(D) | 758 | 753 |
| &nbsp;&nbsp;&nbsp;AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (A)(D) | 5415 | 5360 |
| &nbsp;&nbsp;&nbsp;Antares CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.243%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (A)(D) | 2500 | 2414 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXXV, Ser 2021-35A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.760%, ICE LIBOR USD 3 Month + 1.050%, 04/20/2034 (A)(D) | 1320 | 1285 |
| &nbsp;&nbsp;&nbsp;Applebee's Funding LLC / IHOP Funding LLC, Ser 2019-1A, Cl A2I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, 06/05/2049 (D) | 1980 | 1901 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (D) | 2123 | 1965 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.091%, ICE LIBOR USD 1 Month + 1.700%, 11/15/2036 (A)(D) | 4831 | 4632 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.333%, SOFR30A + 1.450%, 01/15/2037 (A)(D) | 1848 | 1808 |
| &nbsp;&nbsp;&nbsp;Ares LXIII CLO, Ser 2022-63A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.267%, TSFR3M + 1.380%, 04/20/2035 (A)(D) | 2750 | 2693 |
| &nbsp;&nbsp;&nbsp;Ares XLII Clo, Ser 2021-42A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.259%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(D) | 2000 | 1956 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding, Ser 2021-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, ICE LIBOR USD 3 Month + 1.170%, 01/20/2035 (A)(D) | $1230 | $1195 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(D) | 2808 | 2772 |
| &nbsp;&nbsp;&nbsp;Blackbird Capital Aircraft, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.443%, 07/15/2046 (D) | 915 | 774 |
| &nbsp;&nbsp;&nbsp;Brazos Education Loan Authority, Ser 2012-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.144%, ICE LIBOR USD 1 Month + 0.700%, 12/26/2035 (A) | 953 | 934 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2010-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.197%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (A) | 4835 | 4782 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2011-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.797%, ICE LIBOR USD 3 Month + 0.800%, 02/25/2030 (A) | 205 | 205 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2011-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.783%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (A) | 3456 | 3422 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2019-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.541%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (A)(D) | 1207 | 1202 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.819%, ICE LIBOR USD 3 Month + 1.050%, 07/27/2031 (A)(D) | 863 | 846 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-1A, Cl A2R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (A)(D) | 3030 | 2915 |
| &nbsp;&nbsp;&nbsp;Catskill Park CLO, Ser 2017-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410%, ICE LIBOR USD 3 Month + 1.700%, 04/20/2029 (A)(D) | 1500 | 1470 |
| &nbsp;&nbsp;&nbsp;Cayuga Park CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, ICE LIBOR USD 3 Month + 1.120%, 07/17/2034 (A)(D) | 2360 | 2299 |
| &nbsp;&nbsp;&nbsp;CBAM, Ser 2017-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, ICE LIBOR USD 3 Month + 1.250%, 07/20/2030 (A)(D) | 750 | 743 |
| &nbsp;&nbsp;&nbsp;Cedar Funding V CLO, Ser 2020-5A, Cl AFRR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937%, 07/17/2031 (D) | 1580 | 1453 |
| &nbsp;&nbsp;&nbsp;Cerberus Loan Funding XXVIII, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.362%, ICE LIBOR USD 3 Month + 1.850%, 10/15/2031 (A)(D) | 700 | 695 |
| &nbsp;&nbsp;&nbsp;Chase Funding Trust, Ser 2003-6, Cl 1A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.887%, 11/25/2034 (C) | 102 | 98 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Chase Funding Trust, Ser 2003-6, Cl 1A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.887%, 11/25/2034 (C) | $101 | $97 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2021-7A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.913%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (A)(D) | 6225 | 6023 |
| &nbsp;&nbsp;&nbsp;CIT Education Loan Trust, Ser 2007-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.287%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (A)(D) | 1254 | 1192 |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2006-2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.031%, 09/25/2036 (C) | 619 | 616 |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.009%, 03/25/2037 (C) | 383 | 375 |
| &nbsp;&nbsp;&nbsp;CLI Funding VIII LLC, Ser 2022-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, 01/18/2047 (D) | 1710 | 1520 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-B, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890%, 08/16/2027  | 3130 | 3130 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.094%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (A)(D) | 619 | 613 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2018-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 12/26/2047 (D) | 447 | 429 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2019-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 12/28/2048 (D) | 940 | 898 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 07/25/2051 (D) | 1329 | 1140 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2021-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760%, 06/25/2052 (D) | 755 | 669 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2021-C, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.320%, 07/26/2055 (D) | 483 | 428 |
| &nbsp;&nbsp;&nbsp;COOF Securitization Trust, Ser 2014-1, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.779%, 06/25/2040 (A)(D) | 155 | 12 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (A) | 2111 | 2006 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 10/25/2047 (A) | 214 | 206 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates, Ser 2006-SD3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, ICE LIBOR USD 1 Month + 0.660%, 07/25/2036 (A)(D) | 31 | 30 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, ICE LIBOR USD 1 Month + 0.120%, 04/15/2037 (A) | $1309 | $1218 |
| &nbsp;&nbsp;&nbsp;Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 12/25/2032 (C) | 24 | 23 |
| &nbsp;&nbsp;&nbsp;Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.022%, 12/25/2036 (C) | 334 | 281 |
| &nbsp;&nbsp;&nbsp;DLLST LLC, Ser 2022-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/21/2025 (D) | 5820 | 5702 |
| &nbsp;&nbsp;&nbsp;Dryden LXXV CLO, Ser 2021-75A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.552%, ICE LIBOR USD 3 Month + 1.040%, 04/15/2034 (A)(D) | 1260 | 1221 |
| &nbsp;&nbsp;&nbsp;Dryden LXXVII CLO, Ser 2021-77A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.634%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (A)(D) | 2910 | 2779 |
| &nbsp;&nbsp;&nbsp;Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.412%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (A)(D) | 3752 | 3706 |
| &nbsp;&nbsp;&nbsp;Eaton Vance CLO, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (A)(D) | 1830 | 1782 |
| &nbsp;&nbsp;&nbsp;Educational Funding of the South, Ser 2011-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.433%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (A) | 964 | 960 |
| &nbsp;&nbsp;&nbsp;EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)(D) | 2127 | 2100 |
| &nbsp;&nbsp;&nbsp;FirstKey Homes Trust, Ser 2020-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.266%, 10/19/2037 (D) | 8598 | 7896 |
| &nbsp;&nbsp;&nbsp;FNMA Grantor Trust, Ser 2017-T1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.898%, 06/25/2027  | 179 | 172 |
| &nbsp;&nbsp;&nbsp;Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (A) | 7243 | 7013 |
| &nbsp;&nbsp;&nbsp;Global SC Finance II SRL, Ser 2014-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.090%, 07/17/2029 (D) | 528 | 515 |
| &nbsp;&nbsp;&nbsp;GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2034 (A)(D) | 6000 | 5769 |
| &nbsp;&nbsp;&nbsp;Golub Capital Partners CLO XLV MM, Ser 2019-45A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, ICE LIBOR USD 3 Month + 1.720%, 10/20/2031 (A)(D) | 1500 | 1482 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Golub Capital Partners CLO XXV MM, Ser 2018-25A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.212%, ICE LIBOR USD 3 Month + 1.380%, 05/05/2030 (A)(D) | $3046 | $3002 |
| &nbsp;&nbsp;&nbsp;Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.996%, ICE LIBOR USD 3 Month + 1.900%, 12/20/2029 (A)(D) | 3397 | 3368 |
| &nbsp;&nbsp;&nbsp;Halsey Point CLO I, Ser 2019-1A, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, ICE LIBOR USD 3 Month + 1.350%, 01/20/2033 (A)(D) | 590 | 583 |
| &nbsp;&nbsp;&nbsp;Halsey Point CLO III, Ser 2020-3A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, ICE LIBOR USD 3 Month + 1.450%, 11/30/2032 (A)(D) | 700 | 691 |
| &nbsp;&nbsp;&nbsp;Hardee's Funding LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.865%, 06/20/2051 (D) | 3722 | 3105 |
| &nbsp;&nbsp;&nbsp;HGI CRE CLO, Ser 2021-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.437%, ICE LIBOR USD 1 Month + 1.050%, 06/16/2036 (A)(D) | 3020 | 2939 |
| &nbsp;&nbsp;&nbsp;Higher Education Funding I, Ser 2014-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.047%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (A)(D) | 1080 | 1077 |
| &nbsp;&nbsp;&nbsp;Hildene Community Funding CDO, Ser 2021-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 11/01/2035 (D) | 2220 | 1931 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 02/25/2039 (D) | 1204 | 1153 |
| &nbsp;&nbsp;&nbsp;Home Partners of America Trust, Ser 2019-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.703%, 10/19/2039 (D) | 3263 | 2962 |
| &nbsp;&nbsp;&nbsp;Home Partners of America Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, 04/17/2039 (D) | 8384 | 8084 |
| &nbsp;&nbsp;&nbsp;Hotwire Funding LLC, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.311%, 11/20/2051 (D) | 1625 | 1436 |
| &nbsp;&nbsp;&nbsp;HPS Loan Management, Ser 2021-16A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.923%, ICE LIBOR USD 3 Month + 1.140%, 01/23/2035 (A)(D) | 7730 | 7520 |
| &nbsp;&nbsp;&nbsp;JGWPT XXX LLC, Ser 2013-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.080%, 01/17/2073 (D) | 1246 | 1175 |
| &nbsp;&nbsp;&nbsp;JGWPT XXXII LLC, Ser 2014-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 01/17/2073 (D) | 1679 | 1557 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2022-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 11/15/2024  | 905 | 895 |
| &nbsp;&nbsp;&nbsp;KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.823%, 08/25/2038 (A)(D) | 676 | 13 |
| &nbsp;&nbsp;&nbsp;KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.097%, 04/25/2040 (A)(D) | 122 | 9 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;KKR CLO XXXII, Ser 2020-32A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.832%, ICE LIBOR USD 3 Month + 1.320%, 01/15/2032 (A)(D) | $900 | $890 |
| &nbsp;&nbsp;&nbsp;KREF, Ser 2022-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.751%, TSFR1M + 1.450%, 02/17/2039 (A)(D) | 4100 | 3968 |
| &nbsp;&nbsp;&nbsp;LCM Loan Income Fund I Income Note Issuer, Ser 2018-27A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, ICE LIBOR USD 3 Month + 1.080%, 07/16/2031 (A)(D) | 925 | 913 |
| &nbsp;&nbsp;&nbsp;LCM XVIII, Ser 2019-19A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.752%, ICE LIBOR USD 3 Month + 1.240%, 07/15/2027 (A)(D) | 119 | 118 |
| &nbsp;&nbsp;&nbsp;LCM XXI, Ser 2018-21A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.590%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (A)(D) | 614 | 608 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, ICE LIBOR USD 3 Month + 0.990%, 04/20/2032 (A)(D) | 4010 | 3922 |
| &nbsp;&nbsp;&nbsp;Magnetite XIV-R, Ser 2018-14RA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, ICE LIBOR USD 3 Month + 1.120%, 10/18/2031 (A)(D) | 2910 | 2857 |
| &nbsp;&nbsp;&nbsp;MF1 LLC, Ser 2022-FL10, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920%, TSFR1M + 2.635%, 09/17/2037 (A)(D) | 1365 | 1361 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2020-FL4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.111%, TSFR1M + 1.814%, 11/15/2035 (A)(D) | 1421 | 1417 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2021-FL6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.477%, ICE LIBOR USD 1 Month + 1.100%, 07/16/2036 (A)(D) | 570 | 550 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2021-FL7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.457%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (A)(D) | 3875 | 3730 |
| &nbsp;&nbsp;&nbsp;Mid-State Capital Trust, Ser 2006-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.787%, 10/15/2040 (D) | 2270 | 2241 |
| &nbsp;&nbsp;&nbsp;Mid-State Trust XI, Ser 2003-11, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.864%, 07/15/2038  | 967 | 945 |
| &nbsp;&nbsp;&nbsp;MKS CLO, Ser 2018-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, ICE LIBOR USD 3 Month + 1.190%, 01/20/2031 (A)(D) | 1500 | 1483 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 01/22/2041 (D) | 1216 | 1120 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.440%, 01/22/2041 (D) | 611 | 567 |
| &nbsp;&nbsp;&nbsp;Myers Park CLO, Ser 2018-1A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2030 (A)(D) | 890 | 864 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.991%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (A)(D) | $1086 | $1086 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.541%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (A)(D) | 416 | 421 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 12/15/2059 (D) | 724 | 710 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.330%, 04/15/2069 (D) | 3120 | 2811 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.190%, 02/18/2042 (D) | 68 | 68 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.520%, 06/16/2042 (D) | 183 | 181 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2059 (D) | 2170 | 2129 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.420%, 01/15/2043 (D) | 1271 | 1243 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.130%, 02/15/2068 (D) | 2058 | 1993 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.010%, 12/15/2059 (D) | 2391 | 2255 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 08/15/2068 (D) | 2894 | 2737 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.120%, 01/15/2069 (D) | 851 | 793 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (D) | 1408 | 1307 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (D) | 1549 | 1420 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 09/16/2069 (D) | 2830 | 2592 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 01/15/2069 (D) | 1758 | 1621 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/15/2069 (D) | $737 | $662 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 07/15/2069 (D) | 1972 | 1740 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.060%, 10/15/2069 (D) | 3202 | 2868 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 12/16/2069 (D) | 5657 | 4959 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 02/18/2070 (D) | 2505 | 2175 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.580%, 04/15/2070 (D) | 1673 | 1464 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.230%, 07/15/2070 (D) | 3351 | 3054 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (A) | 2826 | 2723 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.064%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A) | 3355 | 3264 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.064%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A) | 2282 | 2213 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2016-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (A)(D) | 1541 | 1533 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.494%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (A)(D) | 6630 | 6576 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2019-BA, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 12/15/2059 (D) | 2672 | 2595 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-1A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 12/26/2069 (D) | 1147 | 969 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-3A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.770%, 08/25/2070 (D) | 2729 | 2392 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2004-3, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (A) | 736 | 710 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (A) | $1347 | $1307 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.893%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (A) | 4622 | 4504 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.196%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (A) | 4231 | 4093 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.216%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (A) | 3690 | 3578 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.276%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (A) | 584 | 555 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.394%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (A)(D) | 3735 | 3672 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.320%, 04/20/2062 (D) | 2770 | 2490 |
| &nbsp;&nbsp;&nbsp;New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410%, 10/20/2061 (D) | 5740 | 4926 |
| &nbsp;&nbsp;&nbsp;Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.634%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037 (A) | 6753 | 6475 |
| &nbsp;&nbsp;&nbsp;NP SPE X, Ser 2021-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.230%, 03/19/2051 (D) | 2570 | 2268 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners L, Ser 2021-4A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (A)(D) | 3235 | 3155 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.462%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (A)(D) | 6000 | 5916 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, ICE LIBOR USD 3 Month + 1.000%, 02/14/2031 (A)(D) | 1300 | 1271 |
| &nbsp;&nbsp;&nbsp;OHA Credit Funding VII, Ser 2022-7A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.853%, TSFR3M + 1.300%, 02/24/2037 (A)(D) | 1730 | 1691 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Orange Lake Timeshare Trust, Ser 2018-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 11/08/2030 (D) | $142 | $138 |
| &nbsp;&nbsp;&nbsp;Orange Lake Timeshare Trust, Ser 2019-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 04/09/2038 (D) | 861 | 828 |
| &nbsp;&nbsp;&nbsp;Owl Rock CLO III, Ser 2020-3A, Cl A1L |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.510%, ICE LIBOR USD 3 Month + 1.800%, 04/20/2032 (A)(D) | 1620 | 1600 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.055%, ICE LIBOR USD 3 Month + 1.150%, 11/14/2034 (A)(D) | 2430 | 2361 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.786%, TSFR3M + 1.320%, 04/20/2035 (A)(D) | 5800 | 5599 |
| &nbsp;&nbsp;&nbsp;Pawneee Equipment Receivables, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 07/15/2027 (D) | 1949 | 1869 |
| &nbsp;&nbsp;&nbsp;Point Au Roche Park CLO, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, ICE LIBOR USD 3 Month + 1.080%, 07/20/2034 (A)(D) | 3130 | 3047 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2019-SFR3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.271%, 09/17/2036 (D) | 2653 | 2551 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2019-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, 10/17/2036 (D) | 2235 | 2172 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2021-SFR11, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.283%, 01/17/2039 (D) | 1761 | 1521 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2021-SFR3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.637%, 05/17/2026 (D) | 6184 | 5538 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2022-SFR3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/17/2039 (D) | 2435 | 2265 |
| &nbsp;&nbsp;&nbsp;RAMP Trust, Ser 2007-RZ1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, ICE LIBOR USD 1 Month + 0.500%, 02/25/2037 (A) | 4725 | 4664 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2006-KS2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.029%, ICE LIBOR USD 1 Month + 0.585%, 03/25/2036 (A) | 1821 | 1792 |
| &nbsp;&nbsp;&nbsp;Recette CLO, Ser 2021-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2034 (A)(D) | 760 | 739 |
| &nbsp;&nbsp;&nbsp;REESE PARK CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.642%, ICE LIBOR USD 3 Month + 1.130%, 10/15/2034 (A)(D) | 3690 | 3597 |
| &nbsp;&nbsp;&nbsp;Rockford Tower CLO, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.084%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (A)(D) | 5000 | 4871 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;RR III, Ser 2018-3A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.602%, ICE LIBOR USD 3 Month + 1.090%, 01/15/2030 (A)(D) | $1100 | $1084 |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2018-10B, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.548%, 09/10/2028  | 1603 | 1561 |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2019-10A, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113%, 03/10/2029  | 869 | 840 |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2022-10A, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.938%, 03/10/2032  | 1775 | 1693 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(D) | 1274 | 1266 |
| &nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Ser 2018-3A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 09/20/2035 (D) | 1065 | 1043 |
| &nbsp;&nbsp;&nbsp;Silver Rock CLO I, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.360%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2031 (A)(D) | 2350 | 2332 |
| &nbsp;&nbsp;&nbsp;SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.141%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (A)(D) | 1754 | 1912 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-4, Cl A5D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, ICE LIBOR USD 3 Month + 0.750%, 03/15/2033 (A)(D) | 750 | 748 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-7A, Cl A5A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.029%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (A)(D) | 2764 | 2699 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2006-8, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (A) | 3697 | 3455 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.983%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (A) | 1155 | 909 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.983%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (A) | 1155 | 967 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.633%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (A) | 1155 | 1110 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (A) | 1155 | 1133 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.883%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (A) | 3930 | 3838 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-6, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A) | $1155 | $1079 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-7, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A) | 1155 | 1039 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-8, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.033%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (A) | 1155 | 1118 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-9, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.283%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (A) | 2605 | 2592 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-9, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.033%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (A) | 1155 | 1089 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2011-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.644%, ICE LIBOR USD 1 Month + 1.200%, 10/25/2034 (A) | 421 | 418 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2014-3A, Cl A6A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.333%, ICE LIBOR USD 3 Month + 0.550%, 10/25/2064 (A)(D) | 6073 | 5905 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2016-B, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.430%, 02/17/2032 (D) | 485 | 471 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2016-B, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.841%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (A)(D) | 630 | 629 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.491%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (A)(D) | 567 | 566 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2018-C, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.630%, 11/15/2035 (D) | 736 | 716 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2019-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, 07/15/2036 (D) | 3455 | 3352 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.230%, 09/15/2037 (D) | 1108 | 1050 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.290%, 07/15/2053 (D) | 1928 | 1751 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 09/15/2054 (D) | 2283 | 2082 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 09/15/2054 (D) | 6574 | 5991 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-A, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.590%, 01/15/2053 (D) | $1430 | $1280 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-A, Cl APT1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070%, 01/15/2053 (D) | 5332 | 4736 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 07/17/2051 (D) | 3350 | 3043 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-C, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.191%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (A)(D) | 3005 | 2897 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-C, Cl APT1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 01/15/2053 (D) | 2847 | 2540 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-C, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 01/15/2053 (D) | 1010 | 891 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-D, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, 03/17/2053 (D) | 6071 | 5501 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.680%, 02/15/2051 (D) | 4742 | 4331 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2022-A, Cl APT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 11/16/2054 (D) | 2209 | 2024 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2022-C, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 05/16/2050 (D) | 1589 | 1574 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/25/2040 (D) | 50 | 48 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC, Ser 2017-E, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, 11/26/2040 (D) | 136 | 135 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC, Ser 2021-A, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.030%, 08/17/2043 (D) | 1695 | 1513 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC, Ser 2021-B, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 02/15/2047 (D) | 1909 | 1643 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 02/15/2046 (D) | 264 | 247 |
| &nbsp;&nbsp;&nbsp;South Carolina Student Loan, Ser 2015-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.944%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (A) | 1161 | 1154 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Southwick Park CLO LLC, Ser 2021-4A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.770%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (A)(D) | $5170 | $5066 |
| &nbsp;&nbsp;&nbsp;Stack Infrastructure Issuer LLC, Ser 2019-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, 02/25/2044 (D) | 979 | 975 |
| &nbsp;&nbsp;&nbsp;Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.893%, 08/25/2045 (D) | 6252 | 5667 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.644%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (A) | 991 | 966 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (A) | 2407 | 2276 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.784%, ICE LIBOR USD 1 Month + 0.340%, 12/25/2036 (A) | 2251 | 2209 |
| &nbsp;&nbsp;&nbsp;STWD, Ser 2019-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.491%, TSFR1M + 1.194%, 07/15/2038 (A)(D) | 571 | 567 |
| &nbsp;&nbsp;&nbsp;STWD, Ser 2022-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.233%, SOFR30A + 1.350%, 11/15/2038 (A)(D) | 200 | 193 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2058 (A)(D) | 1708 | 1681 |
| &nbsp;&nbsp;&nbsp;Trestles CLO IV, Ser 2021-4A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.432%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (A)(D) | 6300 | 6066 |
| &nbsp;&nbsp;&nbsp;Triton Container Finance VIII LLC, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110%, 09/20/2045 (D) | 1033 | 912 |
| &nbsp;&nbsp;&nbsp;Triumph Rail Holdings LLC, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 06/19/2051 (D) | 2138 | 1893 |
| &nbsp;&nbsp;&nbsp;TRTX Issuer, Ser 2022-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.633%, SOFR30A + 1.650%, 02/15/2039 (A)(D) | 4050 | 3947 |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2019-20D, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.980%, 04/01/2039  | 249 | 239 |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2019-25G, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 07/01/2044  | 459 | 416 |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2022-25E, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940%, 05/01/2047  | 1025 | 1025 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2022-25F, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.010%, 06/01/2047  | $1270 | $1270 |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2022-25G, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, 07/01/2047  | 9324 | 9275 |
| &nbsp;&nbsp;&nbsp;U.S. Small Business Administration, Ser 2022-25H, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/01/2047  | 5262 | 5168 |
| &nbsp;&nbsp;&nbsp;Venture XXXII CLO, Ser 2018-32A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, ICE LIBOR USD 3 Month + 1.070%, 07/18/2031 (A)(D) | 900 | 886 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530%, 07/20/2028  | 1524 | 1437 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2022-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 11/20/2028 (C) | 3208 | 3159 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2022-6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670%, 01/22/2029 (C) | 2888 | 2865 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2020-A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 07/22/2024  | 236 | 235 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031 (A)(D) | 2810 | 2765 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.930%, ICE LIBOR USD 3 Month + 1.190%, 10/18/2031 (A)(D) | 750 | 741 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2034 (A)(D) | 1110 | 1080 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.734%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (A) | 9386 | 9200 |
| &nbsp;&nbsp;&nbsp;Wendy's Funding LLC, Ser 2021-1A, Cl A2I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370%, 06/15/2051 (D) | 4000 | 3346 |
| &nbsp;&nbsp;&nbsp;Whitebox CLO II, Ser 2021-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.003%, ICE LIBOR USD 3 Month + 1.220%, 10/24/2034 (A)(D) | 1810 | 1759 |
| &nbsp;&nbsp;&nbsp;Whitebox CLO III, Ser 2021-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.732%, ICE LIBOR USD 3 Month + 1.220%, 10/15/2034 (A)(D) | 2140 | 2085 |
| &nbsp;&nbsp;&nbsp;Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (A)(D) | 1910 | 1896 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Zais CLO XIII, Ser 2019-13A, Cl A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.002%, ICE LIBOR USD 3 Month + 1.490%, 07/15/2032 (A)(D) | $| 1302 | $| 1289 |
|  |  |  |  | 537822 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $798,219) ($ Thousands) |  |  |  | 770168 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%** |
| &nbsp;&nbsp;&nbsp;FHLB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.610%, 09/04/2024 |  | 6180 |  | 5922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.610%, 09/04/2024 |  | 6180 |  | 5922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 12/23/2024 |  | 24815 |  | 23513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.040%, 06/14/2024 |  | 24830 |  | 23657 |
| &nbsp;&nbsp;&nbsp;FHLB DN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/28/2023(B) |  | 10000 |  | 9842 |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2031(B) |  | 600 |  | 435 |
| &nbsp;&nbsp;&nbsp;FHLMC MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/14/2029(B) |  | 2887 |  | 2256 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 09/06/2024 |  | 510 |  | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/15/2030(B) |  | 8487 |  | 6342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 06/17/2025 |  | 7405 |  | 6807 |
| &nbsp;&nbsp;&nbsp;Resolution Funding Interest STRIP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2030(B) |  | 1930 |  | 1481 |
| &nbsp;&nbsp;&nbsp;Resolution Funding Principal STRIP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/2030(B) |  | 2570 |  | 1952 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/15/2025 |  | 1895 |  | 1755 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority Principal STRIP, PO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/01/2025(B) |  | 1000 |  | 887 |
| Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $96,845) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $96,845) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $96,845) ($ Thousands) |  | 91272 |
| **SOVEREIGN DEBT — 0.9%** | **SOVEREIGN DEBT — 0.9%** | **SOVEREIGN DEBT — 0.9%** | **SOVEREIGN DEBT — 0.9%** | **SOVEREIGN DEBT — 0.9%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/11/2022(D) |  | 4220 |  | 4216 |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032(D) |  | 953 |  | 959 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/07/2042 |  | 1207 |  | 1036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/31/2034 |  | 538 |  | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041 |  | 1970 |  | 1442 |
| &nbsp;&nbsp;&nbsp;China Government Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 11/30/2025 | CNY | 5000 |  | 743 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044 | $2570 | $1869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049 | 3500 | 2382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045 | 3310 | 2222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031 | 1010 | 762 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/05/2026(D) | 1410 | 1347 |
| &nbsp;&nbsp;&nbsp;Hong Kong Airport Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/12/2052(D) | 2580 | 2026 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/08/2047(D) | 1210 | 1206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/18/2047(D) | 400 | 380 |
| &nbsp;&nbsp;&nbsp;Israel Government AID Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/18/2033 | 1000 | 1159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/01/2024(B) | 1000 | 920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/15/2025(B) | 1000 | 910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/15/2025(B) | 1000 | 890 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2050 | 430 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/03/2030 | 720 | 682 |
| &nbsp;&nbsp;&nbsp;Italy Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/06/2051 | 619 | 453 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044(D) | 2480 | 2096 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/11/2040 | 4408 | 4412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2033 | 3946 | 3780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/08/2044 | 4300 | 3643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/10/2048 | 393 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/22/2029 | 1983 | 1940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/12/2052 | 2092 | 1600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2034 | 1011 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.659%, 05/24/2031 | 3630 | 3010 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 01/26/2036 | 1830 | 1969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2047 | 2430 | 1947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056 | 830 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053 | 950 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 01/23/2030 | 310 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252%, 09/29/2032 | 870 | 676 |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/30/2050(D) | 1321 | 1105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/28/2031(D) | 441 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.849%, 06/28/2033(D) | 388 | 332 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2072 | 2500 | 1710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/10/2051 | 240 | 179 |
| &nbsp;&nbsp;&nbsp;Poland Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/22/2024 | 7800 | 7784 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/08/2027 | 1136 | 1115 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** |
| &nbsp;&nbsp;&nbsp;Russian Foreign Bond - Eurobond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/04/2042 | $| 1000 | $| 640 |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050 |  | 2630 |  | 2682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/23/2031(E) |  | 3280 |  | 3357 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $85,058) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $85,058) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $85,058) ($ Thousands) |  | 73631 |
| **MUNICIPAL BONDS — 0.3%** | **MUNICIPAL BONDS — 0.3%** | **MUNICIPAL BONDS — 0.3%** | **MUNICIPAL BONDS — 0.3%** | **MUNICIPAL BONDS — 0.3%** |
| **California — 0.1%** | **California — 0.1%** | **California — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;California State University, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.374%, 11/01/2035  |  | 1260 |  | 985 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  |  | 1490 |  | 1143 |
| &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center, Ser N, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.256%, 05/15/2060  |  | 4750 |  | 3497 |
|  |  |  |  | 5625 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Georgia State, Municipal Electric Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, 04/01/2057  |  | 158 |  | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 2301 |  | 2632 |
|  |  |  |  | 2804 |
| **Michigan — 0.0%** | **Michigan — 0.0%** | **Michigan — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser A, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 04/01/2052  |  | 1270 |  | 1097 |
| **Nevada — 0.0%** | **Nevada — 0.0%** | **Nevada — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Clark County, Airport System Revenue, Build America Project, Ser C, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.820%, 07/01/2045  |  | 1170 |  | 1483 |
| **New York — 0.1%** | **New York — 0.1%** | **New York — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  |  | 1600 |  | 1547 |
| &nbsp;&nbsp;&nbsp;New York City, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/01/2034  |  | 870 |  | 749 |
| &nbsp;&nbsp;&nbsp;New York City, Ser D, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.823%, 08/01/2030  |  | 2205 |  | 1833 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 11/01/2032  |  | 1085 |  | 896 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.508%, 08/01/2037  |  | 1670 |  | 1809 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, Ser F, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110%, 02/15/2039  | $| 2795 | $| 2411 |
| &nbsp;&nbsp;&nbsp;New York State, Transportation Authority, Ser C2, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.175%, 11/15/2049  |  | 480 |  | 477 |
|  |  |  |  | 9722 |
| **Ohio — 0.0%** | **Ohio — 0.0%** | **Ohio — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Ohio State University, Build America Project, Ser A, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 06/01/2111  |  | 689 |  | 642 |
| **Oregon — 0.0%** | **Oregon — 0.0%** | **Oregon — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Oregon State, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.762%, 06/01/2023  |  | 499 |  | 507 |
| **Texas — 0.0%** | **Texas — 0.0%** | **Texas — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.718%, 01/01/2049  |  | 1154 |  | 1484 |
| &nbsp;&nbsp;&nbsp;University of Texas, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.439%, 08/15/2049  |  | 585 |  | 414 |
|  |  |  |  | 1898 |
| **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;University of Virginia, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.256%, 09/01/2050  |  | 1595 |  | 1067 |
| &nbsp;&nbsp;&nbsp;Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/25/2034  |  | 73 |  | 73 |
|  |  |  |  | 1140 |
| Total Municipal Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,798) ($ Thousands) |  |  |  | 24918 |
|  | <br> Shares | <br> Shares |  |  |
| **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(J) |  | 9605314 |  | 9592 |
| Total Affiliated Partnership |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,606) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $9,606) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $9,606) ($ Thousands) |  | 9592 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT — 2.1%** | **CASH EQUIVALENT — 2.1%** | **CASH EQUIVALENT — 2.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 167686869 | $167687 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $167,687) ($ Thousands) |  | 167687 |

---

---

| | |
|:---|:---|
| Description | Market Value<br> ($ Thousands) |
| **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** |
| Total Purchased Options  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,254) ($ Thousands) | $746 |
| Total Investments in Securities — 107.8% |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,347,678) ($ Thousands)  | $8666293 |
| **WRITTEN OPTIONS — (0.1)%** | **WRITTEN OPTIONS — (0.1)%** |
| Total Written Options  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $5,048) ($ Thousands) | $(6786) |

---

A list of exchange traded option contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 10 Year Future Option | 331 | $38696 | $117.00 | 9/17/2022 | $331 |
| &nbsp;&nbsp;&nbsp;September 2022, U.S. 5 Year Future Option | 647 | 71696 | 110.25 | 9/17/2022 | 197 |
| &nbsp;&nbsp;&nbsp;September 2022, U.S. 5 Year Future Option | 86 | 84 | 111.00 | 9/17/2022 | 36 |
| &nbsp;&nbsp;&nbsp;USD Put /CAD Call | 6017000 | 7876 | 1.27 | 10/22/2022 | 6 |
| &nbsp;&nbsp;&nbsp;USD Put /CAD Call | 5993000 | 7844 | 1.27 | 10/22/2022 | 5 |
| &nbsp;&nbsp;&nbsp;USD Put /CAD Call | 4110000 | 5380 | 1.27 | 10/22/2022 | 3 |
| &nbsp;&nbsp;&nbsp;USD Put /CAD Call | 1989000 | 2603 | 1.27 | 10/22/2022 | 2 |
| &nbsp;&nbsp;&nbsp;USD Put /CAD Call | 1989000 | 2603 | 1.27 | 10/22/2022 | 1 |
|  |  | 136782 |  |  | 581 |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;September 2022, Eurodollars 1 Year Mid Curve Option | 652 | 156602 | 98.75 | 9/17/2022 | 4 |
| &nbsp;&nbsp;&nbsp;September 2022, Eurodollars 1 Year Mid Curve Option | 301 | 72297 | 98.38 | 9/17/2022 | 2 |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | 792 | 189951 | 98.38 | 12/17/2022 | 20 |
| &nbsp;&nbsp;&nbsp;September 2022, U.S. 10 Year Future Option | 530 | 61960 | 118.00 | 9/17/2022 | 41 |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 10 Year Future Option | 323 | 37761 | 120.00 | 9/17/2022 | 35 |
| &nbsp;&nbsp;&nbsp;September 2022, U.S. 5 Year Future Option | 575 | 563 | 111.50 | 9/17/2022 | 50 |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 5 Year Future Option | 271 | 30032 | 113.25 | 9/17/2022 | 13 |
|  |  | 549166 |  |  | 165 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $685948 |  |  | $746 |
| **WRITTEN OPTIONS — (0.1)%** | **WRITTEN OPTIONS — (0.1)%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;June 2023, IMM Eurodollar Future Option | (165) | $(39561) | 97.00 | 06/17/23 | $(496) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (792) | (189951) | 98.13 | 12/17/22 | (4341) |
| &nbsp;&nbsp;&nbsp;November 2022, U.S. 10 Year Future Option | (662) | (77392) | 113.50 | 10/22/22 | (207) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 10 Year Future Option | (556) | (65000) | 118.50 | 09/17/22 | (1077) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 5 Year Future Option | (86) | (9531) | 109.50 | 09/17/22 | (17) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 5 Year Future Option | (420) | (46544) | 111.25 | 09/17/22 | (368) |
|  |  | (427979) |  |  | (6506) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **WRITTEN OPTIONS (continued)** | **WRITTEN OPTIONS (continued)** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;September 2023, 3-Month SOFR Future Option | (297) | $(71529) | $98.75 | 09/16/23 | $(35) |
| &nbsp;&nbsp;&nbsp;September 2022, Eurodollars 1 Year Mid Curve Option | (256) | (61488) | 97.50 | 09/17/22 | (2) |
| &nbsp;&nbsp;&nbsp;September 2022, Eurodollars 1 Year Mid Curve Option | (553) | (132824) | 97.63 | 09/17/22 | (3) |
| &nbsp;&nbsp;&nbsp;September 2022, Eurodollars 1 Year Mid Curve Option | (1480) | (355477) | 99.00 | 09/17/22 | (9) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (792) | (189951) | 98.13 | 12/17/22 | (20) |
| &nbsp;&nbsp;&nbsp;June 2023, IMM Eurodollar Future Option | (218) | (52268) | 97.50 | 06/17/23 | (41) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (364) | (87301) | 96.50 | 12/17/22 | (46) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (1427) | (342248) | 97.00 | 12/17/22 | (80) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 10 Year Future Option | (259) | (30279) | 122.00 | 09/17/22 | (8) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 10 Year Future Option | (556) | (65000) | 121.00 | 09/17/22 | (26) |
| &nbsp;&nbsp;&nbsp;October 2022, U.S. 5 Year Future Option | (420) | (46545) | 113.75 | 09/17/22 | (10) |
|  |  | (1434910) |  |  | (280) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(1862889) |  |  | $(6786) |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;90-Day Euro$ | 411 | Jun-2023 | $99218 | $98542 | $(676) |
| &nbsp;&nbsp;90-Day Euro$ | 1067 | Dec-2022 | 259139 | 255906 | (3233) |
| &nbsp;&nbsp;Euro-Bobl | 68 | Sep-2022 | 9153 | 8416 | (182) |
| &nbsp;&nbsp;Euro-Bund | 3 | Sep-2022 | 496 | 446 | (20) |
| &nbsp;&nbsp;Three-Month SOFR | 4 | Sep-2023 | 965 | 962 | (3) |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 1473 | Dec-2022 | 307383 | 306867 | (516) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 5849 | Dec-2022 | 651238 | 648188 | (3050) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 1014 | Dec-2022 | 138421 | 137745 | (676) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 399 | Dec-2022 | 59788 | 59651 | (137) |
|  |  |  | 1525801 | 1516723 | (8493) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;90-Day Euro$ | (560) | Mar-2025 | $(137024) | $(135583) | $1441 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (546) | Dec-2022 | (113938) | (113747) | 191 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (317) | Dec-2022 | (35274) | (35130) | 144 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (1571) | Dec-2022 | (183988) | (183660) | 328 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (305) | Dec-2022 | (41674) | (41432) | 242 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (1282) | Dec-2022 | (161299) | (160491) | 808 |
|  |  |  | (673197) | (670043) | 3154 |
|  |  |  | $852604 | $846680 | $(5339) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| BNP Paribas | 10/18/22 | USD | 973 | EUR | 960 | $(5) |
| Citigroup | 10/12/22 | CAD | 5446 | USD | 4268 | 109 |
| Citigroup | 10/18/22 | USD | 3527 | AUD | 5148 | 4 |
| Citigroup | 10/18/22 | CNH | 9709 | USD | 1448 | 39 |
| Citigroup | 10/18/22 | USD | 15128 | CAD | 19600 | (163) |
| Goldman Sachs | 10/17/22 | CAD | 3299 | USD | 2577 | 59 |
| Goldman Sachs | 10/18/22 | GBP | 1568 | USD | 1891 | 64 |
| Morgan Stanley | 10/11/22 | CAD | 2253 | USD | 1765 | 45 |
|  |  |  |  |  |  | $152 |

---

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** | **Credit Default Swap - Sell Protection** |
| **Reference Entity/ Obligation** | **Receive Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Depreciation<br> (Thousands)** |
| CDS-CDX.NA.IG.3806/27 | 1.00% | Quarterly | 06/20/2027 | $472084 | $1598 | $4637 | $(3039) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CPI-U | 3.97% | Annually | 11/18/2023 | USD | 21190 | $1397 | $(73) | $1470 |
| 3-MONTH USD - LIBOR | 1.785% | Quarterly | 07/24/2053 | USD | 3535 | 782 |  | 782 |
| 3-MONTH USD - LIBOR | 1.7725% | Quarterly | 07/24/2053 | USD | 4780 | 1070 |  | 1070 |
| SOFR | 2.50% | Annually | 04/21/2052 | USD | 9190 | 371 | 15 | 356 |
| SOFR | 2.62% | Annually | 02/15/2048 | USD | 2934 | 90 | 4 | 86 |
| SOFR | 2.51% | Annually | 02/15/2048 | USD | 3780 | 190 | 25 | 165 |
| SOFR | 1.65% | Annually | 08/15/2047 | USD | 7577 | 1545 | 748 | 797 |
| SOFR | 1.63% | Annually | 05/15/2047 | USD | 15520 | 3213 | 663 | 2550 |
| SOFR | 1.52% | Annually | 02/15/2047 | USD | 20626 | 4655 | (25) | 4680 |
| 3-MONTH USD - LIBOR | 1.72875% | Annually | 02/15/2047 | USD | 9870 | 1868 | 120 | 1748 |
| SOFR | 0.56% | Annually | 07/20/2045 | USD | 7490 | 2853 | 89 | 2764 |
| SOFR | 3.97% | Annually | 03/18/2032 | USD | 10958 | 857 | 68 | 789 |
| SOFR | 1.7334 | Annually | 10/20/2031 | USD | 18650 | 770 | 67 | 703 |
| 2.77% | CPI-U | Annually | 10/20/2031 | USD | 18650 | (1497) | 15 | (1512) |
| SOFR | 3.27% | Annually | 04/30/2029 | USD | 52971 | (862) | (932) | 70 |
| SOFR | 2.85% | Annually | 02/15/2029 | USD | 17852 | 154 | (37) | 191 |
| SOFR | 1.22% | Annually | 08/15/2028 | USD | 15938 | 1556 | (1) | 1557 |
| 1.13% | SOFR | Annually | 08/15/2028 | USD | 39576 | 4056 | 245 | 3811 |
| SOFR | 0.71% | Annually | 05/15/2027 | USD | 26488 | 2765 | 56 | 2709 |
| 2.77% | SOFR | Annually | 03/04/2027 | USD | 21338 | (1406) | (30) | (1376) |
| SOFR | 1.52% | Annually | 11/20/2026 | USD | 24090 | 938 | (49) | 987 |
| 3.37% | GBLO, USNY | Annually | 11/18/2026 | USD | 21190 | (1329) | 282 | (1611) |
| CPI-U | 2.95% | Annually | 10/20/2026 | USD | 18650 | 1554 | (8) | 1562 |
| 1.0355% | FLOAT | Semi-Annually | 09/28/2025 | USD | 65735 | (2473) |  | (2473) |
| SOFR | 3 MONTH USD - LIBOR | Semi-Annually | 07/24/2025 | USD | 28610 | (1302) |  | (1302) |
| 1.0355% | 3 MONTH USD - LIBOR | Semi-Annually | 07/24/2025 | USD | 42325 | (1957) |  | (1957) |
| 1.0255% | 3 MONTH USD - LIBOR | Semi-Annually | 07/24/2025 | USD | 57220 | (2654) |  | (2654) |
| FLOAT | 1.95% | Annually | 06/10/2024 | USD | 125970 | (3544) |  | (3544) |
| SOFR | 1.8075% | Quarterly | 07/24/2053 | USD | 2390 | 519 |  | 519 |
| FLOAT | 1.87% | Quarterly | 09/28/2053 | USD | 5610 | 1127 | – | 1127 |
|  |  |  |  |  |  | $15306 | $1242 | $14064 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Continued)

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $8,038,380 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Zero coupon security.  |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $1,425,414 ($ Thousands), representing 17.7% of the Net Assets of the Fund. |
| (E) | Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $9,555 ($ Thousands). |
| (F) | Security is in default on interest payment. |
| (G) | Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2022 was $1,442 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (H) | Perpetual security with no stated maturity date. |
| (I) | Interest rate represents the security's effective yield at the time of purchase. |
| (J) | This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $9,592 ($ Thousands). |

---

---

| |
|:---|
| ACES — Alternative Credit Enhancement Securities |
| AID — Agency for International Development |
| ARM — Adjustable Rate Mortgage |
| AUD — Australian Dollar |
| CAD — Canadian Dollar |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CMO — Collateralized Mortgage Obligation |
| CNH — Chinese Yuan Offshore |
| CNY — Chinese Yuan Renminbi |
| DAC — Designated Activity Company |
| DN— Discount Note |
| 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 |
| GO — General Obligation |
| ICE— Intercontinental Exchange |
| IO — Interest Only — face amount represents notional amount. |
| JSC — Joint-Stock Company |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |

---

---

| |
|:---|
| LP — Limited Partnership |
| MTN — Medium Term Note |
| PLC — Public Limited Company |
| PO — Principal Only |
| RB — Revenue Bond |
| REMIC — Real Estate Mortgage Investment Conduit |
| Ser — Series |
| SOFR — Secured Overnight Finance Rate |
| STRIPS — Separately Traded Registered Interest and Principal Securities |
| TBA — To Be Announced |
| USD — United States Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 2943526 |  | 2943526 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 2431377 |  | 2431377 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 2153376 |  | 2153376 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 770168 |  | 770168 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 91272 |  | 91272 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 73631 |  | 73631 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 24918 |  | 24918 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 9592 |  | 9592 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 167687 |  |  | 167687 |
| &nbsp;&nbsp;&nbsp;Purchased Options | 746 | – |  | 746 |
| Total Investments in Securities | 168433 | 8497860 |  | 8666293 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Written Options | (6786) |  |  | (6786) |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 3154 |  |  | 3154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (8493) |  |  | (8493) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 320 |  | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (168) |  | (168) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (3039) |  | (3039) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 30493 |  | 30493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (16429) |  | (16429) |
| Total Other Financial Instruments | (12125) | 11177 |  | (948) |

---

\* Futures contracts, forward contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

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.

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount ($ Thousands) | Acquisition Date/<br> Right to Acquire Date | Cost ($ Thousands) | Market Value<br> ($ Thousands) |
| **Corporate Obligation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ruby Pipeline | 1727 | 02/11/2021 | $1804 | $1442 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Core Fixed Income Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;10360 | $&nbsp;&nbsp;&nbsp;&nbsp;16047 | $&nbsp;&nbsp;&nbsp;&nbsp;(16815) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;9592 | &nbsp;&nbsp;&nbsp;&nbsp;9605314 | $&nbsp;&nbsp;&nbsp;&nbsp;11 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;290087 | &nbsp;&nbsp;&nbsp;&nbsp;1769518 | &nbsp;&nbsp;&nbsp;&nbsp;(1891918) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;167687 | &nbsp;&nbsp;&nbsp;&nbsp;167686869 | &nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;300447 | $&nbsp;&nbsp;&nbsp;&nbsp;1785565 | $&nbsp;&nbsp;&nbsp;&nbsp;(1908733) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;177279 |  | $&nbsp;&nbsp;&nbsp;&nbsp;904 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 76.1%** | **CORPORATE OBLIGATIONS — 76.1%** | **CORPORATE OBLIGATIONS — 76.1%** |
| **Communication Services — 14.6%** | **Communication Services — 14.6%** |  |
| &nbsp;&nbsp;&nbsp;Altice Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2029 (A) | $3859 | $3109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2028 (A) | 7013 | 5659 |
| &nbsp;&nbsp;&nbsp;Altice France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 02/01/2027 (A) | 1161 | 1105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2029 (A) | 2420 | 1911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/15/2029 (A) | 1818 | 1381 |
| &nbsp;&nbsp;&nbsp;Altice France Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 05/15/2027 (A) | 4501 | 3883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2028 (A) | 2612 | 1771 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/15/2026 (A) | 1485 | 1194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 05/15/2027  | 680 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2025  | 115 | 94 |
| &nbsp;&nbsp;&nbsp;ANGI Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2028 (A) | 2623 | 1987 |
| &nbsp;&nbsp;&nbsp;Arches Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/01/2028 (A) | 2962 | 2317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/01/2028 (A) | 378 | 304 |
| &nbsp;&nbsp;&nbsp;Audacy Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/31/2029 (A) | 8176 | 2459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2027 (A) | 1830 | 599 |
| &nbsp;&nbsp;&nbsp;Beasley Mezzanine Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/01/2026 (A) | 3220 | 2512 |
| &nbsp;&nbsp;&nbsp;Belo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 09/15/2027  | 442 | 438 |
| &nbsp;&nbsp;&nbsp;CCO Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/01/2029 (A) | 738 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/01/2027 (A) | 6972 | 6618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2028 (A) | 5041 | 4607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2030 (A) | 1945 | 1672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032 (A) | 190 | 157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2030 (A) | 8311 | 6989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2032  | 3490 | 2832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2031 (A) | 8295 | 6768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2034 (A) | 1395 | 1062 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 12/01/2061  | 305 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/30/2062  | 1360 | 897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/01/2052  | 835 | 566 |
| &nbsp;&nbsp;&nbsp;Cinemark USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/01/2025 (A) | 261 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2028 (A) | 240 | 194 |
| &nbsp;&nbsp;&nbsp;Clear Channel International BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/01/2025 (A) | 887 | 839 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/15/2028 (A) | 513 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2029 (A) | 817 | 657 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Clear Channel Worldwide Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 08/15/2027 (A) | $3315 | $2969 |
| &nbsp;&nbsp;&nbsp;CMG Media  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 12/15/2027 (A) | 6633 | 5705 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 4000 | 2675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 2845 | 1928 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2028 (A) | 4598 | 3700 |
| &nbsp;&nbsp;&nbsp;CSC Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2028 (A) | 2140 | 1902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2029 (A) | 3610 | 3322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2030 (A) | 5879 | 4553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2030 (A) | 2981 | 2131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2031 (A) | 909 | 729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2031 (A) | 1337 | 1001 |
| &nbsp;&nbsp;&nbsp;Cumulus Media New Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/01/2026 (A) | 1616 | 1445 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/15/2027 (A) | 5251 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 08/15/2026 (A) | 10086 | 1916 |
| &nbsp;&nbsp;&nbsp;Directv Financing LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/15/2027 (A) | 6844 | 6262 |
| &nbsp;&nbsp;&nbsp;DISH DBS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 07/01/2026  | 5212 | 4109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 07/01/2028  | 9555 | 6259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2024  | 4671 | 4228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2028 (A) | 3218 | 2471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2026 (A) | 3720 | 3071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2029  | 3980 | 2358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2023  | 2654 | 2597 |
| &nbsp;&nbsp;&nbsp;DKT Finance ApS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 06/17/2023 (A) | 1979 | 1901 |
| &nbsp;&nbsp;&nbsp;Frontier Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/01/2029 (A) | 475 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/15/2027 (A) | 367 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/01/2028 (A) | 1145 | 1004 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2030 (A) | 3058 | 3148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2030 (A) | 1662 | 1370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/01/2029  | 1773 | 1447 |
| &nbsp;&nbsp;&nbsp;Gannett Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2026 (A) | 264 | 206 |
| &nbsp;&nbsp;&nbsp;GCI LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2028 (A) | 795 | 716 |
| &nbsp;&nbsp;&nbsp;Gray Escrow II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2031 (A) | 2749 | 2323 |
| &nbsp;&nbsp;&nbsp;Gray Television  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/15/2027 (A) | 424 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2030 (A) | 2444 | 2014 |
| &nbsp;&nbsp;&nbsp;iHeartCommunications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 05/01/2027  | 945 | 832 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 05/01/2026  | $154 | $146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/15/2027 (A) | 1957 | 1756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 (A) | 1772 | 1521 |
| &nbsp;&nbsp;&nbsp;Iliad Holding SASU  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/15/2028 (A) | 310 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/15/2026 (A) | 1545 | 1412 |
| &nbsp;&nbsp;&nbsp;Intelsat Jackson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/31/2049 (B)(C) | 6854 |  |
| &nbsp;&nbsp;&nbsp;Intelsat Jackson Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/15/2030 (A) | 3167 | 2871 |
| &nbsp;&nbsp;&nbsp;ION Trading Technologies Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2028 (A) | 3125 | 2664 |
| &nbsp;&nbsp;&nbsp;LCPR Senior Secured Financing DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (A) | 3076 | 2903 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2025  | 1260 | 1260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 09/15/2027 (A) | 3763 | 3324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/01/2028 (A) | 453 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2029 (A) | 535 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2029 (A) | 4227 | 3393 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2027 (A) | 2884 | 2879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/15/2026 (A) | 466 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/01/2024 (A) | 1660 | 1606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027 (A) | 3304 | 3007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2028 (A) | 96 | 84 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/01/2025  | 2162 | 2097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/15/2029 (A) | 3226 | 2519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2026 (A) | 4798 | 4146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2029 (A) | 2650 | 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2027 (A) | 2580 | 2243 |
| &nbsp;&nbsp;&nbsp;McGraw-Hill Education  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/01/2028 (A) | 4595 | 4035 |
| &nbsp;&nbsp;&nbsp;Midcontinent Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 08/15/2027 (A) | 1062 | 993 |
| &nbsp;&nbsp;&nbsp;Millennium Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/01/2026 (A) | 2465 | 2000 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2028  | 463 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029 (A) | 275 | 271 |
| &nbsp;&nbsp;&nbsp;News  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/15/2032 (A) | 965 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2029 (A) | 433 | 377 |
| &nbsp;&nbsp;&nbsp;Nexstar Broadcasting  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2027 (A) | 4802 | 4572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/01/2028 (A) | 3603 | 3261 |
| &nbsp;&nbsp;&nbsp;Northwest Fiber LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/30/2027 (A) | 3620 | 3157 |
| &nbsp;&nbsp;&nbsp;Photo Holdings Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/01/2026 (A) | 905 | 676 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Radiate Holdco LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2028 (A) | $4457 | $3319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2026 (A) | 882 | 760 |
| &nbsp;&nbsp;&nbsp;ROBLOX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/01/2030 (A) | 1284 | 1071 |
| &nbsp;&nbsp;&nbsp;Sable International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/07/2027 (A) | 1407 | 1288 |
| &nbsp;&nbsp;&nbsp;Salem Media Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/01/2024 (A) | 1713 | 1662 |
| &nbsp;&nbsp;&nbsp;Scripps Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/15/2027 (A) | 190 | 172 |
| &nbsp;&nbsp;&nbsp;Scripps Escrow II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/15/2031 (A) | 142 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2029 (A) | 3136 | 2659 |
| &nbsp;&nbsp;&nbsp;Sinclair Television Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/15/2027 (A) | 365 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2030 (A) | 7060 | 5747 |
| &nbsp;&nbsp;&nbsp;Sirius XM Radio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2029 (A) | 871 | 814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/2027 (A) | 3081 | 2900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/01/2030 (A) | 4262 | 3611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2028 (A) | 1267 | 1104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/01/2031 (A) | 2005 | 1619 |
| &nbsp;&nbsp;&nbsp;SoftBank Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, USD ICE Swap 11:00 NY 5 Yr + 4.226%(D)(E) | 950 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/19/2027  | 799 | 685 |
| &nbsp;&nbsp;&nbsp;Spanish Broadcasting System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 03/01/2026 (A) | 4678 | 3696 |
| &nbsp;&nbsp;&nbsp;Sprint  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/15/2025  | 495 | 518 |
| &nbsp;&nbsp;&nbsp;Sprint Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  | 4090 | 4938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/15/2028  | 2674 | 2824 |
| &nbsp;&nbsp;&nbsp;Stagwell Global LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/15/2029 (A) | 435 | 369 |
| &nbsp;&nbsp;&nbsp;TEGNA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2028  | 2173 | 2082 |
| &nbsp;&nbsp;&nbsp;Telecom Italia Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/30/2034  | 265 | 209 |
| &nbsp;&nbsp;&nbsp;Telenet Finance Luxembourg Notes Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2028 (A) | 3800 | 3458 |
| &nbsp;&nbsp;&nbsp;Telesat Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/15/2027 (A) | 5509 | 2278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 12/06/2026 (A) | 2048 | 1194 |
| &nbsp;&nbsp;&nbsp;Time Warner Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  | 1540 | 1773 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2028  | 980 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2031  | 3430 | 3037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 1075 | 968 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Twitter  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2027 (A) | $| 866 | $806 |
| &nbsp;&nbsp;&nbsp;U.S. Cellular  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 12/15/2033  |  | 2575 | 2507 |
| &nbsp;&nbsp;&nbsp;Univision Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 06/30/2030 (A) |  | 229 | 227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/01/2027 (A) |  | 1460 | 1409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2029 (A) |  | 2906 | 2542 |
| &nbsp;&nbsp;&nbsp;Urban One  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 02/01/2028 (A) |  | 8400 | 7539 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2060  |  | 1320 | 880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  |  | 2270 | 1526 |
| &nbsp;&nbsp;&nbsp;Virgin Media Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2030 (A) |  | 1185 | 936 |
| &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/15/2029 (A) |  | 1983 | 1764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2030 (A) |  | 757 | 630 |
| &nbsp;&nbsp;&nbsp;Virgin Media Vendor Financing Notes IV DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2028 (A) |  | 1593 | 1361 |
| &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/31/2031 (A) |  | 1680 | 1358 |
| &nbsp;&nbsp;&nbsp;VZ Secured Financing BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2032 (A) |  | 1680 | 1382 |
| &nbsp;&nbsp;&nbsp;Windstream Escrow LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 08/15/2028 (A) |  | 3278 | 2818 |
| &nbsp;&nbsp;&nbsp;WMG Acquisition  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/15/2030 (A) |  | 50 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 12/01/2029 (A) |  | 830 | 709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2031 (A) |  | 2131 | 1691 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2030 (A) |  | 2830 | 2349 |
|  |  |  | 302035 |
| **Consumer Discretionary — 12.3%** | **Consumer Discretionary — 12.3%** | **Consumer Discretionary — 12.3%** |  |
| &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2028 (A) |  | 1445 | 1292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2030 (A) |  | 375 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2028 (A) |  | 222 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2029 (A) |  | 163 | 140 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Management  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 07/15/2025 (A) |  | 873 | 852 |
| &nbsp;&nbsp;&nbsp;Academy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2027 (A) |  | 1425 | 1330 |
| &nbsp;&nbsp;&nbsp;Adient Global Holdings, Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 08/15/2026 (A) |  | 4020 | 3720 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2028 (A) |  | 1552 | 1474 |
| &nbsp;&nbsp;&nbsp;Air Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2026 (A) |  | 1775 | 1584 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/01/2028  |  | 492 | 467 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/01/2027  | $750 | $701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029  | 285 | 240 |
| &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2028 (A) | 1831 | 1656 |
| &nbsp;&nbsp;&nbsp;American Greetings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/15/2025 (A) | 4275 | 4154 |
| &nbsp;&nbsp;&nbsp;Aramark Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2028 (A) | 745 | 686 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2030  | 202 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) | 1175 | 1008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2028  | 3403 | 3039 |
| &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2028 (A) | 5606 | 5033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2029 (A) | 1553 | 1219 |
| &nbsp;&nbsp;&nbsp;Aston Martin Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 11/30/2025 (A) | 1411 | 1411 |
| &nbsp;&nbsp;&nbsp;Aventine (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2049 (B)(C)(F) | 2600 |  |
| &nbsp;&nbsp;&nbsp;Avianca Midco 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 12/01/2028 (A) | 3123 | 2465 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 07/01/2025 (A) | 29 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 07/15/2037  | 780 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2029  | 542 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/01/2035  | 979 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/01/2036  | 3177 | 2741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.694%, 01/15/2027  | 149 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 10/01/2030 (A) | 2383 | 2165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/01/2028  | 2816 | 2523 |
| &nbsp;&nbsp;&nbsp;BCPE Ulysses Intermediate  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%cash/8.500% PIK, 04/01/2027 (A) | 2466 | 1830 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2029 (A) | 2420 | 2101 |
| &nbsp;&nbsp;&nbsp;Boyne USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2029 (A) | 1484 | 1320 |
| &nbsp;&nbsp;&nbsp;Brookfield Residential Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/15/2030 (A) | 1081 | 832 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/01/2027 (A) | 2341 | 2300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/01/2025 (A) | 1238 | 1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/15/2029 (A) | 281 | 226 |
| &nbsp;&nbsp;&nbsp;Carnival  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 02/01/2026 (A) | 619 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.875%, 08/01/2027 (A) | 2660 | 2670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/01/2029 (A) | 130 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) | 7970 | 6197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (A) | 413 | 344 |
| &nbsp;&nbsp;&nbsp;Carvana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 05/01/2030 (A) | 87 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/01/2028 (A) | 413 | 248 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/01/2025 (A) | $788 | $589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2027 (A) | 1008 | 653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/01/2029 (A) | 1635 | 929 |
| &nbsp;&nbsp;&nbsp;CD&R Smokey Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2025 (A) | 627 | 583 |
| &nbsp;&nbsp;&nbsp;Cedar Fair  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/01/2025 (A) | 185 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2029  | 1912 | 1741 |
| &nbsp;&nbsp;&nbsp;Cengage Learning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 06/15/2024 (A) | 2965 | 2827 |
| &nbsp;&nbsp;&nbsp;Century Communities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/01/2027  | 624 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2029 (A) | 392 | 315 |
| &nbsp;&nbsp;&nbsp;Clarios Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/15/2027 (A) | 3355 | 3297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2025 (A) | 896 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2026 (A) | 1431 | 1415 |
| &nbsp;&nbsp;&nbsp;Cooper-Standard Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 06/01/2024 (A) | 768 | 803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 11/15/2026 (A) | 1485 | 725 |
| &nbsp;&nbsp;&nbsp;Crocs  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2031 (A) | 985 | 775 |
| &nbsp;&nbsp;&nbsp;CSC Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/15/2022  | 152 | 152 |
| &nbsp;&nbsp;&nbsp;Dana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/15/2028  | 868 | 779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2027  | 958 | 854 |
| &nbsp;&nbsp;&nbsp;Dornoch Debt Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 10/15/2029 (A) | 4159 | 3244 |
| &nbsp;&nbsp;&nbsp;eG Global Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/30/2025 (A) | 842 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/07/2025 (A) | 7081 | 6690 |
| &nbsp;&nbsp;&nbsp;Empire Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/01/2026 (A) | 5240 | 4553 |
| &nbsp;&nbsp;&nbsp;Fertitta Entertainment LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/15/2030 (A) | 824 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2029 (A) | 1235 | 1076 |
| &nbsp;&nbsp;&nbsp;Fontainebleau Las Vegas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 06/15/2015 (A)(G) | 3481 |  |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/19/2032  | 1338 | 1303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2043  | 2530 | 1893 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/16/2025  | 2583 | 2523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.113%, 05/03/2029  | 2565 | 2370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.687%, 06/09/2025  | 1245 | 1195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542%, 08/01/2026  | 1481 | 1379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, 01/09/2027  | 485 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 08/04/2025  | 1600 | 1511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/17/2027  | 3227 | 2907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063%, 11/01/2024  | 1287 | 1249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/13/2030  | 2273 | 1899 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 01/09/2024  | $90 | $89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/17/2031  | 9097 | 7366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 11/13/2025  | 207 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 02/16/2028  | 3550 | 2969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 02/10/2029  | 890 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/10/2026  | 200 | 173 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, 01/08/2026  | 650 | 612 |
| &nbsp;&nbsp;&nbsp;Gap  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/01/2031 (A) | 108 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2029 (A) | 385 | 268 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/30/2031  | 604 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2031  | 199 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2029  | 522 | 468 |
| &nbsp;&nbsp;&nbsp;Hanesbrands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2024 (A) | 3394 | 3269 |
| &nbsp;&nbsp;&nbsp;Hertz (Escrow Security) (C) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2024  | 1573 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/01/2026  | 715 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2028  | 420 | 25 |
| &nbsp;&nbsp;&nbsp;Hilton Domestic Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2028 (A) | 326 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2025 (A) | 114 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2030  | 130 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/01/2029 (A) | 171 | 148 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/01/2027  | 403 | 385 |
| &nbsp;&nbsp;&nbsp;International Game Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2025 (A) | 2162 | 2146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2027 (A) | 2220 | 2174 |
| &nbsp;&nbsp;&nbsp;Jacobs Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/15/2029 (A) | 2095 | 1859 |
| &nbsp;&nbsp;&nbsp;Jaguar Land Rover Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2029 (A) | 3750 | 2630 |
| &nbsp;&nbsp;&nbsp;Ken Garff Automotive LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/15/2028 (A) | 442 | 371 |
| &nbsp;&nbsp;&nbsp;LBM Acquisition LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2029 (A) | 2181 | 1630 |
| &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2029 (A) | 3779 | 3155 |
| &nbsp;&nbsp;&nbsp;Liberty Interactive LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/01/2030  | 6509 | 4979 |
| &nbsp;&nbsp;&nbsp;Life Time  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2026 (A) | 2697 | 2429 |
| &nbsp;&nbsp;&nbsp;Lions Gate Capital Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2029 (A) | 2138 | 1693 |
| &nbsp;&nbsp;&nbsp;Lithia Motors  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2031 (A) | 1194 | 1051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/01/2029 (A) | 1513 | 1277 |
| &nbsp;&nbsp;&nbsp;LSF9 Atlantis Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/15/2026 (A) | 5270 | 4875 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Macy's Retail Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2042  | $1919 | $1298 |
| &nbsp;&nbsp;&nbsp;MajorDrive Holdings IV LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2029 (A) | 6005 | 4613 |
| &nbsp;&nbsp;&nbsp;Marriott Ownership Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2025 (A) | 191 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2029 (A) | 72 | 61 |
| &nbsp;&nbsp;&nbsp;Mattamy Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2030 (A) | 1082 | 877 |
| &nbsp;&nbsp;&nbsp;Mattel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 12/15/2027 (A) | 300 | 299 |
| &nbsp;&nbsp;&nbsp;Meritage Homes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2029 (A) | 1843 | 1566 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/01/2025  | 500 | 499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/15/2023  | 1115 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2025  | 336 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2027  | 150 | 138 |
| &nbsp;&nbsp;&nbsp;Michaels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/01/2029 (A) | 3935 | 2617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/01/2028 (A) | 1810 | 1388 |
| &nbsp;&nbsp;&nbsp;Midwest Gaming Borrower LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2029 (A) | 2219 | 1947 |
| &nbsp;&nbsp;&nbsp;NCL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2027 (A) | 1675 | 1518 |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2022 (B)(C) | 2835 | 841 |
| &nbsp;&nbsp;&nbsp;Nordstrom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/01/2030  | 1553 | 1183 |
| &nbsp;&nbsp;&nbsp;Peninsula Pacific Entertainment LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/15/2027 (A) | 3950 | 4245 |
| &nbsp;&nbsp;&nbsp;PetSmart  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/15/2029 (A) | 250 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028 (A) | 1334 | 1189 |
| &nbsp;&nbsp;&nbsp;PM General Purchaser LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 10/01/2028 (A) | 543 | 470 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.625%, 08/15/2027 (A) | 1327 | 1301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 06/15/2023 (A) | 87 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/31/2026 (A) | 2425 | 1938 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 06/01/2025 (A) | 437 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.875%, 06/01/2023 (A) | 253 | 258 |
| &nbsp;&nbsp;&nbsp;Service International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2029  | 82 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2030  | 278 | 229 |
| &nbsp;&nbsp;&nbsp;Shea Homes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028 (A) | 1081 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2029 (A) | 1323 | 1053 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2027 (A) | 160 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/31/2024 (A) | 3623 | 3476 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Six Flags Theme Parks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/01/2025 (A)(F) | $647 | $654 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) | 322 | 275 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/30/2026 (A) | 4696 | 4230 |
| &nbsp;&nbsp;&nbsp;Speedway Motorsports LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/01/2027 (A) | 1360 | 1196 |
| &nbsp;&nbsp;&nbsp;SRS Distribution  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 07/01/2029 (A) | 1813 | 1504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2029 (A) | 750 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/01/2028 (A) | 752 | 666 |
| &nbsp;&nbsp;&nbsp;Staples  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 04/15/2027 (A) | 2230 | 1639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2026 (A) | 2829 | 2391 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2029  | 887 | 832 |
| &nbsp;&nbsp;&nbsp;Station Casinos LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2031 (A) | 2839 | 2372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2028 (A) | 2287 | 1970 |
| &nbsp;&nbsp;&nbsp;StoneMor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/15/2029 (A) | 2435 | 2118 |
| &nbsp;&nbsp;&nbsp;Studio City Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2029 (A) | 4170 | 2168 |
| &nbsp;&nbsp;&nbsp;Sugarhouse HSP Gaming Prop Mezz LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2025 (A) | 1349 | 1250 |
| &nbsp;&nbsp;&nbsp;Superior Plus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029 (A) | 368 | 324 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (A) | 764 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2031 (A) | 2097 | 1614 |
| &nbsp;&nbsp;&nbsp;Tenneco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 01/15/2029 (A) | 242 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 12/15/2024  | 300 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2029 (A) | 305 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2026  | 288 | 275 |
| &nbsp;&nbsp;&nbsp;Thor Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2029 (A) | 3155 | 2558 |
| &nbsp;&nbsp;&nbsp;Vail Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2025 (A) | 981 | 982 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029 (A) | 828 | 616 |
| &nbsp;&nbsp;&nbsp;VOC Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2028 (A) | 2025 | 1711 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (A) | 974 | 878 |
| &nbsp;&nbsp;&nbsp;Wesco Aircraft Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.125%, 11/15/2027 (A) | 180 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 11/15/2026 (A) | 950 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/15/2024 (A) | 145 | 78 |
| &nbsp;&nbsp;&nbsp;Wheel Pros  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2029 (A) | 3825 | 2773 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;White Capital Buyer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/15/2028 (A) | $| 188 | $165 |
| &nbsp;&nbsp;&nbsp;White Capital Parent LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%cash/0.000% PIK, 03/15/2026 (A) |  | 4595 | 3997 |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/15/2029 (A) |  | 2460 | 2002 |
| &nbsp;&nbsp;&nbsp;WW International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2029 (A) |  | 2845 | 1777 |
| &nbsp;&nbsp;&nbsp;Wynn Las Vegas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2025 (A) |  | 1061 | 1016 |
| &nbsp;&nbsp;&nbsp;Wynn Macau  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/26/2028 (A) |  | 85 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2026 (A) |  | 965 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/01/2027 (A) |  | 915 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2029 (A) |  | 85 | 59 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/15/2025 (A) |  | 50 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/01/2029 (A) |  | 656 | 550 |
| &nbsp;&nbsp;&nbsp;Yum! Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/15/2037  |  | 1840 | 1933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/01/2032  |  | 330 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2043  |  | 180 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/31/2032  |  | 396 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2031  |  | 3656 | 3079 |
|  |  |  | 256194 |
| **Consumer Staples — 6.7%** | **Consumer Staples — 6.7%** | **Consumer Staples — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;180 Medical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2029 (A) |  | 414 | 361 |
| &nbsp;&nbsp;&nbsp;AHP Health Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2029 (A) |  | 276 | 212 |
| &nbsp;&nbsp;&nbsp;Akumin  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/01/2025 (A) |  | 4740 | 4026 |
| &nbsp;&nbsp;&nbsp;Akumin Escrow  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/01/2028 (A) |  | 1745 | 1383 |
| &nbsp;&nbsp;&nbsp;Albertsons  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2028 (A) |  | 161 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2027 (A) |  | 3913 | 3571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2029 (A) |  | 870 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2026 (A) |  | 350 | 315 |
| &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 07/15/2026 (A) |  | 330 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2028 (A) |  | 684 | 574 |
| &nbsp;&nbsp;&nbsp;Ashtead Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/11/2032 (A) |  | 267 | 262 |
| &nbsp;&nbsp;&nbsp;Bausch Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 12/15/2025 (A) |  | 3430 | 2129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 05/30/2029 (A) |  | 295 | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2028 (A) |  | 1470 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/15/2029 (A) |  | 2054 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2027 (A) |  | 180 | 131 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2025 (A) | $2325 | $1918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/30/2030 (A) | 7554 | 2795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/15/2031 (A) | 2162 | 831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/30/2028 (A) | 360 | 135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2029 (A) | 455 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2028 (A) | 2303 | 1592 |
| &nbsp;&nbsp;&nbsp;Bausch Health Americas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 04/01/2026 (A) | 1725 | 1035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2027 (A) | 583 | 280 |
| &nbsp;&nbsp;&nbsp;BellRing Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/15/2030 (A) | 2510 | 2397 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/01/2028  | 1515 | 1397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/15/2030  | 422 | 351 |
| &nbsp;&nbsp;&nbsp;Chobani LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2025 (A) | 3408 | 3237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2028 (A) | 2322 | 2032 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/01/2060  | 671 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 1400 | 1080 |
| &nbsp;&nbsp;&nbsp;CoreLogic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2028 (A) | 1028 | 810 |
| &nbsp;&nbsp;&nbsp;Coty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/15/2026 (A) | 1410 | 1344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2026 (A) | 1814 | 1719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2029 (A) | 3970 | 3513 |
| &nbsp;&nbsp;&nbsp;CPI CG  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 03/15/2026 (A) | 2046 | 1966 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2028 (A) | 565 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2029 (A) | 217 | 186 |
| &nbsp;&nbsp;&nbsp;Embecta  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2030 (A) | 1585 | 1390 |
| &nbsp;&nbsp;&nbsp;Endo DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/31/2027 (A)(G) | 2088 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/30/2028 (A)(G) | 2293 | 126 |
| &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance I Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2029 (A)(G) | 1905 | 1633 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/31/2027 (A) | 237 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2028 (A) | 881 | 733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/31/2029 (A) | 1948 | 1585 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 10/15/2026 (A)(F) | 3255 | 1075 |
| &nbsp;&nbsp;&nbsp;Garda World Security  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 11/01/2027 (A) | 565 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2029 (A) | 429 | 332 |
| &nbsp;&nbsp;&nbsp;Grifols Escrow Issuer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2028 (A) | 600 | 500 |
| &nbsp;&nbsp;&nbsp;High Ridge Brands (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.821%, 03/15/2025  | 800 |  |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;HLF Financing Sarl LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2029 (A) | $2485 | $1961 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2030 (A) | 4270 | 4270 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/15/2028 (A) | 73 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/31/2032 (A) | 108 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/31/2030 (A) | 2064 | 1860 |
| &nbsp;&nbsp;&nbsp;Legacy LifePoint Health LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/15/2027 (A) | 5383 | 4679 |
| &nbsp;&nbsp;&nbsp;LifePoint Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/15/2029 (A) | 2175 | 1649 |
| &nbsp;&nbsp;&nbsp;Mallinckrodt International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 12/15/2028 (A) | 925 | 834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/15/2029 (A) | 360 | 182 |
| &nbsp;&nbsp;&nbsp;Medline Borrower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2029 (A) | 1593 | 1339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/01/2029 (A) | 6618 | 5609 |
| &nbsp;&nbsp;&nbsp;MPH Acquisition Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2028 (A) | 2801 | 2224 |
| &nbsp;&nbsp;&nbsp;NESCO Holdings II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2029 (A) | 322 | 283 |
| &nbsp;&nbsp;&nbsp;New Albertsons  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 05/01/2030  | 2229 | 2305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/01/2031  | 2095 | 2104 |
| &nbsp;&nbsp;&nbsp;Organon Finance 1 LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/30/2031 (A) | 3745 | 3277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/30/2028 (A) | 2190 | 1965 |
| &nbsp;&nbsp;&nbsp;Par Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2027 (A)(G) | 2227 | 1893 |
| &nbsp;&nbsp;&nbsp;PECF USS Intermediate Holding III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2029 (A) | 3650 | 3048 |
| &nbsp;&nbsp;&nbsp;Performance Food Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 05/01/2025 (A) | 80 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2027 (A) | 579 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/01/2029 (A) | 500 | 428 |
| &nbsp;&nbsp;&nbsp;Post Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) | 357 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2028 (A) | 640 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2029 (A) | 327 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2030 (A) | 319 | 277 |
| &nbsp;&nbsp;&nbsp;Prime Security Services Borrower LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2028 (A) | 1895 | 1668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/15/2026 (A) | 1933 | 1860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/31/2027 (A) | 1085 | 934 |
| &nbsp;&nbsp;&nbsp;Radiology Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 02/01/2028 (A) | 1514 | 1128 |
| &nbsp;&nbsp;&nbsp;Rite Aid  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2026 (A) | 3784 | 3084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 02/15/2027  | 281 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 07/01/2025 (A) | 3203 | 2727 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;RP Escrow Issuer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2025 (A) | $| 4669 | $4168 |
| &nbsp;&nbsp;&nbsp;Sabre Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/01/2025 (A) |  | 312 | 296 |
| &nbsp;&nbsp;&nbsp;Sigma Holdco BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/15/2026 (A) |  | 6174 | 4406 |
| &nbsp;&nbsp;&nbsp;Simmons Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2029 (A) |  | 3833 | 3390 |
| &nbsp;&nbsp;&nbsp;Sotheby's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/01/2029 (A) |  | 842 | 740 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2030 (A) |  | 916 | 789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029 (A) |  | 630 | 548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2031 (A) |  | 2510 | 1947 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 02/01/2025 (A) |  | 5642 | 4457 |
| &nbsp;&nbsp;&nbsp;Triton Water Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/01/2029 (A) |  | 4622 | 3791 |
| &nbsp;&nbsp;&nbsp;US Acute Care Solutions LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2026 (A) |  | 3312 | 2958 |
| &nbsp;&nbsp;&nbsp;US Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2029 (A) |  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2030 (A) |  | 405 | 349 |
| &nbsp;&nbsp;&nbsp;US Renal Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.625%, 07/15/2027 (A) |  | 3590 | 1697 |
| &nbsp;&nbsp;&nbsp;Vector Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 11/01/2026 (A) |  | 3750 | 3629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2029 (A) |  | 1715 | 1487 |
| &nbsp;&nbsp;&nbsp;Verscend Escrow  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 08/15/2026 (A) |  | 1236 | 1248 |
|  |  |  | 143829 |
| **Energy — 10.5%** | **Energy — 10.5%** | **Energy — 10.5%** |  |
| &nbsp;&nbsp;&nbsp;Aethon United BR  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/15/2026 (A) |  | 1906 | 1905 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/15/2026 (A) |  | 323 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) |  | 1571 | 1489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2028 (A) |  | 342 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/15/2029 (A) |  | 505 | 463 |
| &nbsp;&nbsp;&nbsp;Antero Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2026 (A) |  | 351 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2029 (A) |  | 907 | 923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/01/2030 (A) |  | 158 | 149 |
| &nbsp;&nbsp;&nbsp;Apache  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/01/2040  |  | 4782 | 4065 |
| &nbsp;&nbsp;&nbsp;Archrock Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/01/2028 (A) |  | 3760 | 3422 |
| &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 12/31/2028 (A) |  | 2308 | 2294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/01/2026 (A) |  | 1489 | 1448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/30/2029 (A) |  | 3482 | 3134 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Baytex Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/01/2027 (A) | $570 | $583 |
| &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 12/15/2025 (A) | 4385 | 4363 |
| &nbsp;&nbsp;&nbsp;Buckeye Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2028 (A) | 590 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2025 (A) | 204 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2027  | 240 | 212 |
| &nbsp;&nbsp;&nbsp;California Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 02/01/2026 (A) | 530 | 521 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/15/2028  | 800 | 771 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/01/2029  | 1931 | 1778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2031  | 741 | 649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/31/2032  | 497 | 398 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/15/2029 (A) | 1039 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2026 (A) | 299 | 288 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/31/2049 (B)(C) | 6045 | 154 |
| &nbsp;&nbsp;&nbsp;Chord Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2026 (A) | 184 | 179 |
| &nbsp;&nbsp;&nbsp;Citgo Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 08/01/2024 (A) | 9871 | 9837 |
| &nbsp;&nbsp;&nbsp;CITGO Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/15/2026 (A) | 535 | 509 |
| &nbsp;&nbsp;&nbsp;CNX Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2030 (A) | 92 | 78 |
| &nbsp;&nbsp;&nbsp;Colgate Energy Partners III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/01/2029 (A) | 1525 | 1413 |
| &nbsp;&nbsp;&nbsp;Comstock Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/01/2029 (A) | 2437 | 2326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/15/2030 (A) | 245 | 224 |
| &nbsp;&nbsp;&nbsp;CQP Holdco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2031 (A) | 3450 | 3051 |
| &nbsp;&nbsp;&nbsp;Crestwood Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/01/2029 (A) | 864 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2027 (A) | 150 | 140 |
| &nbsp;&nbsp;&nbsp;CrownRock  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/15/2025 (A) | 1975 | 1945 |
| &nbsp;&nbsp;&nbsp;DCP Midstream Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 08/16/2030  | 1630 | 1836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2027  | 750 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/15/2029  | 896 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2032  | 315 | 265 |
| &nbsp;&nbsp;&nbsp;Delek Logistics Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2025  | 1462 | 1412 |
| &nbsp;&nbsp;&nbsp;DT Midstream  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/15/2031 (A) | 185 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2029 (A) | 2941 | 2582 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Encino Acquisition Partners Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/01/2028 (A) | $3608 | $3435 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2027  | 2863 | 2786 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/01/2030 (A) | 1608 | 1600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/01/2029  | 3502 | 3274 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/15/2026  | 140 | 138 |
| &nbsp;&nbsp;&nbsp;Enviva Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2026 (A) | 4836 | 4697 |
| &nbsp;&nbsp;&nbsp;EQM Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2027 (A) | 170 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2030 (A) | 212 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/01/2027 (A) | 1116 | 1077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2048  | 4636 | 3934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2025 (A)(F) | 450 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2028  | 61 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2031 (A) | 357 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2029 (A) | 951 | 819 |
| &nbsp;&nbsp;&nbsp;EQT  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2030  | 1545 | 1653 |
| &nbsp;&nbsp;&nbsp;Exterran Energy Solutions  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2025  | 3935 | 3830 |
| &nbsp;&nbsp;&nbsp;Genesis Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/15/2027  | 2507 | 2375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/01/2028  | 2428 | 2251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025  | 40 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2026  | 70 | 63 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/17/2026  | 145 | 146 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy (Escrow Securities) (C) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2024  | 470 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2025 (B) | 311 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2026  | 780 |  |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/17/2026 (A) | 3372 | 3395 |
| &nbsp;&nbsp;&nbsp;Harvest Midstream I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2028 (A) | 3035 | 2872 |
| &nbsp;&nbsp;&nbsp;Hess Midstream Operations  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/15/2026 (A) | 600 | 585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2030 (A) | 675 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2030 (A) | 2665 | 2288 |
| &nbsp;&nbsp;&nbsp;Hilcorp Energy I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2032 (A) | 138 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2030 (A) | 165 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2029 (A) | 190 | 173 |
| &nbsp;&nbsp;&nbsp;Holly Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2027 (A) | 265 | 258 |
| &nbsp;&nbsp;&nbsp;Howard Midstream Energy Partners LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/15/2027 (A) | 5555 | 5026 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;ITT Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2029 (A) | $4637 | $3916 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/15/2030 (A) | 202 | 192 |
| &nbsp;&nbsp;&nbsp;Laredo Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.125%, 01/15/2028  | 1108 | 1119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 01/15/2025  | 511 | 513 |
| &nbsp;&nbsp;&nbsp;MEG Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 02/01/2027 (A) | 585 | 591 |
| &nbsp;&nbsp;&nbsp;Moss Creek Resources Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 05/15/2027 (A) | 1560 | 1507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2026 (A) | 3603 | 3277 |
| &nbsp;&nbsp;&nbsp;Motiva Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/15/2040 (A) | 1713 | 1680 |
| &nbsp;&nbsp;&nbsp;Nabors Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 01/15/2026 (A) | 147 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2025  | 510 | 470 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/15/2025 (A) | 2356 | 2279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/30/2026 (A) | 3911 | 3705 |
| &nbsp;&nbsp;&nbsp;NGL Energy Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/01/2026 (A) | 7149 | 6541 |
| &nbsp;&nbsp;&nbsp;NGL Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 11/01/2023  | 4421 | 4189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2026  | 1375 | 1057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/01/2025  | 5326 | 4329 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 03/01/2028 (A) | 3543 | 3401 |
| &nbsp;&nbsp;&nbsp;NuStar Logistics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/01/2030  | 1092 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2026  | 485 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/01/2025  | 187 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/28/2027  | 245 | 223 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 07/15/2030  | 525 | 613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 07/15/2027  | 1950 | 2184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 07/15/2025  | 652 | 708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 09/01/2030  | 908 | 970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 03/15/2046  | 2100 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2036  | 775 | 828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/01/2028  | 1021 | 1066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/01/2031  | 4536 | 4714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2045  | 1445 | 1279 |
| &nbsp;&nbsp;&nbsp;PBF Holding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2025  | 1803 | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2028  | 352 | 316 |
| &nbsp;&nbsp;&nbsp;Peabody Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/31/2025 (A) | 262 | 255 |
| &nbsp;&nbsp;&nbsp;Precision Drilling  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/15/2026 (A) | 325 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/15/2029 (A) | 57 | 52 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Range Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/15/2029  | $189 | $198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/15/2025  | 345 | 335 |
| &nbsp;&nbsp;&nbsp;Rockcliff Energy II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2029 (A) | 2813 | 2600 |
| &nbsp;&nbsp;&nbsp;Seventy Seven Operating LLC (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2019 (B)(G) | 2787 |  |
| &nbsp;&nbsp;&nbsp;Shelf Drilling Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/15/2025 (A) | 3135 | 2461 |
| &nbsp;&nbsp;&nbsp;SM Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2028  | 925 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/01/2025  | 1660 | 1614 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 09/15/2028  | 100 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/01/2027  | 285 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/15/2030  | 490 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032  | 109 | 97 |
| &nbsp;&nbsp;&nbsp;Strathcona Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/01/2026 (A) | 2510 | 2209 |
| &nbsp;&nbsp;&nbsp;Summit Midstream Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/15/2026 (A) | 665 | 644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/15/2025  | 2836 | 2398 |
| &nbsp;&nbsp;&nbsp;Sunoco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/15/2028  | 2791 | 2595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2029  | 2037 | 1731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/30/2030  | 2186 | 1865 |
| &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 10/01/2025 (A) | 875 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2027 (A) | 430 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/31/2030 (A) | 7918 | 6930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/01/2031 (A) | 910 | 796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2028 (A) | 165 | 143 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/15/2029  | 516 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2027  | 559 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2030  | 540 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2031  | 2528 | 2343 |
| &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/31/2028 (A) | 5015 | 4597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2030 (A) | 225 | 199 |
| &nbsp;&nbsp;&nbsp;Transocean  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 01/30/2027 (A) | 1715 | 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 02/01/2027 (A) | 2180 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2031  | 720 | 407 |
| &nbsp;&nbsp;&nbsp;Transocean Guardian  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/15/2024 (A) | 668 | 633 |
| &nbsp;&nbsp;&nbsp;Transocean Pontus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 08/01/2025 (A) | 200 | 191 |
| &nbsp;&nbsp;&nbsp;USA Compression Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 09/01/2027  | 3650 | 3374 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/01/2033 (A) | $| 4766 | $3960 |
| &nbsp;&nbsp;&nbsp;Weatherford International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 04/30/2030 (A) |  | 3058 | 2764 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2050  |  | 4089 | 3539 |
|  |  |  | 223644 |
| **Financials — 6.6%** | **Financials — 6.6%** | **Financials — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;Acrisure LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.125%, 08/01/2026 (A) |  | 1031 | 1031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2029 (A) |  | 2519 | 2136 |
| &nbsp;&nbsp;&nbsp;Advisor Group Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 08/01/2027 (A) |  | 2095 | 2085 |
| &nbsp;&nbsp;&nbsp;Air Methods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2025 (A) |  | 4360 | 2432 |
| &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (A) |  | 1800 | 1635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/01/2029 (A) |  | 2135 | 1836 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2029 (A) |  | 1369 | 1109 |
| &nbsp;&nbsp;&nbsp;Armor Holdco  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/15/2029 (A) |  | 2315 | 1912 |
| &nbsp;&nbsp;&nbsp;AssuredPartners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2029 (A) |  | 929 | 772 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/15/2026  |  | 3423 | 2891 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/15/2024 (A) |  | 1341 | 1188 |
| &nbsp;&nbsp;&nbsp;BroadStreet Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/15/2029 (A) |  | 3795 | 3129 |
| &nbsp;&nbsp;&nbsp;Brookfield Property  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2026 (A) |  | 3355 | 3129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2027 (A) |  | 5866 | 5026 |
| &nbsp;&nbsp;&nbsp;Coinbase Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2031 (A) |  | 1692 | 1030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/01/2028 (A) |  | 140 | 90 |
| &nbsp;&nbsp;&nbsp;Finance of America Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 11/15/2025 (A) |  | 7566 | 4805 |
| &nbsp;&nbsp;&nbsp;FirstCash  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/01/2030 (A) |  | 3755 | 3361 |
| &nbsp;&nbsp;&nbsp;Freedom Mortgage  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/15/2025 (A) |  | 4850 | 4196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 11/15/2024 (A) |  | 820 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/01/2026 (A) |  | 360 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2027 (A) |  | 2455 | 1850 |
| &nbsp;&nbsp;&nbsp;HAT Holdings I LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2025 (A) |  | 1466 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2030 (A) |  | 3490 | 2807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 06/15/2026 (A) |  | 883 | 766 |
| &nbsp;&nbsp;&nbsp;Home Point Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2026 (A) |  | 2705 | 1921 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(D)(E) | $1377 | $1082 |
| &nbsp;&nbsp;&nbsp;HUB International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 12/01/2029 (A) | 4070 | 3560 |
| &nbsp;&nbsp;&nbsp;Hunt  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2029 (A) | 1725 | 1458 |
| &nbsp;&nbsp;&nbsp;Issuer LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/01/2028 (A) | 1910 | 1751 |
| &nbsp;&nbsp;&nbsp;Jane Street Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2029 (A) | 3705 | 3357 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, U.S. SOFR + 3.380%(D)(E) | 1299 | 1202 |
| &nbsp;&nbsp;&nbsp;Ladder Capital Finance Holdings LLLP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2025 (A) | 1046 | 1017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2029 (A) | 2462 | 2086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2027 (A) | 2571 | 2249 |
| &nbsp;&nbsp;&nbsp;LD Holdings Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/01/2025 (A) | 1755 | 1008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2028 (A) | 1990 | 1057 |
| &nbsp;&nbsp;&nbsp;LPL Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2027 (A) | 3347 | 3149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2031 (A) | 149 | 131 |
| &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2028 (A) | 4958 | 4251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2030 (A) | 1503 | 1147 |
| &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2027 (A) | 1424 | 1267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2028 (A) | 2642 | 2209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2030 (A) | 242 | 191 |
| &nbsp;&nbsp;&nbsp;Navient  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2029  | 3298 | 2671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027  | 2541 | 2175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/15/2028  | 552 | 451 |
| &nbsp;&nbsp;&nbsp;OneMain Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 03/15/2026  | 1850 | 1723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2028  | 1644 | 1503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029  | 2688 | 2226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2030  | 4793 | 3571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2027  | 497 | 410 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/15/2031 (A) | 830 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 10/15/2025 (A) | 2153 | 1970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2029 (A) | 2168 | 1695 |
| &nbsp;&nbsp;&nbsp;Rithm Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2025 (A) | 7312 | 6486 |
| &nbsp;&nbsp;&nbsp;Rocket Mortgage LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2033 (A) | 2960 | 2206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2029 (A) | 4446 | 3579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 10/15/2026 (A) | 315 | 265 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Group LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2030 (A) | $| 4354 | $3924 |
| &nbsp;&nbsp;&nbsp;TTMT Escrow Issuer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 09/30/2027 (A) |  | 627 | 627 |
| &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2027 (A) |  | 2080 | 1713 |
| &nbsp;&nbsp;&nbsp;VistaJet Malta Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 02/01/2030 (A) |  | 9430 | 8110 |
| &nbsp;&nbsp;&nbsp;Voya Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, ICE LIBOR USD 3 Month + 2.084%, 01/23/2048 (D) |  | 1183 | 982 |
| &nbsp;&nbsp;&nbsp;WeWork  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/01/2025 (A) |  | 5430 | 4051 |
|  |  |  | 136763 |
| **Health Care — 3.7%** | **Health Care — 3.7%** | **Health Care — 3.7%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2028 (A) |  | 494 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2029 (A) |  | 2281 | 2112 |
| &nbsp;&nbsp;&nbsp;Avantor Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2028 (A) |  | 1103 | 1004 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  |  | 2795 | 1924 |
| &nbsp;&nbsp;&nbsp;Centene  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2029  |  | 2453 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2030  |  | 660 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2031  |  | 5942 | 4741 |
| &nbsp;&nbsp;&nbsp;Centene Corp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/01/2031  |  | 3180 | 2539 |
| &nbsp;&nbsp;&nbsp;CHS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/15/2026 (A) |  | 396 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/01/2028 (A) |  | 3888 | 2026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2030 (A) |  | 551 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029 (A) |  | 490 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2030 (A) |  | 2617 | 1983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2031 (A) |  | 2001 | 1478 |
| &nbsp;&nbsp;&nbsp;DaVita  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2030 (A) |  | 635 | 511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (A) |  | 995 | 732 |
| &nbsp;&nbsp;&nbsp;Embecta  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/15/2030 (A) |  | 455 | 433 |
| &nbsp;&nbsp;&nbsp;Emergent BioSolutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2028 (A) |  | 522 | 365 |
| &nbsp;&nbsp;&nbsp;Encompass Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2030  |  | 2499 | 2137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/01/2031  |  | 80 | 66 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2028  |  | 1355 | 1185 |
| &nbsp;&nbsp;&nbsp;Global Medical Response  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025 (A) |  | 5056 | 4513 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2026  |  | 5405 | 5519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/01/2029  |  | 1385 | 1412 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2030  | $| 1575 | $1374 |
| &nbsp;&nbsp;&nbsp;Hologic  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2029 (A) |  | 1062 | 905 |
| &nbsp;&nbsp;&nbsp;IQVIA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/15/2026 (A) |  | 890 | 862 |
| &nbsp;&nbsp;&nbsp;Lannett  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/15/2026 (A) |  | 4515 | 1388 |
| &nbsp;&nbsp;&nbsp;ModivCare Escrow Issuer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029 (A) |  | 1735 | 1530 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/15/2028 (A) |  | 2690 | 2482 |
| &nbsp;&nbsp;&nbsp;Owens & Minor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 04/01/2030 (A) |  | 1195 | 1104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/31/2029 (A) |  | 568 | 484 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/15/2030 (A) |  | 3632 | 3096 |
| &nbsp;&nbsp;&nbsp;PRA Health Sciences  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 07/15/2026 (A) |  | 2226 | 1981 |
| &nbsp;&nbsp;&nbsp;Prestige Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2028 (A) |  | 500 | 461 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 09/02/2030  |  | 1083 | 878 |
| &nbsp;&nbsp;&nbsp;Syneos Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2029 (A) |  | 4119 | 3482 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2027 (A) |  | 1338 | 1290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2030 (A) |  | 2787 | 2676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 11/01/2027 (A) |  | 920 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/01/2026 (A) |  | 4796 | 4556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2028 (A) |  | 3743 | 3402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2030 (A) |  | 1165 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/01/2029 (A) |  | 2668 | 2301 |
| &nbsp;&nbsp;&nbsp;Varex Imaging  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 10/15/2027 (A) |  | 1920 | 1853 |
|  |  |  | 77115 |
| **Industrials — 8.2%** | **Industrials — 8.2%** | **Industrials — 8.2%** |  |
| &nbsp;&nbsp;&nbsp;ACCO Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2029 (A) |  | 950 | 792 |
| &nbsp;&nbsp;&nbsp;ADT Security  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/15/2032 (A) |  | 2663 | 2228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/01/2029 (A) |  | 520 | 447 |
| &nbsp;&nbsp;&nbsp;Allegiant Travel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2027 (A) |  | 1907 | 1894 |
| &nbsp;&nbsp;&nbsp;Allison Transmission  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/01/2029 (A) |  | 855 | 804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/01/2027 (A) |  | 2056 | 1912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/30/2031 (A) |  | 2422 | 1963 |
| &nbsp;&nbsp;&nbsp;American Airlines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/20/2029 (A) |  | 4955 | 4473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/20/2026 (A) |  | 2223 | 2115 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;American Airlines Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/01/2025 (A) | $2248 | $1891 |
| &nbsp;&nbsp;&nbsp;APi Group DE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2029 (A) | 234 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/15/2029 (A) | 365 | 297 |
| &nbsp;&nbsp;&nbsp;ARD Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%cash/7.250% PIK, 06/30/2027 (A) | 3738 | 2899 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2027 (A) | 200 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/01/2028 (A) | 1352 | 1166 |
| &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/30/2025 (A) | 3828 | 3620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/15/2027 (A) | 1170 | 845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2026 (A) | 1285 | 1109 |
| &nbsp;&nbsp;&nbsp;Artera Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.033%, 12/04/2025 (A) | 3975 | 3266 |
| &nbsp;&nbsp;&nbsp;ATS Automation Tooling Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/15/2028 (A) | 493 | 433 |
| &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2027 (A) | 840 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/01/2029 (A) | 381 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2028 (A) | 50 | 44 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/01/2031  | 1302 | 1152 |
| &nbsp;&nbsp;&nbsp;Bombardier  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 04/15/2027 (A) | 5090 | 4874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 03/15/2025 (A) | 725 | 709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2026 (A) | 772 | 736 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/15/2032 (A) | 372 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2030 (A) | 1297 | 1149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2032 (A) | 353 | 282 |
| &nbsp;&nbsp;&nbsp;BWAY Holding Co  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 04/15/2025 (A) | 6563 | 5972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2024 (A) | 135 | 131 |
| &nbsp;&nbsp;&nbsp;BWX Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/30/2028 (A) | 692 | 637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/15/2029 (A) | 1285 | 1147 |
| &nbsp;&nbsp;&nbsp;Cargo Aircraft Management  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2028 (A) | 1917 | 1754 |
| &nbsp;&nbsp;&nbsp;CEMEX Materials LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 07/21/2025 (A) | 2820 | 2899 |
| &nbsp;&nbsp;&nbsp;Clean Harbors  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/15/2027 (A) | 2216 | 2054 |
| &nbsp;&nbsp;&nbsp;CoreCivic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/15/2026  | 482 | 476 |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/01/2028 (A) | 5046 | 4119 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2025 (A) | 1302 | 1348 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Deluxe  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 06/01/2029 (A) | $4090 | $3639 |
| &nbsp;&nbsp;&nbsp;Dycom Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2029 (A) | 603 | 538 |
| &nbsp;&nbsp;&nbsp;EnerSys  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2027 (A) | 892 | 812 |
| &nbsp;&nbsp;&nbsp;EnPro Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/15/2026  | 404 | 396 |
| &nbsp;&nbsp;&nbsp;First Student Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/31/2029 (A) | 35 | 30 |
| &nbsp;&nbsp;&nbsp;Fortress Transportation and Infrastructure Investors LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025 (A) | 561 | 523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/01/2028 (A) | 1780 | 1515 |
| &nbsp;&nbsp;&nbsp;GFL Environmental  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2029 (A) | 318 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/15/2029 (A) | 2647 | 2243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (A) | 614 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/01/2025 (A) | 490 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2028 (A) | 5564 | 4833 |
| &nbsp;&nbsp;&nbsp;Global Infrastructure Solutions  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2032 (A) | 285 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/01/2029 (A) | 580 | 464 |
| &nbsp;&nbsp;&nbsp;GrafTech Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2028 (A) | 3535 | 3016 |
| &nbsp;&nbsp;&nbsp;Graham Packaging  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/15/2028 (A) | 312 | 268 |
| &nbsp;&nbsp;&nbsp;Granite US Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 10/01/2027 (A) | 3162 | 3076 |
| &nbsp;&nbsp;&nbsp;Griffon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2028  | 770 | 712 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028 (A) | 3950 | 3337 |
| &nbsp;&nbsp;&nbsp;Harsco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/31/2027 (A) | 766 | 543 |
| &nbsp;&nbsp;&nbsp;Hawaiian Brand Intellectual Property  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/20/2026 (A) | 3479 | 3176 |
| &nbsp;&nbsp;&nbsp;Herc Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2027 (A) | 315 | 297 |
| &nbsp;&nbsp;&nbsp;Hertz  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/01/2029 (A) | 643 | 517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2026 (A) | 758 | 649 |
| &nbsp;&nbsp;&nbsp;Icahn Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2026  | 1831 | 1755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2029  | 916 | 779 |
| &nbsp;&nbsp;&nbsp;IEA Energy Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/15/2029 (A) | 2115 | 2104 |
| &nbsp;&nbsp;&nbsp;Imola Merger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2029 (A) | 1481 | 1257 |
| &nbsp;&nbsp;&nbsp;JELD-WEN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2025 (A) | 235 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/15/2027 (A) | 337 | 261 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2025 (A) | $560 | $482 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2027 (A) | 3475 | 3219 |
| &nbsp;&nbsp;&nbsp;LABL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 07/15/2027 (A) | 480 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2026 (A) | 640 | 608 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/30/2029 (A) | 555 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/30/2028 (A) | 290 | 249 |
| &nbsp;&nbsp;&nbsp;MasTec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2028 (A) | 825 | 757 |
| &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/20/2027 (A) | 3612 | 3621 |
| &nbsp;&nbsp;&nbsp;MIWD Holdco II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2030 (A) | 190 | 156 |
| &nbsp;&nbsp;&nbsp;Moog  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2027 (A) | 1212 | 1109 |
| &nbsp;&nbsp;&nbsp;Nielsen Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/01/2028 (A) | 385 | 386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/15/2029 (A) | 160 | 161 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Group Issuer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2027 (A) | 4732 | 4130 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Group Issuer LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028 (A) | 1055 | 928 |
| &nbsp;&nbsp;&nbsp;PGT Innovations  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/01/2029 (A) | 233 | 197 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.030%, 03/15/2052  | 1260 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 09/01/2051  | 1780 | 1244 |
| &nbsp;&nbsp;&nbsp;Science Applications International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/01/2028 (A) | 3734 | 3454 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 11/01/2024 (A) | 80 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (A) | 172 | 142 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/01/2030 (A) | 219 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (A) | 1025 | 885 |
| &nbsp;&nbsp;&nbsp;Signature Aviation US Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2028 (A) | 1806 | 1675 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2025 (A) | 440 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2025 (A) | 240 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2028  | 3775 | 3001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2023  | 2288 | 2208 |
| &nbsp;&nbsp;&nbsp;SRM Escrow Issuer LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2028 (A) | 1370 | 1243 |
| &nbsp;&nbsp;&nbsp;Standard Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 (A) | 1415 | 1237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2031 (A) | 139 | 102 |
| &nbsp;&nbsp;&nbsp;Stericycle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2029 (A) | 503 | 436 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Summit Materials LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/15/2029 (A) | $| 2793 | $2512 |
| &nbsp;&nbsp;&nbsp;Terex  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/15/2029 (A) |  | 385 | 344 |
| &nbsp;&nbsp;&nbsp;TK Elevator US Newco  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2027 (A) |  | 2576 | 2344 |
| &nbsp;&nbsp;&nbsp;TransDigm  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/15/2025 (A) |  | 851 | 872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2026 (A) |  | 5486 | 5390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/15/2027  |  | 3161 | 2845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2029  |  | 860 | 727 |
| &nbsp;&nbsp;&nbsp;Trident TPI Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 08/01/2024 (A)(F) |  | 3165 | 2942 |
| &nbsp;&nbsp;&nbsp;TriMas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/15/2029 (A) |  | 522 | 458 |
| &nbsp;&nbsp;&nbsp;Triumph Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 08/15/2025  |  | 1825 | 1537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/15/2024 (A) |  | 115 | 106 |
| &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 08/15/2027 (A) |  | 250 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2026 (A) |  | 976 | 936 |
| &nbsp;&nbsp;&nbsp;Tutor Perini  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 05/01/2025 (A) |  | 10241 | 8372 |
| &nbsp;&nbsp;&nbsp;Uber Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2027 (A) |  | 305 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2028 (A) |  | 2674 | 2554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2029 (A) |  | 424 | 368 |
| &nbsp;&nbsp;&nbsp;United Airlines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2029 (A) |  | 1654 | 1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2026 (A) |  | 3852 | 3512 |
| &nbsp;&nbsp;&nbsp;Vertiv Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2028 (A) |  | 1298 | 1123 |
| &nbsp;&nbsp;&nbsp;Wabash National  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/15/2028 (A) |  | 415 | 353 |
| &nbsp;&nbsp;&nbsp;WESCO Distribution  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2028 (A) |  | 913 | 921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2025 (A) |  | 556 | 556 |
| &nbsp;&nbsp;&nbsp;Western Global Airlines LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 08/15/2025 (A) |  | 1990 | 1813 |
|  |  |  | 178948 |
| **Information Technology — 4.1%** | **Information Technology — 4.1%** | **Information Technology — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;ACI Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2026 (A) |  | 667 | 660 |
| &nbsp;&nbsp;&nbsp;Ahead DB Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/01/2028 (A) |  | 3585 | 3218 |
| &nbsp;&nbsp;&nbsp;ams-OSRAM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/31/2025 (A) |  | 2573 | 2455 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 395 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 4410 | 3229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 740 | 541 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  | $705 | $530 |
| &nbsp;&nbsp;&nbsp;Avaya  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2028 (A) | 5251 | 2871 |
| &nbsp;&nbsp;&nbsp;Black Knight InfoServ LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2028 (A) | 372 | 325 |
| &nbsp;&nbsp;&nbsp;Block  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2031  | 470 | 387 |
| &nbsp;&nbsp;&nbsp;Castle US Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 02/15/2028 (A) | 2110 | 1646 |
| &nbsp;&nbsp;&nbsp;CDW LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2028  | 420 | 389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2029  | 270 | 234 |
| &nbsp;&nbsp;&nbsp;Ciena  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2030 (A) | 1600 | 1382 |
| &nbsp;&nbsp;&nbsp;Clarivate Science Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/01/2029 (A) | 326 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/01/2028 (A) | 288 | 247 |
| &nbsp;&nbsp;&nbsp;CommScope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/01/2028 (A) | 3035 | 2496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/01/2029 (A) | 694 | 591 |
| &nbsp;&nbsp;&nbsp;CommScope Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2027 (A) | 7378 | 6323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2026 (A) | 1455 | 1375 |
| &nbsp;&nbsp;&nbsp;CommScope Technologies LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2025 (A) | 3998 | 3633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027 (A) | 340 | 268 |
| &nbsp;&nbsp;&nbsp;Condor Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 02/15/2030 (A) | 3225 | 2693 |
| &nbsp;&nbsp;&nbsp;Conduent Business Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2029 (A) | 580 | 499 |
| &nbsp;&nbsp;&nbsp;Elastic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/15/2029 (A) | 2680 | 2268 |
| &nbsp;&nbsp;&nbsp;Entegris  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2028 (A) | 320 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/01/2029 (A) | 3394 | 2858 |
| &nbsp;&nbsp;&nbsp;Entegris Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2029 (A) | 3142 | 2890 |
| &nbsp;&nbsp;&nbsp;Gartner  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/01/2028 (A) | 335 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/01/2030 (A) | 83 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2029 (A) | 295 | 254 |
| &nbsp;&nbsp;&nbsp;Go Daddy Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2027 (A) | 2784 | 2617 |
| &nbsp;&nbsp;&nbsp;II-VI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/2029 (A) | 3888 | 3462 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/12/2061  | 1915 | 1344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2060  | 580 | 397 |
| &nbsp;&nbsp;&nbsp;Minerva Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2030 (A) | 2383 | 2023 |
| &nbsp;&nbsp;&nbsp;Monitronics International (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 04/01/2020 (B) | 10706 |  |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NCR  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/01/2029 (A) | $| 735 | $701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/01/2027 (A) |  | 740 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2029 (A) |  | 378 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 (A) |  | 178 | 168 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/01/2028 (A) |  | 553 | 493 |
| &nbsp;&nbsp;&nbsp;Open Text Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/15/2030 (A) |  | 3430 | 2761 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/01/2025  |  | 2166 | 2056 |
| &nbsp;&nbsp;&nbsp;Paysafe Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2029 (A) |  | 5523 | 4128 |
| &nbsp;&nbsp;&nbsp;Plantronics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2029 (A) |  | 304 | 303 |
| &nbsp;&nbsp;&nbsp;Presidio Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2027 (A) |  | 425 | 398 |
| &nbsp;&nbsp;&nbsp;PTC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2028 (A) |  | 2648 | 2421 |
| &nbsp;&nbsp;&nbsp;Seagate HDD Cayman  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2034  |  | 2672 | 2371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2031  |  | 2523 | 1972 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/30/2027 (A) |  | 1191 | 1129 |
| &nbsp;&nbsp;&nbsp;Synaptics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2029 (A) |  | 3456 | 2970 |
| &nbsp;&nbsp;&nbsp;Veritas US  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2025 (A) |  | 6870 | 5290 |
| &nbsp;&nbsp;&nbsp;ViaSat  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2028 (A) |  | 3575 | 2742 |
| &nbsp;&nbsp;&nbsp;Virtusa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/15/2028 (A) |  | 2365 | 1868 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2028 (A) |  | 442 | 387 |
|  |  |  | 88549 |
| **Materials — 5.9%** | **Materials — 5.9%** | **Materials — 5.9%** |  |
| &nbsp;&nbsp;&nbsp;Alcoa Nederland Holding BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 05/15/2028 (A) |  | 200 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2027 (A) |  | 200 | 192 |
| &nbsp;&nbsp;&nbsp;Arconic  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/15/2028 (A) |  | 1617 | 1518 |
| &nbsp;&nbsp;&nbsp;Ashland LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 05/15/2043  |  | 1384 | 1419 |
| &nbsp;&nbsp;&nbsp;ASP Unifrax Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2028 (A) |  | 3778 | 3031 |
| &nbsp;&nbsp;&nbsp;ATI  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 12/01/2027  |  | 276 | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/01/2031  |  | 137 | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2029  |  | 267 | 239 |
| &nbsp;&nbsp;&nbsp;Avient  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/01/2030 (A) |  | 106 | 105 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2027 (A) | $699 | $647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2029 (A) | 358 | 297 |
| &nbsp;&nbsp;&nbsp;Baffinland Iron Mines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 07/15/2026 (A) | 3870 | 3569 |
| &nbsp;&nbsp;&nbsp;Ball  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/15/2031  | 2288 | 1853 |
| &nbsp;&nbsp;&nbsp;Big River Steel LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/31/2029 (A) | 367 | 365 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 03/15/2030  | 103 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2028  | 281 | 269 |
| &nbsp;&nbsp;&nbsp;CF Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2034  | 1330 | 1282 |
| &nbsp;&nbsp;&nbsp;Chemours  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/15/2028 (A) | 2257 | 2020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) | 2028 | 1673 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2031 (A) | 190 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2029 (A) | 460 | 408 |
| &nbsp;&nbsp;&nbsp;Constellium  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2026 (A) | 1112 | 1070 |
| &nbsp;&nbsp;&nbsp;Cornerstone Chemical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/15/2024 (A) | 12005 | 10272 |
| &nbsp;&nbsp;&nbsp;Crown Americas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2026  | 1324 | 1277 |
| &nbsp;&nbsp;&nbsp;CVR Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2028 (A) | 2131 | 1946 |
| &nbsp;&nbsp;&nbsp;Domtar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2028 (A) | 3090 | 2776 |
| &nbsp;&nbsp;&nbsp;Eldorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2029 (A) | 1366 | 1122 |
| &nbsp;&nbsp;&nbsp;Element Solutions  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/01/2028 (A) | 2028 | 1762 |
| &nbsp;&nbsp;&nbsp;ERO Copper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2030 (A) | 3965 | 2971 |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2025 (A) | 411 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2024 (A) | 2707 | 2680 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2043  | 2181 | 1963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  | 3218 | 3051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2030  | 979 | 906 |
| &nbsp;&nbsp;&nbsp;GCP Applied Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2026 (A) | 420 | 420 |
| &nbsp;&nbsp;&nbsp;Glatfelter  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/15/2029 (A) | 267 | 166 |
| &nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2026 (A) | 630 | 545 |
| &nbsp;&nbsp;&nbsp;Infrabuild Australia Pty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.000%, 10/01/2024 (A) | 1373 | 1295 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Innophos Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 02/15/2028 (A) | $4020 | $3937 |
| &nbsp;&nbsp;&nbsp;LSB Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2028 (A) | 2485 | 2300 |
| &nbsp;&nbsp;&nbsp;Methanex  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2027  | 1375 | 1251 |
| &nbsp;&nbsp;&nbsp;Mineral Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2027 (A) | 2145 | 2150 |
| &nbsp;&nbsp;&nbsp;Mineral Resources MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/01/2030 (A) | 1020 | 1027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/01/2027 (A) | 1405 | 1402 |
| &nbsp;&nbsp;&nbsp;Mountain Province Diamonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/15/2022 (A) | 3400 | 3204 |
| &nbsp;&nbsp;&nbsp;NMG Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 04/01/2026 (A) | 3910 | 3658 |
| &nbsp;&nbsp;&nbsp;Northwest Acquisitions ULC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 11/01/2022 (A)(B)(F)(G) | 3290 |  |
| &nbsp;&nbsp;&nbsp;NOVA Chemicals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2027 (A) | 1105 | 976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/01/2025 (A) | 1451 | 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2024 (A) | 535 | 511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2029 (A) | 385 | 317 |
| &nbsp;&nbsp;&nbsp;Novelis  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/30/2030 (A) | 470 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2031 (A) | 3064 | 2473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2026 (A) | 288 | 256 |
| &nbsp;&nbsp;&nbsp;OI European Group BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2030 (A) | 3291 | 2665 |
| &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/13/2027 (A) | 561 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/15/2023 (A) | 752 | 748 |
| &nbsp;&nbsp;&nbsp;Polar US Borrower LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2026 (A) | 6205 | 4016 |
| &nbsp;&nbsp;&nbsp;Rain CII Carbon LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 04/01/2025 (A) | 4460 | 4171 |
| &nbsp;&nbsp;&nbsp;SCIH Salt Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/01/2029 (A) | 10039 | 8265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2028 (A) | 3336 | 2862 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2026  | 121 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/15/2029  | 134 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2032  | 366 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2031  | 391 | 294 |
| &nbsp;&nbsp;&nbsp;Tacora Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2026 (A) | 2660 | 2250 |
| &nbsp;&nbsp;&nbsp;Taseko Mines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/15/2026 (A) | 2943 | 2427 |
| &nbsp;&nbsp;&nbsp;Trinseo Materials Operating SCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/01/2025 (A) | 975 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/01/2029 (A) | 284 | 202 |
| &nbsp;&nbsp;&nbsp;Tronox  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2029 (A) | 3262 | 2713 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;U.S. Steel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/01/2029  | $| 1467 | $1434 |
| &nbsp;&nbsp;&nbsp;Venator Finance Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/01/2025 (A) |  | 1104 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2025 (A) |  | 8028 | 5901 |
| &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/15/2029 (A) |  | 177 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/15/2027 (A) |  | 390 | 361 |
|  |  |  | 120988 |
| **Real Estate — 1.9%** | **Real Estate — 1.9%** | **Real Estate — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/15/2049  |  | 245 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/15/2050  |  | 905 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2051  |  | 1945 | 1309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 06/15/2030  |  | 2167 | 1749 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2051  |  | 350 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 04/01/2041  |  | 2075 | 1494 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2028 (A) |  | 706 | 700 |
| &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/01/2031  |  | 2150 | 1475 |
| &nbsp;&nbsp;&nbsp;Iron Mountain  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/15/2028 (A) |  | 281 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2030 (A) |  | 1145 | 1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2028 (A) |  | 400 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/15/2029 (A) |  | 2135 | 1852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2031 (A) |  | 424 | 352 |
| &nbsp;&nbsp;&nbsp;Lamar Media  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2030  |  | 877 | 764 |
| &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2027 (A) |  | 766 | 701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2029 (A) |  | 2710 | 2262 |
| &nbsp;&nbsp;&nbsp;Prologis  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2050  |  | 745 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 10/15/2050  |  | 1470 | 932 |
| &nbsp;&nbsp;&nbsp;Realogy Group LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2030 (A) |  | 620 | 466 |
| &nbsp;&nbsp;&nbsp;RHP Hotel Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027  |  | 1277 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2029 (A) |  | 447 | 386 |
| &nbsp;&nbsp;&nbsp;SBA Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 02/01/2029  |  | 2279 | 1878 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2027  |  | 740 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 02/15/2027  |  | 5143 | 4165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2023  |  | 872 | 855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/15/2030  |  | 3245 | 2379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2028  |  | 2059 | 1533 |
| &nbsp;&nbsp;&nbsp;Uniti Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2030 (A) |  | 2187 | 1542 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (A) | $| 357 | $351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2024 (A) |  | 315 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (A) |  | 411 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2029 (A) |  | 855 | 790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/01/2026 (A) |  | 225 | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2028 (A) |  | 175 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/01/2026 (A) |  | 687 | 644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2030 (A) |  | 4396 | 3865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2029 (A) |  | 396 | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2027 (A) |  | 902 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2025 (A) |  | 22 | 21 |
|  |  |  | 39790 |
| **Utilities — 1.6%** | **Utilities — 1.6%** | **Utilities — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;AmeriGas Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/20/2026  |  | 235 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/20/2025  |  | 210 | 199 |
| &nbsp;&nbsp;&nbsp;Calpine  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2031 (A) |  | 275 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 02/01/2029 (A) |  | 390 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2028 (A) |  | 3785 | 3462 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Operating LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (A) |  | 3155 | 2635 |
| &nbsp;&nbsp;&nbsp;NRG Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2027  |  | 1108 | 1099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2029 (A) |  | 610 | 545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2032 (A) |  | 1758 | 1393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/15/2031 (A) |  | 5080 | 4035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2029 (A) |  | 515 | 423 |
| &nbsp;&nbsp;&nbsp;Pattern Energy Operations  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2028 (A) |  | 2060 | 1856 |
| &nbsp;&nbsp;&nbsp;PG&E  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/01/2030  |  | 3204 | 2770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2028  |  | 412 | 366 |
| &nbsp;&nbsp;&nbsp;Pike  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2028 (A) |  | 3595 | 2972 |
| &nbsp;&nbsp;&nbsp;Solaris Midstream Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 04/01/2026 (A) |  | 1584 | 1547 |
| &nbsp;&nbsp;&nbsp;Vistra  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(D)(E) |  | 435 | 401 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/15/2027 (A) |  | 1975 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/31/2027 (A) |  | 4395 | 4091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/01/2029 (A) |  | 2520 | 2197 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2029 (A) | $| 1401 | $| 1259 |
|  |  |  |  | 33936 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,870,694) ($ Thousands) |  |  |  | 1601791 |
| **LOAN PARTICIPATIONS — 10.2%** | **LOAN PARTICIPATIONS — 10.2%** | **LOAN PARTICIPATIONS — 10.2%** | **LOAN PARTICIPATIONS — 10.2%** | **LOAN PARTICIPATIONS — 10.2%** |
| &nbsp;&nbsp;&nbsp;1236904 B.C. LTD., Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.024%, LIBOR + 5.500%, 03/04/2027 (D) |  | 4026 |  | 3889 |
| &nbsp;&nbsp;&nbsp;19th Holdings Golf, LLC, Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.387%, CME Term SOFR + 3.000%, 02/07/2029 (B)(D) |  | 1973 |  | 1834 |
| &nbsp;&nbsp;&nbsp;AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.460%, LIBOR + 4.750%, 04/20/2028 (D) |  | 5672 |  | 5575 |
| &nbsp;&nbsp;&nbsp;ACProducts Holdings, Inc., Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.127%, LIBOR + 4.250%, 05/17/2028 (D) |  | 594 |  | 485 |
| &nbsp;&nbsp;&nbsp;Adient US LLC, Term B-1 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, 04/10/2028  |  | 515 |  | 503 |
| &nbsp;&nbsp;&nbsp;AgroFresh, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.774%, 12/31/2024 (D)(H) |  | 972 |  | 957 |
| &nbsp;&nbsp;&nbsp;Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.024%, LIBOR + 5.500%, 10/10/2025 (D) |  | 1696 |  | 1622 |
| &nbsp;&nbsp;&nbsp;Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, LIBOR + 5.250%, 12/31/2023 (D) |  | 3219 |  | 2781 |
| &nbsp;&nbsp;&nbsp;ANI Technologies, Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.657%, 12/15/2026  |  | 3946 |  | 3759 |
| &nbsp;&nbsp;&nbsp;AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.024%, LIBOR + 5.500%, 09/01/2027 (D) |  | 536 |  | 506 |
| &nbsp;&nbsp;&nbsp;AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.024%, LIBOR + 5.500%, 09/01/2027 (D) |  | 1897 |  | 1794 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.944%, LIBOR + 3.500%, 03/11/2028 (B)(D) |  | 1384 |  | 1329 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Applied Systems, Inc., Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.000%, 09/19/2024 (D)(H) | $2253 | $2232 |
| &nbsp;&nbsp;&nbsp;Arctic Canadian Diamond Company, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/31/2027 (B) | 1799 | 1791 |
| &nbsp;&nbsp;&nbsp;Bausch Health Companies Inc., Second Amendment Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.662%, CME Term SOFR + 5.250%, 02/01/2027 (D) | 3705 | 2945 |
| &nbsp;&nbsp;&nbsp;Blackhawk Network, Temr Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.313%, 06/15/2026  | 2412 | 2195 |
| &nbsp;&nbsp;&nbsp;BoardRiders Inc., Tranche A Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.367%, 10/23/2023 (B) | 612 | 600 |
| &nbsp;&nbsp;&nbsp;BoardRiders Inc., Tranche B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.367%, 04/23/2024  | 2931 | 2660 |
| &nbsp;&nbsp;&nbsp;Bright Bidco B.V., 2018 Refinancing Term B Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.774%, 06/30/2024 (H) | 1356 | 494 |
| &nbsp;&nbsp;&nbsp;Byju's, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.980%, 11/24/2026 (H) | 4882 | 3547 |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, LIBOR + 2.750%, 12/23/2024 (D) | 1325 | 1306 |
| &nbsp;&nbsp;&nbsp;Carecentrix, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/03/2025 (D) | 1334 | 1321 |
| &nbsp;&nbsp;&nbsp;Carestream Health, Extended Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.750%, 08/08/2023 (F) | 4655 | 3840 |
| &nbsp;&nbsp;&nbsp;Carestream Health, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/07/2022 (H) | 611 | 611 |
| &nbsp;&nbsp;&nbsp;Carestream, Extended Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 05/08/2023 (F) | 1937 | 1820 |
| &nbsp;&nbsp;&nbsp;Carnival Corporation, Initial Advance (USD), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877%, LIBOR + 3.000%, 06/30/2025 (D) | 1297 | 1233 |
| &nbsp;&nbsp;&nbsp;Cenveo, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.807%, 12/31/2024  | 949 | 949 |
| &nbsp;&nbsp;&nbsp;Cincinnati Bell Inc., Term B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, CME Term SOFR + 3.250%, 11/22/2028 (D) | 179 | 175 |
| &nbsp;&nbsp;&nbsp;Claire's Stores, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.024%, LIBOR + 6.500%, 12/18/2026 (D) | 2001 | 1890 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;ClubCorp Holdings, Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, LIBOR + 2.750%, 09/18/2024 (D)(H) | $2612 | $2499 |
| &nbsp;&nbsp;&nbsp;Clydesdale Acquisition Holdings, Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.730%, CME Term SOFR + 4.175%, 04/13/2029 (D)(H) | 1117 | 1076 |
| &nbsp;&nbsp;&nbsp;ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.524%, LIBOR + 5.000%, 01/04/2026 (D)(H) | 4193 | 3333 |
| &nbsp;&nbsp;&nbsp;Delivery Hero, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.493%, 08/12/2027 (H) | 1772 | 1712 |
| &nbsp;&nbsp;&nbsp;Delta Topco, Inc., Initial Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.336%, LIBOR + 7.250%, 12/01/2028 (D) | 1518 | 1358 |
| &nbsp;&nbsp;&nbsp;DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.750%, 10/04/2028 (D) | 599 | 572 |
| &nbsp;&nbsp;&nbsp;DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.524%, LIBOR + 5.000%, 08/02/2027 (D) | 2042 | 1949 |
| &nbsp;&nbsp;&nbsp;DMT Solutions Global Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.563%, 07/02/2024 (D) | 973 | 949 |
| &nbsp;&nbsp;&nbsp;DMT Solutions Global Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 07/02/2024 (D) | 1017 | 991 |
| &nbsp;&nbsp;&nbsp;East Valley Tourist Development Authority , Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, LIBOR + 7.500%, 11/23/2026 (B)(D) | 4686 | 4546 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.122%, LIBOR + 3.750%, 10/10/2025 (D)(F) | 2140 | 554 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.531%, 03/31/2027  | 938 | 896 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/31/2027 (H) | 6582 | 3291 |
| &nbsp;&nbsp;&nbsp;Epic Crude Services, LP, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.080%, LIBOR + 5.000%, 03/02/2026 (D) | 1545 | 1309 |
| &nbsp;&nbsp;&nbsp;Epic Y-Grade Services, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.080%, 06/30/2027 (D)(H) | 10334 | 8810 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.154%, CME Term SOFR + 4.000%, 07/21/2028 (D) | $404 | $390 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., 2022 Incremental Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.154%, CME Term SOFR + 4.000%, 07/21/2028 (D) | 28 | 27 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.232%, LIBOR + 3.000%, 07/21/2028 (D) | 425 | 408 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.232%, LIBOR + 3.000%, 07/21/2028 (D) | 158 | 151 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC, Tranche B-3 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, LIBOR + 2.000%, 07/03/2024 (D)(H) | 427 | 420 |
| &nbsp;&nbsp;&nbsp;Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, LIBOR + 8.000%, 06/30/2027 (B)(D) | 416 | 421 |
| &nbsp;&nbsp;&nbsp;GatesAir, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.190%, 08/01/2027  | 1763 | 1710 |
| &nbsp;&nbsp;&nbsp;Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.524%, LIBOR + 4.000%, 12/01/2027 (D) | 502 | 492 |
| &nbsp;&nbsp;&nbsp;Geon Performance Solutions, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.024%, LIBOR + 4.500%, 08/18/2028 (D)(H) | 2091 | 2054 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.774%, LIBOR + 4.250%, 03/14/2025 (D) | 785 | 718 |
| &nbsp;&nbsp;&nbsp;Grab Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.030%, LIBOR + 4.500%, 01/29/2026 (D) | 5795 | 5425 |
| &nbsp;&nbsp;&nbsp;Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 3.000%, 08/04/2027 (D) | 536 | 523 |
| &nbsp;&nbsp;&nbsp;Gulf Finance, LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.130%, LIBOR + 6.750%, 08/25/2026 (D) | 3953 | 3220 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.500%, 12/16/2024 (D) | $474 | $460 |
| &nbsp;&nbsp;&nbsp;Hudson River Trading LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.164%, CME Term SOFR + 3.000%, 03/20/2028 (D) | 710 | 653 |
| &nbsp;&nbsp;&nbsp;Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.500%, 07/01/2024 (D) | 3265 | 3220 |
| &nbsp;&nbsp;&nbsp;iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 3.000%, 05/01/2026 (D) | 643 | 621 |
| &nbsp;&nbsp;&nbsp;IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.274%, LIBOR + 2.750%, 02/05/2025 (D)(H) | 2432 | 2378 |
| &nbsp;&nbsp;&nbsp;JC Penney, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 4.250%, 06/23/2023 (B)(D) | 3751 |  |
| &nbsp;&nbsp;&nbsp;Journey Personal Care, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2028 (D) | 3732 | 2547 |
| &nbsp;&nbsp;&nbsp;Jump Financial, LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.816%, CME Term SOFR + 4.500%, 08/07/2028 (D) | 6500 | 6272 |
| &nbsp;&nbsp;&nbsp;LABL, Inc., Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.524%, LIBOR + 5.000%, 10/29/2028 (D) | 490 | 472 |
| &nbsp;&nbsp;&nbsp;LifeScan Global Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.285%, LIBOR + 6.000%, 10/01/2024 (D) | 9298 | 7685 |
| &nbsp;&nbsp;&nbsp;Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.051%, CME Term SOFR + 5.750%, 02/01/2027 (D) | 2014 | 1806 |
| &nbsp;&nbsp;&nbsp;Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.051%, CME Term SOFR + 5.750%, 02/01/2027 (D) | 114 | 102 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, LIBOR + 3.250%, 06/21/2028 (D) | 440 | 424 |
| &nbsp;&nbsp;&nbsp;Magnite, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.530%, LIBOR + 5.000%, 04/28/2028 (D) | 1144 | 1099 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.649%, Euribor + 3.250%, 02/16/2025 (D) | $6685 | $6602 |
| &nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.623%, LIBOR + 3.250%, 04/03/2024 (D) | 2864 | 2799 |
| &nbsp;&nbsp;&nbsp;Mavenir Systems, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.711%, LIBOR + 4.750%, 08/18/2028 (B)(D)(F) | 1876 | 1697 |
| &nbsp;&nbsp;&nbsp;Mavenir Systems, Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.487%, 08/18/2028  | 695 | 634 |
| &nbsp;&nbsp;&nbsp;Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 10/23/2028 (D)(H) | 290 | 277 |
| &nbsp;&nbsp;&nbsp;Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.393%, CME Term SOFR + 4.750%, 05/02/2029 (D)(H) | 1297 | 1261 |
| &nbsp;&nbsp;&nbsp;MLN US HoldCo LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.873%, LIBOR + 4.500%, 11/30/2025 (D) | 1157 | 655 |
| &nbsp;&nbsp;&nbsp;Monitronics International Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.306%, 03/29/2024  | 381 | 251 |
| &nbsp;&nbsp;&nbsp;Mountaineer Merger Corp, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.788%, 10/26/2028 (B)(D)(H) | 2513 | 2237 |
| &nbsp;&nbsp;&nbsp;MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.320%, LIBOR + 4.250%, 09/01/2028 (D) | 1371 | 1294 |
| &nbsp;&nbsp;&nbsp;Naked Juice LLC, Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.154%, CME Term SOFR + 6.000%, 01/24/2030 (D) | 2015 | 1840 |
| &nbsp;&nbsp;&nbsp;Nexus Buyer LLC, Initial Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.630%, LIBOR + 6.250%, 11/05/2029 (D) | 1140 | 1076 |
| &nbsp;&nbsp;&nbsp;Nine West Holdings Inc., Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 03/20/2024  | 910 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.096%, 03/20/2024  | 977 | 800 |
| &nbsp;&nbsp;&nbsp;Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, LIBOR + 2.750%, 10/01/2025 (D) | 727 | 708 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corporation, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.063%, LIBOR + 3.750%, 11/09/2028 (D) | $127 | $122 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.024%, LIBOR + 3.500%, 09/24/2028 (D) | 194 | 188 |
| &nbsp;&nbsp;&nbsp;Padagis LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.043%, LIBOR + 4.750%, 07/06/2028 (D) | 1279 | 1170 |
| &nbsp;&nbsp;&nbsp;Park River Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.527%, LIBOR + 3.250%, 12/28/2027 (D) | 229 | 208 |
| &nbsp;&nbsp;&nbsp;Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, LIBOR + 3.250%, 03/03/2028 (D) | 637 | 617 |
| &nbsp;&nbsp;&nbsp;Phoenix Newco, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.774%, LIBOR + 3.250%, 11/15/2028 (D) | 441 | 429 |
| &nbsp;&nbsp;&nbsp;Plantronics, Inc., Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872%, LIBOR + 2.500%, 07/02/2025 (D) | 362 | 360 |
| &nbsp;&nbsp;&nbsp;PMHC II, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.977%, CME Term SOFR + 4.250%, 04/23/2029 (D)(H) | 1463 | 1306 |
| &nbsp;&nbsp;&nbsp;Project Castle, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, CME Term SOFR + 5.500%, 06/01/2029 (D) | 1674 | 1525 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.227%, CME Term SOFR + 7.500%, 02/01/2030 (D) | 923 | 812 |
| &nbsp;&nbsp;&nbsp;Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.576%, LIBOR + 3.500%, 09/07/2023 (B)(D) | 7947 | 3264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, LIBOR + 3.500%, 09/07/2023 (B)(D) | 33 | 13 |
| &nbsp;&nbsp;&nbsp;S&S Holdings LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.745%, LIBOR + 5.000%, 03/11/2028 (D)(H) | 1634 | 1568 |
| &nbsp;&nbsp;&nbsp;Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.891%, 08/10/2023 (D) | 132 | 73 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.891%, LIBOR + 7.500%, 08/10/2023 (D) | $548 | $305 |
| &nbsp;&nbsp;&nbsp;Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, LIBOR + 5.000%, 09/25/2026 (D)(H) | 327 | 246 |
| &nbsp;&nbsp;&nbsp;SIJ LLC, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.139%, 07/15/2026 (B) | 291 | 276 |
| &nbsp;&nbsp;&nbsp;Skillsoft Finance II, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.652%, CME Term SOFR + 5.250%, 07/14/2028 (D) | 327 | 314 |
| &nbsp;&nbsp;&nbsp;Smyrna Ready Mix Concrete, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.805%, CME Term SOFR + 4.250%, 04/02/2029 (D)(H) | 1826 | 1776 |
| &nbsp;&nbsp;&nbsp;SP PF Buyer LLC, Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.024%, LIBOR + 4.500%, 12/22/2025 (D) | 2738 | 2296 |
| &nbsp;&nbsp;&nbsp;Spirit Aerosystems, Inc. (fka Mid-Western Aircraft Systems, Inc and Onex Wind Finance LP.), 2021 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.274%, LIBOR + 3.750%, 01/15/2025 (D) | 220 | 218 |
| &nbsp;&nbsp;&nbsp;SPX Flow, Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, CME Term SOFR + 4.500%, 04/05/2029 (D) | 353 | 334 |
| &nbsp;&nbsp;&nbsp;Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.782%, LIBOR + 5.000%, 04/16/2026 (D) | 6285 | 5521 |
| &nbsp;&nbsp;&nbsp;Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, LIBOR + 4.500%, 12/04/2026 (D) | 157 | 152 |
| &nbsp;&nbsp;&nbsp;Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, LIBOR + 3.750%, 10/01/2026 (D)(H) | 1517 | 1459 |
| &nbsp;&nbsp;&nbsp;SWF Holdings I Corp., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.368%, LIBOR + 4.000%, 10/06/2028 (D)(H) | 1979 | 1723 |
| &nbsp;&nbsp;&nbsp;Syniverse Holdings, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.618%, 05/13/2027 (B) | 2660 | 2345 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Extended Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.705%, CME Term SOFR + 5.250%, 03/02/2027 (D) | $4893 | $4338 |
| &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.871%, LIBOR + 3.500%, 07/30/2027 (D) | 424 | 411 |
| &nbsp;&nbsp;&nbsp;Tortoise Borrower LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, LIBOR + 3.500%, 01/31/2025 (D) | 1829 | 1132 |
| &nbsp;&nbsp;&nbsp;Travelport Finance (Luxembourg) S.a r.l., 2021 Consented Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, LIBOR + 5.000%, 05/29/2026 (D)(H) | 1755 | 1297 |
| &nbsp;&nbsp;&nbsp;Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, LIBOR + 1.500%, 02/28/2025 (D)(H) | 1351 | 1321 |
| &nbsp;&nbsp;&nbsp;Traverse Midstream Partners LLC, Advance, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, CME Term SOFR + 4.250%, 09/27/2024 (D) | 3430 | 3400 |
| &nbsp;&nbsp;&nbsp;Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, LIBOR + 3.500%, 03/31/2028 (D) | 379 | 354 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.127%, LIBOR + 3.500%, 08/18/2027 (B)(D) | 3661 | 3406 |
| &nbsp;&nbsp;&nbsp;U.S. Renal Care, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.563%, LIBOR + 5.000%, 06/26/2026 (D) | 725 | 550 |
| &nbsp;&nbsp;&nbsp;USI, Inc., 2017 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 3.000%, 05/16/2024 (D) | 2734 | 2699 |
| &nbsp;&nbsp;&nbsp;Venator Finance S.A.R.L. (Venator Materials LLC), Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 3.000%, 08/08/2024 (B)(D) | 367 | 339 |
| &nbsp;&nbsp;&nbsp;VeriFone Systems, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.997%, LIBOR + 4.000%, 08/20/2025 (D) | 2680 | 2469 |
| &nbsp;&nbsp;&nbsp;Wand Newco 3, Inc., Tranche B-1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.524%, LIBOR + 3.000%, 02/05/2026 (D) | 1328 | 1272 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Wellful Inc., Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, LIBOR + 6.250%, 04/21/2027 (D) | $| 3385 | $| 3193 |
| &nbsp;&nbsp;&nbsp;White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.205%, CME Term SOFR + 3.750%, 10/19/2027 (D) |  | 784 |  | 756 |
| &nbsp;&nbsp;&nbsp;Woodford Express LLC, Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, LIBOR + 3.500%, 01/27/2025 (D) |  | 3792 |  | 3786 |
| Total Loan Participations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $235,234) ($ Thousands) |  |  |  | 214405 |
| **ASSET-BACKED SECURITIES — 9.3%** | **ASSET-BACKED SECURITIES — 9.3%** | **ASSET-BACKED SECURITIES — 9.3%** | **ASSET-BACKED SECURITIES — 9.3%** | **ASSET-BACKED SECURITIES — 9.3%** |
| **Other Asset-Backed Securities — 9.3%** | **Other Asset-Backed Securities — 9.3%** | **Other Asset-Backed Securities — 9.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(I) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.735%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D) |  | 835 |  | 27 |
| &nbsp;&nbsp;&nbsp;Ares XXXIV CLO, Ser 2020-2A, Cl FR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.340%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(B)(D) |  | 2304 |  | 1728 |
| &nbsp;&nbsp;&nbsp;B&M CLO, Ser 2014-1A, Cl E |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.490%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(B)(D) |  | 473 |  | 1 |
| &nbsp;&nbsp;&nbsp;Battalion CLO VII, Ser 2014-7A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/17/2028 (A)(B)(C)(D) |  | 4614 |  | 127 |
| &nbsp;&nbsp;&nbsp;Battalion CLO VIII, Ser 2015-8A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/18/2030 (A)(B)(C)(D) |  | 4378 |  | 2058 |
| &nbsp;&nbsp;&nbsp;Battalion CLO X, Ser 2016-10A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/25/2035 (A)(B)(C)(D) |  | 6380 |  | 5391 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XI, Ser 2017-11A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/24/2034 (A)(B)(C)(D) |  | 10431 |  | 6989 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XII, Ser 2018-12A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/17/2031 (A)(B)(C)(D) |  | 8633 |  | 4878 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XIV, Ser 2019-14A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2032 (B)(C) |  | 6147 |  | 4887 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XVI, Ser 2019-16A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/19/2032 (A)(B)(C)(D) |  | 3572 |  | 2500 |
| &nbsp;&nbsp;&nbsp;Battalion CLO XX, Ser 2021-20A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2034 (B)(C) |  | 8543 |  | 7048 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2029 (A)(B)(C)(D) |  | 2640 |  | 396 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2026 (A)(B)(J) |  | 7 |  | 2663 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2025 (A)(B)(J) |  | 3363 |  | 1597 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO V |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2026 (A)(B)(J) | $6413 | $– |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO V, Ser 2018-5BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2031 (B)(C) | 10301 | 3904 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/18/2029 (A)(B)(C)(D) | 9535 | 3653 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/18/2027 (B)(C)(D) | 9035 | 31 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO VIII |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/2031 (A)(B)(C) | 9000 | 3600 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2034 (A)(B)(C)(D) | 10939 | 5469 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2030 (A)(B)(C)(D) | 10091 | 3330 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2031 (A)(B)(C)(D) | 6857 | 3600 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2034 (A)(B)(C)(D) | 6048 | 3954 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2034 (A)(B)(C)(D) | 3469 | 2861 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/25/2034 (B)(C) | 7870 | 5436 |
| &nbsp;&nbsp;&nbsp;Cathedral Lake CLO III, Ser 2015-3A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2026 (A)(B)(C)(D) | 3653 | 1205 |
| &nbsp;&nbsp;&nbsp;Cathedral Lake V, Ser 2018-5A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/21/2030 (A)(B)(C)(D) | 5673 | 1929 |
| &nbsp;&nbsp;&nbsp;CVP Cascade CLO, Ser 2014-2A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.041%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D) | 2635 |  |
| &nbsp;&nbsp;&nbsp;First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/25/2028 (A)(B)(C)(D) | 21812 | 7198 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2015-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/16/2030 (A)(B)(C)(D) | 6015 | 2740 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2017-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.012%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(B)(D) | 3376 | 2912 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2018-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.100%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(B)(D) | 4328 | 3679 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2018-1A, Cl FR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.740%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(D) | 1595 | 1272 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2029 (A)(B)(C)(D) | $1149 | $875 |
| &nbsp;&nbsp;&nbsp;IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.810%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(B)(D) | 2886 | 2626 |
| &nbsp;&nbsp;&nbsp;IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/18/2030 (A)(B)(C)(D) | 2164 | 1526 |
| &nbsp;&nbsp;&nbsp;LCM Ltd |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/2032 (B)(C) | 1998 | 1420 |
| &nbsp;&nbsp;&nbsp;Lockwood Grove CLO, Ser 2014-1A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/25/2030 (A)(B)(C)(D) | 4865 | 2432 |
| &nbsp;&nbsp;&nbsp;Lockwood Grove CLO, Ser 2018-1A, Cl ERR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.633%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(B)(D) | 3201 | 2657 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/17/2030 (A)(B)(C)(D) | 5235 | 2094 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2033 (A)(B)(C)(D) | 1780 | 1166 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.114%, 04/20/2033 (A)(B)(D) | 23 | 15 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 38 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2032 (B)(C) | 5458 | 3808 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 39 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2032 (B)(C) | 5795 | 3621 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 41 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2032 (B)(C) | 3394 | 2452 |
| &nbsp;&nbsp;&nbsp;NewStar Clarendon Fund CLO LLC, Ser 2015-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.833%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(B)(D) | 2529 | 2472 |
| &nbsp;&nbsp;&nbsp;NewStar Exeter Fund CLO, Ser 2015-1RA, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.910%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(B)(D) | 2981 | 2772 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2030 (A)(B)(C)(D) | 9028 | 4046 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.090%, ICE LIBOR USD 3 Month + 7.380%, 04/20/2030 (A)(B)(D) | 4200 | 3560 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2017-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/20/2030 (A)(B)(C)(D) | 3012 | 1416 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2020-19A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2034 (A)(B)(C)(D) | 1876 | 1668 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2021-21A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2034 (B)(C) | $| 7945 | $| 5918 |
| &nbsp;&nbsp;&nbsp;Shackleton CLO, Ser 2014-6RA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/17/2028 (B)(C) |  | 6412 |  | 192 |
| &nbsp;&nbsp;&nbsp;Shackleton CLO, Ser 2019-14A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2034 (A)(B)(C)(D) |  | 3251 |  | 2016 |
| &nbsp;&nbsp;&nbsp;TCP Whitney CLO, Ser 2017-1I, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/20/2029 (B)(C)(D) |  | 13119 |  | 9817 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2017-1A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/29/2034 (A)(B)(C)(D) |  | 7377 |  | 4352 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2018-1A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/25/2031 (A)(B)(C)(D) |  | 5509 |  | 3193 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Ser 2019-2A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2032 (A)(B)(C)(D) |  | 5959 |  | 3635 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Warehouse Note, Ser 2020-1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (B)(C) |  | 8523 |  | 5029 |
| &nbsp;&nbsp;&nbsp;Venture 35 CLO, Ser 2018-35A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/22/2031 (A)(B)(C)(D) |  | 15819 |  | 5853 |
| &nbsp;&nbsp;&nbsp;Venture XXV CLO, Ser 2016-25A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2029 (A)(B)(C)(D) |  | 2950 |  | 826 |
| &nbsp;&nbsp;&nbsp;Venture XXVI CLO, Ser 2017-26A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/2029 (A)(B)(C)(D) |  | 2865 |  | 688 |
| &nbsp;&nbsp;&nbsp;Venture XXVIII CLO, Ser 2017-28A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2030 (A)(B)(C)(D) |  | 5750 |  | 2156 |
| &nbsp;&nbsp;&nbsp;VOYA CLO, Ser 2020-2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2031 (B)(C) |  | 7797 |  | 6660 |
| &nbsp;&nbsp;&nbsp;Wind River |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (B)(C) |  | 11611 |  | 8534 |
|  |  |  |  | 196558 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $116,080) ($ Thousands) |  |  |  | 196558 |
|  | <br> Shares | <br> Shares |  |  |
| **COMMON STOCK — 1.2%** | **COMMON STOCK — 1.2%** | **COMMON STOCK — 1.2%** | **COMMON STOCK — 1.2%** | **COMMON STOCK — 1.2%** |
| &nbsp;&nbsp;&nbsp;21st Century Oncology \*(B) |  | 22017 |  | 222 |
| &nbsp;&nbsp;&nbsp;Aquity Equity \*(B) |  | 89545 |  | 1007 |
| &nbsp;&nbsp;&nbsp;Arctic Canadian Diamond Co \*(B) |  | 1633 |  |  |
| &nbsp;&nbsp;&nbsp;Berry Corp  |  | 174242 |  | 1594 |
| &nbsp;&nbsp;&nbsp;CHC Group LLC \* |  | 1444 |  |  |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  |  | 12382 |  | 1753 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* |  | 345144 |  | 552 |
| &nbsp;&nbsp;&nbsp;EP Energy Corp \* |  | 25685 |  | 206 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* |  | 24654 |  | 635 |
| &nbsp;&nbsp;&nbsp;Guitar Center \*(B)(F) |  | 24502 |  | 4685 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* |  | 11017 |  | 1077 |
| &nbsp;&nbsp;&nbsp;Gymboree Corp \*(B)(F) |  | 18542 |  |  |
| &nbsp;&nbsp;&nbsp;Gymboree Holding Corp \*(B)(F) |  | 52848 |  |  |
| &nbsp;&nbsp;&nbsp;iHeartMedia Inc, Cl A \* |  | 63646 |  | 563 |
| &nbsp;&nbsp;&nbsp;Intelsat Emergene SA \*(B) |  | 65585 |  | 1804 |
| &nbsp;&nbsp;&nbsp;Intelsat Jackson (B) |  | 13734 |  |  |
| &nbsp;&nbsp;&nbsp;Mallinckrodt \* |  | 12665 |  | 152 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Medical Card Systems \*(B) | 395653 | $| 236 |
| &nbsp;&nbsp;&nbsp;Monitronics International Inc \*(B) | 381412 |  | 1957 |
| &nbsp;&nbsp;&nbsp;MYT Holding LLC \*(B) | 461765 |  | 583 |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group \*(B) | 9899 |  | 1732 |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group \*(B)(F) | 1051 |  | 184 |
| &nbsp;&nbsp;&nbsp;Nine West \*(B) | 163718 |  | 115 |
| &nbsp;&nbsp;&nbsp;Noble Corp \* | 16455 |  | 499 |
| &nbsp;&nbsp;&nbsp;Parker Drilling \*(B)(F) | 5140 |  | 31 |
| &nbsp;&nbsp;&nbsp;Parker Drilling Co \*(B)(F) | 138594 |  | 832 |
| &nbsp;&nbsp;&nbsp;Penney Borrower LLC \*(B) | 31845 |  | 183 |
| &nbsp;&nbsp;&nbsp;Propco Certificates \* | 210522 |  | 2732 |
| &nbsp;&nbsp;&nbsp;Rue 21 \* | 2551 |  | 149 |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc \* | 11510 |  | 241 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 59063 |  | 1948 |
| &nbsp;&nbsp;&nbsp;Windstream Services \*(B) | 46229 |  | 705 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $29,610) ($ Thousands) |  |  | 26377 |
| **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** | **PREFERRED STOCK — 0.7%** |
| &nbsp;&nbsp;&nbsp;BoardRiders, 0.000% \*(B)(C) | 336591 |  | 383 |
| &nbsp;&nbsp;&nbsp;Bowlero, 0.000% \*(B)(C) | 1940 |  | 1902 |
| &nbsp;&nbsp;&nbsp;Claire's Stores Inc, 0.000% \*(B)(C) | 1476 |  | 1754 |
| &nbsp;&nbsp;&nbsp;Crestwood Equity Partners, 9.250% (E) | 224639 |  | 2119 |
| &nbsp;&nbsp;&nbsp;FHLMC, 0.000% \*(C)(E) | 29819 |  | 114 |
| &nbsp;&nbsp;&nbsp;FNMA, 0.000% \*(C)(E) | 43993 |  | 174 |
| &nbsp;&nbsp;&nbsp;Foresight, 0.000% \*(B)(C) | 60593 |  | 636 |
| &nbsp;&nbsp;&nbsp;Guitar Center Inc, 0.000% \*(B)(C)(F) | 782 |  | 73 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy, 0.000% \*(B)(C) | 43 |  | 300 |
| &nbsp;&nbsp;&nbsp;Ladenburg Thalmann Financial Services, 6.500% \* | 102399 |  | 1562 |
| &nbsp;&nbsp;&nbsp;MPLX, 8.462% \*(B)(E) | 41696 |  | 1557 |
| &nbsp;&nbsp;&nbsp;MYT Holding LLC, 10.000%  | 516164 |  | 560 |
| &nbsp;&nbsp;&nbsp;Syniverse, 0.000% \*(B)(C) | 4273537 |  | 4184 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,007) ($ Thousands) |  |  | 15318 |
|  | Face Amount <br> (Thousands) |  |  |
| **CONVERTIBLE BONDS — 0.6%** | **CONVERTIBLE BONDS — 0.6%** | **CONVERTIBLE BONDS — 0.6%** | **CONVERTIBLE BONDS — 0.6%** |
| &nbsp;&nbsp;&nbsp;Air Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% , 07/01/2025 | $400 |  | 446 |
| &nbsp;&nbsp;&nbsp;Avaya |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000% , 12/15/2027 | 3175 |  | 2062 |
| &nbsp;&nbsp;&nbsp;Coinbase Global |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500% , 06/01/2026 | 1632 |  | 1101 |
| &nbsp;&nbsp;&nbsp;DISH Network |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% , 08/15/2026 | 804 |  | 578 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CONVERTIBLE BONDS (continued)** | **CONVERTIBLE BONDS (continued)** | **CONVERTIBLE BONDS (continued)** | **CONVERTIBLE BONDS (continued)** | **CONVERTIBLE BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Liberty Interactive LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% , 11/15/2029 | $| 2293 | $| 1112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% , 02/15/2030 |  | 3719 |  | 1776 |
| &nbsp;&nbsp;&nbsp;North Sea Natural Resources |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (C) |  | 889 |  | 889 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750% , 12/15/2026 |  | 1275 |  | 1207 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000% , 08/15/2025(A) |  | 340 |  | 377 |
| &nbsp;&nbsp;&nbsp;Silver Airways LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000% , 12/31/2027(B) |  | 2192 |  | 2168 |
| Total Convertible Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $14,260) ($ Thousands) |  |  |  | 11716 |
|  |  | Number of<br> Warrants |  |  |
| **WARRANTS — 0.2%** | **WARRANTS — 0.2%** | **WARRANTS — 0.2%** | **WARRANTS — 0.2%** | **WARRANTS — 0.2%** |
| &nbsp;&nbsp;&nbsp;Carestream |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $0.00 \*<sup>‡</sup><sup>‡</sup>(B)(F) |  | 139 |  |  |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp, Expires 02/12/2026 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $27.63 \* |  | 3137 |  | 276 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp, Expires 02/12/2026 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $32.13 \* |  | 2986 |  | 250 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp, Expires 02/12/2026 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $36.18 \* |  | 2106 |  | 170 |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche I, Expires 12/22/2070 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $100.00 \*(B)(F) |  | 5960 |  | 572 |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche II, Expires 12/22/2070 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $160.00 \*(B)(F) |  | 6486 |  | 367 |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche III, Expires 12/22/2070 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $100.00 \*(B)(F) |  | 526 |  | 30 |
| &nbsp;&nbsp;&nbsp;Intelsat |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $0.00 \*<sup>‡</sup><sup>‡</sup>(B) |  | 6 |  |  |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group, Expires 09/24/2027 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $213.16 \*(B) |  | 6679 |  | 339 |
| &nbsp;&nbsp;&nbsp;Noble Corp, Expires 02/08/2028 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $0.01 \* |  | 36606 |  | 532 |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc, Expires 10/07/2022 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $41.34 \* |  | 9764 |  |  |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc, Expires 10/07/2022 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $42.03 \* |  | 4110 |  |  |
| &nbsp;&nbsp;&nbsp;Windstream Services |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $0.00 \*<sup>‡</sup><sup>‡</sup>(B) |  | 50968 |  | 777 |
| Total Warrants |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,282) ($ Thousands) |  |  |  | 3313 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT — 1.3%** | **CASH EQUIVALENT — 1.3%** | **CASH EQUIVALENT — 1.3%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 27377185 | $27377 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,377) ($ Thousands) |  | 27377 |
| Total Investments in Securities — 99.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,309,544) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,309,544) ($ Thousands)  | $2096855 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $2,104,593 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $1,388,054 ($ Thousands), representing 66.0% of the Net Assets of the Fund. |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | No interest rate available. |
| (D) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (E) | Perpetual security with no stated maturity date. |
| (F) | Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2022 was $19,790 ($ Thousands) and represented 0.9% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (G) | Security is in default on interest payment. |
| (H) | Unsettled bank loan. Interest rate may not be available. |
| (I) | Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC. |
| (J) | Zero coupon security.  |

---

---

| |
|:---|
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CME — Chicago Mercantile Exchange |
| DAC — Designated Activity Company |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| ICE— Intercontinental Exchange  |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| LLLP — Limited Liability Limited Partnership |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| MTN — Medium Term Note |
| PIK — Payment-in-Kind |
| PLC — Public Limited Company |
| Pty — Proprietary |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| ULC — Unlimited Liability Company |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)<sup>(1)</sup>** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 1600799 | 992 | 1601791 |
| &nbsp;&nbsp;&nbsp;Loan Participations |  | 190307 | 24098 | 214405 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  |  | 196558 | 196558 |
| &nbsp;&nbsp;&nbsp;Common Stock | 9220 | 2881 | 14276 | 26377 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 2293 | 2236 | 10789 | 15318 |
| &nbsp;&nbsp;&nbsp;Convertible Bonds |  | 9548 | 2168 | 11716 |
| &nbsp;&nbsp;&nbsp;Warrants | 170 | 1058 | 2085 | 3313 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 27377 | – | – | 27377 |
| Total Investments in Securities | 39060 | 1806829 | 250966 | 2096855 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | Investments in Corporate Obligations | Investments in Loan Participations | Investments in Asset-Backed Securities | Investments in Common Stock | Investments in Preferred Stock | Investments in Convertible Bonds | Investments in Warrants |
| Balance as of May 31, 2022 | $959 | $26081 | $210619 | 17044 | $10965 | $2123 | $2109 |
| Accrued discounts/premiums | 10 | 13 | (161) |  |  | 2 |  |
| Realized gain/(loss) |  | (24) | 2056 | (2267) |  |  |  |
| Change in unrealized appreciation/(depreciation) | 23 | (811) | (3135) | 2780 | (609) | (26) | (24) |
| Purchases |  | 57 |  |  | 433 | 69 |  |
| Sales |  | (1218) | (12821) | (3281) |  |  |  |
| Net transfer into Level 3 |  |  |  |  |  |  |  |
| Net transfer out of Level 3 |  |  |  |  |  |  | —— |
| Ending Balance as of August 31, 2022 | $992 | $24098 | $196558 | $14276 | $10789 | $2168 | $2085 |
| Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date | $(106) | $(811) | $(4791) | $(5480) | $(184) | $(26) | $(24) |

---

(1) Of the $250,966 ($ Thousands) in Level 3 securities as of August 31, 2022, $26,637 ($ thousand) or 1.3% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

---

| | | | | |
|:---|:---|:---|:---|:---|
| Category | Market Value <br>at August 31, 2022 ($ Thousands) | Valuation Technique | Unobservable Inputs | Range Input Value(s) <br>(Average Input Value) |
| Common Stock | $&nbsp;&nbsp;&nbsp;&nbsp;9487 | This is equity held at the parent level and is priced off of operating company public equity "MYTE" on a monthly basis |  | N/A |
|  |  | Comparable multiple analysis using an average forward EBITDA multiple of publicly traded peers, discounted to account for smaller scale of operations ownership |  | N/A |
|  |  | Priced at $0.01 based on the low probability of future payouts  |  | N/A |
|  |  | Priced at $0.01 based on the low probability of future payouts  |  | N/A |
|  |  | Priced based off of broker runs  |  | N/A |
|  |  | Weighted valuation techniques | Guideline transaction valuation | $1,162.7m - $1,299.5m |
|  |  |  | Comparable company valuation | $1,094.3m - $1,231.1m |
|  |  |  | Valuation case probability weighting | 50% |
|  |  | Weighted valuation techniques | EBITDA | $207m - $260m |
|  |  |  | EBITDA multiple | 3.50x - 5.25x |
|  |  |  | Weighted Average Cost of Capital | 16.25% |
|  |  |  | Valuation case probability weighting | 50% |
|  |  | Estimated recovery Model | Estimated Excess RBC | $52.0m |
|  |  |  | Estimated fees & expenses | $47.1m |
|  |  |  | Discount Rate | 50% |
| Convertible Preferred | 4614 | Broker Quotation |  | N/A |
|  |  | Milestone Approach | Convertible Note Balance | $44.34m |
|  |  |  | Converted Equity Percent | 50.2% |
|  |  |  | Projected Barrels | 2.9bn |
|  |  | Discounted cash flow model | Implied total yield | 12.71% - 13.71% |
| Corporate Bond | &nbsp;&nbsp;&nbsp;&nbsp;841 | Priced at $0.01 as a placeholder for future disputed claims related to litigation  |  | N/A |
|  |  | Priced at $0.01 as a placeholder for future disputed claims related to litigation  |  | N/A |
|  |  | Priced at $0.01 as a placeholder for future disputed claims related to litigation  |  | N/A |
|  |  | Estimated recovery model | Estimated Total Claims Case | $450.0M - 470.0M |
|  |  | Estimated recovery model | Estimated Debt Claims | $157.5M |
| Loans | 1791 | Discounted cash flow model | Implied total yield | 17.30% - 17.70% |
|  |  | Asset Protection Analysis | EBITA | $35.4m - $39m |
|  |  |  | Enterprise Value | $64.5m |
|  |  | Discounted cash flow model | Implied total credit spread | 9.65% - 10.56% |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Category | Market Value <br>at August 31, 2022 ($ Thousands) | Valuation Technique | Unobservable Inputs | Range Input Value(s) <br>(Average Input Value) |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;8596 | Priced base off conversion value to the common stock. Details: $1,000 par value per preferred share is convertible into GPOR common stock at $14.00 per share conversion price, therefore each preferred share is convertible into ~71.43 GPOR common shares. Valuation methodology is 1 GPOR preferred share equals 71.43 x GPOR common stock price.  | None | N/A |
|  |  | Use an average bid-side pricing based off of broker runs on a monthly basis | None | N/A |
|  |  | Use an average bid-side pricing based off of broker runs on a monthly basis | None | N/A |
|  |  | Market Comparables Approach | EBITDA | $92m - $120m |
|  |  |  | EBITDA multiple | 7.0x - 10.0x |
|  |  |  | Valuation case probability weighting | 100% |
|  |  | Weighted valuation techniques | EBITDA | $207m - $260m |
|  |  |  | EBITDA multiple | 3.50x - 5.25x |
|  |  |  | Weighted Average Cost of Capital | 16.25% |
|  |  |  | Valuation case probability weighting | 50% |
|  |  | Comparable Yield approach | Implied total yield | 5.50% - 6.50% |
| | | Comparable Yield approach | Implied total yield | 11.18% - 13.18% |
| Warrants | 1308 | Use an average mid-pricing based off of available broker runs on a monthly basis | None | N/A |
|  |  | Weighted valuation techniques | EBITDA | $207m - $260m |
|  |  |  | EBITDA multiple | 3.50x - 5.25x |
|  |  |  | Weighted Average Cost of Capital | 16.25% |
|  |  |  | Valuation case probability weighting | 0.5 |
|  |  | Weighted valuation techniques | EBITDA | $207m - $260m |
|  |  |  | EBITDA multiple | 3.50x - 5.25x |
|  |  |  | Weighted Average Cost of Capital | 16.25% |
|  |  |  | Valuation case probability weighting | 0.5 |
|  |  | Weighted valuation techniques | EBITDA | $207m - $260m |
|  |  |  | EBITDA multiple | 3.50x - 5.25x |
|  |  |  | Weighted Average Cost of Capital | 16.25% |
| | | | Valuation case probability weighting | 50% |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;26637 |  |  |  |

---

For the period ended August 31, 2022, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;63599 | $&nbsp;&nbsp;&nbsp;&nbsp;158461 | $&nbsp;&nbsp;&nbsp;&nbsp;(194683) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;27377 | &nbsp;&nbsp;&nbsp;&nbsp;27377185 | $&nbsp;&nbsp;&nbsp;&nbsp;132 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**High Yield Bond Fund** (Concluded)

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Number of Shares/Face Amount ($ Thousands)/Number of Warrants | Acquisition Date/Right to Acquire Date | Cost ($ Thousands) | Market Value<br> ($ Thousands) |
| **Common Stock** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center | 24502 | 1/8/2021 | $3105 | $4685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gymboree Corp | 18542 | 10/2/2017 | 232 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gymboree Holding Corp | 52848 | 10/2/2017 | 958 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neiman Marcus Group | 1051 | 10/2/2020 |  | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parker Drilling | 5140 | 3/26/2019 | 78 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parker Drilling Co | 138594 | 3/26/2019 | 1740 | 832 |
| **Corporate Obligation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aventine (Escrow Security) | 2600000 | 4/21/2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare | 3255000 | 10/1/2018 | 2755 | 1075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners | 450000 | 6/17/2020 | 450 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwest Acquisitions ULC | 3290000 | 10/1/2019 | 2312 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Flags Theme Parks | 647000 | 4/16/2020 | 668 | 654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings | 3165000 | 7/22/2019 | 3232 | 2942 |
| **Loan Participation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carestream Health, Extended Loan, 2nd Lien | 4655068 | 5/29/2020 | 4375 | 3840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carestream, Extended Loan, 1st Lien | 1936752 | 8/11/2020 | 1859 | 1820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Initial Term Loan, 1st Lien | 2139989 | 10/1/2018 | 2092 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mavenir Systems, Inc., Initial Term Loan, 1st Lien | 1875575 | 8/17/2021 | 1859 | 1697 |
| **Preferred Stock** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Inc | 782 | 1/8/2021 | 74 | 73 |
| **Warrant** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carestream | 139 | 6/3/2020 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche I | 5960 | 1/8/2021 | 328 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche II | 6486 | 1/8/2021 | 233 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche III | 526 | 1/8/2021 | 19 | 30 |
|  |  |  | $26369 | $19790 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 63.9%** | **CORPORATE OBLIGATIONS — 63.9%** | **CORPORATE OBLIGATIONS — 63.9%** |
| **Communication Services — 8.7%** | **Communication Services — 8.7%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/15/2060  | $280 | $179 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2035  | 195 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 390 | 427 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2046  | 550 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2035  | 2560 | 2404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  | 5150 | 3898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  | 1966 | 1425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  | 2020 | 1479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2053  | 2701 | 1991 |
| &nbsp;&nbsp;&nbsp;Bell Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.464%, 04/01/2048  | 305 | 280 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484%, 10/23/2045  | 1908 | 1821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.384%, 10/23/2035  | 1725 | 1707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2048  | 941 | 837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2047  | 1864 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/01/2052  | 245 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/01/2061  | 485 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2051  | 335 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  | 170 | 118 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 195 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 845 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.999%, 11/01/2049  | 148 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 2478 | 2128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 900 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 1163 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 4123 | 2793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 796 | 560 |
| &nbsp;&nbsp;&nbsp;COX Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/30/2043 (A) | 382 | 330 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/20/2047  | 549 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/15/2050  | 310 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2055  | 705 | 467 |
| &nbsp;&nbsp;&nbsp;Fox  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.576%, 01/25/2049  | 170 | 164 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (A) | 740 | 628 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (A) | 161 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) | 1635 | 1309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) | 1705 | 1394 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2062 (A) | 245 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) | 1055 | 960 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  | $| 1225 | $1112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/19/2050  |  | 378 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/15/2034  |  | 765 | 650 |
| &nbsp;&nbsp;&nbsp;Rogers Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2044  |  | 442 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2052 (A) |  | 402 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2043  |  | 257 | 221 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (A) |  | 950 | 808 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (A) |  | 560 | 416 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  |  | 305 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/15/2039  |  | 305 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 05/01/2037  |  | 725 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2040  |  | 330 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  |  | 760 | 653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  |  | 400 | 302 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2060  |  | 395 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  |  | 555 | 401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  |  | 1680 | 1230 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2042  |  | 750 | 639 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/10/2033  |  | 2660 | 2562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2034  |  | 700 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  |  | 723 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/22/2051  |  | 1203 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  |  | 3565 | 2872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  |  | 2057 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  |  | 170 | 123 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  |  | 1241 | 1145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/30/2038  |  | 190 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  |  | 341 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/19/2043  |  | 315 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/17/2050  |  | 260 | 213 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/30/2028  |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 03/15/2033  |  | 790 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 1885 | 1579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 360 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 502 | 360 |
|  |  |  | 57753 |
| **Consumer Discretionary — 2.3%** | **Consumer Discretionary — 2.3%** | **Consumer Discretionary — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/26/2047 (A) |  | 475 | 393 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 12/05/2044  |  | 1494 | 1561 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  | $| 491 | $456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 377 | 343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 1845 | 1438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  |  | 652 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/03/2060  |  | 570 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  |  | 185 | 129 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/15/2049  |  | 544 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 12/01/2051  |  | 462 | 289 |
| &nbsp;&nbsp;&nbsp;Dollar Tree  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2051  |  | 165 | 117 |
| &nbsp;&nbsp;&nbsp;eBay  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/10/2051  |  | 369 | 278 |
| &nbsp;&nbsp;&nbsp;General Motors  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 04/01/2036  |  | 145 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/02/2043  |  | 125 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2049  |  | 555 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 10/15/2032  |  | 310 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/01/2038  |  | 150 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/01/2035  |  | 65 | 58 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  |  | 715 | 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  |  | 367 | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2052  |  | 465 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  |  | 470 | 375 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  |  | 525 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/03/2047  |  | 190 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2046  |  | 675 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2050  |  | 710 | 487 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  |  | 360 | 417 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/26/2045  |  | 460 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/01/2047  |  | 1015 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  |  | 275 | 223 |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  |  | 215 | 199 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2049  |  | 305 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/12/2050  |  | 660 | 495 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 120 | 90 |
| &nbsp;&nbsp;&nbsp;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  |  | 587 | 619 |
|  |  |  | 14722 |
| **Consumer Staples — 4.6%** | **Consumer Staples — 4.6%** | **Consumer Staples — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/06/2050  |  | 195 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/04/2061  |  | 590 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/16/2046  |  | 830 | 576 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/04/2051  | $320 | $208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/04/2041  | 660 | 446 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  | 4415 | 4191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  | 3935 | 3807 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  | 816 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2058  | 120 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/15/2048  | 790 | 717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.439%, 10/06/2048  | 1127 | 1002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2038  | 360 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2040  | 551 | 501 |
| &nbsp;&nbsp;&nbsp;Bacardi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/15/2048 (A) | 185 | 175 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 03/16/2052  | 275 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.282%, 04/02/2050  | 90 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.758%, 09/06/2049  | 410 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, 08/15/2047  | 1320 | 964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 1390 | 1099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 09/25/2040  | 660 | 461 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.839%, 11/15/2050  | 30 | 22 |
| &nbsp;&nbsp;&nbsp;Bimbo Bakeries USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/17/2051 (A) | 265 | 220 |
| &nbsp;&nbsp;&nbsp;Church & Dwight  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2052  | 650 | 662 |
| &nbsp;&nbsp;&nbsp;City of Hope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.378%, 08/15/2048  | 650 | 594 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/15/2048  | 465 | 391 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/16/2050  | 420 | 327 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052 (A) | 470 | 382 |
| &nbsp;&nbsp;&nbsp;Indiana University Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.852%, 11/01/2051  | 350 | 249 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2052 (A) | 825 | 868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/02/2052 (A) | 850 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 (A) | 582 | 481 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.266%, 11/01/2049  | 580 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.002%, 06/01/2051  | 535 | 397 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2052  | 489 | 425 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2050  | 460 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/15/2045  | 130 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  | 540 | 503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  | 734 | 666 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/01/2047  | $| 1280 | $1162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2050  |  | 550 | 467 |
| &nbsp;&nbsp;&nbsp;MedStar Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.626%, 08/15/2049  |  | 530 | 427 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/24/2038 (A) |  | 620 | 573 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.256%, 08/01/2040  |  | 395 | 281 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  |  | 730 | 602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/10/2044  |  | 15 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  |  | 640 | 481 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  |  | 290 | 245 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.027%, 08/15/2051  |  | 380 | 285 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2111  |  | 885 | 917 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/22/2051  |  | 200 | 150 |
|  |  |  | 30083 |
| **Energy — 6.9%** | **Energy — 6.9%** | **Energy — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (A) |  | 240 | 202 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2041 (A) |  | 205 | 205 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  |  | 645 | 484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  |  | 690 | 542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  |  | 510 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 25 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 28 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  |  | 1085 | 761 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/01/2047  |  | 350 | 331 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.078%, 05/11/2050  |  | 289 | 230 |
| &nbsp;&nbsp;&nbsp;Columbia Pipeline Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 06/01/2045  |  | 290 | 300 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/15/2044  |  | 670 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062 (A) |  | 633 | 539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2052  |  | 370 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.758%, 03/15/2042 (A) |  | 270 | 237 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 04/15/2032  |  | 10 | 12 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  |  | 125 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  |  | 80 | 74 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2052  |  | 213 | 176 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;El Paso Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  | $125 | $148 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2042  | 45 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  | 290 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/15/2045  | 838 | 807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2048  | 30 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 10/01/2043  | 1100 | 1035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 06/15/2038  | 40 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/01/2047  | 1545 | 1376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 05/15/2045  | 255 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  | 475 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 02/01/2043  | 75 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  | 200 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/15/2035  | 1000 | 911 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/01/2040 (A) | 170 | 169 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 10/15/2034  | 880 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/15/2039  | 280 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 02/15/2042  | 540 | 549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 02/15/2045  | 400 | 382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2054  | 545 | 497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 05/15/2046  | 1300 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/15/2044  | 290 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2048  | 155 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  | 105 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/31/2051  | 95 | 74 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/15/2053  | 140 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/15/2052  | 240 | 173 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  | 234 | 243 |
| &nbsp;&nbsp;&nbsp;EQM Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2048  | 500 | 424 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/06/2040  | 930 | 817 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 170 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 2353 | 1942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 155 | 121 |
| &nbsp;&nbsp;&nbsp;Halliburton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/15/2045  | 155 | 141 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 55 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/01/2047  | 345 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 02/15/2041  | 440 | 425 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 06/01/2045  | 520 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 08/01/2052  | 165 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 12/01/2034  | 2406 | 2355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 02/15/2046  | 130 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/01/2050  | 165 | 115 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2041  | $636 | $645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2042  | 700 | 622 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2041  | 193 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/15/2044  | 50 | 44 |
| &nbsp;&nbsp;&nbsp;Motiva Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/15/2040 (A) | 610 | 598 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2049  | 120 | 114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2032  | 80 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  | 90 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 665 | 588 |
| &nbsp;&nbsp;&nbsp;Northern Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049 (A) | 275 | 230 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.574%, 10/10/2036 (B) | 2731 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2039  | 436 | 376 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 02/12/2048  | 745 | 451 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 525 | 331 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 10/01/2046 (A) | 1279 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/15/2044  | 650 | 622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/15/2034  | 999 | 966 |
| &nbsp;&nbsp;&nbsp;Plains All American Pipeline/PAA Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/15/2045  | 425 | 344 |
| &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/15/2040 (A) | 935 | 778 |
| &nbsp;&nbsp;&nbsp;Sabal Trail Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.832%, 05/01/2048 (A) | 520 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.682%, 05/01/2038 (A) | 290 | 266 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 877 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2040  | 435 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 635 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  | 1645 | 1536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  | 254 | 217 |
| &nbsp;&nbsp;&nbsp;Suncor Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 05/15/2038  | 385 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/04/2051  | 270 | 216 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/15/2032  | 470 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/15/2048 (A) | 465 | 381 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.386%, 06/29/2060  | 40 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  | 1405 | 1083 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2038  | 880 | 1038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/15/2048  | 195 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2038  | 310 | 293 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  | $| 350 | $334 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/15/2041  |  | 735 | 734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/15/2048  |  | 536 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/01/2042  |  | 460 | 411 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2031  |  | 265 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2052  |  | 305 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2051  |  | 410 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 03/15/2031  |  | 315 | 263 |
|  |  |  | 45548 |
| **Financials — 11.0%** | **Financials — 11.0%** | **Financials — 11.0%** |  |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) |  | 1347 | 1541 |
| &nbsp;&nbsp;&nbsp;Allstate  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2043  |  | 50 | 46 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  |  | 50 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2048  |  | 155 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  |  | 370 | 332 |
| &nbsp;&nbsp;&nbsp;Aon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  |  | 1314 | 1090 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2051  |  | 435 | 331 |
| &nbsp;&nbsp;&nbsp;ASB Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 10/22/2031 (A) |  | 195 | 160 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/15/2052  |  | 500 | 340 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110%, 01/29/2037  |  | 660 | 700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  |  | 1860 | 2013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C) |  | 1040 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C) |  | 200 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C) |  | 50 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C) |  | 480 | 392 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/07/2042  |  | 1210 | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C) |  | 225 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (C) |  | 1340 | 1149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (C) |  | 1000 | 872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C) |  | 1711 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (C) |  | 695 | 583 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | $218 | $211 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2042  | 1300 | 1254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  | 550 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 987 | 852 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/15/2042 (A) | 869 | 947 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.132%, U.S. SOFR + 1.561%, 01/20/2033 (A)(C) | 55 | 45 |
| &nbsp;&nbsp;&nbsp;Brown & Brown  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/17/2052  | 405 | 361 |
| &nbsp;&nbsp;&nbsp;Carlyle Holdings II Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/30/2043 (A) | 723 | 678 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 05/15/2036  | 627 | 739 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 435 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 260 | 198 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.920%, 05/15/2028  | 509 | 560 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2032  | 800 | 869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 1096 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 775 | 731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C) | 1053 | 943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (C) | 200 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C) | 290 | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.561%, U.S. SOFR + 1.167%, 05/01/2032 (C) | 465 | 380 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.743%, 09/12/2039 (A) | 225 | 180 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/04/2045  | 100 | 97 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/05/2052 (A) | 380 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/05/2042 (A) | 100 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/05/2032 (A) | 360 | 323 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(C) | 260 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(C) | 680 | 514 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (A) | 225 | 255 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(C) | 375 | 381 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C) | $200 | $194 |
| &nbsp;&nbsp;&nbsp;Farmers Insurance Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747%, ICE LIBOR USD 3 Month + 3.231%, 11/01/2057 (A)(C) | 300 | 263 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2038  | 286 | 369 |
| &nbsp;&nbsp;&nbsp;Global Atlantic Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 06/15/2031 (A) | 310 | 242 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 1185 | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 1303 | 1459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C) | 495 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C) | 3080 | 2685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C) | 545 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C) | 650 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C) | 20 | 15 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 75 | 72 |
| &nbsp;&nbsp;&nbsp;Guardian Life Insurance of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2064 (A) | 755 | 712 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/30/2040  | 300 | 331 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 315 | 366 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 06/01/2038  | 737 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2037  | 1275 | 1323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (C) | 395 | 376 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C) | 145 | 134 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 738 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 250 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2060  | 425 | 288 |
| &nbsp;&nbsp;&nbsp;Jefferies Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2036  | 338 | 340 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 1461 | 1553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (C) | 760 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C) | 1465 | 1236 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C) | $955 | $796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C) | 906 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C) | 1125 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.460%, 04/22/2041 (C) | 465 | 359 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (A) | 588 | 578 |
| &nbsp;&nbsp;&nbsp;Liberty Mutual Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.951%, 10/15/2050 (A) | 220 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/15/2060 (A) | 40 | 28 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (C) | 295 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.344%, 01/09/2048  | 391 | 319 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(C) | 745 | 597 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/15/2039  | 449 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 540 | 479 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 10/15/2070 (A) | 428 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2050 (A) | 537 | 410 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/06/2041  | 280 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 840 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/13/2043  | 375 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, 12/15/2044  | 255 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/01/2045  | 781 | 689 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.153%, 03/07/2039  | 235 | 214 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/17/2048  | 560 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2052  | 65 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/19/2041  | 455 | 332 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.297%, U.S. SOFR + 2.620%, 04/20/2037 (C) | 125 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C) | 710 | 554 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | 894 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.597%, U.S. SOFR + 4.840%, 03/24/2051 (C) | 200 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 540 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C) | 545 | 486 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C) | $435 | $356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.794%, U.S. SOFR + 1.034%, 02/13/2032 (C) | 575 | 451 |
| &nbsp;&nbsp;&nbsp;Nasdaq  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/07/2052  | 410 | 341 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 320 | 266 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/15/2039 (A) | 725 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 452 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/15/2069 (A) | 750 | 665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 176 | 146 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (A) | 776 | 592 |
| &nbsp;&nbsp;&nbsp;Progressive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 320 | 270 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.935%, 12/07/2049  | 45 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, 12/07/2047  | 55 | 48 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 782 | 842 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2046  | 305 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2051  | 425 | 347 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2062 (A) | 100 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2049  | 250 | 197 |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (A) | 480 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (A) | 300 | 228 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 06/08/2051  | 315 | 240 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.988%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.400%, 08/05/2033 (A)(C) | 445 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(C) | 30 | 24 |
| &nbsp;&nbsp;&nbsp;UBS Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.095%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/11/2032 (A)(C) | 55 | 43 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 02/01/2037  | 2205 | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 155 | 157 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C) | 2439 | 2382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 285 | 263 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (C) | $| 325 | $320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  |  | 685 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (C) |  | 1830 | 1678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  |  | 80 | 70 |
| &nbsp;&nbsp;&nbsp;Westpac Banking  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (C) |  | 195 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.133%, 11/18/2041  |  | 240 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (C) |  | 200 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C) |  | 60 | 47 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/15/2049  |  | 410 | 318 |
|  |  |  | 72948 |
| **Health Care — 7.6%** | **Health Care — 7.6%** | **Health Care — 7.6%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 599 | 629 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 735 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 06/15/2044  |  | 525 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2035  |  | 1700 | 1631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2035  |  | 1275 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/06/2042  |  | 2039 | 1845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 2003 | 1761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 447 | 394 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 391 | 365 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2042  |  | 400 | 338 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 09/23/2049 (A) |  | 325 | 255 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2041  |  | 825 | 802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2053  |  | 470 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 1819 | 1636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/22/2062  |  | 125 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 02/22/2052  |  | 65 | 57 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2037  |  | 896 | 1054 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.132%, 12/01/2051  |  | 565 | 397 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  |  | 365 | 316 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (A) |  | 1080 | 879 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/15/2045 (A) | $200 | $152 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 11/15/2045  | 390 | 362 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, 05/20/2050  | 335 | 277 |
| &nbsp;&nbsp;&nbsp;Biogen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2051  | 100 | 70 |
| &nbsp;&nbsp;&nbsp;Boston Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/01/2039  | 167 | 156 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  | 182 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/26/2049  | 1158 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 660 | 559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  | 300 | 257 |
| &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 11/15/2050  | 450 | 322 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 225 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/15/2046  | 828 | 774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 1290 | 1040 |
| &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 01/01/2114  | 72 | 69 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 1081 | 885 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/20/2045  | 195 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 2605 | 2508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 03/25/2038  | 1720 | 1635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2040  | 595 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/21/2040  | 295 | 213 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 525 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2050  | 60 | 41 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 01/15/2043  | 15 | 14 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/01/2047  | 1808 | 1662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 09/15/2049  | 625 | 513 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/01/2044  | 320 | 307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 09/01/2035  | 525 | 514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2045  | 695 | 632 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 05/15/2038  | 260 | 305 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | 235 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 775 | 693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (A) | 725 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2042 (A) | 75 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/15/2051  | 100 | 69 |
| &nbsp;&nbsp;&nbsp;Health Care Service, A Mutual Legal Reserve  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/01/2050 (A) | 647 | 480 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2044  | $490 | $470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/15/2049  | 450 | 380 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 475 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2038  | 410 | 367 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 390 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 819 | 627 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 85 | 65 |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | 270 | 217 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/18/2043  | 250 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/10/2061  | 395 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/10/2051  | 520 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 06/24/2050  | 150 | 104 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 179 | 165 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 265 | 232 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 790 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2039  | 400 | 372 |
| &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.744%, 10/01/2047  | 525 | 446 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 09/15/2050  | 150 | 101 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (A) | 980 | 696 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 11/15/2048  | 431 | 384 |
| &nbsp;&nbsp;&nbsp;STERIS Irish FinCo UnLtd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/15/2051  | 425 | 328 |
| &nbsp;&nbsp;&nbsp;Stryker  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/01/2043  | 590 | 509 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175%, 07/09/2050  | 707 | 519 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/15/2047  | 140 | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  | 880 | 682 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  | 445 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 555 | 656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/15/2062  | 165 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2052  | 729 | 721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  | 475 | 473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/15/2047  | 725 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  | 630 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  | 365 | 311 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  | $| 595 | $467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 390 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2050  |  | 165 | 121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2040  |  | 95 | 73 |
| &nbsp;&nbsp;&nbsp;Viatris  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/22/2050  |  | 770 | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/22/2040  |  | 190 | 132 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2036  |  | 760 | 856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 436 | 495 |
|  |  |  | 49568 |
| **Industrials — 6.2%** | **Industrials — 6.2%** | **Industrials — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/29/2041  |  | 185 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/29/2033  |  | 130 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1280 | 1033 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/01/2029  |  | 155 | 134 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/2030  |  | 180 | 151 |
| &nbsp;&nbsp;&nbsp;BAE Systems Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/07/2044 (A) |  | 563 | 514 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/11/2041 (A) |  | 150 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2050 (A) |  | 525 | 372 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  |  | 500 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 3563 | 3417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 2475 | 2361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/01/2031  |  | 49 | 43 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 08/15/2036  |  | 880 | 1007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/01/2037  |  | 445 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2040  |  | 120 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/01/2041  |  | 135 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  |  | 130 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  |  | 206 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2042  |  | 1685 | 1598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/15/2051  |  | 490 | 394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 02/15/2051  |  | 130 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  |  | 155 | 114 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/01/2036  |  | 156 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  |  | 395 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/03/2048  |  | 450 | 382 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  |  | 1070 | 1144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 12/02/2051  |  | 770 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/02/2041  |  | 155 | 122 |
| &nbsp;&nbsp;&nbsp;Carrier Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.577%, 04/05/2050  |  | 835 | 637 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.377%, 04/05/2040  | $270 | $212 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/19/2049  | 225 | 185 |
| &nbsp;&nbsp;&nbsp;Crane Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 450 | 356 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/30/2042  | 755 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/15/2048  | 202 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2052  | 595 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2032  | 880 | 850 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 431 | 397 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | 673 | 489 |
| &nbsp;&nbsp;&nbsp;FedEx  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 01/15/2044  | 125 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/01/2046  | 768 | 688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 01/15/2047  | 205 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/01/2035  | 410 | 368 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 2883 | 2726 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 245 | 236 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.385%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (C) | 450 | 367 |
| &nbsp;&nbsp;&nbsp;Kansas City Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 11/15/2069  | 453 | 370 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2046  | 841 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 97 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2035  | 810 | 747 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/01/2118  | 710 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2043  | 528 | 487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/15/2052  | 264 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.942%, 11/01/2047  | 201 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2053  | 265 | 217 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/01/2043  | 685 | 659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 10/15/2047  | 370 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/15/2045  | 570 | 487 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/14/2049  | 165 | 140 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 11/21/2044  | 405 | 365 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  | 725 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2047  | 740 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.030%, 03/15/2052  | 1125 | 819 |
| &nbsp;&nbsp;&nbsp;Snap-on  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2050  | 571 | 455 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/21/2048  | $| 140 | $119 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) |  | 538 | 510 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  |  | 1045 | 877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799%, 04/06/2071  |  | 652 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  |  | 295 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 80 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/05/2050  |  | 805 | 634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.973%, 09/16/2062  |  | 308 | 212 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  |  | 375 | 325 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Ser 2019-1, Cl AA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/25/2031  |  | 235 | 215 |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2050  |  | 270 | 301 |
| &nbsp;&nbsp;&nbsp;US Airways, Pass-Through Trust, Ser 2010-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/22/2023  |  | 580 | 575 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/15/2050  |  | 580 | 448 |
| &nbsp;&nbsp;&nbsp;Waste Management  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2035  |  | 360 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2041  |  | 360 | 280 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 340 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2047  |  | 322 | 293 |
|  |  |  | 39964 |
| **Information Technology — 4.0%** | **Information Technology — 4.0%** | **Information Technology — 4.0%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2047  |  | 235 | 223 |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 700 | 530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2041  |  | 325 | 253 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 959 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/23/2036  |  | 430 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/06/2044  |  | 125 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 1950 | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 155 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2047  |  | 250 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/09/2045  |  | 665 | 577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/11/2049  |  | 170 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 1175 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 320 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 08/20/2060  |  | 635 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 350 | 263 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/01/2047  |  | 226 | 219 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2051 (A) | $620 | $455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2041 (A) | 460 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (A) | 490 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/15/2033 (A) | 450 | 346 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  | 331 | 375 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/15/2068  | 159 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/15/2079  | 425 | 394 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2052  | 350 | 347 |
| &nbsp;&nbsp;&nbsp;Fiserv  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/01/2049  | 200 | 174 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/15/2052  | 420 | 407 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  | 365 | 352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 760 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 1020 | 831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 575 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2060  | 320 | 219 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2049  | 317 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 315 | 317 |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2050  | 312 | 231 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 170 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2049  | 190 | 167 |
| &nbsp;&nbsp;&nbsp;Micron Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 11/01/2041  | 165 | 117 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 163 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 582 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 3228 | 2539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 380 | 270 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 230 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 457 | 378 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2041  | 500 | 363 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  | 885 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/08/2034  | 470 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2045  | 1180 | 881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  | 1085 | 794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2047  | 405 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/25/2051  | 190 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  | 1420 | 1103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/25/2041  | 115 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2050  | 290 | 197 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2050  | $| 125 | $94 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2052  |  | 285 | 276 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 07/15/2061  |  | 225 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/15/2051  |  | 745 | 550 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  |  | 117 | 111 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/22/2052  |  | 255 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 10/25/2041  |  | 375 | 307 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  |  | 460 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  |  | 585 | 580 |
|  |  |  | 26474 |
| **Materials — 1.1%** | **Materials — 1.1%** | **Materials — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/16/2052 (A) |  | 381 | 321 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 360 | 365 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032  |  | 865 | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  |  | 515 | 513 |
| &nbsp;&nbsp;&nbsp;Dow Chemical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 11/15/2042  |  | 195 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2050  |  | 370 | 283 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.319%, 11/15/2038  |  | 1175 | 1172 |
| &nbsp;&nbsp;&nbsp;FMC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/01/2049  |  | 280 | 235 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2043  |  | 938 | 844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  |  | 84 | 80 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2041 (A) |  | 476 | 456 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, 11/15/2040 (A) |  | 295 | 225 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  |  | 575 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, 12/01/2050 (A) |  | 890 | 653 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 10/15/2049  |  | 425 | 341 |
| &nbsp;&nbsp;&nbsp;Newmont Goldcorp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2035  |  | 120 | 124 |
|  |  |  | 7167 |
| **Real Estate — 1.6%** | **Real Estate — 1.6%** | **Real Estate — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Agree  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2030  |  | 240 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2033  |  | 185 | 144 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/15/2049  | $310 | $287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 810 | 614 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  | 675 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2032  | 165 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2051  | 260 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/15/2031  | 25 | 20 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/15/2050  | 190 | 132 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/01/2033  | 130 | 98 |
| &nbsp;&nbsp;&nbsp;Equinix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2051  | 540 | 363 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/15/2032  | 155 | 122 |
| &nbsp;&nbsp;&nbsp;GLP Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2032  | 395 | 320 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032  | 30 | 27 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/15/2033  | 215 | 163 |
| &nbsp;&nbsp;&nbsp;Kimco Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2045  | 110 | 91 |
| &nbsp;&nbsp;&nbsp;National Retail Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/15/2048  | 335 | 305 |
| &nbsp;&nbsp;&nbsp;Regency Centers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  | 415 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  | 195 | 168 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 09/01/2031  | 470 | 375 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  | 110 | 89 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  | 634 | 714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  | 50 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2050  | 315 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/13/2049  | 135 | 98 |
| &nbsp;&nbsp;&nbsp;Spirit Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/15/2031  | 695 | 576 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/15/2032  | 465 | 416 |
| &nbsp;&nbsp;&nbsp;Ventas Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 09/30/2043  | 700 | 702 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  | 790 | 730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/15/2032  | 505 | 481 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/15/2043  | 999 | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2048  | 274 | 258 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/09/2052  | $| 440 | $359 |
|  |  |  | 10320 |
| **Utilities — 9.9%** | **Utilities — 9.9%** | **Utilities — 9.9%** |  |
| &nbsp;&nbsp;&nbsp;AEP Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/15/2049  |  | 280 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 600 | 494 |
| &nbsp;&nbsp;&nbsp;AES  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2031  |  | 155 | 128 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2048  |  | 475 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/15/2044  |  | 450 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 861 | 715 |
| &nbsp;&nbsp;&nbsp;American Water Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/01/2050  |  | 1030 | 806 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/01/2045  |  | 650 | 566 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/15/2050  |  | 400 | 287 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/15/2033  |  | 788 | 804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2050  |  | 290 | 213 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2036  |  | 3321 | 3647 |
| &nbsp;&nbsp;&nbsp;Black Hills  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/01/2033  |  | 320 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2046  |  | 500 | 414 |
| &nbsp;&nbsp;&nbsp;Brooklyn Union Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.273%, 03/15/2048 (A) |  | 595 | 476 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  |  | 155 | 131 |
| &nbsp;&nbsp;&nbsp;Cleco Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2040  |  | 310 | 322 |
| &nbsp;&nbsp;&nbsp;CMS Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2044  |  | 677 | 635 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/15/2045  |  | 775 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  |  | 140 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2045  |  | 600 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/15/2049  |  | 290 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/15/2051  |  | 625 | 478 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  |  | 325 | 294 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/01/2038  |  | 275 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 08/15/2037  |  | 865 | 967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2044  |  | 95 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2046  |  | 500 | 420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2059  |  | 600 | 470 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/01/2041  |  | 339 | 337 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 06/15/2042  | $580 | $580 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/15/2050  | 260 | 201 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/01/2033  | 1620 | 1639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/01/2041  | 1215 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 08/15/2052  | 95 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2041  | 415 | 328 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/15/2048  | 360 | 326 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2052  | 888 | 843 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 06/01/2037  | 1210 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2038  | 614 | 679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 930 | 962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  | 850 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 140 | 115 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 09/15/2037  | 290 | 326 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 195 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 495 | 470 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/30/2044  | 1720 | 1586 |
| &nbsp;&nbsp;&nbsp;Electricite de France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/22/2114 (A) | 173 | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/21/2048 (A) | 335 | 292 |
| &nbsp;&nbsp;&nbsp;Elm Road Generating Station Supercritical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 01/19/2041 (A) | 2007 | 2117 |
| &nbsp;&nbsp;&nbsp;Entergy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2050  | 114 | 90 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/15/2052  | 100 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 520 | 466 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2052  | 155 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 305 | 239 |
| &nbsp;&nbsp;&nbsp;Essential Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/01/2052  | 370 | 370 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2035  | 1060 | 1037 |
| &nbsp;&nbsp;&nbsp;Exelon Generation LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/01/2039  | 683 | 720 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 07/15/2044 (A) | 195 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/01/2049 (A) | 125 | 109 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | 980 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 656 | 716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/01/2035  | 2315 | 2435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 175 | 159 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2042  | $410 | $364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 1045 | 834 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 10/01/2036 (A) | 756 | 823 |
| &nbsp;&nbsp;&nbsp;Interstate Power and Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 11/30/2051  | 330 | 239 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2036  | 1225 | 1297 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819%, 04/01/2041 (A) | 710 | 714 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 325 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 10/15/2044  | 1350 | 1273 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/15/2036  | 295 | 324 |
| &nbsp;&nbsp;&nbsp;Narragansett Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 12/10/2042 (A) | 1320 | 1136 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2039  | 1195 | 1279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 65 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2047  | 200 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 08/15/2042  | 320 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 125 | 98 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 628 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/01/2044  | 430 | 399 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2050  | 701 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 10/01/2048  | 650 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | 275 | 237 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 440 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 245 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2040  | 425 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/15/2051  | 535 | 382 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/01/2052  | 550 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 185 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2050  | 120 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 08/01/2040  | 155 | 109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2031  | 230 | 176 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 627 | 679 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/15/2052  | 185 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2048  | 600 | 533 |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/01/2043  | 330 | 299 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 335 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2044  | 570 | 508 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | $| 255 | $| 230 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2038  |  | 320 |  | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  |  | 470 |  | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  |  | 100 |  | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2048  |  | 280 |  | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 09/15/2049  |  | 93 |  | 82 |
| &nbsp;&nbsp;&nbsp;Puget Sound Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 06/15/2048  |  | 680 |  | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.893%, 09/15/2051  |  | 190 |  | 135 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  |  | 70 |  | 55 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2039  |  | 865 |  | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2038  |  | 585 |  | 502 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2039  |  | 405 |  | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2043  |  | 245 |  | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2050  |  | 80 |  | 61 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  |  | 430 |  | 359 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/15/2041  |  | 1008 |  | 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2043  |  | 395 |  | 342 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 03/15/2040  |  | 1070 |  | 1135 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/15/2048  |  | 385 |  | 350 |
| &nbsp;&nbsp;&nbsp;Tampa Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2048  |  | 700 |  | 631 |
| &nbsp;&nbsp;&nbsp;Tucson Electric Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2051  |  | 760 |  | 555 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 12/01/2048  |  | 400 |  | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/15/2044  |  | 750 |  | 694 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/01/2049  |  | 175 |  | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/01/2051  |  | 500 |  | 364 |
|  |  |  |  | 65206 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $478,121) ($ Thousands) |  |  |  | 419753 |
| **U.S. TREASURY OBLIGATIONS — 25.0%** | **U.S. TREASURY OBLIGATIONS — 25.0%** | **U.S. TREASURY OBLIGATIONS — 25.0%** | **U.S. TREASURY OBLIGATIONS — 25.0%** | **U.S. TREASURY OBLIGATIONS — 25.0%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2041  |  | 1215 |  | 1254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/15/2043  |  | 1905 |  | 1951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2043  |  | 1617 |  | 1625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/15/2044  |  | 1666 |  | 1671 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.432%, 11/15/2047 (B) | $| 4170 | $| 1724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 2585 |  | 2522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2042  |  | 10320 |  | 9872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/15/2041  |  | 1925 |  | 1812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 02/15/2043  |  | 2315 |  | 2152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/15/2044  |  | 3205 |  | 2964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2042  |  | 1105 |  | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2044  |  | 5815 |  | 5259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2045  |  | 2515 |  | 2272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2047  |  | 2195 |  | 1994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  |  | 2985 |  | 2830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 11/15/2046  |  | 2920 |  | 2588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 12700 |  | 11704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2042  |  | 680 |  | 597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/15/2047  |  | 895 |  | 779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2046  |  | 1835 |  | 1512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  |  | 35540 |  | 29459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/15/2051  |  | 2905 |  | 2392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  |  | 18754 |  | 14980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2041  |  | 23940 |  | 18597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2051  |  | 14327 |  | 10763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2051  |  | 2637 |  | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/15/2051  |  | 14850 |  | 10814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2040  |  | 120 |  | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/15/2050  |  | 5485 |  | 3507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/15/2040  |  | 1220 |  | 830 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/15/2049  |  | 1425 |  | 1390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 02/15/2052  |  | 358 |  | 280 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2032  |  | 1760 |  | 1698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 07/31/2029  |  | 520 |  | 498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2032  |  | 578 |  | 517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 10/31/2028  |  | 1840 |  | 1638 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury STRIPS  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.358%, 08/15/2043 (B) |  | 9912 |  | 4641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 08/15/2045 (B) |  | 5325 |  | 2308 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $183,290) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $183,290) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $183,290) ($ Thousands) |  | 164417 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%** |
| &nbsp;&nbsp;&nbsp;FNMA, PO MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2030(B) |  | 8380 |  | 6387 |
| &nbsp;&nbsp;&nbsp;Resolution Funding Principal STRIP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.326%, 04/15/2030(B) |  | 17770 |  | 13495 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/15/2039 |  | 2615 |  | 2949 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority, PO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2038(B) | $| 3700 | $| 1930 |
| Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $23,795) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $23,795) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $23,795) ($ Thousands) |  | 24761 |
| **MUNICIPAL BONDS — 3.6%** | **MUNICIPAL BONDS — 3.6%** | **MUNICIPAL BONDS — 3.6%** | **MUNICIPAL BONDS — 3.6%** | **MUNICIPAL BONDS — 3.6%** |
| **California — 1.8%** | **California — 1.8%** | **California — 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Bay Area, Toll Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.263%, 04/01/2049  |  | 600 |  | 734 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  |  | 2165 |  | 2764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 11/01/2039  |  | 1160 |  | 1482 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  |  | 125 |  | 96 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Community College District, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/01/2049  |  | 590 |  | 789 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Airports, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.582%, 05/15/2039  |  | 265 |  | 303 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Unified School District, Build America Project, Ser RY, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.758%, 07/01/2034  |  | 1360 |  | 1587 |
| &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center, Ser N, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.256%, 05/15/2060  |  | 795 |  | 585 |
| &nbsp;&nbsp;&nbsp;Riverside County, Pension Obligation, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.818%, 02/15/2038  |  | 345 |  | 319 |
| &nbsp;&nbsp;&nbsp;San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2040  |  | 1235 |  | 1394 |
| &nbsp;&nbsp;&nbsp;University of California Regents, Ser H, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.548%, 05/15/2048  |  | 605 |  | 748 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AD, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 05/15/2112  |  | 635 |  | 592 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AP, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 05/15/2045  |  | 475 |  | 441 |
|  |  |  |  | 11834 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Georgia State, Municipal Electric Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 605 |  | 692 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Illinois — 0.2%** | **Illinois — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Greater Chicago, Metropolitan Water Reclamation District, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.720%, 12/01/2038  | $1005 | $1156 |
| **Maryland — 0.0%** | **Maryland — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Baltimore, Revenue Authority, Water Project, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.814%, 07/01/2040  | 370 | 298 |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Massachusetts State, School Building Authority, Sub-Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.395%, 10/15/2040  | 240 | 205 |
| **Michigan — 0.1%** | **Michigan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Michigan State University, Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.165%, 08/15/2122  | 274 | 224 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 04/01/2052  | 615 | 531 |
|  |  | 755 |
| **Missouri — 0.1%** | **Missouri — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.890%, 01/01/2042  | 600 | 726 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;New Jersey State, Turnpike Authority, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.414%, 01/01/2040  | 60 | 78 |
| **New York — 0.9%** | **New York — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  | 350 | 338 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572%, 11/01/2038  | 885 | 957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.508%, 08/01/2037  | 1000 | 1084 |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, Ser F, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110%, 02/15/2039  | 1215 | 1048 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  | 1470 | 1591 |
|  |  | 5018 |
| **Ohio — 0.0%** | **Ohio — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;JobsOhio Beverage System, Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.833%, 01/01/2038  | 325 | 270 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Texas — 0.4%** | **Texas — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Grand Parkway, Transportation Corp, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, 10/01/2042  | $530 | $| 567 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.718%, 01/01/2049  | 490 |  | 630 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.029%, 01/01/2040  | 735 |  | 603 |
| &nbsp;&nbsp;&nbsp;Texas State, Private Activity Bond Surface Transportation, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.922%, 12/31/2049  | 355 |  | 299 |
| &nbsp;&nbsp;&nbsp;University of Texas, Build America Bonds, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.262%, 07/01/2039  | 575 |  | 633 |
|  |  |  | 2732 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,757) ($ Thousands) |  |  | 23764 |
| **SOVEREIGN DEBT — 1.3%** | **SOVEREIGN DEBT — 1.3%** | **SOVEREIGN DEBT — 1.3%** | **SOVEREIGN DEBT — 1.3%** |
| &nbsp;&nbsp;&nbsp;Airport Authority Hong Kong |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/12/2062(A) | 505 |  | 401 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/07/2042 | 735 |  | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2052 | 55 |  | 43 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/11/2048 | 40 |  | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/30/2049 | 1020 |  | 839 |
| &nbsp;&nbsp;&nbsp;Israel Government AID Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/18/2033 | 1400 |  | 1622 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 | 179 |  | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2050 | 788 |  | 655 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 | 229 |  | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/27/2051 | 1085 |  | 915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/31/2050 | 920 |  | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/12/2052 | 340 |  | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 08/14/2041 | 239 |  | 191 |
| &nbsp;&nbsp;&nbsp;Minera Mexico |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/26/2050(A) | 275 |  | 215 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050 | 450 |  | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056 | 108 |  | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053 | 50 |  | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 07/23/2060 | 255 |  | 176 |
| &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 06/09/2051(A) | 120 |  | 95 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** | **SOVEREIGN DEBT (continued)** |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 07/06/2046 | $| 540 | $| 419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/05/2045 |  | 155 |  | 116 |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050 |  | 250 |  | 255 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,002) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $10,002) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $10,002) ($ Thousands) |  | 8433 |
| **MORTGAGE-BACKED SECURITIES — 1.0%** | **MORTGAGE-BACKED SECURITIES — 1.0%** | **MORTGAGE-BACKED SECURITIES — 1.0%** | **MORTGAGE-BACKED SECURITIES — 1.0%** | **MORTGAGE-BACKED SECURITIES — 1.0%** |
| **Agency Mortgage-Backed Obligations — 1.0%** | **Agency Mortgage-Backed Obligations — 1.0%** | **Agency Mortgage-Backed Obligations — 1.0%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2733, Cl ME |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2034 |  | 50 |  | 52 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2748, Cl ZT |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2024 |  | 93 |  | 93 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2010-3756, Cl PZ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2040 |  | 3371 |  | 3342 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2004-12, Cl ZX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/25/2034 |  | 885 |  | 941 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2004-80, Cl XZ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/25/2034 |  | 623 |  | 635 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.256%, 07/25/2037(C) |  | 12 |  | 2 |
| &nbsp;&nbsp;&nbsp;GNMA ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 06/20/2032(C) |  | 25 |  | 25 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-8, Cl PS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.913%, 08/16/2038(C) |  | 13 |  |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl NS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.003%, 01/16/2040(C) |  | 41 |  | 5 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-70, Cl BO, PO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/20/2041(B) |  | 1675 |  | 1356 |
|  |  |  |  | 6451 |
| **Non-Agency Mortgage-Backed Obligations — 0.0%** | **Non-Agency Mortgage-Backed Obligations — 0.0%** | **Non-Agency Mortgage-Backed Obligations — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5(D) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.009%, 03/25/2037 |  | 70 |  | 68 |
| &nbsp;&nbsp;&nbsp;DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.786%, ICE LIBOR USD 1 Month + 0.420%, 03/19/2045(C) |  | 23 |  | 22 |
| &nbsp;&nbsp;&nbsp;Harborview Mortgage Loan Trust, Ser 2004-8, Cl 2A4A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.766%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2034(C) |  | 50 |  | 47 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224%, ICE LIBOR USD 1 Month + 0.780%, 12/25/2034(C) |  | 53 |  | 42 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.304%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(C) | $| 9 | $8 |
| &nbsp;&nbsp;&nbsp;RAMP Trust, Ser 2004-SL1, Cl A7 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/25/2031 |  | 7 | 6 |
| &nbsp;&nbsp;&nbsp;Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, 12/25/2034(C) |  | 13 | 12 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2045(C) |  | 27 | 26 |
|  |  |  | 231 |
| Total Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,124) ($ Thousands) |  |  | 6682 |
|  | <br> Shares | <br> Shares |  |
| **CASH EQUIVALENT — 0.9%** | **CASH EQUIVALENT — 0.9%** | **CASH EQUIVALENT — 0.9%** | **CASH EQUIVALENT — 0.9%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> |  | 5904792 | 5905 |
| Total Cash Equivalent |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,905) ($ Thousands) |  |  | 5905 |
| Total Investments in Securities — 99.5% |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $730,994) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $730,994) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $730,994) ($ Thousands)  | $653715 |

---

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 28 | Dec-2022 | $5844 | $5833 | $(11) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 274 | Dec-2022 | 30527 | 30365 | (162) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 284 | Dec-2022 | 42456 | 42458 | 2 |
|  |  |  | 78827 | 78656 | (171) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (63) | Dec-2022 | $(13145) | $(13125) | $20 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (19) | Dec-2022 | (2114) | (2106) | 8 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (80) | Dec-2022 | (10931) | (10867) | 64 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (226) | Dec-2022 | (28430) | (28292) | 138 |
|  |  |  | (54620) | (54390) | 230 |
|  |  |  | $24207 | $24266 | $59 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Continued)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 3 MONTH USD - LIBOR | 1.0255% FIXED | Quarterly | 07/24/2025 | USD | 8070 | $(374) | $– | $(374) |
| 3 MONTH USD - LIBOR | 1.0335% FIXED | Quarterly | 07/24/2025 | USD | 5980 | (277) |  | (277) |
| 3 MONTH USD - LIBOR | 1.0725% FIXED | Quarterly | 07/24/2025 | USD | 4035 | (184) |  | (184) |
| 1.7725% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 670 | 150 |  | 150 |
| 1.785% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 505 | 112 |  | 112 |
| 1.8075% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 335 | 73 |  | 73 |
| 3 MONTH USD - LIBOR | 1.39% FIXED | Quarterly | 09/28/2025 | USD | 9070 | (341) |  | (341) |
| 1.87% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 09/28/2053 | USD | 775 | 156 | – | 156 |
|  |  |  |  |  |  | $(685) | $– | $(685) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $656,687 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $43,846 ($ Thousands), representing 6.7% of the Net Assets of the Fund. |
| (B) | Zero coupon security.  |
| (C) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (D) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |

---

---

| |
|:---|
| ARM — Adjustable Rate Mortgage |
| Cl — Class |
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| GNMA — Government National Mortgage Association |
| GO — General Obligation |
| ICE— Intercontinental Exchange |
| IO — Interest Only — face amount represents notional amount |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| MTN — Medium Term Note |
| NASDAQ – National Association of Securities Dealers and Automated Quotations |
| PLC — Public Limited Company |
| PO — Principal Only |
| RB — Revenue Bond |
| REMIC — Real Estate Mortgage Investment Conduit |
| S&P— Standard & Poor's |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| STRIPS — Separately Traded Registered Interest and Principal Securities |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 419753 |  | 419753 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 164417 |  | 164417 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 24761 |  | 24761 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 23764 |  | 23764 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 8433 |  | 8433 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 6682 |  | 6682 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 5905 | – |  | 5905 |
| Total Investments in Securities | 5905 | 647810 |  | 653715 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 232 |  |  | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (173) |  |  | (173) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 491 |  | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (1176) |  | (1176) |
| Total Other Financial Instruments | 59 | (685) |  | (626) |

---

\* Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For information regarding 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.

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;4469 | $&nbsp;&nbsp;&nbsp;&nbsp;51974 | $&nbsp;&nbsp;&nbsp;&nbsp;(50538) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;5905 | 5904792 | $&nbsp;&nbsp;&nbsp;&nbsp;16 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 86.9%** | **CORPORATE OBLIGATIONS — 86.9%** | **CORPORATE OBLIGATIONS — 86.9%** |
| **Communication Services — 6.3%** | **Communication Services — 6.3%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2050  | $4760 | $3220 |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/15/2060  | 4358 | 2778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2040  | 1260 | 888 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 3325 | 3638 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/15/2042  | 500 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  | 1324 | 1002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2053  | 5627 | 4148 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.834%, 10/23/2055  | 580 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484%, 10/23/2045  | 535 | 511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/01/2050  | 1480 | 1162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/01/2061  | 500 | 320 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/15/2035  | 420 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 06/15/2035  | 3540 | 3789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/15/2045  | 1150 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 3930 | 3811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 3340 | 3195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 6068 | 5211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 5465 | 4687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 5270 | 4526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 5000 | 4495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 6725 | 5240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/01/2039  | 250 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 30269 | 20239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 31795 | 21542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 6678 | 4702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/15/2051  | 2040 | 1411 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2035 (A) | 1400 | 1311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 12/15/2042 (A) | 294 | 264 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (A) | 535 | 454 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (A) | 2050 | 1645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) | 2830 | 2265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) | 275 | 225 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2062 (A) | 1525 | 1376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) | 8335 | 7587 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2043  | 1147 | 1059 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.591%, 04/03/2028 (A) | 2360 | 2041 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/15/2040  | $| 40 | $37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  |  | 795 | 721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/15/2034  |  | 300 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 01/15/2045  |  | 515 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2043  |  | 1569 | 1184 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (A) |  | 1550 | 1319 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (A) |  | 1245 | 924 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  |  | 381 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  |  | 650 | 558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  |  | 500 | 378 |
| &nbsp;&nbsp;&nbsp;Time Warner Entertainment  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  |  | 1709 | 1968 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  |  | 1920 | 1387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  |  | 1175 | 860 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2041  |  | 1490 | 1349 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/01/2044  |  | 1854 | 1701 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/16/2037  |  | 840 | 854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.862%, 08/21/2046  |  | 1100 | 1069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/01/2052  |  | 2584 | 2145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  |  | 2355 | 1815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  |  | 1970 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  |  | 1450 | 1047 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  |  | 1065 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  |  | 538 | 479 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/15/2037  |  | 990 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2035  |  | 2043 | 2351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 03/23/2050  |  | 2445 | 2445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/23/2040  |  | 785 | 772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 14549 | 12184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 1395 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 22701 | 16297 |
|  |  |  | 181326 |
| **Consumer Discretionary — 4.9%** | **Consumer Discretionary — 4.9%** | **Consumer Discretionary — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/10/2041 (A) |  | 870 | 592 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/26/2047 (A) |  | 1200 | 993 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  |  | 8820 | 8184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 6691 | 6084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 1674 | 1571 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/12/2061  | $9671 | $7344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  | 6534 | 5091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  | 3685 | 2940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/03/2060  | 6095 | 4086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  | 9292 | 6465 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/09/2030 (A) | 1030 | 1005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/01/2031 (A) | 1615 | 1384 |
| &nbsp;&nbsp;&nbsp;Boston University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.061%, 10/01/2048  | 1800 | 1676 |
| &nbsp;&nbsp;&nbsp;California Institute of Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.321%, 08/01/2045  | 650 | 621 |
| &nbsp;&nbsp;&nbsp;Dollar Tree  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2051  | 655 | 464 |
| &nbsp;&nbsp;&nbsp;Emory University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.969%, 09/01/2050  | 1660 | 1287 |
| &nbsp;&nbsp;&nbsp;Georgetown University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.215%, 10/01/2118  | 1921 | 1835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.315%, 04/01/2049  | 1775 | 1592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, 04/01/2050  | 540 | 387 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2041  | 2700 | 3025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/06/2048  | 3735 | 3636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2045  | 6980 | 6595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  | 8912 | 8260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2043  | 1850 | 1697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  | 12293 | 10808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  | 3035 | 2419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  | 1420 | 1188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/15/2049  | 380 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/15/2051  | 3480 | 2490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2051  | 5579 | 3664 |
| &nbsp;&nbsp;&nbsp;Johns Hopkins University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, 07/01/2053  | 2000 | 1921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.813%, 01/01/2060  | 490 | 342 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  | 550 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2046  | 2116 | 1681 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  | 2760 | 3198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.067%, 04/01/2052  | 2540 | 2051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.294%, 07/01/2051  | 21 | 15 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  | 400 | 324 |
| &nbsp;&nbsp;&nbsp;NIKE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/01/2043  | 1260 | 1101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/27/2050  | 215 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/27/2040  | 2885 | 2446 |
| &nbsp;&nbsp;&nbsp;Northwestern University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 12/01/2038  | 2070 | 1888 |
| &nbsp;&nbsp;&nbsp;Pomona College  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.888%, 01/01/2051  | 1240 | 932 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  | $| 5005 | $4634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.619%, 10/01/2037  |  | 400 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.517%, 10/15/2050  |  | 1370 | 1003 |
| &nbsp;&nbsp;&nbsp;Princeton University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 03/01/2039  |  | 1129 | 1317 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/15/2050  |  | 770 | 592 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 3500 | 2632 |
| &nbsp;&nbsp;&nbsp;Trustees of Boston College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.042%, 07/01/2057  |  | 1230 | 864 |
| &nbsp;&nbsp;&nbsp;Trustees of Tufts College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.099%, 08/15/2051  |  | 2667 | 1933 |
| &nbsp;&nbsp;&nbsp;University of Chicago  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, 10/01/2044  |  | 715 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.761%, 04/01/2045  |  | 2520 | 2010 |
| &nbsp;&nbsp;&nbsp;University of Miami  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063%, 04/01/2052  |  | 4625 | 4084 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.841%, 10/01/2047  |  | 1285 | 1181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.028%, 10/01/2039  |  | 2300 | 1956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.805%, 10/01/2050  |  | 925 | 685 |
| &nbsp;&nbsp;&nbsp;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  |  | 2405 | 2535 |
|  |  |  | 140708 |
| **Consumer Staples — 3.9%** | **Consumer Staples — 3.9%** | **Consumer Staples — 3.9%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.200%, 02/06/2039  |  | 2501 | 3359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.950%, 11/10/2038  |  | 1555 | 2052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/14/2039  |  | 480 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/02/2043  |  | 100 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/09/2042  |  | 575 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/16/2046  |  | 640 | 444 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  |  | 4541 | 4311 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 01/15/2039  |  | 1445 | 1878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2039  |  | 2786 | 3578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/15/2048  |  | 220 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2050  |  | 200 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2042  |  | 320 | 264 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  |  | 1095 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 09/25/2040  |  | 110 | 77 |
| &nbsp;&nbsp;&nbsp;Cargill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/22/2052 (A) |  | 4100 | 3915 |
| &nbsp;&nbsp;&nbsp;Church & Dwight  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2052  |  | 1220 | 1242 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | $320 | $247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2051  | 6250 | 4440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/05/2031  | 675 | 577 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/26/2043  | 3070 | 3100 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/01/2050  | 750 | 596 |
| &nbsp;&nbsp;&nbsp;CSL Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/27/2062 (A) | 580 | 558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/27/2052 (A) | 2849 | 2740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/27/2042 (A) | 320 | 303 |
| &nbsp;&nbsp;&nbsp;Estee Lauder  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/01/2049  | 2510 | 1983 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/16/2050  | 2890 | 2248 |
| &nbsp;&nbsp;&nbsp;Ford Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.815%, 06/01/2070  | 860 | 582 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052 (A) | 1095 | 890 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 06/03/2051  | 1305 | 1010 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2052 (A) | 1085 | 1141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2033 (A) | 7330 | 7302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/02/2052 (A) | 1250 | 988 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 1790 | 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.266%, 11/01/2049  | 1910 | 1505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.002%, 06/01/2051  | 3385 | 2513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 7470 | 5723 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/01/2041  | 555 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/04/2047  | 2275 | 2006 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/01/2039 (A) | 1160 | 1291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/15/2045  | 600 | 564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  | 770 | 718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  | 470 | 426 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 01/15/2049  | 1371 | 1416 |
| &nbsp;&nbsp;&nbsp;Mars  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2054 (A) | 345 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2049 (A) | 1780 | 1578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/01/2039 (A) | 1650 | 1466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/16/2040 (A) | 1680 | 1215 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/24/2048 (A) | 445 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/24/2038 (A) | 2685 | 2481 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/18/2052  | 1835 | 1799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 10/06/2046  | 6625 | 5740 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/21/2051  | $| 2965 | $2238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 10/21/2041  |  | 1370 | 1075 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/15/2043  |  | 2830 | 2456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  |  | 5945 | 4906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/04/2043  |  | 806 | 634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  |  | 1715 | 1290 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  |  | 2390 | 2589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  |  | 1895 | 1601 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/22/2051  |  | 5825 | 4368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/22/2041  |  | 3701 | 2860 |
|  |  |  | 109439 |
| **Energy — 5.2%** | **Energy — 5.2%** | **Energy — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (A) |  | 475 | 400 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2041 (A) |  | 3605 | 3602 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  |  | 12796 | 9604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  |  | 2010 | 1577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  |  | 1465 | 1064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 1930 | 1409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 6415 | 4597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  |  | 3150 | 2209 |
| &nbsp;&nbsp;&nbsp;Chevron USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.343%, 08/12/2050  |  | 1685 | 1162 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/15/2044  |  | 3695 | 3398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062 (A) |  | 12614 | 10739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2052  |  | 2455 | 2114 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/30/2031  |  | 815 | 940 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  |  | 945 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 06/01/2041  |  | 2225 | 2161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/01/2047  |  | 2202 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  |  | 170 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  |  | 75 | 65 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/01/2040 (A) |  | 2285 | 2269 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/01/2041  |  | 602 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2048  |  | 500 | 427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  |  | 1205 | 1022 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  |  | 1600 | 1659 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/17/2040  |  | 1415 | 1471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 11/08/2043  |  | 899 | 902 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/06/2050  | $2985 | $2591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/06/2040  | 2605 | 2288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/22/2030  | 1370 | 1202 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.327%, 03/19/2050  | 2198 | 2091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 3650 | 3469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 995 | 916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.567%, 03/06/2045  | 4100 | 3470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 12517 | 10329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 715 | 560 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 3100 | 3157 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2054  | 530 | 475 |
| &nbsp;&nbsp;&nbsp;Motiva Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/15/2040 (A) | 2225 | 2183 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 465 | 411 |
| &nbsp;&nbsp;&nbsp;Northern Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049 (A) | 1530 | 1281 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2039  | 462 | 399 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 2320 | 1599 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2052  | 1425 | 1060 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 3286 | 3822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 1865 | 1785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  | 8042 | 7511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  | 5123 | 4564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  | 6344 | 5437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/21/2042  | 2185 | 1863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/26/2051  | 3147 | 2363 |
| &nbsp;&nbsp;&nbsp;Suncor Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/01/2034  | 3080 | 3187 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Ventures  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/01/2042 (A) | 2375 | 2253 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  | 2020 | 2372 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.386%, 06/29/2060  | 425 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  | 10415 | 8030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.986%, 06/29/2041  | 1330 | 1056 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2038  | 1765 | 2081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  | 1965 | 1873 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/04/2044  | 1000 | 955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2052  | 250 | 241 |
|  |  | 143657 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| **Financials — 21.5%** | **Financials — 21.5%** |  |
| &nbsp;&nbsp;&nbsp;AIA Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/11/2044 (A) | $3372 | $3343 |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) | 4150 | 4746 |
| &nbsp;&nbsp;&nbsp;Alleghany  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044  | 1340 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2051  | 820 | 620 |
| &nbsp;&nbsp;&nbsp;Allstate  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2043  | 528 | 488 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989%, U.S. SOFR + 2.255%, 05/26/2033 (B) | 1410 | 1402 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  | 190 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2048  | 55 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  | 315 | 283 |
| &nbsp;&nbsp;&nbsp;Aon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  | 1785 | 1481 |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872%, 02/15/2029 (A) | 2245 | 2184 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2051  | 1275 | 971 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.673%, 06/07/2031 (A) | 6440 | 5135 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/15/2052  | 810 | 551 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/14/2038  | 3920 | 4842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110%, 01/29/2037  | 1655 | 1754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  | 3705 | 4009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.571%, U.S. SOFR + 1.830%, 04/27/2033 (B) | 2135 | 2038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (B) | 7467 | 5826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B) | 930 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.560%, 07/21/2052 (B) | 5739 | 4007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B) | 3260 | 2665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.299%, U.S. SOFR + 1.220%, 07/21/2032 (B) | 1075 | 858 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/07/2042  | 6600 | 7162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B) | 8330 | 7449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B) | 10090 | 8651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (B) | 8865 | 7734 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (B) | $27731 | $19856 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | 1100 | 1065 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2042  | 1750 | 1688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/15/2043  | 1485 | 1399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2049  | 2990 | 2817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  | 1575 | 1465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 11445 | 9874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/15/2050  | 7131 | 5201 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/15/2042 (A) | 1313 | 1431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2044 (A) | 2050 | 1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/30/2032 (A) | 1025 | 806 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.132%, U.S. SOFR + 1.561%, 01/20/2033 (A)(B) | 230 | 187 |
| &nbsp;&nbsp;&nbsp;Brown & Brown  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/17/2052  | 1100 | 980 |
| &nbsp;&nbsp;&nbsp;Carlyle Holdings II Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/30/2043 (A) | 3818 | 3582 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 05/15/2036  | 4870 | 5741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/03/2045  | 2975 | 2797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 12/15/2061  | 1890 | 1340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/15/2051  | 3215 | 2350 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 1800 | 1179 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/01/2034  | 3553 | 3909 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 3670 | 4792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 08/25/2036  | 690 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316%, U.S. SOFR + 4.548%, 03/26/2041 (B) | 5920 | 5927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, U.S. SOFR + 2.086%, 05/24/2033 (B) | 810 | 792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/30/2045  | 1539 | 1412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 6049 | 5702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (B) | 1494 | 1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (B) | 3430 | 2976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (B) | 4340 | 3172 |
| &nbsp;&nbsp;&nbsp;Citigroup Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 12/01/2036  | 890 | 1026 |
| &nbsp;&nbsp;&nbsp;CME Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 1634 | 1551 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316%, 01/10/2048 (A) | 2536 | 2100 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(B) | $1395 | $1054 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (A) | 800 | 907 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(B) | 2890 | 2940 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2038  | 1875 | 2417 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.345%, 02/15/2034  | 3940 | 4098 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 1668 | 1849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 05/01/2036  | 890 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 6718 | 7521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (B) | 11360 | 10337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (B) | 7925 | 6908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (B) | 2620 | 2064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B) | 5600 | 4291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) | 3405 | 2897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B) | 185 | 135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) | 320 | 259 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 6333 | 6037 |
| &nbsp;&nbsp;&nbsp;Guardian Life Insurance of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2064 (A) | 3240 | 3055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/22/2070 (A) | 1030 | 750 |
| &nbsp;&nbsp;&nbsp;HSBC Bank PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650%, 05/01/2025  | 1915 | 2033 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 7072 | 8208 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 06/01/2038  | 3469 | 3695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2037  | 5125 | 5319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (B) | 1170 | 1113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/14/2044  | 431 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B) | 1260 | 1000 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (B) | 650 | 600 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/15/2062  | 2475 | 2454 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | $7306 | $7127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/21/2048  | 697 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 2175 | 1595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/15/2040  | 125 | 93 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1005 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2038  | 9137 | 10410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 6115 | 6500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2040  | 8310 | 8678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 01/06/2042  | 6315 | 6509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, U.S. SOFR + 2.080%, 07/25/2033 (B) | 3890 | 3847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B) | 615 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (B) | 2330 | 1994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (B) | 9369 | 7901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B) | 9950 | 8297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B) | 17455 | 15335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (B) | 11448 | 8640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157%, U.S. SOFR + 1.460%, 04/22/2042 (B) | 2570 | 1983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B) | 1235 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.460%, 04/22/2041 (B) | 325 | 251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B) | 935 | 794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B) | 960 | 823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, U.S. SOFR + 1.510%, 11/19/2041 (B) | 445 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B) | 1605 | 1272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.764%, TSFR3M + 1.105%, 11/19/2031 (B) | 3640 | 2864 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (A) | 1073 | 1054 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (A) | 4157 | 3923 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance X LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/15/2051 (A) | 1473 | 1062 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (B) | 1240 | 1178 |
| &nbsp;&nbsp;&nbsp;LSEGA Financing PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/06/2041 (A) | 2914 | 2311 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(B) | $2015 | $1615 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/15/2049  | 3112 | 3100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 4400 | 3903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/15/2051  | 975 | 698 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2077 (A) | 2690 | 2438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 10/15/2070 (A) | 1975 | 1478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2061 (A) | 615 | 423 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/06/2041  | 1675 | 1826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 06/15/2035  | 6239 | 6774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 6465 | 6542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/13/2043  | 3080 | 3021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, 12/15/2044  | 2970 | 2832 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.751%, 07/18/2039  | 846 | 728 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/17/2048  | 1891 | 1825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2052  | 455 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/20/2050  | 770 | 573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/19/2041  | 250 | 182 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.297%, U.S. SOFR + 2.620%, 04/20/2037 (B) | 240 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, ICE LIBOR USD 3 Month + 1.431%, 04/22/2039 (B) | 3743 | 3482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/22/2047  | 400 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (B) | 1380 | 1077 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | 6520 | 7432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.597%, U.S. SOFR + 4.840%, 03/24/2051 (B) | 440 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.889%, U.S. SOFR + 2.076%, 07/20/2033 (B) | 2430 | 2419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 13150 | 11751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B) | 8210 | 7314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, U.S. SOFR + 1.290%, 01/21/2033 (B) | 1075 | 915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.802%, U.S. SOFR + 1.430%, 01/25/2052 (B) | 3580 | 2438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B) | 985 | 793 |
| &nbsp;&nbsp;&nbsp;Mutual of Omaha Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(B) | 555 | 532 |
| &nbsp;&nbsp;&nbsp;Nasdaq  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/07/2052  | 925 | 769 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2048  | $2190 | $2014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2049  | 3643 | 3290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, 11/01/2032  | 372 | 356 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 08/15/2039 (A) | 1170 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 1430 | 1189 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 08/01/2031 (A) | 1515 | 1224 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/15/2039 (A) | 2215 | 2588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 2224 | 2425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 2254 | 1875 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 09/30/2047 (A) | 1238 | 1037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (A) | 3480 | 2657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/30/2051 (A) | 850 | 660 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2031 (A) | 4340 | 3647 |
| &nbsp;&nbsp;&nbsp;Pacific Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(B) | 1350 | 1161 |
| &nbsp;&nbsp;&nbsp;Progressive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 4560 | 3853 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, 12/07/2047  | 2240 | 1956 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 6384 | 6870 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2046  | 165 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2051  | 1440 | 1174 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2062 (A) | 1225 | 1055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2052 (A) | 2450 | 2102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2049  | 2331 | 1833 |
| &nbsp;&nbsp;&nbsp;Securian Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/15/2048 (A) | 2921 | 2483 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (A) | 1475 | 976 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, U.S. SOFR + 1.490%, 11/01/2034 (B) | 3480 | 3033 |
| &nbsp;&nbsp;&nbsp;Swiss Re Treasury US  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/06/2042 (A) | 3081 | 2869 |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044 (A) | 2355 | 2280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (A) | 2793 | 2515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (A) | 1510 | 1149 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 1345 | 1318 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2040  | $1565 | $1656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/04/2049  | 3853 | 3459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/07/2048  | 1300 | 1160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 06/08/2051  | 200 | 152 |
| &nbsp;&nbsp;&nbsp;Travelers MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/15/2037  | 1205 | 1410 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.916%, U.S. SOFR + 2.240%, 07/28/2033 (B) | 3150 | 3015 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (A) | 2190 | 2026 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.988%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.400%, 08/05/2033 (A)(B) | 1950 | 1880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(B) | 6875 | 6748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(B) | 110 | 88 |
| &nbsp;&nbsp;&nbsp;UBS Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.095%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/11/2032 (A)(B) | 230 | 180 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 2035 | 2666 |
| &nbsp;&nbsp;&nbsp;Wachovia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2035  | 440 | 518 |
| &nbsp;&nbsp;&nbsp;WEA Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 09/20/2048 (A) | 2000 | 1568 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 11/15/2029  | 695 | 806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 01/15/2038  | 9325 | 10686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/26/2036  | 4720 | 5002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/15/2036  | 1002 | 1005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 02/01/2037  | 11063 | 11694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 2766 | 2799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/01/2045  | 3674 | 3107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, U.S. SOFR + 2.530%, 04/30/2041 (B) | 2490 | 1906 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B) | 15328 | 14970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 1605 | 1483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (B) | 880 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  | 5616 | 5128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  | 2430 | 2190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (B) | 5515 | 5058 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  | $| 6225 | $5452 |
| &nbsp;&nbsp;&nbsp;Western & Southern Life Insurance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/28/2061 (A) |  | 695 | 533 |
| &nbsp;&nbsp;&nbsp;Westpac Banking  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (B) |  | 870 | 836 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/15/2049  |  | 875 | 678 |
|  |  |  | 613363 |
| **Health Care — 11.3%** | **Health Care — 11.3%** | **Health Care — 11.3%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/27/2040  |  | 1370 | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 7088 | 7443 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 275 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 06/15/2044  |  | 225 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/06/2042  |  | 1100 | 995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 4588 | 4035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 485 | 427 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 1717 | 1602 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2042  |  | 780 | 658 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 09/23/2049 (A) |  | 1210 | 948 |
| &nbsp;&nbsp;&nbsp;Allina Health System  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.805%, 11/15/2045  |  | 1666 | 1662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, 04/15/2049  |  | 1454 | 1270 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2053  |  | 250 | 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 250 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 02/22/2052  |  | 250 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 08/15/2041  |  | 948 | 711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.770%, 09/01/2053  |  | 696 | 462 |
| &nbsp;&nbsp;&nbsp;Ascension Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, 11/15/2053  |  | 520 | 547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, 11/15/2046  |  | 1291 | 1176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, 11/15/2039  |  | 3155 | 2595 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2037  |  | 1220 | 1435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 11/16/2045  |  | 2084 | 2002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/28/2051  |  | 1173 | 918 |
| &nbsp;&nbsp;&nbsp;Banner Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.907%, 01/01/2042  |  | 1781 | 1370 |
| &nbsp;&nbsp;&nbsp;Baptist Health South Florida  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.342%, 11/15/2041  |  | 610 | 572 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  |  | 1000 | 866 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (A) |  | 1080 | 882 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/25/2038 (A) | $645 | $574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (A) | 1385 | 1127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/15/2045 (A) | 2680 | 2040 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 11/15/2045  | 2636 | 2448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.967%, 11/15/2046  | 120 | 107 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, 05/20/2050  | 1230 | 1016 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.205%, 06/01/2050  | 1100 | 840 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  | 1614 | 1562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/26/2049  | 17304 | 16027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2062  | 1340 | 1125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 7679 | 6506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  | 5330 | 4569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  | 1579 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 11/13/2040  | 380 | 278 |
| &nbsp;&nbsp;&nbsp;Carilion Clinic Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.147%, 07/01/2051  | 535 | 407 |
| &nbsp;&nbsp;&nbsp;Children's Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.448%, 08/15/2049  | 815 | 665 |
| &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 11/15/2050  | 1180 | 844 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 1385 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2038  | 3105 | 2993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 1450 | 1169 |
| &nbsp;&nbsp;&nbsp;City of Hope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.623%, 11/15/2043  | 920 | 976 |
| &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 01/01/2114  | 1223 | 1174 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 805 | 659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, 10/01/2050  | 370 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.817%, 10/01/2049  | 2510 | 2050 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 3449 | 3321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 03/25/2038  | 1015 | 965 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 1425 | 1011 |
| &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.178%, 08/01/2048  | 3560 | 3127 |
| &nbsp;&nbsp;&nbsp;Duke University Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920%, 06/01/2047  | 2115 | 1883 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2042  | 65 | 62 |
| &nbsp;&nbsp;&nbsp;Eli Lilly  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2049  | 5600 | 5383 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/01/2044  | 500 | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  | 450 | 431 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2045  | $3550 | $3230 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 05/15/2038  | 8439 | 9886 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 1780 | 1593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (A) | 580 | 480 |
| &nbsp;&nbsp;&nbsp;Hoag Memorial Hospital Presbyterian  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.803%, 07/15/2052  | 1385 | 1182 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 06/15/2038  | 1510 | 1905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2042  | 705 | 651 |
| &nbsp;&nbsp;&nbsp;Indiana University Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, 11/01/2048  | 1880 | 1686 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/15/2041  | 5652 | 5856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 2052 | 1849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/03/2037  | 2760 | 2561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2038  | 3100 | 2775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/01/2060  | 4550 | 3031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 09/01/2050  | 985 | 680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/01/2040  | 1385 | 1007 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.765%, 07/01/2048  | 1000 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.342%, 07/01/2060  | 1015 | 761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 2260 | 1736 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2035  | 2330 | 2313 |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | 2815 | 2262 |
| &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2042  | 235 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/01/2052  | 2405 | 2207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.955%, 01/01/2050  | 489 | 360 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/18/2043  | 2700 | 2517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/07/2049  | 550 | 499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/07/2039  | 3365 | 3104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/10/2045  | 7540 | 6527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2042  | 1100 | 951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/10/2061  | 3106 | 2149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/10/2051  | 4310 | 3117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 06/24/2040  | 325 | 239 |
| &nbsp;&nbsp;&nbsp;Merck Sharp & Dohme Corp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/15/2036  | 1200 | 1348 |
| &nbsp;&nbsp;&nbsp;MidMichigan Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.409%, 06/01/2050  | 2220 | 1665 |
| &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.737%, 07/01/2049  | 2700 | 2166 |
| &nbsp;&nbsp;&nbsp;Nationwide Children's Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.556%, 11/01/2052  | 355 | 345 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 1705 | 1567 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063%, 08/01/2056  | $2300 | $2042 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 630 | 552 |
| &nbsp;&nbsp;&nbsp;Novant Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.168%, 11/01/2051  | 2330 | 1784 |
| &nbsp;&nbsp;&nbsp;Novartis Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/06/2044  | 515 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/20/2045  | 4325 | 3989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/14/2050  | 4226 | 3211 |
| &nbsp;&nbsp;&nbsp;NYU Langone Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/01/2043  | 1645 | 1789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.368%, 07/01/2047  | 1570 | 1427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.380%, 07/01/2055  | 2805 | 2098 |
| &nbsp;&nbsp;&nbsp;OhioHealth  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.042%, 11/15/2050  | 1462 | 1104 |
| &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.327%, 10/01/2050  | 725 | 555 |
| &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.218%, 11/15/2050  | 4875 | 3557 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2051  | 325 | 248 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 09/15/2040  | 808 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2044  | 3010 | 2920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2043  | 3520 | 3376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2048  | 1380 | 1333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 09/15/2038  | 1400 | 1342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 2301 | 2193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2049  | 1645 | 1545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2039  | 2100 | 1952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/28/2050  | 250 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/28/2040  | 575 | 442 |
| &nbsp;&nbsp;&nbsp;Pharmacia LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 12/01/2028  | 1045 | 1160 |
| &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.744%, 10/01/2047  | 1520 | 1292 |
| &nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.154%, 08/15/2051  | 865 | 662 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (A) | 8178 | 5807 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/02/2050  | 475 | 328 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 07/01/2046  | 50 | 44 |
| &nbsp;&nbsp;&nbsp;Sentara Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.927%, 11/01/2051  | 805 | 590 |
| &nbsp;&nbsp;&nbsp;Shands Teaching Hospital and Clinics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.741%, 12/01/2042  | 1750 | 1623 |
| &nbsp;&nbsp;&nbsp;Sharp HealthCare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.680%, 08/01/2050  | 1500 | 1010 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 11/15/2048  | $| 5272 | $4692 |
| &nbsp;&nbsp;&nbsp;STERIS Irish FinCo UnLtd  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/15/2051  |  | 325 | 251 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  |  | 1110 | 861 |
| &nbsp;&nbsp;&nbsp;Trinity Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2045  |  | 2392 | 2191 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  |  | 2005 | 2438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  |  | 1080 | 1277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2037  |  | 1160 | 1361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/15/2041  |  | 1130 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 03/15/2036  |  | 620 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/15/2040  |  | 350 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/15/2045  |  | 5750 | 5663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2052  |  | 6035 | 5972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  |  | 910 | 907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 12/15/2048  |  | 12939 | 12291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2042  |  | 30 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2043  |  | 746 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/15/2047  |  | 3060 | 2837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2048  |  | 3505 | 3229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  |  | 1477 | 1360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2042  |  | 890 | 795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/15/2047  |  | 730 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  |  | 1726 | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2039  |  | 4370 | 3764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  |  | 5505 | 4323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 5375 | 4296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2050  |  | 1760 | 1291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 2770 | 2366 |
| &nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.129%, 06/01/2050  |  | 900 | 643 |
| &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.813%, 09/01/2048  |  | 1775 | 1723 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2034  |  | 1930 | 2262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 17189 | 19501 |
|  |  |  | 322018 |
| **Industrials — 6.5%** | **Industrials — 6.5%** | **Industrials — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;3M  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/26/2049  |  | 1557 | 1164 |
| &nbsp;&nbsp;&nbsp;3M MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/14/2048  |  | 1281 | 1080 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1335 | 1077 |
| &nbsp;&nbsp;&nbsp;Air Canada Pass-Through Trust, Ser 2013-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2025 (A) |  | 321 | 288 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Airbus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/10/2047 (A) | $2500 | $2150 |
| &nbsp;&nbsp;&nbsp;American Airlines Pass-Through Trust, Ser 2016-2, Cl AA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2028  | 2683 | 2322 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2050 (A) | 1200 | 850 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  | 755 | 721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  | 4945 | 4743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  | 325 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  | 1040 | 1024 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 09/01/2043  | 1295 | 1343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  | 8861 | 8863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  | 3780 | 3649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2043  | 560 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  | 2769 | 2674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2042  | 2825 | 2679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/01/2042  | 255 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/01/2045  | 6375 | 5825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 06/15/2048  | 2635 | 2396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 08/01/2046  | 1400 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/15/2051  | 1150 | 924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  | 4245 | 3131 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/01/2036  | 6610 | 7548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/07/2043  | 3800 | 3461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  | 2100 | 2009 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  | 1405 | 1502 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2064  | 440 | 450 |
| &nbsp;&nbsp;&nbsp;Crane Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 775 | 614 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2052  | 2595 | 2417 |
| &nbsp;&nbsp;&nbsp;Cummins  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/01/2050  | 3535 | 2454 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/09/2042  | 2155 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 1355 | 1249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/07/2049  | 1795 | 1400 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | 8631 | 6273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/15/2050  | 820 | 594 |
| &nbsp;&nbsp;&nbsp;FedEx  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2050  | 1160 | 1147 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 5043 | 4768 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 2510 | 2415 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | $2040 | $1949 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/15/2032  | 658 | 745 |
| &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/15/2031  | 475 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/01/2028  | 330 | 373 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2046  | 800 | 801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2062  | 1876 | 1752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.090%, 09/15/2052  | 6647 | 6183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 5770 | 5361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/15/2050  | 3550 | 2634 |
| &nbsp;&nbsp;&nbsp;Nature Conservancy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.957%, 03/01/2052  | 2180 | 1944 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/01/2118  | 1900 | 1703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.837%, 10/01/2041  | 2600 | 2542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/15/2052  | 876 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2053  | 500 | 409 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/01/2047  | 2404 | 2104 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 07/15/2038  | 295 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/16/2048  | 415 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  | 4490 | 4253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/01/2046  | 2039 | 1696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.030%, 03/15/2052  | 150 | 109 |
| &nbsp;&nbsp;&nbsp;Rockefeller Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 10/01/2050  | 3020 | 2149 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2049  | 740 | 686 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/15/2046 (A) | 1500 | 1215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/11/2041 (A) | 5485 | 4256 |
| &nbsp;&nbsp;&nbsp;Snap-on  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/01/2048  | 1786 | 1627 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) | 1642 | 1555 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/01/2055  | 2090 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  | 10024 | 8413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/05/2070  | 1200 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  | 4110 | 3340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  | 730 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.973%, 09/16/2062  | 3115 | 2144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/10/2052  | 14142 | 10375 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  | 860 | 744 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Ser 2019-1, Cl AA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/25/2031  | 927 | 850 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, 04/01/2030 (C) | $| 710 | $852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 01/15/2038  |  | 4172 | 4905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2050  |  | 3560 | 3965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/01/2040  |  | 725 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2042  |  | 1195 | 1052 |
| &nbsp;&nbsp;&nbsp;US Airways Pass-Through Trust, Ser 2012-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/01/2024  |  | 536 | 525 |
| &nbsp;&nbsp;&nbsp;Waste Connections  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 500 | 358 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 1328 | 1286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2047  |  | 2738 | 2491 |
|  |  |  | 183102 |
| **Information Technology — 9.0%** | **Information Technology — 9.0%** | **Information Technology — 9.0%** |  |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 7209 | 5455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2041  |  | 4380 | 3415 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 10636 | 10874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 13013 | 12746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 4865 | 4471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/04/2046  |  | 14142 | 12856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2047  |  | 6190 | 5546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/13/2047  |  | 155 | 140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/09/2045  |  | 8600 | 7465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/11/2049  |  | 20 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/05/2061  |  | 2770 | 1967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 3165 | 2322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 1690 | 1237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 9365 | 6853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 08/20/2060  |  | 1145 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 1415 | 1064 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/01/2047  |  | 2239 | 2169 |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (A) |  | 1000 | 758 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  |  | 3985 | 4518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2040  |  | 2094 | 2282 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 06/01/2032  |  | 2192 | 2890 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2052  |  | 870 | 861 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/15/2052  |  | 955 | 925 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  |  | 1570 | 1515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  |  | 3560 | 3474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/25/2050  |  | 1195 | 1138 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/25/2040  | $2270 | $2171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/19/2046  | 2319 | 2052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/11/2047  | 3665 | 3210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 10970 | 8934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 3575 | 2662 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2049  | 3725 | 3309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/20/2042  | 1740 | 1500 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 5777 | 5804 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/15/2041 (A) | 850 | 523 |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2050  | 1673 | 1236 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 02/26/2048  | 1195 | 1097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 7326 | 6636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2049  | 1520 | 1332 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/08/2046  | 3493 | 3216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 1485 | 1419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 2080 | 1957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 11948 | 9114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 20674 | 16263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 5490 | 3899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 24907 | 18128 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 2785 | 2392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 3130 | 2592 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  | 1610 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2045  | 2570 | 1920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  | 7864 | 5757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  | 4215 | 3273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  | 4893 | 3558 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2062  | 2000 | 1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 06/01/2052  | 1200 | 1169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2050  | 2000 | 1510 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2052  | 2315 | 2241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/20/2047  | 4855 | 4563 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 07/15/2061  | 4315 | 3115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/15/2051  | 1330 | 982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 07/15/2041  | 1670 | 1273 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  | 5652 | 5384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/16/2052  | 4110 | 3926 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/22/2052  | 465 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2051  | 2890 | 2304 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  | $| 9085 | $8732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  |  | 1020 | 1011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2040  |  | 895 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2050  |  | 5410 | 3506 |
|  |  |  | 255751 |
| **Materials — 0.9%** | **Materials — 0.9%** | **Materials — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Barrick Gold  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/01/2042  |  | 280 | 273 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2043  |  | 1570 | 1617 |
| &nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 10/15/2039  |  | 1245 | 1305 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.420%, 03/01/2026  |  | 1320 | 1408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 5220 | 5286 |
| &nbsp;&nbsp;&nbsp;Ecolab  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/18/2055  |  | 2757 | 1931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 12/15/2051  |  | 9410 | 6667 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  |  | 360 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, 12/01/2050 (A) |  | 870 | 638 |
| &nbsp;&nbsp;&nbsp;International Paper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 06/15/2038  |  | 1000 | 1254 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/01/2051  |  | 440 | 311 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 11/02/2040  |  | 2502 | 2612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/02/2051  |  | 3650 | 2635 |
| &nbsp;&nbsp;&nbsp;Vale Overseas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/21/2036  |  | 1150 | 1194 |
|  |  |  | 27461 |
| **Real Estate — 1.1%** | **Real Estate — 1.1%** | **Real Estate — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/15/2049  |  | 210 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  |  | 540 | 409 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  |  | 770 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2051  |  | 300 | 205 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2048  |  | 220 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 07/01/2047  |  | 1200 | 1071 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 07/01/2050  |  | 500 | 416 |
| &nbsp;&nbsp;&nbsp;Crown Castle Towers LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.663%, 05/15/2025 (A) |  | 2585 | 2553 |
| &nbsp;&nbsp;&nbsp;ERP Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2045  |  | 900 | 829 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/15/2033  |  | 455 | 346 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/15/2051  | $| 4672 | $3248 |
| &nbsp;&nbsp;&nbsp;Nationwide Health Properties MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 10/01/2037  |  | 1600 | 1642 |
| &nbsp;&nbsp;&nbsp;Prologis  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2050  |  | 65 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 10/15/2050  |  | 1080 | 685 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2047  |  | 1355 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/15/2033  |  | 1540 | 1171 |
| &nbsp;&nbsp;&nbsp;Regency Centers  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  |  | 1286 | 1137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  |  | 455 | 392 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 2  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.685%, 09/24/2080 (A)(B) |  | 1880 | 1614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(B) |  | 1250 | 1155 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  |  | 2365 | 2662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  |  | 2255 | 1973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2050  |  | 3390 | 2753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/13/2049  |  | 2330 | 1690 |
| &nbsp;&nbsp;&nbsp;Ventas Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 09/30/2043  |  | 850 | 852 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  |  | 1220 | 1128 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/15/2043  |  | 1085 | 1013 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/09/2052  |  | 1020 | 833 |
|  |  |  | 32136 |
| **Utilities — 16.3%** | **Utilities — 16.3%** | **Utilities — 16.3%** |  |
| &nbsp;&nbsp;&nbsp;AEP Texas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2049  |  | 2150 | 1810 |
| &nbsp;&nbsp;&nbsp;AEP Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/01/2046  |  | 5703 | 4986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/15/2049  |  | 1895 | 1603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 1415 | 1165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2051  |  | 405 | 283 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2041  |  | 648 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/01/2041  |  | 155 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2048  |  | 1450 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/01/2042  |  | 3767 | 3250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 1500 | 1246 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 4435 | 3766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2050  |  | 50 | 39 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2051  | $3724 | $2697 |
| &nbsp;&nbsp;&nbsp;American Transmission Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/2044 (A) | 400 | 388 |
| &nbsp;&nbsp;&nbsp;American Water Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/01/2049  | 190 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/01/2047  | 1675 | 1407 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 08/15/2037  | 50 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/01/2035  | 125 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2049  | 700 | 623 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 09/01/2041  | 50 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2042  | 12 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/15/2045  | 1735 | 1482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2049  | 450 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  | 1200 | 1006 |
| &nbsp;&nbsp;&nbsp;Atmos Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/15/2044  | 2805 | 2466 |
| &nbsp;&nbsp;&nbsp;Avista  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2048  | 1385 | 1272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2052  | 4540 | 4030 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/15/2033  | 1195 | 1219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2046  | 4995 | 4104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2050  | 1055 | 773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  | 2760 | 2337 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/01/2053 (A) | 2590 | 2467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2049  | 2705 | 2517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2050  | 4855 | 4439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2048  | 10040 | 8475 |
| &nbsp;&nbsp;&nbsp;Black Hills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2046  | 1135 | 940 |
| &nbsp;&nbsp;&nbsp;Boston Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.487%, 02/15/2042 (A) | 250 | 220 |
| &nbsp;&nbsp;&nbsp;Brooklyn Union Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.273%, 03/15/2048 (A) | 2050 | 1638 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2044  | 500 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2049  | 1760 | 1645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 500 | 446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  | 760 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/01/2051  | 695 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/01/2050  | 875 | 644 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2044  | 6023 | 5830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/15/2043  | 2070 | 1978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 2515 | 2253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2049  | 1150 | 1021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2047  | 2665 | 2288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2045  | 6675 | 5583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/15/2051  | 3710 | 2840 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/01/2045  | $3015 | $2807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  | 2712 | 2455 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/01/2038  | 1915 | 2189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/15/2036  | 65 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 06/15/2040  | 40 | 42 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2058  | 930 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2044  | 375 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2043  | 6265 | 5383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/15/2047  | 3073 | 2585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2046  | 3427 | 2876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2059  | 850 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2060  | 1700 | 1153 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2049  | 4823 | 4554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2052  | 790 | 735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2051  | 2200 | 1817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/01/2060  | 600 | 381 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/01/2033  | 20 | 20 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/15/2049  | 1754 | 1625 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/01/2065  | 1215 | 1240 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2042  | 80 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2045  | 4340 | 3672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2052  | 1480 | 1262 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2052  | 565 | 536 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 10/15/2032  | 110 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 04/15/2038  | 2285 | 2536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2038  | 2166 | 2394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 6675 | 6904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  | 6590 | 6046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/30/2042  | 11230 | 9928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2046  | 1570 | 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 670 | 552 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/15/2038  | 2350 | 2711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/01/2046  | 2000 | 1591 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 09/01/2036  | 4040 | 3489 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 04/01/2039  | 4275 | 4819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 1505 | 1732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 805 | 764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2046  | 750 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/01/2049  | 3110 | 2386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/01/2050  | 1885 | 1315 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Duke Energy Ohio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/01/2049  | $630 | $569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/01/2030  | 825 | 695 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/30/2044  | 2880 | 2656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2045  | 3455 | 3107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/01/2044  | 975 | 869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/15/2043  | 860 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2047  | 1850 | 1533 |
| &nbsp;&nbsp;&nbsp;East Ohio Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050 (A) | 1335 | 949 |
| &nbsp;&nbsp;&nbsp;Electricite de France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/22/2114 (A) | 695 | 661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/21/2048 (A) | 2215 | 1931 |
| &nbsp;&nbsp;&nbsp;Elm Road Generating Station Supercritical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 01/19/2041 (A) | 1000 | 1055 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2049  | 1660 | 1511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/15/2052  | 2760 | 2146 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2048  | 1740 | 1559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 1445 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2033  | 1225 | 1162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/15/2041  | 3360 | 2648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2051  | 3825 | 2744 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 1355 | 1063 |
| &nbsp;&nbsp;&nbsp;Essential Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/01/2052  | 700 | 701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.276%, 05/01/2049  | 1045 | 901 |
| &nbsp;&nbsp;&nbsp;Evergy Kansas Central  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/15/2050  | 930 | 741 |
| &nbsp;&nbsp;&nbsp;Evergy Metro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/01/2041  | 150 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/15/2047  | 500 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 1000 | 889 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2035  | 1370 | 1341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2050  | 700 | 658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/15/2052 (A) | 400 | 346 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | 2245 | 2525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 4978 | 5434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 02/01/2037  | 1000 | 1081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 06/01/2042  | 2960 | 2722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 10/01/2044  | 2715 | 2476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 2930 | 2665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/15/2042  | 3605 | 3218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  | 1900 | 1660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032  | 4735 | 4110 |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2042  | 6850 | 6088 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2043  | $2265 | $1999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 3230 | 2578 |
| &nbsp;&nbsp;&nbsp;Gulf Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 10/01/2044  | 700 | 661 |
| &nbsp;&nbsp;&nbsp;Idaho Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 1560 | 1398 |
| &nbsp;&nbsp;&nbsp;Indiana Michigan Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2046  | 780 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/15/2048  | 1050 | 913 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/01/2043 (A) | 1750 | 1615 |
| &nbsp;&nbsp;&nbsp;International Transmission  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/15/2043  | 2525 | 2283 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 06/01/2037  | 775 | 800 |
| &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.626%, 01/15/2042  | 4137 | 4090 |
| &nbsp;&nbsp;&nbsp;Kentucky Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/01/2050  | 710 | 554 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819%, 04/01/2041 (A) | 2117 | 2129 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 5260 | 5165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 10/15/2044  | 5190 | 4896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/01/2046  | 1925 | 1777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2047  | 540 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 08/01/2048  | 3075 | 2585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 04/15/2050  | 2025 | 1574 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/15/2036  | 635 | 697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2035  | 640 | 698 |
| &nbsp;&nbsp;&nbsp;Narragansett Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 12/10/2042 (A) | 1000 | 860 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.278%, 10/01/2034 (A) | 2303 | 2142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/28/2042 (A) | 2000 | 1699 |
| &nbsp;&nbsp;&nbsp;NiSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/01/2042  | 900 | 898 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2036  | 5255 | 6037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 07/01/2037  | 4450 | 5083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 1195 | 1160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/15/2046  | 500 | 424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 08/15/2042  | 214 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 775 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/01/2031  | 810 | 702 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 955 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/01/2051  | 2625 | 1986 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2040  | 1855 | 1806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2050  | 835 | 782 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | $1180 | $1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  | 1320 | 1078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/01/2042  | 2920 | 2353 |
| &nbsp;&nbsp;&nbsp;Ohio Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 10/15/2038  | 655 | 835 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 761 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 384 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2040  | 3696 | 3885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/01/2052 (A) | 400 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 12/01/2041  | 3790 | 3654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2048  | 750 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/01/2049  | 4650 | 4064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/15/2050  | 1500 | 1285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/15/2049  | 70 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/15/2051  | 2090 | 1492 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 04/15/2042  | 1465 | 1111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 505 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2042  | 95 | 66 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2037  | 3760 | 4123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 4930 | 5342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/01/2042  | 1980 | 1718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2051  | 820 | 634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 2210 | 1594 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/15/2043  | 1505 | 1429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/15/2052  | 1300 | 1279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 03/15/2051  | 1919 | 1446 |
| &nbsp;&nbsp;&nbsp;Pennsylvania Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 10/01/2038  | 100 | 107 |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/01/2043  | 1330 | 1203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.640%, 11/01/2046  | 1300 | 1009 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/15/2043  | 3600 | 3517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2044  | 1925 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/01/2047  | 2425 | 2148 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/01/2045  | 2106 | 1863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | 2176 | 1961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/01/2044  | 945 | 810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/01/2046  | 900 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/01/2042  | 1250 | 1062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 12/01/2047  | 3720 | 3111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/01/2049  | 3735 | 2920 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2038  | 40 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  | 1200 | 1388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/15/2041  | 40 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 3250 | 3155 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2044  | $1425 | $1307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2048  | 475 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 09/15/2049  | 1455 | 1290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2043  | 4325 | 3646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2050  | 1150 | 906 |
| &nbsp;&nbsp;&nbsp;Public Service of New Hampshire  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2049  | 1690 | 1414 |
| &nbsp;&nbsp;&nbsp;Puget Sound Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.795%, 03/15/2040  | 130 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 06/15/2048  | 2470 | 2203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.893%, 09/15/2051  | 2315 | 1650 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2026  | 340 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2049  | 1340 | 1185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/01/2047  | 2380 | 2008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  | 4639 | 3619 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/01/2048  | 1022 | 856 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/01/2038  | 280 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 10/01/2043  | 2480 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2048  | 4265 | 3546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/15/2042  | 5355 | 4462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2047  | 2650 | 2146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2050  | 335 | 256 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049  | 1200 | 1071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/01/2048  | 2865 | 2472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  | 2370 | 1980 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2043  | 825 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/30/2047  | 50 | 43 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/01/2046  | 800 | 638 |
| &nbsp;&nbsp;&nbsp;Southwest Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.180%, 08/15/2051  | 1065 | 722 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 03/15/2040  | 1204 | 1277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 02/01/2048  | 3860 | 3074 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 06/01/2052  | 440 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2041  | 8995 | 8453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2047  | 1060 | 861 |
| &nbsp;&nbsp;&nbsp;Tampa Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/15/2044  | 1225 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2050  | 1629 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/15/2051  | 600 | 481 |
| &nbsp;&nbsp;&nbsp;Tucson Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/01/2048  | 1850 | 1781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2050  | 225 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2051  | 1500 | 1095 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 11/15/2038  | 1982 | 2779 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/30/2037  | $| 2435 | $| 2742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2043  |  | 5290 |  | 5030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 12/01/2048  |  | 3310 |  | 3144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/15/2044  |  | 4950 |  | 4580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2043  |  | 300 |  | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2046  |  | 1108 |  | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  |  | 400 |  | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 12/15/2050  |  | 540 |  | 363 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/15/2042  |  | 2310 |  | 1839 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/15/2044  |  | 325 |  | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 360 |  | 296 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/01/2051  |  | 800 |  | 582 |
| &nbsp;&nbsp;&nbsp;Xcel Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2041  |  | 1907 |  | 1768 |
|  |  |  |  | 462938 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,886,899) ($ Thousands) |  |  |  | 2471899 |
| **U.S. TREASURY OBLIGATIONS — 6.3%** | **U.S. TREASURY OBLIGATIONS — 6.3%** | **U.S. TREASURY OBLIGATIONS — 6.3%** | **U.S. TREASURY OBLIGATIONS — 6.3%** | **U.S. TREASURY OBLIGATIONS — 6.3%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.846%, 01/26/2023 (D) |  | 970 |  | 958 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 46480 |  | 45354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2042  |  | 17860 |  | 17084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  |  | 11310 |  | 10722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 32500 |  | 29951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  |  | 31177 |  | 25843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  |  | 26489 |  | 21158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/15/2051  |  | 11305 |  | 8232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/15/2041  |  | 3140 |  | 2333 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/15/2049  |  | 1990 |  | 1942 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2032  |  | 12510 |  | 12068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2032  |  | 3343 |  | 2989 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $184,070) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $184,070) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $184,070) ($ Thousands) |  | 178634 |
| **MUNICIPAL BONDS — 5.8%** | **MUNICIPAL BONDS — 5.8%** | **MUNICIPAL BONDS — 5.8%** | **MUNICIPAL BONDS — 5.8%** | **MUNICIPAL BONDS — 5.8%** |
| **Alabama — 0.0%** | **Alabama — 0.0%** | **Alabama — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Alabama State, Federal Aid Highway Finance Authority, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/01/2037  |  | 1075 |  | 856 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |  |
| **California — 2.6%** | **California — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;Bay Area, Toll Authority, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.263%, 04/01/2049  | $2545 | $3114 |
| &nbsp;&nbsp;&nbsp;California State University, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.899%, 11/01/2047  | 2375 | 2194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.719%, 11/01/2052  | 890 | 661 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 03/01/2040  | 870 | 1152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 11/01/2040  | 385 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/01/2039  | 1535 | 2039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  | 14945 | 19077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 10/01/2039  | 9875 | 12551 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.353%, 06/01/2041  | 1975 | 1861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  | 390 | 299 |
| &nbsp;&nbsp;&nbsp;East Bay, Municipal Utility District Water System Revenue, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.874%, 06/01/2040  | 1255 | 1447 |
| &nbsp;&nbsp;&nbsp;Los Angeles County, Metropolitan Transportation Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.735%, 06/01/2039  | 960 | 1060 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Community College District, Build America Project, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/01/2049  | 1025 | 1370 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Community College District, Ser D, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.680%, 08/01/2036  | 500 | 611 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Airports, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, 05/15/2038  | 1430 | 1297 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Water & Power, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.716%, 07/01/2039  | 1510 | 1732 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Unified School District, Build America Project, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/01/2034  | 1785 | 1946 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Unified School District, Build America Project, Ser RY, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.758%, 07/01/2034  | 3950 | 4610 |
| &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.563%, 05/15/2053  | 2395 | 2366 |
| &nbsp;&nbsp;&nbsp;Regents of the University of California Medical Center, Ser N, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.256%, 05/15/2060  | 1995 | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.006%, 05/15/2050  | 2005 | 1483 |
| &nbsp;&nbsp;&nbsp;San Diego County, Water Authority, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.138%, 05/01/2049 | 1000 | 1199 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;San Francisco Bay Area, Rapid Transit District, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/01/2049  | $| 665 | $532 |
| &nbsp;&nbsp;&nbsp;San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2040  |  | 1000 | 1128 |
| &nbsp;&nbsp;&nbsp;San Francisco, Public Utilities Commission, Water Revenue, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.825%, 11/01/2041  |  | 835 | 657 |
| &nbsp;&nbsp;&nbsp;San Jose, Redevelopment Agency, Ser A-T, TA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/01/2034  |  | 1250 | 1135 |
| &nbsp;&nbsp;&nbsp;University of California, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.946%, 05/15/2045  |  | 3000 | 3435 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AP, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 05/15/2045  |  | 950 | 881 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AQ, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.767%, 05/15/2115  |  | 1076 | 978 |
| &nbsp;&nbsp;&nbsp;University of California, Ser J, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.131%, 05/15/2045  |  | 1000 | 928 |
|  |  |  | 73732 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;District of Columbia, Water & Sewer Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.814%, 10/01/2114  |  | 530 | 506 |
| **Florida — 0.0%** | **Florida — 0.0%** | **Florida — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Florida State, Board of Administration Finance, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.154%, 07/01/2030  |  | 1369 | 1171 |
| **Georgia — 0.1%** | **Georgia — 0.1%** | **Georgia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Georgia State, Municipal Electric Authority, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, 04/01/2057  |  | 2016 | 2195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 136 | 156 |
|  |  |  | 2351 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Greater Chicago, Metropolitan Water Reclamation District, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.720%, 12/01/2038  |  | 3205 | 3687 |
| **Kansas — 0.1%** | **Kansas — 0.1%** | **Kansas — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Kansas State, Development Finance Authority, Ser H, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.727%, 04/15/2037  |  | 2890 | 2908 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Maryland — 0.0%** | **Maryland — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Baltimore, Revenue Authority, Water Project, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.814%, 07/01/2040  | $890 | $717 |
| **Massachusetts — 0.2%** | **Massachusetts — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Build America Project, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.456%, 12/01/2039  | 3085 | 3385 |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Educational Financing Authority, Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.105%, 07/01/2030  | 1695 | 1508 |
| &nbsp;&nbsp;&nbsp;Massachusetts State, School Building Authority, Sub-Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2037  | 1120 | 899 |
|  |  | 5792 |
| **Michigan — 0.1%** | **Michigan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 04/01/2052  | 1030 | 889 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser C, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.599%, 04/01/2047  | 2525 | 2301 |
|  |  | 3190 |
| **Missouri — 0.0%** | **Missouri — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Missouri State, Health & Educational Facilities Authority, Ser A, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.685%, 02/15/2047  | 675 | 569 |
| **New Jersey — 0.1%** | **New Jersey — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;New Jersey State, Turnpike Authority, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.102%, 01/01/2041  | 2460 | 3108 |
| &nbsp;&nbsp;&nbsp;New Jersey State, Turnpike Authority, Ser F, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 01/01/2036  | 1000 | 913 |
|  |  | 4021 |
| **New York — 1.2%** | **New York — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 10/01/2051  | 245 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  | 2690 | 2600 |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser 181, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960%, 08/01/2046  | 465 | 484 |
| &nbsp;&nbsp;&nbsp;New York City, Build America Project, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.985%, 12/01/2036  | 1340 | 1495 |
| &nbsp;&nbsp;&nbsp;New York City, Municipal Water Finance Authority, Build America Project, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.011%, 06/15/2042  | 750 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.882%, 06/15/2044  | 500 | 592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.724%, 06/15/2042  | 3720 | 4285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.440%, 06/15/2043  | 3000 | 3372 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572%, 11/01/2038  | $| 2475 | $2677 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.767%, 08/01/2036  |  | 3820 | 4138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.508%, 08/01/2037  |  | 1890 | 2048 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.628%, 03/15/2039  |  | 1385 | 1514 |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, Ser F, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110%, 02/15/2039  |  | 4220 | 3640 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  |  | 1970 | 2132 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, Ser B, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.590%, 03/15/2035  |  | 810 | 664 |
|  |  |  | 30788 |
| **Ohio — 0.2%** | **Ohio — 0.2%** | **Ohio — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;JobsOhio Beverage System, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.833%, 01/01/2038  |  | 460 | 383 |
| &nbsp;&nbsp;&nbsp;Ohio State University, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 06/01/2040  |  | 2265 | 2451 |
| &nbsp;&nbsp;&nbsp;Ohio State University, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.048%, 12/01/2056  |  | 1650 | 1517 |
| &nbsp;&nbsp;&nbsp;Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/01/2043  |  | 970 | 849 |
|  |  |  | 5200 |
| **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Pennsylvania State, Financing Authority, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.144%, 06/01/2038  |  | 2865 | 2744 |
| **Texas — 0.9%** | **Texas — 0.9%** | **Texas — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Dallas County, Hospital District, Build America Project, Ser C, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621%, 08/15/2044  |  | 2250 | 2484 |
| &nbsp;&nbsp;&nbsp;Dallas Fort Worth, International Airport, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, 11/01/2038  |  | 4095 | 3528 |
| &nbsp;&nbsp;&nbsp;Grand Parkway, Transportation Corp, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, 10/01/2042  |  | 325 | 348 |
| &nbsp;&nbsp;&nbsp;Houston, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 03/01/2047  |  | 1500 | 1400 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.718%, 01/01/2049  | $| 315 | $| 405 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.079%, 01/01/2042  |  | 1170 |  | 911 |
| &nbsp;&nbsp;&nbsp;San Antonio, Electric & Gas Systems Revenue, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.808%, 02/01/2041  |  | 2800 |  | 3218 |
| &nbsp;&nbsp;&nbsp;Texas State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.517%, 04/01/2039  |  | 3925 |  | 4420 |
| &nbsp;&nbsp;&nbsp;University of Texas, Build America Bonds, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.262%, 07/01/2039  |  | 4540 |  | 4995 |
| &nbsp;&nbsp;&nbsp;University of Texas, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.439%, 08/15/2049  |  | 2220 |  | 1569 |
|  |  |  |  | 23278 |
| **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Virginia Commonwealth University, Health System Authority, Ser A, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.956%, 01/01/2044  |  | 475 |  | 480 |
| **Washington — 0.1%** | **Washington — 0.1%** | **Washington — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Washington State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.140%, 08/01/2040  |  | 2495 |  | 2733 |
| Total Municipal Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $181,197) ($ Thousands) |  |  |  | 164723 |
| **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** |
| &nbsp;&nbsp;&nbsp;Airport Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/12/2062(A) |  | 1340 |  | 1065 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2050 |  | 1930 |  | 1417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041 |  | 4930 |  | 3609 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/30/2049 |  | 1530 |  | 1258 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/17/2048 |  | 1190 |  | 1127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 |  | 3150 |  | 2847 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 |  | 285 |  | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/08/2044 |  | 490 |  | 415 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,473) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $15,473) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $15,473) ($ Thousands) |  | 11981 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITY — 0.1%** | **ASSET-BACKED SECURITY — 0.1%** | **ASSET-BACKED SECURITY — 0.1%** |
| **Other Asset-Backed Security — 0.1%** | **Other Asset-Backed Security — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;American Tower Trust I, Ser 2013-13, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.070%, 03/15/2048 (A) | $2774 | $2759 |
| Total Asset-Backed Security |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,707) ($ Thousands) |  | 2759 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 1.1%** | **CASH EQUIVALENT — 1.1%** | **CASH EQUIVALENT — 1.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 30980443 | 30980 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $30,980) ($ Thousands) |  | 30980 |
| Total Investments in Securities — 100.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,301,326) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $3,301,326) ($ Thousands)  | $2860976 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Continued)

The list of open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Notes | 55 | Dec-2022 | $11479 | $11458 | $(21) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Notes | 1310 | Dec-2022 | 145906 | 145175 | (731) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Notes | 71 | Dec-2022 | 8333 | 8300 | (33) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 140 | Dec-2022 | 19063 | 19018 | (45) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 69 | Dec-2022 | 10245 | 10316 | 71 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | 164 | Dec-2022 | 20657 | 20531 | (126) |
|  |  |  | 215683 | 214798 | (885) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Notes | (230) | Dec-2022 | $(47989) | $(47915) | $74 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (117) | Dec-2022 | (15986) | (15894) | 92 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (149) | Dec-2022 | (22270) | (22276) | (6) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (213) | Dec-2022 | (26716) | (26665) | 51 |
|  |  |  | (112961) | (112750) | 211 |
|  |  |  | $102722 | $102048 | $(674) |

---

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 3 MONTH USD - LIBOR | .0255 | Semi-Annually | 07/24/2025 | USD | 12660 | $(587) | $– | $(587) |
| 3 MONTH USD - LIBOR | .0355% | Semi-Annually | 07/24/2025 | USD | 9375 | (433) |  | (433) |
| 3 MONTH USD - LIBOR | .0725 | Semi-Annually | 07/24/2025 | USD | 6330 | (288) |  | (288) |
| 3 MONTH USD - LIBOR | 1.39% | Semi-Annually | 09/28/2025 | USD | 14240 | (536) |  | (536) |
| 1.7725% | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 1060 | 237 |  | 237 |
| 1.785% | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 780 | 173 |  | 173 |
| 1.8075 | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 530 | 115 |  | 115 |
| 1.87% | 3-MONTH USD - LIBOR | Semi-Annually | 09/28/2053 | USD | 1215 | 244 | – | 244 |
|  |  |  |  |  |  | $(1075) | $– | $(1075) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $2,843,430 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $222,973 ($ Thousands), representing 7.8% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Interest rate represents the security's effective yield at the time of purchase. |

---

---

| |
|:---|
| Cl — Class |
| DAC — Designated Activity Company |
| GO — General Obligation |
| ICE— Intercontinental Exchange |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |

---

---

| |
|:---|
| LP — Limited Partnership |
| MTN — Medium Term Note |
| PLC — Public Limited Company |
| PTY — Proprietary |
| RB — Revenue Bond |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| TA — Tax Allocation |
| USD — U.S. Dollar |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Long Duration Credit Fund** (Concluded)

The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 2471899 |  | 2471899 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 178634 |  | 178634 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 164723 |  | 164723 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 11981 |  | 11981 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Security |  | 2759 |  | 2759 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 30980 | – |  | 30980 |
| Total Investments in Securities | 30980 | 2829996 |  | 2860976 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1** <br>**($)** | **Level 2** <br>**($)** | **Level 3** <br>**($)** | **Total** <br>**($)** |
| &nbsp;&nbsp;Futures Contracts \* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 288 |  |  | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (962) |  |  | (962) |
| Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;Interest Rate Swaps \* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 769 |  | 769 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (1844) |  | (1844) |
| Total Other Financial Instruments | (674) | (1075) |  | (1749) |

---

\* Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value<br> 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/ (Loss)** | **Change in Unrealized Appreciation/(Depreciation)** | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;18516 | $&nbsp;&nbsp;&nbsp;&nbsp;458334 | $&nbsp;&nbsp;&nbsp;&nbsp;(445870) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;30980 | &nbsp;&nbsp;&nbsp;&nbsp;30980443 | $&nbsp;&nbsp;&nbsp;&nbsp;104 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 37.5%** | **CORPORATE OBLIGATIONS — 37.5%** | **CORPORATE OBLIGATIONS — 37.5%** |
| **Communication Services — 1.9%** | **Communication Services — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.635%, SOFRINDX + 0.640%, 03/25/2024 (A) | $1570 | $1560 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.428%, 03/15/2024 (B) | 1320 | 1291 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.373%, 03/03/2023 (B) | 2545 | 2505 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/28/2024  | 550 | 542 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.724%, SOFRINDX + 0.790%, 03/20/2026 (A) | 1200 | 1178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.455%, SOFRINDX + 0.500%, 03/22/2024 (A) | 1200 | 1191 |
|  |  | 8267 |
| **Consumer Discretionary — 3.8%** | **Consumer Discretionary — 3.8%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 02/10/2023 (B) | 4295 | 4231 |
| &nbsp;&nbsp;&nbsp;Daimler Trucks Finance North America LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, U.S. SOFR + 1.000%, 04/05/2024 (A)(B) | 750 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.633%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B) | 1125 | 1112 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2023  | 800 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.789%, U.S. SOFR + 0.620%, 10/15/2024 (A) | 4410 | 4303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, U.S. SOFR + 0.760%, 03/08/2024 (A) | 1000 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 10/15/2024  | 750 | 701 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 10/01/2023  | 340 | 330 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 04/03/2023 (B) | 1445 | 1415 |
| &nbsp;&nbsp;&nbsp;Nordstrom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 04/08/2024  | 530 | 498 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/12/2023 (B) | 1600 | 1591 |
|  |  | 16713 |
| **Consumer Staples — 1.9%** | **Consumer Staples — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Conagra Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 08/11/2023  | 675 | 653 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/09/2024  | 550 | 545 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, 03/24/2024 (B) | 735 | 719 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/24/2024 (B) | 1000 | 922 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/15/2024  | $| 2215 | $2105 |
| &nbsp;&nbsp;&nbsp;SSM Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 06/01/2023  |  | 1295 | 1292 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/26/2023  |  | 2010 | 2013 |
|  |  |  | 8249 |
| **Energy — 1.9%** | **Energy — 1.9%** | **Energy — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/15/2022  |  | 915 | 912 |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.925%, SOFRINDX + 0.630%, 02/16/2024 (A) |  | 1400 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.695%, U.S. SOFR + 0.400%, 02/17/2023 (A) |  | 1665 | 1660 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 05/15/2023  |  | 1635 | 1596 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2023 (B) |  | 200 | 193 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/16/2024 (B) |  | 1895 | 1857 |
| &nbsp;&nbsp;&nbsp;Southern Natural Gas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/28/2023 (B) |  | 695 | 678 |
|  |  |  | 8285 |
| **Financials — 15.6%** | **Financials — 15.6%** | **Financials — 15.6%** |  |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2025  |  | 350 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/03/2023  |  | 2700 | 2609 |
| &nbsp;&nbsp;&nbsp;Aon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 11/15/2022  |  | 55 | 55 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |  | 1820 | 1783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.818%, SOFRINDX + 0.715%, 01/07/2025 (A)(B) |  | 800 | 775 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.892%, 05/24/2024  |  | 600 | 594 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, U.S. SOFR + 0.660%, 02/04/2025 (A) |  | 950 | 939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.934%, U.S. SOFR + 0.690%, 04/22/2025 (A) |  | 1600 | 1573 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.342%, BSBY3M + 0.430%, 05/28/2024 (A) |  | 1350 | 1336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, U.S. SOFR + 1.460%, 05/19/2024 (A) |  | 475 | 465 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.582%, SOFRINDX + 0.465%, 01/10/2025 (A) |  | 800 | 786 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.503%, SOFRINDX + 0.620%, 09/15/2026 (A) | $1350 | $1305 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.665%, U.S. SOFR + 0.380%, 07/31/2024 (A) | 1375 | 1355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.433%, SOFRINDX + 0.550%, 09/15/2023 (A) | 1165 | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 02/01/2023  | 2220 | 2206 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, 07/13/2025 (B) | 475 | 473 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.886%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B) | 1080 | 1068 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.597%, SOFRINDX + 0.420%, 10/18/2024 (A) | 825 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.242%, SOFRINDX + 0.400%, 12/14/2023 (A) | 2230 | 2216 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.985%, U.S. SOFR + 2.160%, 07/24/2026 (A) | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, U.S. SOFR + 0.690%, 12/06/2024 (A) | 800 | 779 |
| &nbsp;&nbsp;&nbsp;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.430%, SOFRINDX + 0.500%, 03/18/2024 (A) | 1000 | 995 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 0.669%, 05/01/2025 (A) | 800 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.929%, U.S. SOFR + 0.694%, 01/25/2026 (A) | 650 | 634 |
| &nbsp;&nbsp;&nbsp;Citizens Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, U.S. SOFR + 1.395%, 05/23/2025 (A) | 400 | 396 |
| &nbsp;&nbsp;&nbsp;CNA Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 11/15/2023  | 500 | 518 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.403%, U.S. SOFR + 0.520%, 06/15/2026 (A)(B) | 850 | 836 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (B) | 385 | 371 |
| &nbsp;&nbsp;&nbsp;Credit Suisse NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.684%, SOFRINDX + 0.390%, 02/02/2024 (A) | 3855 | 3785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.520%, 08/09/2023  | 1375 | 1325 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.514%, U.S. SOFR + 1.219%, 11/16/2027 (A) | 1100 | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, U.S. SOFR + 0.500%, 11/08/2023 (A) | 1150 | 1142 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 02/06/2023  | 2580 | 2573 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;DNB Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B) | $450 | $439 |
| &nbsp;&nbsp;&nbsp;GA Global Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.315%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B) | 3525 | 3431 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/23/2023  | 1730 | 1727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.935%, U.S. SOFR + 0.700%, 01/24/2025 (A) | 800 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.299%, U.S. SOFR + 0.500%, 09/10/2024 (A) | 550 | 542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.627%, U.S. SOFR + 0.538%, 11/17/2023 (A) | 895 | 888 |
| &nbsp;&nbsp;&nbsp;HSBC Bank Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 05/14/2023 (B) | 2000 | 1961 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/25/2023  | 1315 | 1313 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, U.S. SOFR + 0.580%, 11/22/2024 (A) | 825 | 807 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.008%, U.S. SOFR + 1.205%, 05/16/2025 (A) | 345 | 343 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/22/2023 (B) | 825 | 793 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, U.S. SOFR + 0.885%, 04/22/2027 (A) | 1600 | 1558 |
| &nbsp;&nbsp;&nbsp;KeyCorp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.878%, U.S. SOFR + 1.250%, 05/23/2025 (A) | 470 | 466 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B) | 825 | 807 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.788%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.700%, 07/18/2025 (A) | 600 | 602 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.627%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A) | 1200 | 1195 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, U.S. SOFR + 1.160%, 04/17/2025 (A) | 550 | 542 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2023  | 2935 | 2938 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/27/2023 (B) | 600 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 01/22/2024 (B) | 750 | 711 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NatWest Markets  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.824%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B) | $| 1265 | $1250 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B) |  | 900 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.576%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B) |  | 430 | 426 |
| &nbsp;&nbsp;&nbsp;Protective Life Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.082%, 06/09/2023 (B) |  | 610 | 597 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.351%, 06/13/2025 (B) |  | 525 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B) |  | 800 | 776 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.282%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B) |  | 1000 | 987 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.748%, U.S. SOFR + 0.480%, 01/27/2023 (A) |  | 1074 | 1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.389%, U.S. SOFR + 0.590%, 09/10/2026 (A) |  | 850 | 819 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.182%, U.S. SOFR + 0.400%, 06/09/2025 (A) |  | 900 | 882 |
| &nbsp;&nbsp;&nbsp;UBS AG/London  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 08/09/2024 (B) |  | 850 | 794 |
|  |  |  | 68724 |
| **Health Care — 2.5%** | **Health Care — 2.5%** | **Health Care — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.736%, SOFRINDX + 0.440%, 11/29/2024 (A) |  | 825 | 813 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2023  |  | 2325 | 2324 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 08/03/2023  |  | 2630 | 2553 |
| &nbsp;&nbsp;&nbsp;Illumina  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 03/23/2023  |  | 1000 | 981 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 09/15/2023  |  | 1250 | 1199 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  |  | 1450 | 1397 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.707%, SOFRINDX + 0.530%, 10/18/2024 (A) |  | 1810 | 1793 |
|  |  |  | 11060 |
| **Industrials — 1.3%** | **Industrials — 1.3%** | **Industrials — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.715%, U.S. SOFR + 0.680%, 09/29/2023 (A) |  | 1325 | 1309 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.179%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (A) | $| 1200 | $1199 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508%, 05/01/2023  |  | 1000 | 1002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.167%, 02/04/2023  |  | 1100 | 1088 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.550%, 08/01/2024 (B) |  | 965 | 902 |
|  |  |  | 5500 |
| **Information Technology — 2.3%** | **Information Technology — 2.3%** | **Information Technology — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.302%, U.S. SOFR + 0.250%, 10/01/2024 (A) |  | 590 | 582 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 03/01/2023  |  | 950 | 935 |
| &nbsp;&nbsp;&nbsp;Microchip Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.972%, 02/15/2024  |  | 610 | 581 |
| &nbsp;&nbsp;&nbsp;Qorvo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/15/2024 (B) |  | 635 | 593 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/15/2024  |  | 2105 | 1993 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2023  |  | 1610 | 1571 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/09/2024  |  | 1375 | 1277 |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  |  | 1950 | 1827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 08/15/2023  |  | 830 | 802 |
|  |  |  | 10161 |
| **Materials — 0.3%** | **Materials — 0.3%** | **Materials — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 07/05/2024  |  | 475 | 479 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 07/15/2023  |  | 495 | 480 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/08/2024  |  | 325 | 325 |
|  |  |  | 1284 |
| **Utilities — 6.0%** | **Utilities — 6.0%** | **Utilities — 6.0%** |  |
| &nbsp;&nbsp;&nbsp;American Electric Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.262%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (A) |  | 1430 | 1425 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, SOFRINDX + 0.650%, 05/13/2024 (A) |  | 625 | 618 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (A) |  | 876 | 875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 03/02/2023  |  | 2060 | 2030 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2023 (B) | $800 | $796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.359%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (A) | 1726 | 1720 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 05/01/2023  | 1155 | 1146 |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.314%, U.S. SOFR + 0.300%, 06/28/2024 (A) | 740 | 728 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 03/21/2024  | 625 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.837%, SOFRINDX + 0.540%, 03/01/2023 (A) | 1715 | 1713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, SOFRINDX + 0.400%, 11/03/2023 (A) | 1325 | 1314 |
| &nbsp;&nbsp;&nbsp;OGE Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.703%, 05/26/2023  | 540 | 527 |
| &nbsp;&nbsp;&nbsp;ONE Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.331%, ICE LIBOR USD 3 Month + 0.610%, 03/11/2023 (A) | 698 | 698 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, SOFRINDX + 1.150%, 11/14/2022 (A) | 750 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/16/2024  | 625 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  | 525 | 507 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.484%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (A) | 1235 | 1229 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.841%, 11/08/2023  | 3425 | 3287 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.882%, SOFRINDX + 0.830%, 04/01/2024 (A) | 1690 | 1675 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.095%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (A) | 1795 | 1786 |
| &nbsp;&nbsp;&nbsp;Tampa Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/12/2024  | 475 | 473 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/01/2022  | 1600 | 1600 |
|  |  | 26121 |
| Total Corporate Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $167,583) ($ Thousands) |  | 164364 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES — 26.0%** | **ASSET-BACKED SECURITIES — 26.0%** | **ASSET-BACKED SECURITIES — 26.0%** |
| **Automotive — 13.8%** | **Automotive — 13.8%** |  |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.680%, 05/13/2025 (B) | $318 | $317 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.330%, 06/13/2025 (B) | 32 | 32 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 02/13/2026 (B) | 590 | 584 |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 09/15/2025 (B) | 485 | 481 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.480%, 02/18/2026  | 2145 | 2061 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.060%, 08/18/2026  | 1225 | 1161 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2020-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.770%, 08/15/2028 (B) | 72 | 72 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2020-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 08/15/2028 (B) | 250 | 249 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.370%, 03/15/2030 (B) | 685 | 673 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2022-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 01/15/2031 (B) | 1475 | 1448 |
| &nbsp;&nbsp;&nbsp;Avid Automobile Receivables Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610%, 01/15/2025 (B) | 129 | 128 |
| &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust, Ser 2020-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 11/15/2024  | 291 | 289 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2019-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.180%, 08/15/2024  | 286 | 285 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2019-3, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/16/2025  | 675 | 659 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2020-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.090%, 03/16/2026  | 1300 | 1237 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2021-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.340%, 12/15/2025  | 938 | 913 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2021-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.520%, 02/17/2026  | 1070 | 1037 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2022-2, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 05/15/2025  | 1745 | 1732 |
| &nbsp;&nbsp;&nbsp;Carmax Auto Owner Trust, Ser 2022-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/15/2025  | 800 | 798 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 01/10/2028  | $1138 | $1077 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.320%, 03/10/2028  | 45 | 44 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/10/2028  | 213 | 200 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.660%, 06/12/2028  | 860 | 834 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 09/11/2028  | 416 | 405 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.380%, 01/10/2025  | 350 | 346 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (B) | 940 | 902 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2018-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 01/15/2031 (B) | 34 | 34 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.621%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B) | 402 | 400 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2021-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.370%, 03/17/2025 (B) | 44 | 43 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2021-B, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 12/15/2025 (B) | 1100 | 1083 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.980%, 04/16/2029 (B) | 1555 | 1528 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.380%, 11/15/2028 (B) | 137 | 137 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/15/2030 (B) | 570 | 544 |
| &nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 12/11/2034 (B) | 1176 | 1139 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2018-2, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 08/15/2024  | 28 | 28 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2020-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080%, 03/16/2026 (B) | 311 | 310 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2020-3A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 12/16/2024 (B) | 1160 | 1153 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350%, 01/15/2025 (B) | $184 | $184 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 09/15/2025 (B) | 580 | 571 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 01/15/2027 (B) | 530 | 516 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2021-4A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 09/15/2025 (B) | 1281 | 1256 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.780%, 12/22/2025 (B) | 529 | 525 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.480%, 05/20/2027 (B) | 429 | 410 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/21/2029 (B) | 1870 | 1876 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 07/20/2029 (B) | 80 | 80 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.440%, 12/21/2026 (B) | 1457 | 1409 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/17/2024 (B) | 181 | 181 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.570%, 09/15/2025  | 1242 | 1231 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990%, 08/15/2024  | 245 | 245 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026 (B) | 342 | 327 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 01/18/2028 (B) | 603 | 594 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 03/16/2026 (B) | 646 | 638 |
| &nbsp;&nbsp;&nbsp;First Investors Auto Owner Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.030%, 01/15/2027 (B) | 753 | 736 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2019-3, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 10/15/2025 (B) | 1000 | 992 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2020-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 04/15/2025 (B) | 29 | 29 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.930%, 06/15/2027 (B) | 755 | 718 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2021-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.360%, 07/15/2027 (B) | 388 | 379 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 08/15/2025 (B) | $1200 | $1193 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2017-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.360%, 03/15/2029 (B) | 322 | 322 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 04/15/2025 (B) | 166 | 165 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, 05/15/2026 (B) | 265 | 257 |
| &nbsp;&nbsp;&nbsp;Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 09/15/2025 (B) | 219 | 214 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 04/15/2025 (B) | 746 | 742 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.420%, 01/15/2025 (B) | 271 | 268 |
| &nbsp;&nbsp;&nbsp;GLS Auto Receivables Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770%, 09/15/2025 (B) | 865 | 848 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/16/2025  | 750 | 746 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust, Ser 2022-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 05/15/2025  | 1525 | 1513 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.991%, 01/25/2028 (B) | 378 | 372 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 02/25/2028 (B) | 888 | 867 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210%, 06/15/2027 (B) | 385 | 384 |
| &nbsp;&nbsp;&nbsp;Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 06/15/2026 (B) | 944 | 915 |
| &nbsp;&nbsp;&nbsp;Prestige Auto Receivables Trust, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 09/16/2024 (B) | 432 | 429 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.370%, 10/15/2024 (B) | 100 | 100 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 09/15/2025  | 182 | 181 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.010%, 01/15/2026  | $1600 | $1580 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 02/17/2026  | 1625 | 1596 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.590%, 09/15/2025  | 410 | 407 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 12/15/2025  | 495 | 488 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.260%, 02/16/2027  | 1600 | 1541 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 03/17/2025  | 600 | 596 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/15/2025  | 975 | 972 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.980%, 01/15/2025  | 140 | 140 |
| &nbsp;&nbsp;&nbsp;Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.610%, 03/17/2025 (B) | 133 | 133 |
| &nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.740%, 04/15/2024 (B) | 180 | 179 |
| &nbsp;&nbsp;&nbsp;Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/18/2025 (B) | 320 | 317 |
| &nbsp;&nbsp;&nbsp;UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 06/16/2025 (B) | 517 | 510 |
| &nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 07/10/2024 (B) | 273 | 271 |
| &nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Ser 2022-1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/10/2025 (B) | 805 | 786 |
| &nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 04/10/2025 (B) | 933 | 932 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.020%, 04/15/2025 (B) | 1050 | 1047 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 05/15/2024 (B) | 132 | 132 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.780%, 11/17/2025 (B) | $| 330 | $327 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.640%, 03/16/2026 (B) |  | 950 | 930 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.320%, 04/15/2025 (B) |  | 276 | 273 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 07/15/2026 (B) |  | 485 | 468 |
|  |  |  | 60401 |
| **Credit Cards — 0.7%** | **Credit Cards — 0.7%** | **Credit Cards — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust, Ser 2018-A3, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, 05/23/2025  |  | 490 | 488 |
| &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 07/15/2026 (B) |  | 675 | 673 |
| &nbsp;&nbsp;&nbsp;Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 03/20/2026 (B) |  | 1225 | 1160 |
| &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC, Ser 2022-A1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 04/15/2028  |  | 525 | 517 |
|  |  |  | 2838 |
| **Mortgage Related Securities — 0.0%** | **Mortgage Related Securities — 0.0%** | **Mortgage Related Securities — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.124%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A) |  | 62 | 62 |
| **Other Asset-Backed Securities — 11.5%** | **Other Asset-Backed Securities — 11.5%** | **Other Asset-Backed Securities — 11.5%** |  |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.460%, 10/15/2024 (B) |  | 77 | 76 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 01/15/2025 (B) |  | 205 | 201 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.880%, 08/15/2025 (B) |  | 285 | 283 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-B, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.030%, 08/17/2026 (B) |  | 740 | 701 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070%, 08/15/2025 (B) |  | 795 | 771 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 11/16/2026 (B) | $371 | $359 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/15/2027 (B) | 961 | 939 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/20/2026 (B) | 654 | 631 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2018-12A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.592%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B) | 925 | 911 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (B) | 387 | 358 |
| &nbsp;&nbsp;&nbsp;Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.230%, 05/15/2026 (B) | 429 | 418 |
| &nbsp;&nbsp;&nbsp;Avant Loans Funding Trust, Ser 2021-REV1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.210%, 07/15/2030 (B) | 610 | 574 |
| &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/28/2057 (A)(B) | 205 | 200 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO X, Ser 2021-10A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B) | 188 | 187 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.462%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B) | 1200 | 1179 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.710%, 02/20/2035 (B) | 1033 | 981 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/18/2035 (B) | 942 | 932 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.500%, 02/15/2037 (A)(B) | 825 | 800 |
| &nbsp;&nbsp;&nbsp;Carbone CLO, Ser 2017-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B) | 350 | 345 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B) | 997 | 979 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B) | 1940 | 1911 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/14/2027 (B) | 177 | 171 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2017-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)(B) | $750 | $739 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2018-3A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B) | 1138 | 1122 |
| &nbsp;&nbsp;&nbsp;Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.554%, 12/05/2022 (A)(B) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2019-B, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.870%, 11/16/2026  | 1050 | 1041 |
| &nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 03/20/2024 (B) | 263 | 260 |
| &nbsp;&nbsp;&nbsp;DB Master Finance LLC, Ser 2019-1A, Cl A2II |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.021%, 05/20/2049 (B) | 1116 | 1063 |
| &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust, Ser 2022-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 07/22/2027 (B) | 515 | 513 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.120%, 02/15/2028 (B) | 338 | 325 |
| &nbsp;&nbsp;&nbsp;FCI Funding LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.130%, 04/15/2033 (B) | 223 | 218 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2026  | 1290 | 1261 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2021-3FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 11/20/2028 (B) | 14 | 14 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2022-1FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 03/19/2029 (B) | 105 | 104 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 02/25/2039 (B) | 1398 | 1338 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610%, 09/20/2028 (B) | 535 | 511 |
| &nbsp;&nbsp;&nbsp;HPS Loan Management, Ser 2021-19, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B) | 290 | 290 |
| &nbsp;&nbsp;&nbsp;John Deere Owner Trust, Ser 2022-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730%, 06/16/2025  | 800 | 796 |
| &nbsp;&nbsp;&nbsp;KKR CLO 21, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B) | 775 | 759 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.692%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B) | 750 | 740 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2020-2A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.590%, 10/15/2024 (B) | 168 | 164 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B) | 1000 | 984 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B) | $1685 | $1664 |
| &nbsp;&nbsp;&nbsp;Magnetite VIII, Ser 2018-8A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B) | 681 | 673 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 09/15/2031 (B) | 91 | 90 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 12/15/2031 (B) | 223 | 220 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360%, 04/15/2032 (B) | 956 | 937 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.350%, 02/19/2037 (A)(B) | 750 | 734 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.380%, 08/14/2023 (B) | 97 | 97 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2021-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.560%, 06/13/2028 (B) | 185 | 174 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 10/15/2068 (B) | 372 | 355 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (B) | 934 | 866 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/15/2069 (B) | 446 | 401 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2018-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)(B) | 136 | 136 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B) | 1150 | 1133 |
| &nbsp;&nbsp;&nbsp;NYCTL Trust, Ser 2019-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190%, 11/10/2032 (B) | 47 | 46 |
| &nbsp;&nbsp;&nbsp;Nyctl Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 11/10/2034 (B) | 1075 | 1036 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2018-5A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.846%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B) | 300 | 295 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners 30, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.710%, ICE LIBOR USD 3 Month + 1.000%, 03/17/2030 (A)(B) | 670 | 661 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;OHA Credit Funding 3, Ser 2021-3A, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, ICE LIBOR USD 3 Month + 0.600%, 07/02/2035 (A)(B) | $375 | $375 |
| &nbsp;&nbsp;&nbsp;OZLM VII, Ser 2018-7RA, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B) | 740 | 731 |
| &nbsp;&nbsp;&nbsp;OZLM VIII, Ser 2021-8A, Cl A1R3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B) | 695 | 686 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2020-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.270%, 06/15/2025 (B) | 620 | 605 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2020-E, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/15/2025 (B) | 1240 | 1193 |
| &nbsp;&nbsp;&nbsp;SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.060%, 02/22/2028 (B) | 1264 | 1230 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B) | 1326 | 1317 |
| &nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Ser 2018-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/20/2035 (B) | 83 | 81 |
| &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust, Ser 2019-3, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/25/2028 (B) | 120 | 120 |
| &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.490%, 09/25/2030 (B) | 351 | 341 |
| &nbsp;&nbsp;&nbsp;SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 10/20/2030 (A)(B) | 750 | 742 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.224%, ICE LIBOR USD 1 Month + 0.780%, 07/25/2035 (A) | 44 | 44 |
| &nbsp;&nbsp;&nbsp;Symphony CLO XIV, Ser 2019-14A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.433%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B) | 86 | 85 |
| &nbsp;&nbsp;&nbsp;Symphony CLO XVIII, Ser 2021-18A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.533%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B) | 667 | 663 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.613%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B) | 1019 | 1002 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2020-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.702%, 11/20/2030 (B) | 98 | 98 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/20/2031 (B) | 463 | 452 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 09/20/2031 (B) | $| 587 | $| 564 |
| &nbsp;&nbsp;&nbsp;Verde CLO, Ser 2021-1A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B) |  | 263 |  | 263 |
| &nbsp;&nbsp;&nbsp;Verizon Master Trust, Ser 2022-5, Cl A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 07/20/2027 (C) |  | 140 |  | 140 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2019-B, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/20/2023  |  | 505 |  | 504 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2020-A, Cl A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 07/22/2024  |  | 404 |  | 402 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2020-C, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.410%, 04/21/2025  |  | 400 |  | 392 |
| &nbsp;&nbsp;&nbsp;Vibrant CLO VI, Ser 2021-6A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.046%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B) |  | 769 |  | 758 |
| &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Series, Ser 2020-1A, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 10/15/2024 (B) |  | 494 |  | 484 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2017-1A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.640%, ICE LIBOR USD 3 Month + 0.900%, 01/18/2029 (A)(B) |  | 637 |  | 629 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.773%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |  | 950 |  | 931 |
|  |  |  |  | 50501 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $116,326) ($ Thousands) |  |  |  | 113802 |
| **MORTGAGE-BACKED SECURITIES — 17.5%** | **MORTGAGE-BACKED SECURITIES — 17.5%** | **MORTGAGE-BACKED SECURITIES — 17.5%** | **MORTGAGE-BACKED SECURITIES — 17.5%** | **MORTGAGE-BACKED SECURITIES — 17.5%** |
| **Agency Mortgage-Backed Obligations — 4.6%** | **Agency Mortgage-Backed Obligations — 4.6%** | **Agency Mortgage-Backed Obligations — 4.6%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/21/2025 to 08/28/2025  |  | 3540 |  | 3530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/30/2024 |  | 1245 |  | 1240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 11/24/2023 |  | 850 |  | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/25/2025 |  | 2150 |  | 2068 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.082%, 02/01/2030(A) |  | 6 |  | 6 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4030, Cl AN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/15/2027 |  | 314 |  | 306 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2013-4272, Cl YG |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2026 |  | 240 |  | 237 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4379, Cl CB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/15/2033 |  | 111 |  | 108 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4387, Cl DA |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2032 |  | 115 |  | 115 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4721, Cl HV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2030 | $443 | $441 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2018-4818, Cl BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2045 | 403 | 400 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.770%, 05/25/2025 | 700 | 679 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2027 to 04/01/2040  | 85 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2023 to 12/01/2024  | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2023 to 03/01/2025  | 1 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/28/2024 | 2225 | 2220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 | 289 | 284 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.983%, ICE LIBOR USD 6 Month + 1.773%, 09/01/2024(A) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.633%, ICE LIBOR USD 6 Month + 1.835%, 09/01/2024(A) | 6 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.465%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.231%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.045%, 05/01/2028(A) |  |  |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 1993-58, Cl H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2023 |  |  |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2001-33, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.894%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2002-64, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.627%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(A) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-137, Cl UE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 | 179 | 170 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-97, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2031 | 35 | 34 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-99, Cl H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2043 | 791 | 778 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2017-M13, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, LIBOR USD 1 Month + 0.400%, 10/25/2024(A) | 68 | 68 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser M2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 12/25/2024(A) | 2279 | 2238 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser 2013-K32, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.645%, 10/25/2046(A)(B) | 725 | 719 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K24, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.603%, 11/25/2045(A)(B) | 1200 | 1197 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K28, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, 06/25/2046(A)(B) | 715 | 710 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K33, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.611%, 08/25/2046(A)(B) | 1110 | 1096 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K37, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, 01/25/2047(A)(B) | $| 125 | $124 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-151, Cl KA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/16/2039 |  | 3 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-158, Cl CA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2026 |  | 132 | 131 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2015-56, Cl LB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/16/2040 |  | 274 | 270 |
|  |  |  | 20131 |
| **Non-Agency Mortgage-Backed Obligations — 12.9%** | **Non-Agency Mortgage-Backed Obligations — 12.9%** | **Non-Agency Mortgage-Backed Obligations — 12.9%** |  |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.649%, 09/25/2048(A)(B) |  | 10 | 10 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920%, 11/25/2048(A)(B) |  | 25 | 25 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.628%, 03/25/2049(A)(B) |  | 12 | 12 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.993%, 07/26/2049(A)(B) |  | 34 | 34 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.466%, 12/25/2059(A)(B) |  | 39 | 37 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.531%, 01/26/2065(A)(B) |  | 250 | 239 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.691%, 04/25/2065(A)(B) |  | 365 | 340 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-4, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 06/25/2065(A)(B) |  | 210 | 200 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990%, 04/25/2053(A)(B) |  | 317 | 305 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.909%, 01/25/2066(A)(B) |  | 691 | 622 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.068%, 05/25/2066(A)(B) |  | 558 | 495 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2021-5, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951%, 07/25/2066(A)(B) |  | 938 | 829 |
| &nbsp;&nbsp;&nbsp;Arroyo Mortgage Trust, Ser 2019-3, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.962%, 10/25/2048(A)(B) |  | 170 | 161 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.942%, 07/25/2035(A) |  | 38 | 35 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447%, 11/25/2035(A) | $6 | $6 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2017-DELC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, LIBOR USD 1 Month + 0.850%, 08/15/2036(A)(B) | 595 | 586 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.601%, 10/15/2053 | 724 | 677 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.351%, 06/25/2035(A) | 21 | 21 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 08/25/2035(A) | 46 | 43 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 03/15/2053 | 285 | 267 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2020-OBRK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.441%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B) | 840 | 831 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.441%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B) | 1000 | 960 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.449%, 05/25/2060(A)(B) | 166 | 162 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 02/25/2049(A)(B) | 305 | 283 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.970%, 03/25/2060(A)(B) | 278 | 265 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.699%, 04/25/2060(A)(B) | 470 | 445 |
| &nbsp;&nbsp;&nbsp;Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.724%, 02/25/2055(A)(B) | 166 | 160 |
| &nbsp;&nbsp;&nbsp;BWay Mortgage Trust, Ser 2013-1515, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.809%, 03/10/2033(B) | 261 | 254 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.471%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(A)(B) | 977 | 960 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B) | 755 | 746 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B) | 1025 | 990 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B) | $540 | $522 |
| &nbsp;&nbsp;&nbsp;BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.341%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B) | 1370 | 1315 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.897%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B) | 1200 | 1143 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.307%, TSFR1M + 1.000%, 01/15/2039(A)(B) | 670 | 651 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2022-EBO2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.169%, 07/25/2054(A)(B) | 125 | 123 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.200%, 02/25/2050(A)(B) | 497 | 473 |
| &nbsp;&nbsp;&nbsp;CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(A) | 10 | 9 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2017-7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2057(A)(B) | 42 | 42 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.470%, 09/15/2048 | 166 | 164 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 04/15/2049 | 179 | 175 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.149%, 01/10/2036(B) | 625 | 615 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.546%, 09/25/2034(A) | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.966%, 03/25/2036(A) | 52 | 42 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.548%, 02/25/2058(A)(B) | 204 | 200 |
| &nbsp;&nbsp;&nbsp;COLT Funding LLC, Ser 2021-3R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.051%, 12/25/2064(A)(B) | 374 | 343 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.853%, 03/25/2065(A)(B) | 69 | 68 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.325%, 10/26/2065(A)(B) | 182 | 171 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.506%, 04/27/2065(A)(B) | $92 | $89 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/25/2066(A)(B) | 455 | 398 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924%, 08/25/2066(A)(B) | 577 | 491 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(B) | 215 | 198 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.397%, 10/25/2066(A)(B) | 1008 | 872 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 10/25/2066(A)(B) | 917 | 798 |
| &nbsp;&nbsp;&nbsp;COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857%, 05/25/2065(A)(B) | 490 | 450 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, 09/10/2047 | 27 | 27 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2066(A)(B) | 854 | 729 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.573%, 07/25/2049(B) | 707 | 669 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 03/25/2056(A)(B) | 506 | 427 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809%, 05/25/2065(A)(B) | 550 | 520 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015%, 04/25/2066(A)(B) | 834 | 732 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.715%, 05/25/2065(A)(B) | 163 | 151 |
| &nbsp;&nbsp;&nbsp;Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899%, 04/25/2066(A)(B) | 209 | 183 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.178%, 10/25/2065(A)(B) | 73 | 69 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797%, 02/25/2066(A)(B) | 124 | 111 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931%, 06/25/2066(A)(B) | 331 | 291 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.093%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B) | $1060 | $1022 |
| &nbsp;&nbsp;&nbsp;Extended Stay America Trust, Ser ESH, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.772%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B) | 497 | 483 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.444%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A) | 259 | 262 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.344%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A) | 428 | 437 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.555%, 04/25/2065(B) | 123 | 116 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-CM1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 04/25/2065(A)(B) | 759 | 726 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874%, 01/25/2066(A)(B) | 436 | 399 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091%, 05/25/2066(A)(B) | 521 | 458 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.262%, 07/25/2066(A)(B) | 1454 | 1221 |
| &nbsp;&nbsp;&nbsp;GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.079%, 11/19/2035(A) | 89 | 82 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.038%, TSFR1M + 0.731%, 08/15/2036(A)(B) | 70 | 69 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2019-SL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 01/25/2059(A)(B) | 103 | 102 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, 07/25/2035(A) | 115 | 70 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.986%, 05/25/2037(A) | 80 | 47 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2004-9, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.204%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(A) | 19 | 18 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.964%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(A) | 23 | 22 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.924%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(A) | 25 | 23 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.084%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(A) | $17 | $16 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-8, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.964%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(A) | 54 | 51 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071%, 06/25/2056(A)(B) | 723 | 647 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.073%, 09/25/2056(A)(B) | 464 | 388 |
| &nbsp;&nbsp;&nbsp;Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.595%, 11/25/2056(A)(B) | 463 | 408 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, 08/15/2048 | 197 | 194 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.962%, 08/25/2035(A) | 21 | 18 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.215%, 05/25/2037(A) | 46 | 41 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B) | 190 | 186 |
| &nbsp;&nbsp;&nbsp;JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, SOFR30A + 1.300%, 03/25/2051(A)(B) | 958 | 882 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.191%, LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B) | 290 | 287 |
| &nbsp;&nbsp;&nbsp;LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, 03/10/2049(B) | 832 | 825 |
| &nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.064%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B) | 316 | 308 |
| &nbsp;&nbsp;&nbsp;Mello Warehouse Securitization Trust, Ser 2021-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(B) | 1295 | 1265 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, 06/25/2037(A) | 57 | 37 |
| &nbsp;&nbsp;&nbsp;MetLife Securitization Trust, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2055(A)(B) | 112 | 107 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.479%, 03/25/2065(A)(B) | $116 | $112 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.014%, 01/26/2065(A)(B) | 146 | 141 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.852%, 01/25/2056(A)(B) | 343 | 319 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.029%, 11/25/2064(A)(B) | 413 | 366 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B) | 2800 | 2688 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B) | 325 | 314 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.122%, TSFR1M + 0.815%, 01/15/2027(A)(B) | 390 | 376 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/25/2061(A)(B) | 134 | 132 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/25/2062(A)(B) | 93 | 91 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/25/2058(A)(B) | 225 | 222 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.473%, 04/25/2066(A)(B) | 511 | 494 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(B) | 359 | 337 |
| &nbsp;&nbsp;&nbsp;MortgageIT Trust, Ser 2005-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.964%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(A) | 47 | 45 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/25/2057(A)(B) | 162 | 156 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/27/2057(A)(B) | 401 | 387 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.940%, 09/25/2057(A)(B) | 171 | 165 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 09/25/2059(A)(B) | 69 | 66 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.464%, 01/26/2060(A)(B) | 309 | 290 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/24/2060(A)(B) | $128 | $119 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941%, 10/25/2058(A)(B) | 176 | 167 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.156%, 11/27/2056(A)(B) | 742 | 657 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.094%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B) | 29 | 28 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2061(A)(B) | 685 | 590 |
| &nbsp;&nbsp;&nbsp;Paragon Mortgages, Ser 2006-12A, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B) | 80 | 75 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2021-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, 07/25/2051(B) | 267 | 244 |
| &nbsp;&nbsp;&nbsp;Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.574%, 07/27/2037(A) | 63 | 52 |
| &nbsp;&nbsp;&nbsp;Residential Mortgage Loan Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.376%, 01/26/2060(A)(B) | 75 | 72 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A) | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/25/2048(A)(B) | 19 | 19 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.160%, 07/25/2061(A)(B) | 996 | 854 |
| &nbsp;&nbsp;&nbsp;Silverstone Master Issuer, Ser 2022-1A, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.557%, U.S. SOFR + 0.380%, 01/21/2070(A)(B) | 1660 | 1654 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser 2021-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.471%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B) | 900 | 860 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.219%, 05/25/2065(A)(B) | 385 | 359 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.275%, 02/25/2050(A)(B) | 24 | 24 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, 04/25/2065(A)(B) | 75 | 73 |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.943%, 05/25/2065(A)(B) | 207 | 194 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.127%, 06/25/2056(A)(B) | $598 | $491 |
| &nbsp;&nbsp;&nbsp;Toorak Mortgage, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 07/25/2056(A)(B) | 465 | 419 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2056(A)(B) | 243 | 241 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2057(A)(B) | 305 | 303 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/25/2057(A)(B) | 339 | 328 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B) | 213 | 211 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2057(A)(B) | 97 | 94 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059(A)(B) | 279 | 276 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/25/2068(A)(B) | 938 | 891 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.161%, 01/25/2052(A)(B) | 584 | 574 |
| &nbsp;&nbsp;&nbsp;TTAN, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B) | 698 | 671 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.215%, 08/15/2050 | 250 | 242 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 12/15/2050 | 250 | 243 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642%, 11/25/2059(B) | 79 | 77 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-INV3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, 11/25/2059(A)(B) | 122 | 119 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.417%, 01/25/2060(B) | 34 | 33 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.502%, 05/25/2065(B) | 168 | 161 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.052%, 01/25/2066(A)(B) | 395 | 351 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815%, 01/25/2066(A)(B) | $| 303 | $| 271 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-2, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) |  | 398 |  | 352 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R1, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 10/25/2063(A)(B) |  | 479 |  | 449 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R2, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918%, 02/25/2064(A)(B) |  | 569 |  | 522 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2021-R3, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 04/25/2064(A)(B) |  | 362 |  | 343 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.090%, 03/25/2036(A) |  | 69 |  | 66 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 07/15/2058 |  | 481 |  | 470 |
|  |  |  |  | 56434 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $80,946) ($ Thousands) |  |  |  | 76565 |
| **U.S. TREASURY OBLIGATIONS — 13.6%** | **U.S. TREASURY OBLIGATIONS — 13.6%** | **U.S. TREASURY OBLIGATIONS — 13.6%** | **U.S. TREASURY OBLIGATIONS — 13.6%** | **U.S. TREASURY OBLIGATIONS — 13.6%** |
| &nbsp;&nbsp;&nbsp;U.S. Cash Management Bill  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/03/2023 (D) |  | 1000 |  | 990 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.051%, 07/13/2023 (E) |  | 5000 |  | 4857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, 01/05/2023 (E) |  | 1325 |  | 1311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.294%, 01/26/2023 (E) |  | 2800 |  | 2765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.616%, 03/23/2023 (E) |  | 3125 |  | 3075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/02/2023 (D) |  | 3100 |  | 3049 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 03/15/2023  |  | 9700 |  | 9560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 04/15/2024  |  | 4675 |  | 4446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/15/2024  |  | 6375 |  | 6021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 05/15/2023  |  | 20905 |  | 20434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2023  |  | 3155 |  | 3039 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $60,317) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $60,317) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $60,317) ($ Thousands) |  | 59547 |
| **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** |
| **California — 0.4%** | **California — 0.4%** | **California — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.672%, 06/01/2023  |  | 1945 |  | 1898 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Connecticut — 0.2%** | **Connecticut — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;State of Connecticut, Ser A, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/01/2023  | $790 | $| 779 |
| **District of Columbia — 0.1%** | **District of Columbia — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;District of Columbia Water & Sewer Authority, Sub-Ser D-SUBORDINATE, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.672%, 10/01/2023  | 565 |  | 553 |
| **Illinois — 0.0%** | **Illinois — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Chicago, Transit Authority, Ser B, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.838%, 12/01/2023  | 145 |  | 141 |
| **Massachusetts — 0.3%** | **Massachusetts — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Massachusetts School Building Authority, Sub-Ser B, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.078%, 10/15/2023  | 1290 |  | 1269 |
| **New York — 2.0%** | **New York — 2.0%** |  |  |
| &nbsp;&nbsp;&nbsp;City of New York New York, Ser D-2, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 03/01/2023  | 1380 |  | 1364 |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser AAA, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.086%, 07/01/2023  | 2390 |  | 2339 |
| &nbsp;&nbsp;&nbsp;New York City Housing Development, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.324%, 01/01/2023  | 1410 |  | 1405 |
| &nbsp;&nbsp;&nbsp;New York City Transitional Finance Authority Building Aid Revenue, Sub-Ser S-1B, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.380%, 07/15/2023  | 2865 |  | 2780 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.267%, 03/15/2023  | 910 |  | 894 |
|  |  |  | 8782 |
| **South Carolina — 0.6%** | **South Carolina — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;South Carolina State, Public Service Authority, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.722%, 12/01/2023  | 2470 |  | 2463 |
| **Virginia — 0.2%** | **Virginia — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Virginia College Building Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.660%, 02/01/2023  | 835 |  | 833 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $17,019) ($ Thousands) |  |  | 16718 |
| **COMMERCIAL PAPER — 0.3%** | **COMMERCIAL PAPER — 0.3%** | **COMMERCIAL PAPER — 0.3%** | **COMMERCIAL PAPER — 0.3%** |
| &nbsp;&nbsp;&nbsp;Sony Capital |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, 09/06/2022 (E) | 1500 |  | 1500 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** |
| Total Commercial Paper |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,499) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,499) ($ Thousands) | $| 1500 |
|  | <br> Shares |  |  |
| **CASH EQUIVALENT — 0.1%** | **CASH EQUIVALENT — 0.1%** | **CASH EQUIVALENT — 0.1%** | **CASH EQUIVALENT — 0.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 368770 |  | 369 |
| Total Cash Equivalent |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $369) ($ Thousands) |  |  | 369 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **REPURCHASE AGREEMENT — 1.0%** | **REPURCHASE AGREEMENT — 1.0%** | **REPURCHASE AGREEMENT — 1.0%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.290%, dated 08/31/2022, to be repurchased on 09/1/2022, repurchase price $4,600,293 (collateralized by various U.S. Government Agency), <br>3.000% - 4.500%, 11/01/2044 - 08/01/2052, par value $1,000 - $4,160,607; with total market value of $4,692,000) (F) | $4600 | $4600 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,600) ($ Thousands) |  | 4600 |
| Total Investments in Securities — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $448,659) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $448,659) ($ Thousands)  | $437465 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (1) | Jan-2023 | $(111) | $(111) | $– |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (41) | Dec-2022 | (4806) | (4793) | 13 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (1) | Dec-2022 | (136) | (136) | – |
|  |  |  | $(5053) | $(5040) | $13 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $438,245 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $180,012 ($ Thousands), representing 41.1% of the Net Assets of the Fund. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Zero coupon security.  |
| (E) | Interest rate represents the security's effective yield at the time of purchase. |
| (F) | Tri-Party Repurchase Agreement. |

---

---

| |
|:---|
| ABS — Asset-Backed Security |
| ARM — Adjustable Rate Mortgage |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| FREMF— Freddie Mac Multi-Family |
| GMAC — General Motors Acceptance Corporation |
| GNMA — Government National Mortgage Association |

---

---

| |
|:---|
| GO — General Obligation |
| ICE— Intercontinental Exchange |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| MTN — Medium Term Note |
| PLC — Public Limited Company |
| RB — Revenue Bond |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFRINDX — Custom SOFR Index |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| TSFR1M — Term Secured Overnight Financing Rate 1 Month |
| TSFR3M - Term Secured Overnight Financing Rate 3 Months |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 164364 |  | 164364 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 113802 |  | 113802 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 76565 |  | 76565 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 59547 |  | 59547 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 16718 |  | 16718 |
| &nbsp;&nbsp;&nbsp;Commercial Paper |  | 1500 |  | 1500 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 369 |  |  | 369 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement | – | 4600 |  | 4600 |
| Total Investments in Securities | 369 | 437096 |  | 437465 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Ultra Short Duration Bond Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 13 |  |  | 13 |
| Total Other Financial Instruments | 13 |  |  | 13 |

---

\* Futures contracts are valued at the unrealized appreciation on the instrument.

For more 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.

The following is a summary of the transactions with affiliates for the period ended August 31, 2022:

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;693 | $&nbsp;&nbsp;&nbsp;&nbsp;97189 | $&nbsp;&nbsp;&nbsp;&nbsp;(97513) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;368770 | $&nbsp;&nbsp;&nbsp;&nbsp;10 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 92.9%** | **GLOBAL BONDS — 92.9%** | **GLOBAL BONDS — 92.9%** |
| **Angola — 1.3%** | **Angola — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Angola Via Avenir II BV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.447%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (A) | $3312 | $3312 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 11/12/2025  | 465 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048  | 5113 | 3896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048 (B) | 590 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032  | 2917 | 2386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032 (B) | 5249 | 4293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028 (B) | 2425 | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028  | 1796 | 1555 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049 (B) | 1181 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049  | 572 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/26/2029  | 2180 | 1806 |
| &nbsp;&nbsp;&nbsp;Republic of Angola Via Avenir Issuer II Ireland DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.927%, 02/19/2027  | 3907 | 3536 |
|  |  | 25091 |
| **Argentina — 1.3%** | **Argentina — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/09/2029 (C) | 15071 | 3954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/09/2023 (C) | 3853 | 1080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 07/09/2023 (C) | 35053 | 7882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/09/2029  | 1627 | 377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 07/09/2023 (C) | 36209 | 8600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2029  | 13 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/09/2030  | 407 | 86 |
| &nbsp;&nbsp;&nbsp;Provincia de Buenos Aires MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2023 (C) | 977 | 219 |
| &nbsp;&nbsp;&nbsp;Provincia de Cordoba  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/10/2025 (B)(C) | $721 | 542 |
| &nbsp;&nbsp;&nbsp;Rio Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/01/2025 (B) | 372 | 249 |
| &nbsp;&nbsp;&nbsp;YPF  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/04/2024 (B) | 726 | 605 |
|  |  | 23597 |
| **Armenia — 0.0%** | **Armenia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Armenia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/02/2031  | 1247 | 897 |
| **Azerbaijan — 1.1%** | **Azerbaijan — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Azerbaijan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/01/2029  | 3222 | 3013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2032  | 1205 | 1040 |
| &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026 (B) | 1774 | 1867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026  | 8079 | 8502 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;State Oil of the Azerbaijan Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | $4011 | $4143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | 340 | 351 |
| &nbsp;&nbsp;&nbsp;State Oil of the Azerbaijan Republic MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2023  | 1100 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2023  | 229 | 228 |
|  |  | 20242 |
| **Bahamas — 0.0%** | **Bahamas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Bahamas Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/21/2028  | 1370 | 880 |
| **Bahrain — 0.5%** | **Bahrain — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 09/16/2032  | 5975 | 5108 |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/25/2028  | 1254 | 1138 |
| &nbsp;&nbsp;&nbsp;CBB International Sukuk Programme WLL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/18/2029 (B) | 1359 | 1201 |
| &nbsp;&nbsp;&nbsp;Oil and Gas Holding BSCC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028 (B) | 810 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028  | 300 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/07/2024 (B) | 304 | 309 |
|  |  | 8918 |
| **Belarus — 0.1%** | **Belarus — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of the Republic of Belarus JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/02/2024  | 1896 | 304 |
| &nbsp;&nbsp;&nbsp;Republic of Belarus International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/28/2023 (B) | 2423 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/28/2023  | 200 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.378%, 02/24/2031 (B) | 1061 | 196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/24/2026  | 2270 | 454 |
|  |  | 1636 |
| **Belize — 0.0%** | **Belize — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Belize Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.938%, 02/20/2038  | 94 | 47 |
| **Benin — 0.2%** | **Benin — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Benin Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/19/2052  | 115 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 01/22/2035  | 581 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032 (B) | 3509 | 2638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032  | 156 | 117 |
|  |  | 3262 |
| **Bermuda — 0.4%** | **Bermuda — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032 (B) | $1808 | 1820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032  | 592 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2029  | 2968 | 2982 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.717%, 01/25/2027  | $1048 | $1026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/20/2050  | 1013 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/20/2030  | 532 | 447 |
|  |  | 7615 |
| **Brazil — 6.7%** | **Brazil — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/31/2050 (B) | 2392 | 1949 |
| &nbsp;&nbsp;&nbsp;Brazil Letras do Tesouro Nacional  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.710%, 01/01/2025 (D) | 51000 | 7549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, 07/01/2023 (D) | 23000 | 3993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.520%, 01/01/2024 (D) | 68174 | 11180 |
| &nbsp;&nbsp;&nbsp;Brazil Loan Trust 1  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.477%, 07/24/2023 (B) | $321 | 317 |
| &nbsp;&nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028  | 1296 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028  | 994 | 967 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Ser B  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2045  | 435 | 332 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Ser F  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2023  | 74831 | 14274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2025  | 84607 | 15640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2027  | 100021 | 18041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2029  | 73996 | 12970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2031  | 36818 | 6310 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional Serie F  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2033  | 6164 | 1062 |
| &nbsp;&nbsp;&nbsp;Brazilian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/07/2041  | $523 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/21/2047  | 2018 | 1667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/27/2045  | 3758 | 2892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/14/2050  | 3302 | 2390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2031  | 5892 | 5019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/06/2025  | 5034 | 4809 |
| &nbsp;&nbsp;&nbsp;Centrais Eletricas Brasileiras  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 02/04/2030 (B) | 232 | 208 |
| &nbsp;&nbsp;&nbsp;CSN Inova Ventures  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/28/2028 (B) | 800 | 759 |
| &nbsp;&nbsp;&nbsp;CSN Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/10/2031 (B) | 804 | 623 |
| &nbsp;&nbsp;&nbsp;Gol Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/31/2025 (B) | 1322 | 794 |
| &nbsp;&nbsp;&nbsp;Iochpe-Maxion Austria GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/07/2028 (B) | 866 | 742 |
| &nbsp;&nbsp;&nbsp;MC Brazil Downstream Trading SARL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031 (B) | 1867 | 1561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031  | 420 | 351 |
| &nbsp;&nbsp;&nbsp;Minerva Luxembourg  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/18/2031 (B) | 462 | 385 |
| &nbsp;&nbsp;&nbsp;MV24 Capital BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.748%, 06/01/2034 (B) | 571 | 525 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Nexa Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/04/2027 (B) | $4041 | $3878 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/16/2047  | 572 | 574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029  | 406 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2030  | 687 | 644 |
|  |  | 124520 |
| **Cameroon — 0.0%** | **Cameroon — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Cameroon International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 07/07/2032  | 823 | 589 |
| **Cayman Islands — 0.1%** | **Cayman Islands — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Neon Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.216%, 01/06/2028 (A) | 314610 | 1792 |
| **Chile — 1.8%** | **Chile — 1.8%** |  |
| &nbsp;&nbsp;&nbsp;ALFA Desarrollo SPA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/27/2051 (B) | $353 | 254 |
| &nbsp;&nbsp;&nbsp;ATP Tower Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 04/27/2026 (B) | 381 | 334 |
| &nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/12/2027 (B) | $1691 | 1594 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 09/01/2030  | 903412 | 999 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2043  | 570000 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 (B) | 1565000 | 1632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2035  | 580000 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/01/2030 (B) | 2110000 | 2137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2026  | 1530000 | 1586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2033 (B) | 625000 | 499 |
| &nbsp;&nbsp;&nbsp;Cencosud  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/17/2027 (B) | $2283 | 2202 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/07/2042  | 951 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2052  | 625 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/30/2042  | 1368 | 1061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/31/2034  | 336 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/21/2071  | 4642 | 2946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041  | 605 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/22/2061  | 730 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/31/2027  | 2052 | 1900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 07/27/2033  | 10125 | 8116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/31/2031  | 378 | 319 |
| &nbsp;&nbsp;&nbsp;Empresa de los Ferrocarriles del Estado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 09/14/2061  | 500 | 355 |
| &nbsp;&nbsp;&nbsp;Empresa de Transporte de Pasajeros Metro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/07/2030 (B) | 217 | 201 |
| &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/16/2031 (B) | 504 | 423 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2031 (B) | $234 | $212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050 (B) | 669 | 487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 01/14/2030  | 750 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/30/2029  | 1050 | 926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/30/2029 (B) | 390 | 344 |
|  |  | 32855 |
| **China — 5.2%** | **China — 5.2%** |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/09/2061  | 208 | 134 |
| &nbsp;&nbsp;&nbsp;Blossom Joy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100% (A)(E) | 243 | 231 |
| &nbsp;&nbsp;&nbsp;China Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/14/2050  | 8700 | 1412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 04/12/2051  | 3800 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530%, 10/18/2051  | 16870 | 2633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 12/03/2027  | 61730 | 9332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.270%, 11/19/2030  | 80930 | 12247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 10/22/2025  | 54100 | 8038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.010%, 05/13/2028  | 2000 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.910%, 10/14/2028  | 5000 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.890%, 11/18/2031  | 64850 | 9544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.880%, 11/05/2023  | 37000 | 5429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/04/2027  | 72270 | 10690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/24/2029  | 4700 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 05/15/2032  | 2160 | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/17/2032  | 1530 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 08/12/2026  | 6000 | 881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.240%, 05/25/2025  | 4000 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.990%, 04/09/2025  | 85700 | 12361 |
| &nbsp;&nbsp;&nbsp;China Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/19/2023  | $2175 | 2171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/26/2026 (B) | 2160 | 1996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 10/21/2025  | 1465 | 1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 10/21/2023  | 3830 | 3709 |
| &nbsp;&nbsp;&nbsp;China Minmetals Corp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% (A)(E) | 2559 | 2556 |
| &nbsp;&nbsp;&nbsp;Chinalco Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/03/2026  | 632 | 583 |
| &nbsp;&nbsp;&nbsp;Chinalco Capital Holdings Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100% (A)(E) | 307 | 304 |
| &nbsp;&nbsp;&nbsp;CNAC HK Finbridge  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/19/2027  | 575 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/22/2030  | 1021 | 868 |
| &nbsp;&nbsp;&nbsp;CNAC HK Finbridge Co Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/14/2028  | 361 | 357 |
| &nbsp;&nbsp;&nbsp;Dianjian Haiyu Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% (A)(E) | 205 | 204 |
| &nbsp;&nbsp;&nbsp;Dianjian International Finance Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600% (A)(E) | 448 | 449 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;ENN Clean Energy International Investment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/12/2026 (B) | $308 | $271 |
| &nbsp;&nbsp;&nbsp;Huarong Finance II MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/16/2025  | 311 | 288 |
| &nbsp;&nbsp;&nbsp;Leader Goal International MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% (A)(E) | 263 | 263 |
| &nbsp;&nbsp;&nbsp;Meituan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/28/2030  | 238 | 172 |
| &nbsp;&nbsp;&nbsp;Minmetals Bounteous Finance BVI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% (A)(E) | 1080 | 1051 |
| &nbsp;&nbsp;&nbsp;Powerchina Roadbridge Group British Virgin Islands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080% (A)(E) | 423 | 399 |
| &nbsp;&nbsp;&nbsp;Prosus NV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.061%, 07/13/2031 (B) | 1409 | 1046 |
| &nbsp;&nbsp;&nbsp;Shimao Group Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2026  | $2542 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 01/30/2025  | 2111 | 275 |
| &nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2018  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 01/08/2031 (F) | 1040 | 907 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.240%, 06/03/2050 (B) | 620 | 413 |
| &nbsp;&nbsp;&nbsp;Wanda Properties International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 01/29/2024  | 1217 | 876 |
| &nbsp;&nbsp;&nbsp;Wanda Properties Overseas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 12/05/2022  | 200 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/23/2023  | 244 | 200 |
|  |  | 98137 |
| **Colombia — 4.3%** | **Colombia — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;AI Candelaria Spain  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/15/2028 (B)(F) | 1453 | 1377 |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.850%, 06/28/2027  | 7914000 | 1609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.850%, 06/28/2027  | 994000 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/21/2024  | $288 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/18/2037  | 382 | 362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/18/2041  | 4004 | 3200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044  | 1555 | 1131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049  | 4851 | 3302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  | 4862 | 3264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029  | 3192 | 2786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2023  | 4586000 | 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/22/2042  | $4731 | 2963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/25/2027  | 725 | 649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2061  | 804 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/22/2032  | 4054 | 2991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031  | 1746 | 1317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/30/2030  | 1198 | 929 |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 07/24/2024  | 13754400 | 3052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/28/2042  | 6455600 | 1134 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/18/2030  | 7800300 | $1386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/26/2026  | 48073200 | 9476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/18/2034  | 28503600 | 4492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/26/2050  | 6253600 | 864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 41434200 | 6914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 1757100 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 06/30/2032  | 29893000 | 4833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/26/2025  | 13845700 | 2707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/09/2036  | 9621900 | 1339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/28/2028  | 22723100 | 3924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027  | 20080900 | 3504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2033  | 1516300 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/18/2029  | 1309400 | 768 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/29/2030  | $686 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/02/2051  | 504 | 337 |
| &nbsp;&nbsp;&nbsp;Empresas Publicas de Medellin ESP (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/08/2027  | 4600000 | 802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 09/10/2024  | 2224000 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 09/10/2024  | 1827000 | 369 |
| &nbsp;&nbsp;&nbsp;Financiera de Desarrollo Territorial Findeter  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024 (B) | 1408000 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024  | 1095000 | 228 |
| &nbsp;&nbsp;&nbsp;Geopark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/17/2027 (B) | $1438 | 1249 |
| &nbsp;&nbsp;&nbsp;Gran Tierra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/23/2027 (B) | 390 | 320 |
| &nbsp;&nbsp;&nbsp;Grupo Aval  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/04/2030 (B) | 1083 | 869 |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2028 (B) | 733 | 676 |
| &nbsp;&nbsp;&nbsp;SierraCol Energy Andina LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2028 (B) | 1819 | 1338 |
|  |  | 80943 |
| **Costa Rica — 0.2%** | **Costa Rica — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Costa Rica Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044  | 780 | 680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044  | 732 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/19/2031  | 2401 | 2247 |
|  |  | 3565 |
| **Côte d'Ivoire — 0.5%** | **Côte d'Ivoire — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/17/2040  | 2734 | 1982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048 (B) | 1859 | 1271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048  | 4364 | 2984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048  | 1137 | 777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2033  | $200 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/17/2031 (B) | 198 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/31/2032 (C) | $27 | 24 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/22/2030  | 1000 | 814 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/30/2032  | 520 | $395 |
|  |  | 8576 |
| **Czechia — 2.0%** | **Czechia — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/04/2036  | 12390 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/23/2029  | 134160 | 4801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2028  | 293280 | 10496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 09/17/2025  | 167370 | 6261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/13/2033  | 71520 | 2252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/14/2025  | 137070 | 5015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/13/2031  | 38160 | 1176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/26/2026  | 77590 | 2710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 05/15/2030  | 47180 | 1449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/10/2027  | 29920 | 989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050%, 11/29/2029  | 62880 | 1816 |
|  |  | 37448 |
| **Dominican Republic — 1.4%** | **Dominican Republic — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 06/05/2026  | 24700 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044  | $2024 | 1842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044 (B) | 587 | 534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/27/2045  | 2518 | 2132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2048  | 6323 | 5084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/05/2049  | 1762 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033 (B) | 2273 | 1980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033  | 4733 | 4123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2060  | 3748 | 2649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/22/2029  | 1603 | 1462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/21/2041  | 2025 | 1499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030  | 2744 | 2300 |
|  |  | 25439 |
| **Ecuador — 0.8%** | **Ecuador — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Ecuador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.388%, 07/31/2030 (D) | 100 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.262%, 07/31/2030 (B)(D) | 2261 | 769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/31/2023 (B)(C) | 7293 | 3836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/31/2023 (C) | 679 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/31/2023 (B)(C) | 4432 | 1706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/31/2023 (C) | 16196 | 6232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/31/2023 (B)(C) | 5695 | 1993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/31/2023 (C) | 2334 | 817 |
|  |  | 15744 |
| **Egypt — 2.0%** | **Egypt — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Egypt Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.100%, 05/07/2029  | 21345 | 1011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.664%, 10/06/2030  | 7247 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.556%, 10/13/2027  | 17572 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.406%, 07/07/2027  | 24826 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.382%, 01/12/2031  | 5367 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.292%, 01/05/2028  | 28937 | 1297 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050  | $2020 | $1299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050 (B) | 1808 | 1163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049  | 1710 | 1085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049 (B) | 724 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048  | 1618 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048 (B) | 1140 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032 (B) | 2905 | 2037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032  | 5283 | 3704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.588%, 02/21/2028 (B) | 936 | 739 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047  | 5294 | 3371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047 (B) | 1381 | 879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 11/20/2059  | 874 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029 (B) | 910 | 716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029  | 1133 | 891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/16/2061 (B) | 2122 | 1232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033  | 3976 | 2693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033 (B) | 2493 | 1689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.053%, 01/15/2032 (B) | 1551 | 1084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031 (B) | 1498 | 1009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031  | 2820 | 1900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/16/2031  | $1314 | 894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027  | 642 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027 (B) | 740 | 578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/16/2030  | 1081 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025  | 633 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025 (B) | 325 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/16/2026  | 900 | 707 |
|  |  | 37183 |
| **El Salvador — 0.5%** | **El Salvador — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;El Salvador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/15/2052  | $9569 | 3504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/28/2029  | 1919 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/10/2032  | 1208 | 452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2041  | 1185 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2041 (B) | 755 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/20/2050  | 328 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/18/2027 (B) | 1014 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2025  | 4230 | 2105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2025 (B) | 1401 | 697 |
|  |  | 8606 |
| **Ethiopia — 0.0%** | **Ethiopia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Ethiopia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024  | 431 | 238 |
| &nbsp;&nbsp;&nbsp;Federal Democratic Republic of Ethiopia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024 (B) | 692 | 382 |
|  |  | 620 |
| **Gabon — 0.3%** | **Gabon — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Gabon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/24/2031 (B) | 4419 | 3285 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/06/2031 (B) | $1706 | $1262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/06/2031  | 366 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/12/2024 (B) | 699 | 641 |
|  |  | 5459 |
| **Georgia — 0.0%** | **Georgia — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Georgia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/22/2026  | 580 | 502 |
| **Ghana — 0.8%** | **Ghana — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Ghana Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030  | 5489 | 3938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030 (B) | 604 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/26/2051 (B) | 912 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/26/2051  | 200 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/07/2042  | 1946 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/07/2042 (B) | 1486 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/11/2061 (B) | 1817 | 622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/11/2061  | 1039 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.627%, 06/16/2049 (B) | 731 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 04/07/2034  | 4601 | 1630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/26/2027 (B) | 89 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/11/2035 (B) | 1175 | 415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/11/2035  | 1640 | 579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/07/2029  | 1521 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/07/2029 (B) | 450 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/16/2029  | 3054 | 1146 |
| &nbsp;&nbsp;&nbsp;Republic of Ghana Government Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.750%, 03/06/2023  | 2770 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.250%, 12/18/2023  | 5730 | 485 |
| &nbsp;&nbsp;&nbsp;Tullow Oil (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 05/15/2026  | $506 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/01/2025  | 1747 | 1385 |
|  |  | 14350 |
| **Guatemala — 0.5%** | **Guatemala — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;CT Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/03/2032 (B) | 1444 | 1246 |
| &nbsp;&nbsp;&nbsp;Guatemala Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2032  | 1382 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2032 (B) | 187 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/10/2029 (B) | 2962 | 2890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/01/2030  | 1211 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 10/07/2041  | 1714 | 1356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/03/2026  | 941 | 922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033  | 1055 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033 (B) | 320 | 259 |
|  |  | 10179 |
| **Honduras — 0.1%** | **Honduras — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Honduras Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/19/2027  | 479 | 407 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/24/2030  | $2043 | $1542 |
|  |  | 1949 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;NWD  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/18/2029  | 1026 | 861 |
| **Hungary — 0.9%** | **Hungary — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Hungary Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/24/2032  | 1801830 | 3295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028  | 1049560 | 2046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/28/2051  | 453050 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/22/2026  | 1555570 | 2870 |
| &nbsp;&nbsp;&nbsp;Hungary Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/16/2034  | $544 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/16/2029 (B) | 1395 | 1342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/16/2029  | 615 | 592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051  | 4848 | 3028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/22/2031  | 1898 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/05/2035  | 2232 | 1593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/17/2050  | 800 | 459 |
|  |  | 17717 |
| **India — 0.4%** | **India — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Adani Electricity Mumbai  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 02/12/2030 (B) | $720 | 595 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2030  | 1179 | 1051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/13/2031  | 1052 | 857 |
| &nbsp;&nbsp;&nbsp;Greenko Power II MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/13/2028  | 710 | 573 |
| &nbsp;&nbsp;&nbsp;Network i2i  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (A)(B)(E) | 290 | 277 |
| &nbsp;&nbsp;&nbsp;Power Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/23/2030 (B) | 786 | 709 |
| &nbsp;&nbsp;&nbsp;Reliance Industries (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052  | 986 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/12/2032  | 1175 | 996 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 05/31/2023  | 300 | 276 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources Finance II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.875%, 01/21/2024 (B) | 403 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/11/2025  | 760 | 586 |
|  |  | 7013 |
| **Indonesia — 6.4%** | **Indonesia — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/14/2052 (B) | 949 | 842 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032 (B) | 1605 | 1484 |
| &nbsp;&nbsp;&nbsp;Indonesia Asahan Aluminium Persero  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.757%, 11/15/2048  | 345 | 326 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.530%, 11/15/2028 (B) | $593 | $618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 05/15/2050 (B) | 1683 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 11/15/2023 (B) | 866 | 879 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/12/2035  | 2310 | 2975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/12/2035  | 400 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 01/17/2038  | 1710 | 2099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/11/2029  | 534 | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/31/2032 (F) | 1455 | 1371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/11/2028  | 2736 | 2661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 09/23/2061  | 2423 | 1771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 03/12/2051  | 1640 | 1255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/14/2030  | 4270 | 3936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 07/28/2031  | 2191 | 1882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 10/30/2031  | 1262 | 1009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 03/23/2034  | 755 | 558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 03/12/2033  | 1000 | 744 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/17/2042  | $3928 | 3933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2045  | 458 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2043  | 1563 | 1472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/14/2028  | 372 | 372 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 03/15/2029  | 53386000 | 3975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2031  | 81954000 | 6090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2024  | 58925000 | 4125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2034  | 25425000 | 1862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 04/15/2039  | 69773000 | 5183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2029  | 98767000 | 7100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2036  | 108493000 | 7884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/15/2024  | 126936000 | 8882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/15/2032  | 33735000 | 2330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 54500000 | 3782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/15/2038  | 23246000 | 1596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2040  | 44557000 | 3083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2042  | 24817000 | 1674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/15/2027  | 27100000 | 1844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030  | 25941000 | 1744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/15/2033  | 16461000 | 1069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2025  | 12559000 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031  | 18400000 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2032  | 102637000 | 6557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2027  | 42000000 | 2661 |
| &nbsp;&nbsp;&nbsp;Medco Bell Pte  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/30/2027 (B) | $626 | 553 |
| &nbsp;&nbsp;&nbsp;Minejesa Capital BV (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/10/2037  | 1448 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/10/2030  | 582 | 531 |
| &nbsp;&nbsp;&nbsp;Pertamina Persero  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/09/2031 (B) | 3682 | 3044 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Pertamina Persero MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/30/2029 (B) | $985 | $928 |
| &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/06/2027 (B) | 1077 | 1088 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/05/2031 (B) | 1143 | 910 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048  | $1070 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/24/2042  | 1097 | 968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2047  | 710 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/05/2050 (B) | 355 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/05/2030  | 206 | 181 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048 (B) | 1015 | 967 |
|  |  | 118900 |
| **Iraq — 0.1%** | **Iraq — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Iraq Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028  | 1391 | 1158 |
| **Israel — 0.5%** | **Israel — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.275%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (A)(B) | 592 | 525 |
| &nbsp;&nbsp;&nbsp;Bank of Israel Bill - Makam  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.938%, 11/02/2022 (D) | 23881 | 7160 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/03/2120  | $1737 | 1581 |
| &nbsp;&nbsp;&nbsp;Leviathan Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/30/2030 (B) | 550 | 522 |
| &nbsp;&nbsp;&nbsp;State of Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 05/13/2060  | 269 | 229 |
|  |  | 10017 |
| **Jamaica — 0.1%** | **Jamaica — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Digicel Holdings Bermuda  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/25/2024 (B) | 790 | 757 |
| &nbsp;&nbsp;&nbsp;Digicel International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/25/2024 (B) | 650 | 622 |
|  |  | 1379 |
| **Jordan — 0.2%** | **Jordan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Jordan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 01/15/2028 (B) | 1431 | 1416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047  | 1120 | 918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047 (B) | 62 | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030 (B) | 850 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030  | 731 | 640 |
|  |  | 3769 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Kazakhstan — 1.5%** | **Kazakhstan — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/10/2022  | $880 | $876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/06/2031  | 1539 | 1197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/06/2031 (B) | 723 | 562 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044  | 1804 | 1524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044 (B) | 922 | 779 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/21/2045 (B) | 3895 | 3917 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 (B) | 1764 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048  | 350 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (B) | 3294 | 2707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030  | 1549 | 1444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (B) | 1295 | 1207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030  | 6045 | 5636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/24/2025 (B) | 985 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033  | 1830 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033 (B) | 384 | 302 |
| &nbsp;&nbsp;&nbsp;KazTransGas JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027 (B) | 1219 | 1106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027  | 308 | 279 |
| &nbsp;&nbsp;&nbsp;Tengizchevroil Finance International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2030 (B) | 630 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/15/2025  | 1594 | 1381 |
|  |  | 27570 |
| **Kenya — 0.4%** | **Kenya — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Kenya Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/28/2048  | 1237 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032  | 3632 | 2687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032 (B) | 437 | 323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027  | 2729 | 2156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027 (B) | 423 | 334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 06/24/2024 (B) | 1005 | 875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 01/23/2034  | 768 | 524 |
|  |  | 7739 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Meglobal Canada ULC MTN MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/18/2030 (B) | 250 | 261 |
| &nbsp;&nbsp;&nbsp;NBK SPC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, U.S. SOFR + 1.050%, 09/15/2027 (A)(B) | 1000 | 894 |
| &nbsp;&nbsp;&nbsp;NBK Tier 1 Financing 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, CMTUSD6Y + 2.832% (A)(B)(E) | 693 | 642 |
|  |  | 1797 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Lebanon — 0.3%** | **Lebanon — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/17/2034 (G) | $11222 | $795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 05/17/2033 (G) | 3557 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/23/2027 (G) | 1116 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/29/2027 (G) | 3188 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 04/22/2024 (G) | 2000 | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/27/2023 (G) | 738 | 51 |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/12/2021 (G) | 23098 | 1506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/20/2028 (G) | 2671 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 05/25/2029 (G) | 2941 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 02/26/2030 (G) | 2063 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 11/27/2026 (G) | 2218 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/26/2023 (G) | 2645 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/09/2020 (G) | 8235 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/27/2022 (G) | 409 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 06/19/2020 (G) | 8161 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) | 5652 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) | 3411 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/14/2020 (G) | 10239 | 668 |
|  |  | 6261 |
| **Macao — 0.0%** | **Macao — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Studio City Finance (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2028  | 507 | 286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2025  | 119 | 76 |
|  |  | 362 |
| **Malaysia — 6.5%** | **Malaysia — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;1MDB Global Investments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  | 7000 | 6690 |
| &nbsp;&nbsp;&nbsp;1MDB Global Investments Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  | 6600 | 6307 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248%, 09/15/2028  | 4975 | 1193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, 09/30/2043  | 1200 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.921%, 07/06/2048  | 3873 | 905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762%, 04/07/2037  | 2775 | 653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.736%, 03/15/2046  | 1052 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696%, 10/15/2042  | 2300 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, 04/30/2029  | 1000 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.392%, 04/15/2026  | 5125 | 1179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.254%, 05/31/2035  | 18929 | 4238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, 06/30/2031  | 2000 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181%, 07/15/2024  | 25895 | 5881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050  | 3800 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.059%, 09/30/2024  | 17428 | 3954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 09/15/2025  | 49844 | 11310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906%, 07/15/2026  | 26876 | 6078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/30/2026  | 9147 | 2063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.899%, 11/16/2027  | 4402 | 990 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029  | 10218 | $2273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, 03/14/2025  | 12532 | 2836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034  | 44271 | 9547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/17/2023  | 42002 | 9462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 09/30/2022  | 4800 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 04/20/2023  | 24623 | 5536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040  | 30517 | 6291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.733%, 06/15/2028  | 29774 | 6619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582%, 07/15/2032  | 1000 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502%, 05/31/2027  | 9500 | 2104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.478%, 06/14/2024  | 9387 | 2106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031  | 33667 | 6783 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Investment Issue  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369%, 10/31/2028  | 2000 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/30/2034  | 5418 | 1193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 09/30/2026  | 14000 | 3169 |
| &nbsp;&nbsp;&nbsp;Malaysia Wakala Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 04/28/2031  | $1970 | 1752 |
| &nbsp;&nbsp;&nbsp;Petronas Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/21/2050  | 1931 | 1886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/21/2030  | 1790 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.480%, 01/28/2032  | 2421 | 2106 |
|  |  | 121087 |
| **Mexico — 9.5%** | **Mexico — 9.5%** |  |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/09/2024  | 23310 | 1061 |
| &nbsp;&nbsp;&nbsp;Banco Mercantil del Norte (B)(E) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470% (A) | $623 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967% (A) | 1569 | 1509 |
| &nbsp;&nbsp;&nbsp;Banco Nacional de Comercio Exterior SNC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A)(B) | 1777 | 1545 |
| &nbsp;&nbsp;&nbsp;Cemex (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/19/2029  | 622 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (A)(E) | 277 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/11/2031  | 782 | 659 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 11/25/2025  | 52305 | 2378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.264%, 02/15/2052 (B) | $1125 | 909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/14/2042 (B) | 570 | 473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/23/2027 (B) | 364 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029 (B) | 2843 | 2580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029  | 2267 | 2057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/26/2033  | 800 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.348%, 02/09/2031 (B) | 605 | 478 |
| &nbsp;&nbsp;&nbsp;FEL Energy VI Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2040 (B) | 275 | 208 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 12/05/2024  | 120907 | $6049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/31/2029  | 119482 | 5775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/18/2038  | 259923 | 12308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047  | 91207 | 4071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/29/2031  | 423345 | 19353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/13/2042  | 170924 | 7482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/03/2027  | 247313 | 11518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  | 47634 | 2121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  | 19946 | 888 |
| &nbsp;&nbsp;&nbsp;Mexican Udibonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/04/2025  | 211022 | 10598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/30/2028  | 141396 | 6977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2023  | 289187 | 14347 |
| &nbsp;&nbsp;&nbsp;Mexico City Airport Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2047 (B) | $1068 | 804 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2033  | 5203 | 4984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/27/2032 (F) | 999 | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/10/2048  | 578 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 08/14/2041  | 765 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.771%, 05/24/2061  | 7262 | 4816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2034  | 216 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.659%, 05/24/2031  | 4193 | 3476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/11/2030  | 820 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/12/2036  | 608 | 440 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/11/2040  | $859 | 860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110  | 3850 | 3290 |
| &nbsp;&nbsp;&nbsp;Minera Mexico  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/26/2050 (B) | 870 | 682 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050 (B) | 2359 | 1625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 5333 | 3674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.840%, 01/23/2030  | 1781 | 1447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.840%, 01/23/2030 (B) | 534 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032  | 11554 | 9022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035  | 7616 | 5465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2038  | 205 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/23/2029 (B) | 1111 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/02/2041  | 1481 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/23/2045  | 1020 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031  | 1757 | 1327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031 (B) | 727 | 549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/12/2028 (B) | 576 | 469 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 06/02/2029 (B) | 2987 | 2753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 2283 | 1440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 440 | 277 |
| &nbsp;&nbsp;&nbsp;Poinsettia Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/17/2031  | 7220 | 6570 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;United Mexican States MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/21/2045  | $| 676 | $632 |
|  |  |  | 178302 |
| **Mongolia — 0.3%** | **Mongolia — 0.3%** | **Mongolia — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Mongolia LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/23/2023 (B) |  | 1149 | 1120 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/07/2026  |  | 546 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 07/07/2031  |  | 200 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/07/2027  |  | 2155 | 1788 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/09/2024  |  | 2896 | 2947 |
|  |  |  | 6511 |
| **Morocco — 0.1%** | **Morocco — 0.1%** | **Morocco — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Morocco Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/11/2042  |  | 260 | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2050  |  | 1029 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2032  |  | 1542 | 1153 |
|  |  |  | 2033 |
| **Mozambique — 0.0%** | **Mozambique — 0.0%** | **Mozambique — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Mozambique International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 09/15/2023 (C) |  | 400 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 09/15/2023 (B)(C) |  | 355 | 250 |
|  |  |  | 532 |
| **Nigeria — 0.9%** | **Nigeria — 0.9%** | **Nigeria — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;IHS Netherlands Holdco BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 09/18/2027 (B) |  | 399 | 365 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.248%, 01/21/2049  |  | 524 | 369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.747%, 01/21/2031  |  | 303 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/16/2032  |  | 1402 | 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.696%, 02/23/2038 (B) |  | 852 | 544 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029  |  | 2665 | 2108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029 (B) |  | 4144 | 3278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/28/2051 (B) |  | 3933 | 2487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/28/2047 (B) |  | 1380 | 845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033 (B) |  | 1092 | 729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033  |  | 4206 | 2807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/28/2027 (B) |  | 610 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/28/2027  |  | 70 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/28/2028  |  | 2061 | 1489 |
|  |  |  | 16788 |
| **Oman — 0.7%** | **Oman — 0.7%** | **Oman — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Oman Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/25/2051  |  | 1349 | 1243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/28/2027  |  | 4931 | 5142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/17/2048  |  | 5007 | 4477 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/08/2047  | $| 300 | $262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/25/2031  |  | 1965 | 1981 |
|  |  |  | 13105 |
| **Pakistan — 0.4%** | **Pakistan — 0.4%** | **Pakistan — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/30/2025 (B) |  | 335 | 228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/31/2036  |  | 285 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027  |  | 1954 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027 (B) |  | 1073 | 660 |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/08/2051  |  | 470 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 04/08/2031  |  | 4223 | 2354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/08/2026 (B) |  | 3716 | 2311 |
|  |  |  | 7156 |
| **Panama — 1.2%** | **Panama — 1.2%** | **Panama — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Aeropuerto Internacional de Tocumen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 08/11/2061 (B) |  | 469 | 378 |
| &nbsp;&nbsp;&nbsp;AES Panama Generation Holdings SRL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/31/2030 (B) |  | 639 | 555 |
| &nbsp;&nbsp;&nbsp;Banco Nacional de Panama  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/11/2030 (B) |  | 1160 | 938 |
| &nbsp;&nbsp;&nbsp;Cable Onda  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030 (B) |  | 227 | 200 |
| &nbsp;&nbsp;&nbsp;Empresa de Transmision Electrica  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/02/2049 (B) |  | 873 | 719 |
| &nbsp;&nbsp;&nbsp;Panama Bonos del Tesoro  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.362%, 06/30/2031  |  | 2115 | 1840 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 04/01/2029  |  | 870 | 1061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 04/28/2034  |  | 699 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 01/26/2036  |  | 400 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050  |  | 3381 | 2681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056  |  | 2566 | 1983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/19/2063  |  | 2266 | 1711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053  |  | 360 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 07/23/2060  |  | 2324 | 1600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/16/2025  |  | 1420 | 1404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.298%, 01/19/2033  |  | 1656 | 1405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252%, 09/29/2032  |  | 4453 | 3461 |
|  |  |  | 21495 |
| **Papua New Guinea — 0.0%** | **Papua New Guinea — 0.0%** | **Papua New Guinea — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Papua New Guinea Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 10/04/2028  |  | 850 | 696 |
| **Paraguay — 0.4%** | **Paraguay — 0.4%** | **Paraguay — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Bioceanico Sovereign Certificate Ltd  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.742%, 06/05/2034 (D) |  | 2468 | 1624 |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/11/2044  |  | 1980 | 1840 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 03/13/2048  | $417 | $354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/30/2050  | 946 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/28/2031  | 1086 | 1045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, 01/29/2033  | 1410 | 1111 |
|  |  | 6765 |
| **Peru — 3.5%** | **Peru — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;ABY Transmission Sur  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2043 (B) | 310 | 314 |
| &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/14/2024 (B) | 5422 | 1399 |
| &nbsp;&nbsp;&nbsp;Inkia Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/09/2027 (B) | $487 | 463 |
| &nbsp;&nbsp;&nbsp;Kallpa Generacion  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/24/2026 (B) | 398 | 386 |
| &nbsp;&nbsp;&nbsp;Kallpa Generacion SA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/16/2027 (B) | 1197 | 1113 |
| &nbsp;&nbsp;&nbsp;Peru Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 4251 | 1037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/12/2028  | 2325 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 08/12/2032  | 31269 | 7087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029  | 13490 | 3182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 12040 | 2481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 08/12/2040  | 959 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/12/2023  | 1204 | 309 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 11/21/2033  | $540 | 693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 08/12/2026  | 18 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 08/12/2026  | 6280 | 1705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 30735 | 7501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 724 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037  | 4039 | 931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 02/12/2042  | 882 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/12/2028  | 13329 | 3252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029  | 15595 | 3679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 08/12/2024 (B) | 6317 | 1622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 11/18/2050  | $626 | 651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 1738 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/01/2030  | 170 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2072  | $299 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/10/2051  | 850 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 07/28/2121  | 3035 | 1893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2034  | 1931 | 1574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.844%, 06/20/2030  | 255 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 01/23/2031  | 9785 | 8334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 11/17/2036  | 1461 | 1048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/11/2033  | 3208 | 2385 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047  | $8816 | 6080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047 (B) | 1432 | 988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032  | 1799 | 1434 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032 (B) | $1695 | $1351 |
|  |  | 65610 |
| **Philippines — 0.8%** | **Philippines — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/29/2047  | 2366 | 2144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/26/2022  | 52000 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/02/2042  | $1115 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 07/06/2046  | 1110 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/2028  | 693 | 668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/06/2032  | 7171 | 6004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/28/2041  | 606 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.648%, 06/10/2031  | $2599 | 2150 |
|  |  | 14129 |
| **Poland — 2.2%** | **Poland — 2.2%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2027  | 18320 | 3433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2025  | 12260 | 2370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2028  | 23662 | 4192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2029  | 27414 | 4649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2024  | 7644 | 1524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2026  | 44147 | 8064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2027  | 18610 | 3292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032  | 56120 | 8208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/25/2030  | 25063 | 3661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/25/2026  | 15264 | 2506 |
|  |  | 41899 |
| **Qatar — 1.2%** | **Qatar — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Qatar Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/12/2051 (B) | $382 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 07/12/2041 (B) | 466 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031  | 3850 | 3357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031 (B) | 973 | 848 |
| &nbsp;&nbsp;&nbsp;Qatar Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103%, 04/23/2048 (B) | 1813 | 1945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103%, 04/23/2048  | 1583 | 1698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817%, 03/14/2049  | 4678 | 4827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817%, 03/14/2049 (B) | 333 | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050 (B) | 1261 | 1236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050  | 3250 | 3184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2030  | 4327 | 4349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2030 (B) | 287 | 288 |
|  |  | 22759 |
| **Romania — 2.5%** | **Romania — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/25/2032  | 36850 | 7021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 04/26/2023  | 2330 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/12/2029  | 18895 | 3351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/25/2029  | 4155 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/11/2034  | 3575 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 09/25/2023  | 970 | 195 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/28/2023  | 3930 | $796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/26/2028  | 5910 | 1029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/24/2030  | 4200 | 679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/25/2023  | 4865 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/28/2025  | 16080 | 2987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/24/2031  | 7895 | 1200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/24/2026  | 4730 | 836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2027  | 15580 | 2515 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/25/2027 (B) | $1074 | 1043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/15/2048  | 354 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051  | 2474 | 1706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051 (B) | 930 | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/27/2032 (B) | 1752 | 1413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.624%, 05/26/2030  | 590 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/27/2027 (B) | $542 | 488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/14/2041 (B) | 3215 | 1869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/02/2040 (B) | 452 | 262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033 (B) | 381 | 252 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/22/2044  | $312 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/03/2049  | 1781 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/11/2039  | 546 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/29/2035  | 1700 | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/07/2034  | 3142 | 2450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/08/2038 (B) | 1496 | 1051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050  | 3177 | 1884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050 (B) | 1556 | 923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/26/2028  | 377 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042 (B) | 773 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042  | 1290 | 752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/08/2030 (B) | 935 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/07/2028  | 982 | 828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.124%, 07/16/2031  | 166 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/28/2032  | 206 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033  | 2128 | 1407 |
|  |  | 46207 |
| **Russia — 1.2%** | **Russia — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC Via Gaz Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 02/06/2028 (B) | $684 | 342 |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC via Gaz Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.599%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.264% (B)(E) | 1233 | 463 |
| &nbsp;&nbsp;&nbsp;Russian Federal Bond - OFZ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 09/17/2031  | 148472 | 730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 02/03/2027  | 567929 | 2790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 03/23/2033  | 115299 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 03/16/2039  | 120219 | 591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650%, 04/10/2030  | 12078 | 59 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 05/10/2034  | 60340 | $296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 01/19/2028  | 1035010 | 5085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 08/16/2023  | 52160 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/30/2036  | 127961 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 05/23/2029  | 128287 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 07/23/2031  | 423320 | 2080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 03/14/2029  | 463192 | 2276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 07/18/2035  | 84790 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/16/2025  | 738130 | 3627 |
| &nbsp;&nbsp;&nbsp;Russian Foreign Bond - Eurobond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2029  | $4200 | 1974 |
| &nbsp;&nbsp;&nbsp;Vnesheconombank Via VEB Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025 (B) | 600 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 11/22/2025  | 240 | 11 |
|  |  | 22852 |
| **Saudi Arabia — 1.1%** | **Saudi Arabia — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.387%, 11/30/2046  | 1240 | 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.545%, 08/31/2036  | 992 | 867 |
| &nbsp;&nbsp;&nbsp;Global Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.602%, 06/17/2026  | 3876 | 3558 |
| &nbsp;&nbsp;&nbsp;KSA Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/17/2031 (B) | 2576 | 2301 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/24/2025  | 1108 | 1027 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/16/2039  | 1620 | 1522 |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/17/2049  | 2911 | 2894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/26/2046  | 2958 | 2760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/26/2046 (B) | 704 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/02/2061  | 1529 | 1172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/22/2030  | 1914 | 1845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/17/2051 (B) | 2160 | 1660 |
|  |  | 21263 |
| **Senegal — 0.2%** | **Senegal — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Senegal Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/13/2048  | 1037 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/08/2037  | 906 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028  | 1820 | 1537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028 (B) | 170 | 143 |
|  |  | 3021 |
| **Serbia — 0.2%** | **Serbia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Serbia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/15/2027  | 451 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  | $512 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/03/2033  | 406 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/26/2029  | 2518 | 1816 |
| &nbsp;&nbsp;&nbsp;Serbia International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 09/23/2036  | 1524 | 878 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Serbia Treasury Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/08/2028  | 31570 | $255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/11/2026  | 24780 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2032  | 14680 | 99 |
|  |  | 4256 |
| **South Africa — 6.4%** | **South Africa — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/01/2030  | $323 | 274 |
| &nbsp;&nbsp;&nbsp;Bidvest Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/23/2026 (B) | 528 | 483 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.314%, 07/23/2027  | 1785 | 1572 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.450%, 08/10/2028  | 1117 | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/10/2028  | 650 | 615 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 02/11/2025 (B) | 3690 | 3468 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.450%, 08/10/2028 (B) | 1284 | 1167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2033  | 52500 | 2228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/06/2023  | $1174 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/06/2023 (B) | 1100 | 1067 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 12/21/2026  | 203288 | 12524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 01/31/2040  | 99963 | 4812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 02/28/2035  | 289587 | 14406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 01/31/2044  | 181227 | 8397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 02/28/2048  | 202738 | 9330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2037  | 331953 | 15627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/31/2032  | 192471 | 9536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/31/2030  | 72850 | 3740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/28/2031  | 147868 | 6877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/28/2041  | 33672 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/31/2036  | 103805 | 4026 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 04/20/2052  | $2605 | 2161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 06/22/2048  | 570 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/16/2025  | 1067 | 1081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/22/2030  | 199 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/20/2032  | 5139 | 4574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/30/2049  | 6979 | 4967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 09/27/2047  | 899 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/12/2046  | 475 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 09/27/2027  | 690 | 650 |
| &nbsp;&nbsp;&nbsp;Sasol Financing USA LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/27/2028  | 540 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/27/2024  | 661 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/18/2026  | 532 | 495 |
|  |  | 120251 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Sri Lanka — 0.5%** | **Sri Lanka — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Sri Lanka Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 03/14/2029  | $2519 | $838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 03/28/2030  | 1701 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/14/2024  | 1445 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.825%, 07/18/2026 (B) | 1612 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.825%, 07/18/2026  | 800 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028 (B) | 7034 | 2335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028  | 3680 | 1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 06/28/2024  | 1840 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 05/11/2027  | 3486 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/18/2023  | 1124 | 377 |
|  |  | 8396 |
| **Supranational — 0.8%** | **Supranational — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Africa Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/28/2028 (B) | 2555 | 2198 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.798%, 05/17/2031 (B) | 301 | 247 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.994%, 09/21/2029 (B) | 543 | 477 |
| &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/27/2027 (B) | 1274 | 1197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031 (B) | 934 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031  | 430 | 368 |
| &nbsp;&nbsp;&nbsp;Inter-American Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/14/2023  | 134700000 | 9185 |
|  |  | 14471 |
| **Taiwan — 0.1%** | **Taiwan — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/22/2032  | $631 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2051  | 220 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  | 254 | 215 |
|  |  | 1011 |
| **Thailand — 2.6%** | **Thailand — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;GC Treasury Center MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/18/2051 (B) | 1054 | 815 |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, 03/13/2028  | 3000 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/22/2029  | 15000 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.775%, 06/25/2032  | 300593 | 9094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/20/2031  | 62000 | 1858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/16/2023  | 34000 | 952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/17/2036  | 268387 | 7651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/17/2038  | 126579 | 3479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 12/17/2028  | 30402 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/17/2046  | 4865 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/17/2023  | 167000 | 4649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/17/2026  | 13087 | 362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/17/2031  | 122008 | 3201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/17/2042  | 141323 | 3095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 12/17/2029  | 15000 | 390 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 06/17/2035  | 51336 | $1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585%, 12/17/2035  | 116002 | 2669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 12/17/2024  | 124000 | 3386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/12/2028  | 89293 | 2446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/17/2027  | 50000 | 1309 |
|  |  | 48124 |
| **Tunisia — 0.3%** | **Tunisia — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Tunisian Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026 (B) | 2441 | 1437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026  | 962 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/30/2025  | $628 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/30/2025 (B) | 194 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/17/2024  | 6046 | 3965 |
|  |  | 6460 |
| **Turkey — 1.4%** | **Turkey — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Aydem Yenilenebilir Enerji  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/02/2027 (B) | $972 | 722 |
| &nbsp;&nbsp;&nbsp;Export Credit Bank of Turkey  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/24/2024 (B) | 327 | 321 |
| &nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 02/24/2027 (B) | 4097 | 4041 |
| &nbsp;&nbsp;&nbsp;Turkey Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/18/2025  | 56008 | 4088 |
| &nbsp;&nbsp;&nbsp;Turkey Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 12/23/2023 (F) | $1210 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/17/2036  | 1313 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/14/2025  | 409 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/24/2028  | 1486 | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/14/2041  | 1091 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/15/2031  | 4335 | 3237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/22/2024  | 145 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/11/2047  | 869 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/17/2028  | 2826 | 2218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/09/2026  | 847 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/16/2043  | 4778 | 2730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/26/2026  | 2048 | 1751 |
| &nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/06/2026  | 967 | 811 |
| &nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam Fabrikalari AS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/14/2026 (B) | 725 | 672 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 06/21/2024 (B) | 632 | 597 |
|  |  | 27033 |
| **Uganda — 0.1%** | **Uganda — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Uganda Government Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.250%, 06/22/2034  | 5200000 | 1191 |
| **Ukraine — 0.5%** | **Ukraine — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;NAK Naftogaz Ukraine via Kondor Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/08/2026 (B) | $1334 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/19/2024  | 970 | 196 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;NPC Ukrenergo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2028 (B) | $| 1499 | $277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2028  |  | 400 | 74 |
| &nbsp;&nbsp;&nbsp;State Agency of Roads of Ukraine  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/24/2030  |  | 1456 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/24/2030 (B) |  | 554 | 99 |
| &nbsp;&nbsp;&nbsp;Ukraine Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.840%, 02/26/2025  | UAH | 92615 | 1324 |
| &nbsp;&nbsp;&nbsp;Ukraine Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 11/01/2030  | $| 846 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2027 (B) |  | 3051 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028 (B) |  | 3030 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028  |  | 1155 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2029  |  | 2093 | 411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/25/2034  |  | 2509 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.253%, 03/15/2035  |  | 1242 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031  |  | 8935 | 1667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031 (B) |  | 423 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/20/2028  | EUR | 1790 | 334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.258%, 08/01/2041 (A)(B) | $| 3182 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.258%, 08/01/2041 (A) |  | 800 | 237 |
|  |  |  | 8445 |
| **United Arab Emirates — 1.7%** | **United Arab Emirates — 1.7%** | **United Arab Emirates — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline LLC (B) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 11/02/2047  |  | 2286 | 2241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 11/02/2029  |  | 923 | 908 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/11/2047 (B) |  | 520 | 492 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/16/2050  |  | 628 | 569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051  |  | 970 | 752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051 (B) |  | 764 | 592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/16/2025  |  | 2472 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/02/2031  |  | 1640 | 1404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 06/02/2028  |  | 1810 | 1620 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/20/2028 (B) |  | 850 | 757 |
| &nbsp;&nbsp;&nbsp;DP World MTN (B) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 07/02/2037  |  | 245 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 09/25/2048  |  | 648 | 639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/30/2049  |  | 1207 | 1041 |
| &nbsp;&nbsp;&nbsp;DP World Crescent MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.848%, 09/26/2028  |  | 725 | 736 |
| &nbsp;&nbsp;&nbsp;DP World Salaam  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750% (A)(E) |  | 4046 | 4026 |
| &nbsp;&nbsp;&nbsp;Emirate of Dubai Government International Bonds MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/30/2043  |  | 670 | 620 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Finance Department Government of Sharjah MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/28/2050 (B) | $2246 | $1426 |
| &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040  | 5898 | 4925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040 (B) | 884 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (B) | 827 | 696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.160%, 03/31/2034  | 2116 | 1846 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/07/2028 (B) | 796 | 826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/21/2050  | 338 | 314 |
| &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.854%, 04/03/2026  | 1037 | 1002 |
|  |  | 30844 |
| **United Kingdom — 0.0%** | **United Kingdom — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Standard Chartered Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/18/2029 (B) | 3251000 | 234 |
| **United States — 0.6%** | **United States — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank MTN (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 04/19/2039  | 1563000 | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 48361000 | 3356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/18/2030 (A) | 117660000 | 7912 |
| &nbsp;&nbsp;&nbsp;Sagicor Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/13/2028 (B) | $712 | 670 |
|  |  | 12050 |
| **Uruguay — 0.5%** | **Uruguay — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/21/2031  | 19962 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050  | $260 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, 04/20/2055  | 2538 | 2550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/23/2031  | 5738 | 5874 |
|  |  | 9099 |
| **Uzbekistan — 0.2%** | **Uzbekistan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/19/2031  | 774 | 595 |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/20/2029  | 1819 | 1637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/25/2030  | 301 | 234 |
| &nbsp;&nbsp;&nbsp;Uzauto Motors AJ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/04/2026 (B) | 1269 | 1002 |
| &nbsp;&nbsp;&nbsp;Uzbekneftegaz JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/16/2028 (B) | 1187 | 872 |
|  |  | 4340 |
| **Venezuela — 0.2%** | **Venezuela — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Petroleos de Venezuela  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 05/17/2035 (G) | 3202 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 16821 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 7900 | 237 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | $1777 | $53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2026 (G) | 24577 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/12/2037 (G) | 1620 | 49 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/12/2027 (G) | 7825 | 235 |
| &nbsp;&nbsp;&nbsp;Venezuela Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 09/15/2027 (G) | 3400 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/07/2028 (G) | 4965 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 10/13/2024 (G) | 4151 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/13/2019 (G) | 7816 | 547 |
|  |  | 3460 |
| **Vietnam — 0.1%** | **Vietnam — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/07/2029 (B) | 1594 | 1312 |
| **Zambia — 1.0%** | **Zambia — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2025  | 528 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/01/2026  | 531 | 509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/15/2027  | 928 | 885 |
| &nbsp;&nbsp;&nbsp;Zambia Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 08/29/2026  | 2040 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 12/18/2027  | 8370 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 01/25/2031  | 23763 | 795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 01/25/2026  | 27670 | 1127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 06/28/2026  | 118640 | 4806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/28/2024  | 99750 | 5224 |
| &nbsp;&nbsp;&nbsp;Zambia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.970%, 07/30/2027  | $3476 | 2086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022  | 3663 | 2040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022 (B) | 1822 | 1015 |
|  |  | 19418 |
| Total Global Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,135,989) ($ Thousands) |  | 1737789 |
|  | <br> Shares |  |
| **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** | **AFFILIATED PARTNERSHIP — 0.1%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260% \*\*<sup>†</sup>(H) | 1833120 | 1833 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,833) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,833) ($ Thousands) | 1833 |
| Total Investments in Securities — 93.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,137,822) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,137,822) ($ Thousands)  | $1739622 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Korea 3-Year Bond | 32 | Sep-2022 | $2502 | $2476 | $(15) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;R186 Bond Future | 756 | Nov-2022 | $4922 | $4822 | $15 |
| &nbsp;&nbsp;R2030 Bond Future | 650 | Nov-2022 | 3483 | 3410 | 19 |
| &nbsp;&nbsp;R2032 Bond Future | 925 | Nov-2022 | 4686 | 4610 | 35 |
| &nbsp;&nbsp;R2035 Bond Future | 867 | Nov-2022 | 4489 | 4372 | (13) |
| &nbsp;&nbsp;R2037 Bond Future | 961 | Nov-2022 | 4738 | 4626 | (2) |
| &nbsp;&nbsp;R213 Bond Future | 623 | Nov-2022 | 3017 | 2938 | (8) |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 49 | Dec-2022 | 10237 | 10208 | (29) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 175 | Dec-2022 | 19502 | 19394 | (108) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 124 | Dec-2022 | 14597 | 14496 | (101) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 21 | Dec-2022 | 2876 | 2853 | (23) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 60 | Dec-2022 | 8977 | 8970 | (7) |
|  |  |  | 84026 | 83175 | (237) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro-BOBL | (50) | Sep-2022 | $(6662) | $(6188) | $93 |
| &nbsp;&nbsp;Euro-Bund | (107) | Sep-2022 | (17237) | (15921) | 374 |
| &nbsp;&nbsp;Euro-BUXL | (36) | Sep-2022 | (6612) | (5959) | 344 |
|  |  |  | (30511) | (28068) | 811 |
|  |  |  | $53515 | $55107 | $574 |

---

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Barclays PLC | 09/21/22 | USD | 951 | PHP | 53233 | $(4) |
| Barclays PLC | 09/06/22 | EUR | 510 | USD | 508 | (5) |
| Barclays PLC | 09/06/22 - 09/21/22 | EUR | 8636 | USD | 9219 | 526 |
| Barclays PLC | 09/21/22 | EUR | 10010 | USD | 9955 | (123) |
| Barclays PLC | 09/21/22 | EUR | 1346 | RON | 6808 | 56 |
| Barclays PLC | 09/21/22 | USD | 5303 | TRY | 100282 | 134 |
| Barclays PLC | 09/21/22 | USD | 7659 | RON | 35970 | (205) |
| Barclays PLC | 09/21/22 | USD | 7853 | PLN | 35700 | (267) |
| Barclays PLC | 09/21/22 | USD | 9365 | HUF | 3885110 | 309 |
| Barclays PLC | 09/21/22 | THB | 15440 | USD | 450 | 26 |
| Barclays PLC | 09/21/22 | USD | 18250 | EUR | 17833 | (296) |
| Barclays PLC | 09/21/22 | TRY | 25140 | USD | 1378 | 15 |
| Barclays PLC | 09/21/22 - 12/21/22 | TRY | 123331 | USD | 6104 | (296) |
| Barclays PLC | 09/21/22 | CZK | 247040 | USD | 10010 | (105) |
| Barclays PLC | 09/21/22 | CLP | 363932 | USD | 424 | 17 |
| Barclays PLC | 09/21/22 | HUF | 3980610 | USD | 9641 | (270) |
| Barclays PLC | 09/21/22 | COP | 15793288 | USD | 4089 | 527 |
| Barclays PLC | 09/22/22 | CNY | 856 | USD | 127 | 2 |
| BNP Paribas | 09/06/22 | ILS | 9446 | USD | 2799 | (42) |
| BNP Paribas | 09/19/22 - 09/26/22 | CNY | 28940 | USD | 4247 | 43 |
| BNP Paribas | 09/21/22 | MXN | 8021 | USD | 390 | (7) |
| Citigroup | 09/02/22 | USD | 1770 | BRL | 9400 | 45 |
| Citigroup | 09/02/22 | BRL | 13011 | USD | 2442 | (70) |
| Citigroup | 10/28/22 | USD | 1072 | EUR | 1072 | 10 |
| Citigroup | 09/06/22 - 09/21/22 | USD | 3514 | EUR | 3431 | (61) |
| Citigroup | 09/06/22 - 10/28/22 | EUR | 16123 | USD | 16804 | 566 |
| Citigroup | 09/21/22 | CLP | 1646933 | USD | 1919 | 80 |
| Citigroup | 09/06/22 - 09/21/22 | CLP | 15665002 | USD | 16582 | (918) |
| Citigroup | 09/19/22 | TWD | 8177 | USD | 274 | 4 |
| Citigroup | 12/21/22 | TWD | 119529 | USD | 3955 | (9) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Citigroup | 09/21/22 | USD | 641 | HUF | 257380 | $— |
| Citigroup | 09/21/22 | USD | 966 | RON | 4660 |  |
| Citigroup | 09/21/22 - 11/16/22 | USD | 1119 | UGX | 4419478 | 36 |
| Citigroup | 09/21/22 | EUR | 1359 | PLN | 6609 | 37 |
| Citigroup | 09/21/22 | SGD | 1360 | USD | 976 | 1 |
| Citigroup | 09/21/22 | USD | 1419 | CZK | 33900 | (31) |
| Citigroup | 09/21/22 | EUR | 1596 | RON | 8097 | 71 |
| Citigroup | 09/21/22 | USD | 2568 | KRW | 3302768 | (102) |
| Citigroup | 09/21/22 | EUR | 4143 | CZK | 102822 | 39 |
| Citigroup | 09/21/22 | USD | 6023 | INR | 483409 | 50 |
| Citigroup | 09/21/22 | PLN | 6409 | EUR | 1337 | (16) |
| Citigroup | 09/21/22 | USD | 7175 | PHP | 397006 | (114) |
| Citigroup | 09/21/22 | PLN | 8270 | USD | 1739 | (19) |
| Citigroup | 09/21/22 | USD | 9091 | THB | 309851 | (583) |
| Citigroup | 09/21/22 | USD | 1038 | PLN | 4990 | 23 |
| Citigroup | 09/21/22 | USD | 8801 | PLN | 38700 | (578) |
| Citigroup | 09/21/22 | USD | 10234 | COP | 43508614 | (420) |
| Citigroup | 09/21/22 | USD | 10485 | PEN | 39370 | (254) |
| Citigroup | 09/21/22 - 06/21/23 | USD | 10564 | EGP | 228166 | (565) |
| Citigroup | 09/21/22 | USD | 10688 | IDR | 156455699 | (149) |
| Citigroup | 09/21/22 | USD | 12337 | ZAR | 205670 | (289) |
| Citigroup | 09/21/22 | USD | 5528 | MXN | 114218 | 131 |
| Citigroup | 09/21/22 | USD | 10116 | MXN | 203870 | (16) |
| Citigroup | 09/21/22 | USD | 18728 | CLP | 17707810 | 1047 |
| Citigroup | 09/21/22 | USD | 5308 | CLP | 4441925 | (347) |
| Citigroup | 09/21/22 | RON | 1620 | USD | 338 | 2 |
| Citigroup | 09/21/22 | RON | 30355 | USD | 6247 | (44) |
| Citigroup | 09/21/22 | PEN | 95554 | USD | 25384 | 551 |
| Citigroup | 09/21/22 | CZK | 100437 | EUR | 3992 | (94) |
| Citigroup | 09/21/22 | HUF | 142610 | USD | 359 | 3 |
| Citigroup | 09/21/22 | CNY | 153705 | USD | 22777 | 451 |
| Citigroup | 09/21/22 | THB | 154252 | USD | 4462 | 227 |
| Citigroup | 09/21/22 - 11/10/22 | EGP | 184341 | USD | 9222 | (150) |
| Citigroup | 09/21/22 | MXN | 187400 | USD | 8944 | (341) |
| Citigroup | 09/21/22 | CZK | 206390 | USD | 8822 | 372 |
| Citigroup | 09/21/22 | INR | 355699 | USD | 4527 | 59 |
| Citigroup | 09/21/22 | ZAR | 506292 | USD | 30714 | 1055 |
| Citigroup | 09/21/22 - 11/16/22 | UGX | 4419478 | USD | 1146 | (9) |
| Citigroup | 09/21/22 | KRW | 4423755 | USD | 3537 | 233 |
| Citigroup | 09/21/22 | COP | 5852431 | USD | 1409 | 89 |
| Citigroup | 09/21/22 | COP | 29749705 | USD | 6581 | (130) |
| Citigroup | 09/21/22 | IDR | 59263456 | USD | 4034 | 43 |
| Citigroup | 09/22/22 | USD | 2787 | CNY | 19256 | 10 |
| Citigroup | 11/30/22 | EUR | 8537 | HUF | 3551505 | 51 |
| Citigroup | 12/21/22 | USD | 3285 | GHS | 27365 | (693) |
| Citigroup | 03/22/23 | NGN | 347490 | USD | 738 | (3) |
| Deutsche Bank | 09/21/22 | RON | 1804 | EUR | 355 | (17) |
| Goldman Sachs | 09/02/22 | USD | 11113 | BRL | 59333 | 339 |
| Goldman Sachs | 09/02/22 | USD | 2293 | BRL | 11673 | (40) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | 09/02/22 - 12/02/22 | BRL | 85120 | USD | 17000 | $706 |
| Goldman Sachs | 09/06/22 | BRL | 14291 | USD | 2744 | (12) |
| Goldman Sachs | 09/06/22 | EUR | 349 | USD | 355 | 4 |
| Goldman Sachs | 09/19/22 | USD | 548 | THB | 19968 |  |
| Goldman Sachs | 09/06/22 - 09/21/22 | USD | 12605 | THB | 441658 | (483) |
| Goldman Sachs | 09/06/22 - 09/21/22 | USD | 18235 | EUR | 18070 | (44) |
| Goldman Sachs | 09/08/22 - 09/21/22 | KRW | 10018959 | USD | 7965 | 484 |
| Goldman Sachs | 09/09/22 - 09/21/22 | USD | 25171 | ZAR | 403889 | (1510) |
| Goldman Sachs | 09/19/22 - 09/21/22 | USD | 4154 | CNY | 28687 | 12 |
| Goldman Sachs | 09/19/22 - 09/22/22 | CNY | 7526 | USD | 1112 | 19 |
| Goldman Sachs | 09/19/22 | THB | 9984 | USD | 273 | (1) |
| Goldman Sachs | 09/21/22 | USD | 32 | INR | 2531 |  |
| Goldman Sachs | 09/21/22 | USD | 1270 | PEN | 5003 | 30 |
| Goldman Sachs | 09/21/22 | USD | 1319 | CLP | 1362173 | 202 |
| Goldman Sachs | 09/21/22 | USD | 1517 | COP | 6745500 | 5 |
| Goldman Sachs | 09/21/22 - 10/18/22 | USD | 1809 | EGP | 36648 | 33 |
| Goldman Sachs | 09/21/22 - 05/17/23 | USD | 1558 | EGP | 29933 | (51) |
| Goldman Sachs | 09/21/22 | USD | 3393 | HUF | 1274661 | (219) |
| Goldman Sachs | 09/21/22 | USD | 3817 | KRW | 4912699 | (149) |
| Goldman Sachs | 09/21/22 - 12/09/22 | EUR | 4117 | RON | 20777 | 117 |
| Goldman Sachs | 09/21/22 | PEN | 5498 | USD | 1400 | (29) |
| Goldman Sachs | 09/21/22 | USD | 6367 | CZK | 152600 | (119) |
| Goldman Sachs | 09/21/22 | USD | 8817 | IDR | 128998457 | (128) |
| Goldman Sachs | 09/21/22 | USD | 3288 | MXN | 67712 | 67 |
| Goldman Sachs | 09/21/22 | USD | 9737 | MXN | 194913 | (80) |
| Goldman Sachs | 09/21/22 | PLN | 13152 | EUR | 2755 | (22) |
| Goldman Sachs | 09/21/22 | EUR | 5349 | PLN | 25777 | 92 |
| Goldman Sachs | 09/21/22 | EUR | 8001 | PLN | 37489 | (89) |
| Goldman Sachs | 09/21/22 | RON | 16318 | EUR | 3302 | (57) |
| Goldman Sachs | 09/21/22 | USD | 19176 | PLN | 83359 | (1463) |
| Goldman Sachs | 09/21/22 | PLN | 11280 | USD | 2480 | 83 |
| Goldman Sachs | 09/21/22 | PLN | 9570 | USD | 2006 | (27) |
| Goldman Sachs | 09/21/22 | TRY | 22386 | USD | 1220 | 6 |
| Goldman Sachs | 09/21/22 | USD | 24888 | SGD | 34197 | (371) |
| Goldman Sachs | 09/21/22 | CZK | 29194 | EUR | 1156 | (31) |
| Goldman Sachs | 09/21/22 | MXN | 24762 | USD | 1239 | 12 |
| Goldman Sachs | 09/21/22 | MXN | 15397 | USD | 738 | (25) |
| Goldman Sachs | 09/21/22 | CZK | 42616 | USD | 1820 | 76 |
| Goldman Sachs | 09/21/22 | ZAR | 212330 | USD | 12747 | 308 |
| Goldman Sachs | 09/21/22 | ZAR | 40180 | USD | 2346 | (7) |
| Goldman Sachs | 09/21/22 | PHP | 598683 | USD | 11316 | 668 |
| Goldman Sachs | 09/21/22 - 09/27/22 | INR | 1125053 | USD | 14335 | 202 |
| Goldman Sachs | 09/21/22 | CLP | 2551463 | USD | 3038 | 189 |
| Goldman Sachs | 09/21/22 | COP | 12589030 | USD | 3276 | 436 |
| Goldman Sachs | 09/21/22 | COP | 7972786 | USD | 1776 | (22) |
| Goldman Sachs | 09/21/22 - 12/21/22 | IDR | 81490908 | USD | 5441 | (46) |
| Goldman Sachs | 10/24/22 - 11/30/22 | EGP | 53856 | USD | 2542 | (87) |
| Goldman Sachs | 10/25/22 | RUB | 169305 | USD | 2337 | (263) |
| Goldman Sachs | 11/03/22 | USD | 1418 | VND | 33364871 |  |
| Goldman Sachs | 11/30/22 | ILS | 23353 | USD | 7160 | 103 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | 03/15/23 | NGN | 637150 | USD | 1333 | $(32) |
| HSBC | 09/02/22 | KRW | 1827721 | USD | 1410 | 44 |
| HSBC | 09/06/22 - 09/21/22 | USD | 3003 | THB | 108432 | (28) |
| HSBC | 09/12/22 | USD | 2730 | SGD | 3763 | (33) |
| HSBC | 09/21/22 | EUR | 530 | CZK | 13176 | 6 |
| HSBC | 09/21/22 | USD | 1732 | ZAR | 26956 | (153) |
| HSBC | 09/21/22 | EUR | 2651 | PLN | 12885 | 69 |
| HSBC | 09/21/22 | USD | 5289 | IDR | 79323078 | 54 |
| HSBC | 09/21/22 | MXN | 10623 | USD | 517 | (9) |
| HSBC | 09/21/22 | PLN | 28649 | EUR | 6067 | 20 |
| HSBC | 09/21/22 | PLN | 6395 | EUR | 1348 | (1) |
| HSBC | 09/21/22 | ZAR | 50401 | USD | 3102 | 150 |
| HSBC | 09/27/22 | USD | 1431 | INR | 114067 | 2 |
| HSBC | 10/04/22 | BRL | 13669 | USD | 2599 | (17) |
| HSBC | 10/18/22 | USD | 596 | EGP | 12111 | 7 |
| JPMorgan Chase Bank | 09/08/22 | USD | 1336 | KRW | 1803414 | 12 |
| JPMorgan Chase Bank | 09/02/22 - 11/21/22 | USD | 16413 | KRW | 21367686 | (447) |
| JPMorgan Chase Bank | 09/02/22 - 11/21/22 | USD | 27224 | BRL | 147808 | 1101 |
| JPMorgan Chase Bank | 09/12/22 - 11/21/22 | USD | 8032 | BRL | 41703 | (119) |
| JPMorgan Chase Bank | 09/12/22 - 11/21/22 | BRL | 64566 | USD | 13031 | 618 |
| JPMorgan Chase Bank | 09/02/22 - 11/21/22 | BRL | 21389 | USD | 4048 | (74) |
| JPMorgan Chase Bank | 09/06/22 | EUR | 3200 | USD | 3180 | (38) |
| JPMorgan Chase Bank | 09/06/22 | EUR | 6159 | USD | 6374 | 179 |
| JPMorgan Chase Bank | 09/06/22 - 09/22/22 | USD | 15606 | EUR | 15663 | 160 |
| JPMorgan Chase Bank | 09/06/22 - 09/22/22 | USD | 25873 | EUR | 25273 | (448) |
| JPMorgan Chase Bank | 09/09/22 | USD | 13165 | CNY | 90895 | 26 |
| JPMorgan Chase Bank | 09/06/22 - 12/05/22 | USD | 45923 | CNY | 311772 | (628) |
| JPMorgan Chase Bank | 09/06/22 - 11/14/22 | CNY | 247287 | USD | 36483 | 581 |
| JPMorgan Chase Bank | 12/08/22 | CNY | 89515 | USD | 12988 | (37) |
| JPMorgan Chase Bank | 10/07/22 | USD | 65 | COP | 290826 |  |
| JPMorgan Chase Bank | 09/07/22 - 09/12/22 | USD | 1566 | COP | 6837401 | (22) |
| JPMorgan Chase Bank | 09/07/22 - 10/07/22 | COP | 19658825 | USD | 4525 | 87 |
| JPMorgan Chase Bank | 09/08/22 - 09/23/22 | TWD | 85727 | USD | 2857 | 37 |
| JPMorgan Chase Bank | 09/08/22 - 09/21/22 | KRW | 2796975 | USD | 2139 | 49 |
| JPMorgan Chase Bank | 11/21/22 | KRW | 253617 | USD | 189 | (1) |
| JPMorgan Chase Bank | 09/09/22 | USD | 2146 | CNH | 14854 | 9 |
| JPMorgan Chase Bank | 09/09/22 | CNH | 21971 | USD | 3256 | 69 |
| JPMorgan Chase Bank | 09/12/22 | USD | 151 | CZK | 3521 | (7) |
| JPMorgan Chase Bank | 09/12/22 | USD | 308 | PEN | 1184 |  |
| JPMorgan Chase Bank | 09/12/22 | SGD | 3880 | USD | 2781 | (1) |
| JPMorgan Chase Bank | 09/12/22 | USD | 7296 | CLP | 7396321 | 976 |
| JPMorgan Chase Bank | 09/12/22 - 10/17/22 | USD | 10872 | HUF | 4048758 | (779) |
| JPMorgan Chase Bank | 09/12/22 - 09/21/22 | PEN | 20536 | USD | 5195 | (143) |
| JPMorgan Chase Bank | 09/12/22 | HUF | 24576 | USD | 63 | 2 |
| JPMorgan Chase Bank | 10/17/22 | HUF | 225425 | USD | 546 | (11) |
| JPMorgan Chase Bank | 09/12/22 | CLP | 6172288 | USD | 7425 | 522 |
| JPMorgan Chase Bank | 11/21/22 | CLP | 76659 | USD | 84 | (1) |
| JPMorgan Chase Bank | 09/14/22 - 09/30/22 | USD | 1478 | IDR | 22040096 | 7 |
| JPMorgan Chase Bank | 09/19/22 | USD | 256 | IDR | 3771039 | (2) |
| JPMorgan Chase Bank | 09/21/22 - 09/26/22 | IDR | 103918869 | USD | 7062 | 62 |
| JPMorgan Chase Bank | 09/14/22 - 09/30/22 | IDR | 352160550 | USD | 23584 | (137) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase Bank | 09/19/22 - 09/21/22 | THB | 74870 | USD | 2117 | $61 |
| JPMorgan Chase Bank | 09/19/22 | THB | 9984 | USD | 273 | (1) |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | ZAR | 512444 | USD | 30250 | 298 |
| JPMorgan Chase Bank | 09/19/22 - 11/14/22 | ZAR | 42088 | USD | 2434 | (25) |
| JPMorgan Chase Bank | 09/21/22 | USD | 296 | EGP | 5567 | (10) |
| JPMorgan Chase Bank | 09/21/22 | EUR | 674 | CZK | 16923 | 15 |
| JPMorgan Chase Bank | 09/21/22 | EUR | 703 | RON | 3555 | 30 |
| JPMorgan Chase Bank | 09/21/22 | EUR | 956 | PLN | 4586 | 12 |
| JPMorgan Chase Bank | 09/21/22 | USD | 1429 | INR | 113868 | 2 |
| JPMorgan Chase Bank | 09/21/22 | USD | 2393 | TRY | 44112 | (1) |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | USD | 2595 | MXN | 53722 | 65 |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | USD | 1563 | MXN | 31601 | (10) |
| JPMorgan Chase Bank | 09/21/22 | USD | 5659 | THB | 199458 | (182) |
| JPMorgan Chase Bank | 09/21/22 | USD | 5736 | SGD | 7875 | (90) |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | USD | 20309 | ZAR | 341282 | (402) |
| JPMorgan Chase Bank | 09/21/22 | PLN | 25931 | EUR | 5405 | (68) |
| JPMorgan Chase Bank | 09/21/22 - 11/07/22 | EGP | 27285 | USD | 1309 | (28) |
| JPMorgan Chase Bank | 09/21/22 | CZK | 8459 | EUR | 345 | 2 |
| JPMorgan Chase Bank | 09/21/22 | CZK | 68352 | EUR | 2713 | (67) |
| JPMorgan Chase Bank | 09/21/22 - 12/21/22 | TRY | 81688 | USD | 4087 | (145) |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | MXN | 58816 | USD | 2913 | 8 |
| JPMorgan Chase Bank | 09/21/22 - 11/14/22 | MXN | 23082 | USD | 1124 | (13) |
| JPMorgan Chase Bank | 10/17/22 - 10/18/22 | USD | 3537 | PHP | 200841 | 29 |
| JPMorgan Chase Bank | 10/11/22 | USD | 3419 | PHP | 189907 | (46) |
| JPMorgan Chase Bank | 10/17/22 | USD | 6447 | HUF | 2670186 | 160 |
| JPMorgan Chase Bank | 10/18/22 | PHP | 3558 | USD | 63 |  |
| JPMorgan Chase Bank | 10/18/22 | EGP | 26426 | USD | 1323 | 7 |
| JPMorgan Chase Bank | 10/27/22 | EUR | 380 | RSD | 45172 | 4 |
| JPMorgan Chase Bank | 10/28/22 | USD | 6660 | EUR | 6492 | (108) |
| JPMorgan Chase Bank | 10/28/22 | EUR | 28009 | USD | 28684 | 415 |
| JPMorgan Chase Bank | 10/28/22 | EUR | 380 | USD | 380 | (3) |
| JPMorgan Chase Bank | 10/28/22 | JPY | 252225 | USD | 1840 | 12 |
| JPMorgan Chase Bank | 11/14/22 | USD | 12 | RON | 61 |  |
| JPMorgan Chase Bank | 11/14/22 | PLN | 368 | USD | 80 | 3 |
| JPMorgan Chase Bank | 11/14/22 | PLN | 5600 | USD | 1169 | (10) |
| JPMorgan Chase Bank | 11/14/22 | USD | 84 | PLN | 401 |  |
| JPMorgan Chase Bank | 11/14/22 | USD | 14590 | PLN | 68048 | (259) |
| JPMorgan Chase Bank | 11/21/22 | USD | 3496 | CLP | 3138550 | (34) |
| JPMorgan Chase Bank | 11/30/22 | EUR | 701 | HUF | 289939 | 1 |
| JPMorgan Chase Bank | 12/21/22 | USD | 4681 | GHS | 40421 | (853) |
| JPMorgan Chase Bank | 02/09/23 | GHS | 2693 | USD | 283 | 35 |
| JPMorgan Chase Bank | 05/17/23 | USD | 5382 | EGP | 114466 | (402) |
| Merrill Lynch | 09/21/22 | USD | 2198 | CNY | 14780 | (51) |
| Merrill Lynch | 09/21/22 | USD | 2333 | COP | 9659240 | (154) |
| Merrill Lynch | 09/21/22 | USD | 9794 | IDR | 142671801 | (184) |
| Merrill Lynch | 09/21/22 | CNY | 45756 | USD | 6806 | 160 |
| Merrill Lynch | 09/21/22 | CNH | 45756 | USD | 6806 | 167 |
| Merrill Lynch | 09/21/22 | IDR | 16336010 | USD | 1080 | (21) |
| Merrill Lynch | 03/15/23 | NGN | 138229 | USD | 293 | (3) |
| Morgan Stanley | 09/06/22 - 09/22/22 | EUR | 19173 | USD | 19995 | 695 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Morgan Stanley | 09/08/22 | USD | 554 | THB | 20030 | $(5) |
| Morgan Stanley | 09/08/22 - 09/26/22 | TWD | 66563 | USD | 2216 | 25 |
| Morgan Stanley | 09/09/22 - 09/19/22 | CNY | 22285 | USD | 3296 | 61 |
| Morgan Stanley | 09/21/22 | ZAR | 20193 | USD | 1239 | 56 |
| Morgan Stanley | 09/09/22 - 09/19/22 | ZAR | 35381 | USD | 2047 | (28) |
| Morgan Stanley | 09/21/22 | EUR | 1102 | PLN | 5261 | 8 |
| Morgan Stanley | 09/21/22 | USD | 1205 | ZAR | 20623 | 3 |
| Morgan Stanley | 09/21/22 | USD | 1441 | ZAR | 24161 | (26) |
| Morgan Stanley | 09/21/22 | EUR | 2762 | CZK | 68222 | 12 |
| Morgan Stanley | 09/21/22 | PLN | 14775 | EUR | 3084 | (35) |
| Morgan Stanley | 09/21/22 | EGP | 30324 | USD | 1539 | (15) |
| Morgan Stanley | 09/21/22 | MXN | 33855 | USD | 1624 | (53) |
| Morgan Stanley | 09/26/22 | USD | 1392 | CNY | 9543 | (5) |
| Morgan Stanley | 10/18/22 | USD | 977 | EGP | 20271 | 33 |
| Standard Bank | 09/02/22 | USD | 904 | BRL | 4970 | 55 |
| Standard Bank | 09/06/22 | EUR | 37221 | USD | 39325 | 1889 |
| Standard Bank | 09/21/22 | USD | 556 | CLP | 520104 | 25 |
| Standard Bank | 09/21/22 | USD | 864 | COP | 3643670 | (42) |
| Standard Bank | 09/21/22 | USD | 1114 | INR | 87560 | (14) |
| Standard Bank | 09/21/22 | USD | 1703 | ZAR | 28750 | (19) |
| Standard Bank | 09/21/22 | USD | 1822 | ZMW | 33140 | 264 |
| Standard Bank | 09/21/22 | USD | 3362 | MXN | 67290 | (28) |
| Standard Bank | 09/21/22 | USD | 3432 | KRW | 4423713 | (129) |
| Standard Bank | 09/21/22 | USD | 5297 | IDR | 77317745 | (89) |
| Standard Bank | 09/21/22 | EGP | 6591 | USD | 334 | (3) |
| Standard Bank | 09/21/22 | PEN | 6920 | USD | 1798 |  |
| Standard Bank | 09/21/22 | USD | 7697 | CNY | 53184 | 28 |
| Standard Bank | 09/21/22 | MYR | 8143 | USD | 1838 | 16 |
| Standard Bank | 09/21/22 | USD | 9261 | EUR | 8591 | (613) |
| Standard Bank | 09/21/22 | USD | 1627 | THB | 59301 | 1 |
| Standard Bank | 09/21/22 | USD | 8707 | THB | 297109 | (549) |
| Standard Bank | 09/21/22 | USD | 3998 | PEN | 15422 | 9 |
| Standard Bank | 09/21/22 | USD | 6687 | PEN | 25708 | (6) |
| Standard Bank | 09/21/22 | ZAR | 11710 | USD | 708 | 22 |
| Standard Bank | 09/21/22 | USD | 12530 | PHP | 697044 | (131) |
| Standard Bank | 09/21/22 | ZMW | 12690 | USD | 707 | (92) |
| Standard Bank | 09/21/22 | SGD | 14100 | USD | 10226 | 118 |
| Standard Bank | 09/21/22 | MXN | 203801 | USD | 10162 | 65 |
| Standard Bank | 09/21/22 | MXN | 160110 | USD | 7836 | (96) |
| Standard Bank | 09/21/22 | INR | 421693 | USD | 5378 | 80 |
| Standard Bank | 09/21/22 | PHP | 475480 | USD | 8959 | 501 |
| Standard Bank | 09/21/22 | CLP | 348175 | USD | 407 | 18 |
| Standard Bank | 09/21/22 | CLP | 398942 | USD | 429 | (17) |
| Standard Bank | 09/21/22 | COP | 26184613 | USD | 6774 | 868 |
| Standard Bank | 09/21/22 | COP | 3673650 | USD | 809 | (20) |
| Standard Bank | 09/21/22 | IDR | 284779932 | USD | 18983 | (200) |
| Standard Bank | 12/02/22 | BRL | 9570 | USD | 1807 |  |
| Standard Bank | 12/21/22 | USD | 1855 | GHS | 15324 | (404) |
| Standard Bank | 12/21/22 | TWD | 119529 | USD | 3967 | 3 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Standard Bank | 12/21/22 | TWD | 118963 | USD | 3924 | $(21) |
| Standard Bank | 03/15/23 - 05/17/23 | NGN | 2137760 | USD | 4390 | (64) |
| Standard Chartered | 09/02/22 | BRL | 4996 | USD | 914 | (50) |
| Standard Chartered | 09/08/22 | USD | 811 | TWD | 24694 | 1 |
| Standard Chartered | 09/08/22 - 09/21/22 | USD | 1210 | KRW | 1626868 | 5 |
| Standard Chartered | 09/21/22 | THB | 585 | USD | 17 |  |
| Standard Chartered | 09/08/22 | THB | 20030 | USD | 548 | (1) |
| Standard Chartered | 09/19/22 | TWD | 8177 | USD | 274 | 5 |
| Standard Chartered | 09/22/22 | CNY | 26463 | USD | 3924 | 80 |
| Standard Chartered | 09/23/22 | USD | 3441 | MYR | 15404 | 7 |
| Standard Chartered | 11/17/22 | PHP | 42127 | USD | 748 | 2 |
| Standard New York | 09/21/22 | USD | 368 | CLP | 374976 | 51 |
| Standard New York | 09/21/22 | USD | 4177 | INR | 335000 | 32 |
| State Street | 09/06/22 | EUR | 2400 | USD | 2481 | 67 |
| State Street | 09/08/22 | USD | 1428 | TWD | 42733 | (23) |
| State Street | 09/21/22 | COP | 5762691 | USD | 1351 | 51 |
|  |  |  |  |  |  | $492 |

---

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** | **Credit Default Swap – Buy Protection** |
| **Reference Entity/ Obligation** | **Pay Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Depreciation<br> (Thousands)** |
| CDS ICE CHINA 6/20/2027 | 1.00% | Quarterly | 06/20/2027 | 24653 | $(289) | $(170) | $(119) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | 2.145% | Semi-Annually | 08/24/2030 | CLP | 616282 | $(196) | $– | $(196) |
| 1-DAY BRL - CETIP | 4.835% | Annually | 01/02/2024 | BRL | 30017 | (605) |  | (605) |
| 1-DAY BRL - CETIP | 5.715% | Annually | 01/02/2024 | BRL | 11232 | (203) |  | (203) |
| 1-DAY BRL - CETIP | 5.25% | Annually | 01/02/2023 | BRL | 15387 | (86) |  | (86) |
| 1-DAY BRL - CETIP | 6.61% | Annually | 01/02/2023 | BRL | 6301 | (30) |  | (30) |
| 1-DAY BRL - CETIP | 0.63% | Annually | 01/02/2023 | BRL | 7534 | (38) |  | (38) |
| 1-DAY BRL - CETIP | 4.43% | Annually | 01/02/2023 | BRL | 16859 | 99 |  | 99 |
| 1-DAY BRL - CETIP | 6.77% | Annually | 01/02/2023 | BRL | 8540 | (40) |  | (40) |
| 1-DAY BRL - CETIP | 9.255% | Annually | 01/02/2023 | BRL | 2474 | (9) |  | (9) |
| 1-DAY BRL - CETIP | 6.5% | Annually | 01/02/2024 | BRL | 6494 | (110) |  | (110) |
| 1-DAY BRL - CETIP | 5.9725% | Annually | 01/02/2024 | BRL | 10140 | (177) |  | (177) |
| 1-DAY BRL - CETIP | 5.56% | Annually | 01/02/2024 | BRL | 26364 | (498) |  | (498) |
| 1-DAY BRL - CETIP | 5.76% | Annually | 01/02/2024 | BRL | 12439 | (230) |  | (230) |
| 1-DAY BRL - CETIP | 5.65% | Annually | 01/02/2025 | BRL | 17121 | (475) |  | (475) |
| 1-DAY BRL - CETIP | 6.82% | Annually | 01/02/2025 | BRL | 4671 | (109) |  | (109) |
| 1-DAY BRL - CETIP | 6.77% | Annually | 01/02/2025 | BRL | 5570 | (132) |  | (132) |
| 1-DAY BRL - CETIP | 6.455% | Annually | 01/02/2025 | BRL | 4989 | (124) |  | (124) |
| BRL - 1-DAY OVERNIGHT BRAZIL INTERBANK DEPOSIT | 11.32% | Annually | 01/04/2027 | BRL | 18092 | (35) |  | (35) |
| 1-DAY BRL - CETIP | 7.45% | Annually | 01/02/2024 | BRL | 15514 | (212) |  | (212) |
| 1-DAY BRL - CETIP | 7.7325% | Annually | 01/02/2025 | BRL | 19516 | (358) |  | (358) |
| 1-DAY BRL - CETIP | 4.99% | Annually | 01/02/2024 | BRL | 11034 | (216) |  | (216) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | 2.26% FIXED | Semi-Annually | 03/16/2026 | CLP | 2687914 | $(537) | $– | $(537) |
| 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | 1.16% | Semi-Annually | 06/23/2025 | CLP | 3237689 | (684) |  | (684) |
| 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | 1.36% | Semi-Annually | 06/17/2025 | CLP | 2668591 | (547) |  | (547) |
| 2.33% | 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | Semi-Annually | 06/05/2030 | CLP | 1146740 | 345 |  | 345 |
| 8.37% FIXED | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 04/13/2024 | COP | 15931148 | 116 |  | 116 |
| 9.02% | 1-DAY IBRCOL | Quarterly | 08/11/2032 | COP | 2583585 | 18 |  | 18 |
| 7.14% | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 01/31/2027 | COP | 16045765 | 346 |  | 346 |
| 6.395% | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 01/06/2027 | COP | 460499 | 13 |  | 13 |
| 5.145% | 1-Day Mumbai Interbank Bid Rate - (MIBID) | Semi-Annually | 08/27/2026 | INR | 310000 | 160 |  | 160 |
| 5.148% | 1-Day Mumbai Interbank Bid Rate - (MIBID) | Semi-Annually | 09/02/2026 | INR | 300000 | 155 |  | 155 |
| 1-Day Mumbai Interbank Bid Rate - (MIBID) | 5.741% | Annually | 01/20/2024 | INR | 1300000 | (97) |  | (97) |
| 7.01% | 1-Day Mumbai Interbank Bid Rate - (MIBID) | Semi-Annually | 05/17/2027 | INR | 300000 | 107 |  | 107 |
| 28-DAY MXN - TIIE | 5.815% | Monthly | 04/06/2026 | MXN | 41751 | (204) |  | (204) |
| 7.64% | 28-DAY MXN - TIIE | Monthly | 01/01/2032 | MXN | 38803 | 135 |  | 135 |
| 6.82% | 28-DAY MXN - TIIE | Monthly | 09/10/2029 | MXN | 27850 | 142 |  | 142 |
| 6.9225% | 28-DAY MXN - TIIE | Monthly | 08/31/2029 | MXN | 58394 | 280 |  | 280 |
| 7.345% | 28-DAY MXN - TIIE | Monthly | 11/10/2031 | MXN | 23157 | 100 |  | 100 |
| 28-DAY MXN - TIIE | 6.45% | Monthly | 04/01/2025 | MXN | 45932 | (150) |  | (150) |
| 28-DAY MEXICAN INTERBANK RATE (TIIE) MXIBOR | 8.84211402% FIXED | Monthly | 05/29/2025 | MXN | 100000 | (50) | (6) | (44) |
| 3-Month PRIBOR | 7.5% | Quarterly | 12/21/2023 | CZK | 363029 | (29) |  | (29) |
| 1.26% FIXED | 3-Month (TAIBOR3-Month) | Quarterly | 07/18/2027 | TWD | 80000 | (3) |  | (3) |
| 10.65 FIXED | 6-MONTH BUBOR | Annually | 07/07/2024 | HUF | 2354950 | (281) |  | (281) |
| 6-MONTH BUBOR HUF | 9.981% | Semi-Annually | 08/04/2027 | HUF | 773120 | (84) |  | (84) |
| 6-MONTH BUBOR | 9.87% | Semi-Annually | 08/05/2027 | HUF | 457355 | (54) |  | (54) |
| 6-MONTH BUBOR | 9.48% | Semi-Annually | 08/16/2027 | HUF | 832507 | (126) |  | (126) |
| 6-MONTH HUF - BUBOR | 3.305% | Semi-Annually | 10/04/2031 | HUF | 539013 | (483) |  | (483) |
| 6-MONTH HUF - BUBOR | 3.69% | Semi-Annually | 11/11/2031 | HUF | 463175 | (384) |  | (384) |
| 6-MONTH HUF - BUBOR | 7.61% | Semi-Annually | 03/31/2024 | HUF | 1294498 | (296) |  | (296) |
| 6-MONTH HUF - BUBOR | 7.505% | Semi-Annually | 04/04/2024 | HUF | 2832028 | (618) |  | (618) |
| 6.88% | 6-MONTH PRIBOR | Semi-Annually | 09/01/2024 | CZK | 198757 | (7) |  | (7) |
| 1-Year 5.462% | 6-MONTH PRIBOR | Annually | 09/01/2027 | CZK | 79663 | (6) |  | (6) |
| 1-Year 5.415% | 6-MONTH PRIBOR | Annually | 12/21/2027 | CZK | 79663 | 21 |  | 21 |
| 6-MONTH POLAND WARSAW INTERBANK OFFER RATE | 5.49% FIXED | Annually | 06/24/2027 | PLN | 5541 | (30) |  | (30) |
| 6-MONTH WIBOR | 6.5% | Semi-Annually | 07/07/2027 | PLN | 6853 | 8 |  | 8 |
| 6-MONTH POLAND WARSAW INTERBANK OFFER RATE | 5.49% FIXED | Semi-Annually | 08/12/2027 | PLN | 8506 | 83 |  | 83 |
| 6.5% | 6-MONTH PLN - WIBOR | Annually | 03/28/2027 | PLN | 8506 | 84 |  | 84 |
| China 7-Day Reverse Repo Rate | 2.355% | Quarterly | 01/18/2027 | CNY | 23400 | 13 |  | 13 |
| 7.51% FIXED | 1-DAY CLP - SINACOFI CHILE INTERBANK RATE AVG | Semi-Annually | 04/13/2025 | CLP | 2122536 | 80 | – | 80 |
|  |  |  |  |  |  | $(6248) | $(6) | $(6242) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Continued)

A list of open OTC swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** |
| **Counterparty** | **Reference Entity/ Obligation** | **Pay Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Depreciation<br> (Thousands)** |
| JPMorgan Chase | CDX.EM.37.V1 06/20/2027 | 1.00% | Quarterly | 06/20/2027 | 3366 | $211 | $335 | $(124) |
| Goldman Sachs | CDX.EM.37.V1 6/20/2027 | 1.00% | Quarterly | 06/20/2027 | $3200 | 291 | 360 | (69) |
| Goldman Sachs | CDX.EM.37.V1 6/20/2027 | 1.00% | Quarterly | 06/20/2027 | 3289 | 299 | 365 | (66) |
|  |  |  |  |  |  | 801 | 1060 | (259) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Counterparty** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | 8.871% FIXED | FLOATING COVIBR OVERNIGHT | Quarterly | 11/16/2022 | COP | 9947349 | $69 | $– | $69 |
| Goldman Sachs | 1-DAY BRL - CETIP | 11.985% | Annually | 01/02/2023 | BRL | 3000 | 278 |  | 278 |
| Goldman Sachs | 1-DAY BRL - CETIP | 10.89% | Quarterly | 01/03/2023 | BRL | 6139 | 398 |  | 398 |
| Goldman Sachs | FLOATING CETIP DI INTERBANK DO | 12.80% FIXED | Annually | 01/01/2024 | BRL | 17591 | 19 |  | 19 |
| Goldman Sachs | BRAZIL CETIP DI INTERBANK DEPOSIT | 12.765% FIXED | Annually | 01/02/2024 | BRL | 73511 | 43 |  | 43 |
| Goldman Sachs | FLOAT CETIP DI INTERBANK | 12.82% FIXED | Annually | 01/02/2024 | BRL | 20523 | (3) |  | (3) |
| Goldman Sachs | BRAZIL CETIP DI INTERBANK DEPOSIT | 12.83% FIXED | Annually | 01/04/2024 | BRL | 73511 | 56 |  | 56 |
| Goldman Sachs | FLOATING CETIP DI INTERBANK DO | 12.93% FIXED | Annually | 02/01/2024 | BRL | 35182 | 51 |  | 51 |
| Goldman Sachs | 9.7225% FIXED | FLOATING COVIBR OVERNIGHT | Quarterly | 08/11/2024 | COP | 20406979 | 62 |  | 62 |
| Goldman Sachs | 9.7164% FIXED | FLOATING COVIBR OVERNIGHT | Quarterly | 08/12/2024 | COP | 22173931 | 70 |  | 70 |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.355% | Monthly | 05/21/2025 | MXN | 29801 | (105) |  | (105) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.205% | Monthly | 12/08/2025 | MXN | 21174 | (87) |  | (87) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.165% | Monthly | 03/05/2026 | MXN | 63199 | (272) |  | (272) |
| JPMorgan Chase | 28-DAY MXN - TIIE | 6.13% | Monthly | 06/18/2026 | MXN | 47000 | (213) |  | (213) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.381% | Monthly | 09/16/2026 | MXN | 35000 | (150) |  | (150) |
| Citibank | 5.87% FIXED | 6-Month MIBID | Semi-Annually | 02/04/2027 | INR | 760673 | 149 |  | 149 |
| Goldman Sachs | 6.96% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/24/2027 | INR | 275343 | (106) |  | (106) |
| Goldman Sachs | 7% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/27/2027 | INR | 386457 | (156) |  | (156) |
| Goldman Sachs | 7.4455% FIXED | CL-CLICP | Semi-Annually | 07/14/2027 | CLP | 6501500 | 24 |  | 24 |
| Goldman Sachs | 9.13% FIXED | COLOMBIA IBR OVERNIGHT RATE | Quarterly | 08/18/2027 | COP | 9947371 | 57 | – | 57 |
|  |  |  |  |  |  |  | $184 | $– | $184 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,871,158 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (B) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $254,865 ($ Thousands), representing 13.6% of the Net Assets of the Fund. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(C) Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

(D) Zero coupon security.

(E) Perpetual security with no stated maturity date.

(F) Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $1,767 ($ Thousands).

(G) Security is in default on interest payment.

(H) This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $1,833 ($ Thousands).

BRL — Brazilian Real <br> BUBOR— Budapest Interbank Offered Rate <br> CDI — Chess Depositary Interest

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Emerging Markets Debt Fund** (Concluded)

---

| |
|:---|
| CETIP— Central of Custody and Financial Settlement of Securities |
| CLICP — Sinacofi Chile Interbank Rate Avg |
| CLP — Chilean Peso |
| CNH — Chinese Yuan Offshore |
| CNY — Chinese Yuan Onshore |
| COP — Colombian Peso |
| CZK — Czech Koruna |
| DAC — Designated Activity Company |
| EGP — Egyptian Pound |
| EUR — Euro |
| GHS — Ghanaian Cedi |
| HKD — Hong Kong Dollar |
| HUF — Hungarian Forint |
| IBR — Interbank Rate |
| IBRCOL — Colombia IBR Overnight Interbank Reference Rate |
| ICE— Intercontinental Exchange |
| IDR — Indonesian Rupiah |
| ILS — Israeli New Sheckels |
| INR — Indian Rupee |
| JPY — Japanese Yen |
| JSC — Joint-Stock Company |
| KRW — Korean Won |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| L.P. — Limited Partnership |
| Ltd. — Limited |
| MIBID — Mumbai Interbank Bid Rate |
| MIBOR — Mumbai Interbank Overnight Rate |
| MTN — Medium Term Note |
| MXN — Mexican Peso |
| MYR — Malaysian Ringgit |
| NGN — Nigerian Naira |
| OTC — Over The Counter |
| PEN — Peruvian Nuevo Sol |
| PHP— Philippine Peso |
| PJSC — Public Joint-Stock Company |
| PLN — Polish Zloty |
| PRIBOR— Prague Interbank Offered Rate |
| RON — Romanian Leu |
| RSD — Serbian Dinar |
| RUB — Russian Ruble |
| SAR— Saudi Riyal |
| Ser — Series |
| SGD — Singapore Dollar |
| SOFR — Secured Overnight Financing Rate |

---

---

| |
|:---|
| THB — Thai Baht |
| TIIE — Interbank Equilibrium Interest Rate |
| TRY — Turkish Lira |
| TWD — Taiwan Dollar |
| UAH — Ukrainian Hryvnia |
| UGX — Ugandan Shilling |
| ULC — Unlimited Liability Company |
| USD — U.S. Dollar |
| UYU — Uruguayan Peso |
| WIBOR— Warsaw Interbank Offered Rate |
| ZAR — South African Rand |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Global Bonds |  | 1737789 |  | 1737789 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 1833 |  | 1833 |
| Total Investments in Securities |  | 1739622 |  | 1739622 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 880 |  |  | 880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (306) |  |  | (306) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 22625 |  | 22625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (22133) |  | (22133) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (119) |  | (119) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 2305 |  | 2305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (8547) |  | (8547) |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (259) |  | (259) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 1276 |  | 1276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (1092) |  | (1092) |
| Total Other Financial Instruments | 574 | (5944) |  | (5370) |

---

\* Futures contracts, forward contracts and swaps are valued at the unrealized appreciation (depreciation) on the instrument.

For information regarding 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.

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, L.P. | $&nbsp;&nbsp;&nbsp;&nbsp;8687 | $&nbsp;&nbsp;&nbsp;&nbsp;50049 | $&nbsp;&nbsp;&nbsp;&nbsp;(56903) | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;1833120 | $&nbsp;&nbsp;&nbsp;&nbsp;14 | $&nbsp;&nbsp;&nbsp;&nbsp;- |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Real Return Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 99.2%** | **U.S. TREASURY OBLIGATIONS — 99.2%** | **U.S. TREASURY OBLIGATIONS — 99.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/15/2025  | $12879 | $13303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/15/2027  | 8265 | 8826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2026  | 8262 | 8571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 01/15/2024  | 22862 | 22645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 01/15/2026  | 17491 | 17382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/15/2024  | 12771 | 12634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2025  | 20802 | 20538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/15/2027  | 16526 | 16247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2027  | 18203 | 17927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 01/15/2025  | 18956 | 18654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2024  | 20743 | 20425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2024  | 18487 | 18190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2025  | 15115 | 14787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2025  | 17181 | 16841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2025  | 1242 | 1218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2026  | 14200 | 13849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2026  | 17431 | 17066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2026  | 19703 | 19239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2027  | 20438 | 19834 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $312,392) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $312,392) ($ Thousands) | 298176 |
| Total Investments in Securities — 99.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $312,392) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $312,392) ($ Thousands)  | $298176 |

---

Percentages are based on Net Assets of $300,575 ($ Thousands).<br>

As of August 31, 2022, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.<br>

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.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 32.0%** | **CORPORATE OBLIGATIONS — 32.0%** | **CORPORATE OBLIGATIONS — 32.0%** |
| **Communication Services — 0.7%** | **Communication Services — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2027  | $2000 | $1820 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/01/2027 (A) | 700 | 621 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (A) | 2400 | 2242 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2025  | 915 | 936 |
| &nbsp;&nbsp;&nbsp;Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.152%, 03/20/2028 (A) | 1000 | 1006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.738%, 03/20/2025 (A) | 1134 | 1138 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/28/2024  | 1140 | 1124 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2030  | 770 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2027  | 640 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2025  | 705 | 688 |
|  |  | 10901 |
| **Consumer Discretionary — 0.8%** | **Consumer Discretionary — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 02/10/2024 (A) | 12395 | 11788 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 07/26/2027 (A) | 400 | 375 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 10/01/2023  | 1400 | 1357 |
|  |  | 13520 |
| **Consumer Staples — 3.0%** | **Consumer Staples — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 08/15/2027  | 895 | 822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.222%, 08/15/2024  | 860 | 840 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2025 (A) | 580 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2023 (A) | 745 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/15/2025 (A) | 520 | 492 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 10/01/2024  | 1445 | 1400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.547%, 10/01/2025  | 10550 | 9607 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/09/2027  | 695 | 693 |
| &nbsp;&nbsp;&nbsp;Fresenius US Finance II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2023 (A) | 955 | 953 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2027 (A) | 1125 | 1056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, 03/24/2024 (A) | 4375 | 4278 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 06/03/2024  | 8800 | 8364 |
| &nbsp;&nbsp;&nbsp;Imperial Brands Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/21/2025 (A) | 1035 | 1013 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;JBS USA LUX/ JBS USA Food/ JBS USA Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/01/2028 (A) | $| 520 | $519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (A) |  | 1025 | 891 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/15/2024  |  | 7575 | 7199 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2027  |  | 1400 | 1353 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/26/2023  |  | 4080 | 4086 |
|  |  |  | 44876 |
| **Energy — 1.6%** | **Energy — 1.6%** | **Energy — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 10/04/2023  |  | 11500 | 11070 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/01/2025  |  | 748 | 766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2024  |  | 250 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/15/2025  |  | 1000 | 982 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032  |  | 1089 | 850 |
| &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027  |  | 770 | 767 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/16/2024 (A) |  | 11985 | 11747 |
|  |  |  | 26432 |
| **Financials — 17.3%** | **Financials — 17.3%** | **Financials — 17.3%** |  |
| &nbsp;&nbsp;&nbsp;American Campus Communities Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2023  |  | 1505 | 1506 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/04/2025  |  | 2485 | 2372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/03/2023  |  | 11545 | 11155 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) |  | 920 | 902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.514%, 03/08/2024 (A) |  | 575 | 556 |
| &nbsp;&nbsp;&nbsp;Avolon Holdings Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2027 (A) |  | 990 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/21/2028 (A) |  | 580 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.528%, 11/18/2027 (A) |  | 133 | 109 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948%, U.S. SOFR + 2.040%, 07/22/2028 (B) |  | 465 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (B) |  | 2025 | 1958 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, U.S. SOFR + 1.150%, 06/19/2026 (B) |  | 8290 | 7542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, U.S. SOFR + 0.740%, 10/24/2024 (B) |  | 9200 | 8825 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/25/2025 (A) | $5510 | $5475 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 03/08/2024  | 10780 | 10504 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.430%, U.S. SOFR + 0.565%, 06/13/2025 (B) | 10845 | 10714 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/11/2025  | 10175 | 9948 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/07/2025  | 10660 | 10384 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.636%, U.S. SOFR + 1.290%, 03/03/2026 (B) | 995 | 943 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668%, ICE LIBOR USD 3 Month + 1.390%, 07/24/2028 (B) | 1805 | 1700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, U.S. SOFR + 1.528%, 03/17/2026 (B) | 1645 | 1588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.981%, U.S. SOFR + 0.669%, 05/01/2025 (B) | 8965 | 8438 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (A) | 6190 | 5961 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.442%, U.S. SOFR + 3.700%, 08/11/2028 (A)(B) | 1075 | 1054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)(B) | 770 | 667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.593%, U.S. SOFR + 1.560%, 09/11/2025 (A)(B) | 2210 | 2044 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/12/2024  | 987 | 948 |
| &nbsp;&nbsp;&nbsp;DNB Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.856%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.330%, 09/30/2025 (A)(B) | 1405 | 1300 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 09/20/2024 (A) | 10100 | 9299 |
| &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 10/07/2023 (A) | 7660 | 7377 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.212%, ICE LIBOR USD 3 Month + 0.380%, 05/05/2026 (B) | 330 | 314 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.925%, U.S. SOFR + 0.486%, 10/21/2024 (B) | 13525 | 12945 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.976%, U.S. SOFR + 0.708%, 05/24/2025 (B) | 5000 | 4661 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Huntington National Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.008%, U.S. SOFR + 1.205%, 05/16/2025 (B) | $7770 | $7723 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, U.S. SOFR + 1.640%, 03/28/2026 (B) | 1230 | 1199 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2027  | 1155 | 1137 |
| &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/12/2025 (A) | 5650 | 5284 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.851%, U.S. SOFR + 1.990%, 07/25/2028 (B) | 465 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B) | 11510 | 11458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 07/15/2025  | 8470 | 8405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 01/23/2025  | 2025 | 1992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, U.S. SOFR + 1.170%, 02/24/2028 (B) | 2595 | 2408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.969%, TSFR3M + 0.580%, 06/23/2025 (B) | 385 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.697%, U.S. SOFR + 0.580%, 03/16/2024 (B) | 2325 | 2282 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (B) | 2075 | 2047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (B) | 180 | 176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (B) | 620 | 548 |
| &nbsp;&nbsp;&nbsp;Macquarie Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)(B) | 920 | 917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(B) | 705 | 617 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.201%, U.S. SOFR + 0.694%, 10/14/2025 (A)(B) | 910 | 840 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/18/2026 (A) | 2500 | 2396 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.630%, U.S. SOFR + 0.940%, 02/18/2026 (B) | 465 | 442 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B) | 2775 | 2521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.791%, U.S. SOFR + 0.509%, 01/22/2025 (B) | 725 | 688 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529%, U.S. SOFR + 0.455%, 01/25/2024 (B) | $| 2745 | $2703 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (A)(B) |  | 335 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)(B) |  | 350 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 01/22/2024 (A) |  | 9170 | 8694 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)(B) |  | 1000 | 1000 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 06/06/2024 (A) |  | 12010 | 11829 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2023 (A) |  | 170 | 169 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 01/21/2025  |  | 11675 | 11014 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (B) |  | 410 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.373%, ICE LIBOR USD 3 Month + 1.080%, 01/05/2024 (B) |  | 355 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.089%, U.S. SOFR + 0.787%, 03/15/2025 (B) |  | 200 | 187 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.815%, 07/25/2025 (A) |  | 6135 | 6107 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/08/2024  |  | 9210 | 8993 |
| &nbsp;&nbsp;&nbsp;Trinity Acquisition  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/15/2023  |  | 860 | 859 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(B) |  | 385 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 08/05/2025 (A)(B) |  | 7460 | 7435 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B) |  | 2145 | 2008 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/24/2024  |  | 10785 | 10753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526%, U.S. SOFR + 1.510%, 03/24/2028 (B) |  | 3950 | 3731 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/15/2027  |  | 615 | 603 |
|  |  |  | 274794 |
| **Health Care — 1.6%** | **Health Care — 1.6%** | **Health Care — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2025  |  | 35 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/14/2023  |  | 550 | 549 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.868%, 12/01/2023  | $| 8655 | $8322 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/01/2025  |  | 465 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2024  |  | 610 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/15/2027 (A) |  | 1000 | 921 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/01/2024  |  | 1500 | 1492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 08/03/2023  |  | 675 | 655 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 09/15/2024  |  | 1170 | 1090 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  |  | 985 | 949 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.215%, 10/18/2024  |  | 10155 | 9606 |
|  |  |  | 24702 |
| **Industrials — 1.0%** | **Industrials — 1.0%** | **Industrials — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/16/2024  |  | 580 | 577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 255 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 650 | 601 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/01/2025  |  | 400 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 01/15/2027  |  | 770 | 676 |
| &nbsp;&nbsp;&nbsp;BAE Systems Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/15/2025 (A) |  | 625 | 605 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.433%, 02/04/2024  |  | 680 | 652 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 12/02/2024  |  | 910 | 855 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/15/2024  |  | 10840 | 10742 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/22/2023 (A) |  | 965 | 963 |
|  |  |  | 16276 |
| **Information Technology — 1.6%** | **Information Technology — 1.6%** | **Information Technology — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2024  |  | 9320 | 9243 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/15/2025  |  | 945 | 946 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 08/15/2027  |  | 1460 | 1446 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026  |  | 1865 | 1682 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2023  |  | 1145 | 1117 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/22/2027  |  | 1165 | 1145 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  | $| 9175 | $8597 |
|  |  |  | 24176 |
| **Materials — 0.2%** | **Materials — 0.2%** | **Materials — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Amcor Flexibles North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/17/2025  |  | 1165 | 1151 |
| &nbsp;&nbsp;&nbsp;Berry Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 02/15/2024  |  | 1415 | 1340 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.697%, 09/15/2022 (A) |  | 750 | 749 |
|  |  |  | 3240 |
| **Real Estate — 0.5%** | **Real Estate — 0.5%** | **Real Estate — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Camden Property Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 12/15/2022  |  | 1490 | 1488 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2023  |  | 2803 | 2767 |
| &nbsp;&nbsp;&nbsp;HCP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/01/2025  |  | 635 | 628 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/15/2024  |  | 1215 | 1188 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/01/2023  |  | 690 | 686 |
| &nbsp;&nbsp;&nbsp;SL Green Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/15/2022  |  | 210 | 210 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (A) |  | 465 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2024 (A) |  | 125 | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (A) |  | 625 | 605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/01/2026 (A) |  | 245 | 229 |
|  |  |  | 8384 |
| **Utilities — 3.7%** | **Utilities — 3.7%** | **Utilities — 3.7%** |  |
| &nbsp;&nbsp;&nbsp;American Electric Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.031%, 03/15/2024  |  | 5795 | 5613 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2025  |  | 1570 | 1533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2023 (A) |  | 500 | 498 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 11/01/2024 (C) |  | 8830 | 8787 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2024  |  | 7200 | 7166 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/27/2024  |  | 11020 | 11013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2027  |  | 1505 | 1411 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/15/2027 (A) |  | 505 | 472 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/01/2024 (A) |  | 1545 | 1537 |
| &nbsp;&nbsp;&nbsp;Monongahela Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/15/2024 (A) |  | 815 | 808 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.255%, 09/01/2024  | $| 7355 | $| 7359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 03/21/2024  |  | 745 |  | 732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 03/01/2023  |  | 1250 |  | 1228 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2024  |  | 7405 |  | 7388 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2024  |  | 2825 |  | 2755 |
|  |  |  |  | 58300 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $523,969) ($ Thousands) |  |  |  | 505601 |
| **U.S. TREASURY OBLIGATIONS — 29.9%** | **U.S. TREASURY OBLIGATIONS — 29.9%** | **U.S. TREASURY OBLIGATIONS — 29.9%** | **U.S. TREASURY OBLIGATIONS — 29.9%** | **U.S. TREASURY OBLIGATIONS — 29.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.828%, 01/19/2023 (D) |  | 13920 |  | 13756 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/31/2024  |  | 16310 |  | 16240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027  |  | 10810 |  | 10759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/15/2025  |  | 82564 |  | 81732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/31/2027  |  | 60 |  | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/31/2024  |  | 19040 |  | 18873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 05/15/2025  |  | 6000 |  | 5788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/31/2024  |  | 59580 |  | 57302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 03/31/2025  |  | 28000 |  | 25951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 04/15/2024  |  | 89795 |  | 85396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/15/2024  |  | 93550 |  | 88350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 12/15/2023  |  | 70500 |  | 67564 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $487,750) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $487,750) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $487,750) ($ Thousands) |  | 471771 |
| **MORTGAGE-BACKED SECURITIES — 18.6%** | **MORTGAGE-BACKED SECURITIES — 18.6%** | **MORTGAGE-BACKED SECURITIES — 18.6%** | **MORTGAGE-BACKED SECURITIES — 18.6%** | **MORTGAGE-BACKED SECURITIES — 18.6%** |
| **Agency Mortgage-Backed Obligations — 9.7%** | **Agency Mortgage-Backed Obligations — 9.7%** | **Agency Mortgage-Backed Obligations — 9.7%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 02/28/2025 |  | 7815 |  | 7554 |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/21/2025 |  | 11005 |  | 10969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/30/2024 |  | 6275 |  | 6252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/01/2034 to 12/01/2034  |  | 5138 |  | 5051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/01/2030 to 01/01/2052  |  | 3862 |  | 3530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/01/2052 |  | 2657 |  | 2287 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, ICE LIBOR USD 12 Month + 1.488%, 03/01/2037(B) |  | 5 |  | 5 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2005-2922, Cl FE |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.641%, LIBOR USD 1 Month + 0.250%, 02/15/2035(B) |  | 542 |  | 538 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2005-2990, Cl LK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.761%, LIBOR USD 1 Month + 0.370%, 10/15/2034(B) | $678 | $678 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2006-3102, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.691%, LIBOR USD 1 Month + 0.300%, 01/15/2036(B) | 281 | 281 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2006-3136, Cl KF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.691%, LIBOR USD 1 Month + 0.300%, 04/15/2036(B) | 291 | 290 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2009-3616, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, LIBOR USD 1 Month + 0.650%, 03/15/2032(B) | 317 | 319 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2010-3762, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841%, LIBOR USD 1 Month + 0.450%, 03/15/2040(B) | 67 | 67 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2010-3774, Cl EW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2025 | 188 | 187 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3895, Cl FM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.741%, LIBOR USD 1 Month + 0.350%, 12/15/2040(B) | 158 | 158 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3946, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.741%, LIBOR USD 1 Month + 0.350%, 10/15/2039(B) | 9 | 10 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3960, Cl JF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841%, LIBOR USD 1 Month + 0.450%, 04/15/2041(B) | 39 | 39 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4048, Cl GF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.741%, LIBOR USD 1 Month + 0.350%, 10/15/2040(B) | 52 | 52 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4094, Cl BF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791%, LIBOR USD 1 Month + 0.400%, 08/15/2032(B) | 470 | 468 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4102, Cl LF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.641%, LIBOR USD 1 Month + 0.250%, 01/15/2040(B) | 96 | 96 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2013-4203, Cl DM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2033 | 229 | 225 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4379, Cl CD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2033 | 208 | 204 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2015-4482, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2034 | 274 | 270 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.592%, 04/25/2023 | 134 | 133 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K038, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.604%, 10/25/2023 | 59 | 59 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.722%, LIBOR USD 1 Month + 0.360%, 08/25/2024(B) | 165 | 165 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.722%, ICE LIBOR USD 1 Month + 0.360%, 09/25/2027(B) | $84 | $83 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, LIBOR USD 1 Month + 0.330%, 09/25/2024(B) | 336 | 336 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.682%, LIBOR USD 1 Month + 0.320%, 11/25/2024(B) | 224 | 223 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.702%, LIBOR USD 1 Month + 0.340%, 11/25/2027(B) | 57 | 56 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.602%, ICE LIBOR USD 1 Month + 0.240%, 01/25/2028(B) | 420 | 418 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.762%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(B) | 395 | 394 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.852%, ICE LIBOR USD 1 Month + 0.490%, 07/25/2026(B) | 690 | 689 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.652%, ICE LIBOR USD 1 Month + 0.290%, 08/25/2027(B) | 676 | 672 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ29, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.735%, 01/25/2026 | 627 | 597 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ30, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.526%, 01/25/2025 | 1692 | 1640 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ31, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.569%, 05/25/2026 | 1203 | 1141 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ32, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.516%, 06/25/2025 | 1124 | 1066 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.681%, 06/25/2026 | 952 | 880 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.679%, 12/25/2027 | 2394 | 2210 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.770%, 05/25/2025 | $900 | $873 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.844%, 12 Month Treas Avg + 0.740%, 05/25/2044(B) | 453 | 453 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 to 02/01/2035  | 3707 | 3618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.998%, 01/01/2026(B) | 889 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2031 to 11/01/2034  | 4038 | 3866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/01/2036 | 2328 | 2148 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2005-83, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.774%, LIBOR USD 1 Month + 0.330%, 10/25/2035(B) | 610 | 607 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2006-31, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.744%, LIBOR USD 1 Month + 0.300%, 05/25/2036(B) | 109 | 109 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2006-56, Cl FE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.874%, LIBOR USD 1 Month + 0.430%, 07/25/2036(B) | 505 | 504 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2007-98, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.894%, LIBOR USD 1 Month + 0.450%, 06/25/2037(B) | 284 | 283 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2008-24, Cl PF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.094%, LIBOR USD 1 Month + 0.650%, 02/25/2038(B) | 121 | 122 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2010-43, Cl VF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, LIBOR USD 1 Month + 0.550%, 05/25/2040(B) | 368 | 369 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-111, Cl NF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.794%, LIBOR USD 1 Month + 0.350%, 05/25/2042(B) | 526 | 523 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-113, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/25/2040 | 629 | 608 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-54, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.144%, LIBOR USD 1 Month + 0.700%, 05/25/2042(B) | 167 | 169 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-93, Cl GF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, LIBOR USD 1 Month + 0.250%, 07/25/2040(B) | 11 | 11 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-116, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2033 | 226 | 222 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-6, Cl MC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/25/2040 | 16 | 16 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-48, Cl UF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.844%, LIBOR USD 1 Month + 0.400%, 08/25/2046(B) | 223 | 223 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-10, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2050(B) | 1333 | 1332 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-79, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(B) | $451 | $450 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2033 to 10/14/2034  | 12025 | 11945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/14/2039 | 2325 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2052 | 2400 | 2287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2042 | 13150 | 12163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/01/2042 | 25275 | 22557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/15/2052 | 13050 | 11223 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K28, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, 06/25/2046(A)(B) | 2855 | 2833 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K33, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.611%, 08/25/2046(A)(B) | 2000 | 1975 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K35, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.067%, 12/25/2046(A)(B) | 3175 | 3151 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K37, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, 01/25/2047(A)(B) | 1000 | 995 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2027 to 02/20/2028  | 1223 | 1202 |
| &nbsp;&nbsp;&nbsp;GNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2041(B) | 82 | 82 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2007-1, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.668%, LIBOR USD 1 Month + 0.300%, 01/20/2037(B) | 392 | 391 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-98, Cl QF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.768%, LIBOR USD 1 Month + 0.400%, 01/20/2040(B) | 223 | 223 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-151, Cl BF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.718%, LIBOR USD 1 Month + 0.350%, 04/20/2041(B) | 318 | 315 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-77, Cl FM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.057%, LIBOR USD 1 Month + 0.670%, 11/16/2039(B) | 493 | 495 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2052 | 10075 | 9180 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 157, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 10/16/2054(B) | 1189 | 1170 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2008-92, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.556%, 03/16/2044(B) | 448 | 446 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-159, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.558%, 09/16/2044(B) | 784 | 768 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 23, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.488%, 07/16/2049(B) | $| 518 | $500 |
|  |  |  | 153834 |
| **Non-Agency Mortgage-Backed Obligations — 8.9%** | **Non-Agency Mortgage-Backed Obligations — 8.9%** | **Non-Agency Mortgage-Backed Obligations — 8.9%** |  |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(A)(B) |  | 825 | 803 |
| &nbsp;&nbsp;&nbsp;Banc of America Commercial Mortgage Trust, Ser BNK3, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 02/15/2050 |  | 1362 | 1332 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.519%, 07/26/2036(A)(B) |  | 2429 | 2342 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-BID, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.531%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(A)(B) |  | 2100 | 2072 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser C7, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.079%, 04/15/2053 |  | 1008 | 963 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2018-B1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.571%, 01/15/2051 |  | 243 | 242 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser B19, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.628%, 09/15/2053 |  | 504 | 478 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser B5, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.077%, 07/15/2051 |  | 1750 | 1732 |
| &nbsp;&nbsp;&nbsp;Braemar Hotels & Resorts Trust, Ser 2018-PRME, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.211%, ICE LIBOR USD 1 Month + 0.820%, 06/15/2035(A)(B) |  | 2777 | 2666 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B) |  | 1577 | 1523 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser VKNG, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.321%, ICE LIBOR USD 1 Month + 0.930%, 10/15/2037(A)(B) |  | 1229 | 1199 |
| &nbsp;&nbsp;&nbsp;CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.622%, 08/10/2049 |  | 5606 | 5405 |
| &nbsp;&nbsp;&nbsp;CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.317%, 05/10/2050 |  | 1964 | 1906 |
| &nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust, Ser 2006-A, Cl M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.894%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2036(B) |  | 497 | 494 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2022-I1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 02/25/2067(A)(B) |  | 1198 | 1173 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CIT Mortgage Loan Trust, Ser 2007-1, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, ICE LIBOR USD 1 Month + 1.350%, 10/25/2037(A)(B) | $189 | $189 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.431%, 06/10/2048 | 1062 | 1046 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.608%, 11/10/2048 | 4048 | 3989 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.149%, 01/10/2036(A) | 1115 | 1097 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser GC36, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.368%, 02/10/2049 | 948 | 928 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.098%, 04/10/2049 | 1415 | 1381 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser PRM2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.342%, ICE LIBOR USD 1 Month + 0.950%, 10/15/2036(A)(B) | 1782 | 1726 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.734%, ICE LIBOR USD 1 Month + 0.290%, 09/25/2036(A)(B) | 2017 | 1966 |
| &nbsp;&nbsp;&nbsp;Cold Storage Trust, Ser 2020-ICE5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.291%, ICE LIBOR USD 1 Month + 0.900%, 11/15/2037(A)(B) | 1474 | 1442 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR11, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 08/10/2050 | 94 | 94 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR9, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.834%, 07/10/2045 | 230 | 229 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, 09/10/2047 | 152 | 151 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.387%, 12/10/2047 | 905 | 896 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser CR13, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.928%, 11/10/2046 | 889 | 880 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser CR8, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.911%, 06/10/2046(A)(B) | 750 | 743 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser PC1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, 07/10/2050 | 1366 | 1340 |
| &nbsp;&nbsp;&nbsp;CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.533%, 11/15/2048 | 34 | 33 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;CSMC Series, Ser 2014-6R, Cl 15A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.559%, ICE LIBOR USD 1 Month + 0.150%, 11/27/2036(A)(B) | $1239 | $1186 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2022-RPL3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.613%, 03/25/2061(A)(B) | 2100 | 2040 |
| &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.172%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(A)(B) | 1773 | 1751 |
| &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust, Ser C3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.756%, 08/10/2049 | 1502 | 1456 |
| &nbsp;&nbsp;&nbsp;DBWF Mortgage Trust, Ser 2018-GLKS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.396%, ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(A)(B) | 1600 | 1563 |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.554%, ICE LIBOR USD 1 Month + 0.110%, 12/25/2037(B) | 2093 | 1994 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.855%, 08/25/2066(A)(B) | 3116 | 2834 |
| &nbsp;&nbsp;&nbsp;Great Wolf Trust, Ser WOLF, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.425%, ICE LIBOR USD 1 Month + 1.034%, 12/15/2036(A)(B) | 1500 | 1466 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2018-GS10, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199%, 07/10/2051 | 362 | 360 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2013-GC13, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719%, 07/10/2046(B) | 150 | 150 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2013-GC14, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.817%, 08/10/2046 | 189 | 189 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.777%, 10/10/2049 | 2241 | 2172 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GC14, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 08/10/2046 | 1294 | 1285 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GS5, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.467%, 03/10/2050 | 693 | 678 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GS9, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/10/2051 | 900 | 899 |
| &nbsp;&nbsp;&nbsp;GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/25/2057(A) | 799 | 782 |
| &nbsp;&nbsp;&nbsp;GSAA Home Equity Trust, Ser 2005-6, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.089%, ICE LIBOR USD 1 Month + 0.645%, 06/25/2035(B) | 1294 | 1281 |
| &nbsp;&nbsp;&nbsp;GSAA Home Equity Trust, Ser 2005-MTR1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.184%, ICE LIBOR USD 1 Month + 0.740%, 10/25/2035(B) | 51 | 51 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GSAA Home Equity Trust, Ser 2007-8, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 08/25/2037(B) | $492 | $494 |
| &nbsp;&nbsp;&nbsp;Houston Galleria Mall Trust, Ser HGLR, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.087%, 03/05/2037(A) | 1000 | 943 |
| &nbsp;&nbsp;&nbsp;Irvine Core Office Trust, Ser IRV, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.279%, 05/15/2048(A)(B) | 1600 | 1570 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705%, 01/15/2047 | 115 | 115 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.428%, 08/15/2047 | 1040 | 1028 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, 08/15/2048 | 1512 | 1487 |
| &nbsp;&nbsp;&nbsp;JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.241%, 09/15/2050 | 2264 | 2194 |
| &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.954%, 06/15/2049 | 669 | 651 |
| &nbsp;&nbsp;&nbsp;JPMDB Commercial Mortgage Securities Trust, Ser C8, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.031%, 06/15/2051 | 1527 | 1515 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-LC11, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.554%, 04/15/2046 | 297 | 296 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.191%, ICE LIBOR USD 1 Month + 0.800%, 04/15/2038(A)(B) | 926 | 903 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.777%, 08/15/2049 | 3946 | 3825 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser MARG, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.491%, ICE LIBOR USD 1 Month + 1.100%, 05/15/2034(A)(B) | 1418 | 1400 |
| &nbsp;&nbsp;&nbsp;JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, SOFR30A + 1.300%, 03/25/2051(A)(B) | 2810 | 2586 |
| &nbsp;&nbsp;&nbsp;LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1(C) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.363%, 09/25/2026(A) | 2500 | 2388 |
| &nbsp;&nbsp;&nbsp;LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, 03/10/2049(A) | 2839 | 2814 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2029(B) | $205 | $191 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B) | 11040 | 10598 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/25/2060(A)(B) | 2816 | 2646 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C13, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 11/15/2046 | 106 | 105 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.773%, 04/15/2047 | 255 | 252 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.621%, 10/15/2047 | 264 | 261 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.323%, 10/15/2048 | 486 | 477 |
| &nbsp;&nbsp;&nbsp;Nationstar Home Equity Loan Trust, Ser 2007-A, Cl AV4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.674%, ICE LIBOR USD 1 Month + 0.230%, 03/25/2037(B) | 243 | 241 |
| &nbsp;&nbsp;&nbsp;Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.764%, ICE LIBOR USD 1 Month + 0.320%, 04/25/2037(B) | 682 | 671 |
| &nbsp;&nbsp;&nbsp;Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.634%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037(B) | 1692 | 1623 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/25/2061(A)(B) | 5953 | 5387 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.071%, 11/25/2056(A)(B) | 6078 | 5145 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2006-KS6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, ICE LIBOR USD 1 Month + 0.250%, 08/25/2036(B) | 151 | 151 |
| &nbsp;&nbsp;&nbsp;RBS Commercial Funding Trust, Ser GSP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 01/15/2032(A)(B) | 2010 | 1959 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.014%, ICE LIBOR USD 1 Month + 0.570%, 05/25/2035(B) | 124 | 123 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, ICE LIBOR USD 1 Month + 0.250%, 09/25/2036(B) | $215 | $214 |
| &nbsp;&nbsp;&nbsp;Terwin Mortgage Trust, Ser 2006-3, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2037(A)(B) | 194 | 192 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/25/2060(A) | 1339 | 1222 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/25/2061(A)(B) | 2001 | 1834 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/25/2068(A)(B) | 1066 | 1012 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 12/15/2050 | 1000 | 973 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C12, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.152%, 08/15/2051 | 2034 | 2012 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.964%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(B) | 971 | 888 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.324%, 01/15/2059 | 1549 | 1522 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2020-C56, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.341%, 06/15/2053 | 939 | 911 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.514%, 08/15/2049 | 707 | 684 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, 05/15/2048 | 2052 | 1984 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.911%, 06/15/2049 | 1896 | 1840 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 11/15/2050 | 1100 | 1070 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.903%, 08/15/2053 | 1814 | 1707 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser LC16, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.548%, 08/15/2050 | 1501 | 1478 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser SMP, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.266%, ICE LIBOR USD 1 Month + 0.875%, 12/15/2034(A)(B) | $| 1125 | $| 1117 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser C18, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.896%, 12/15/2046 |  | 1166 |  | 1149 |
|  |  |  |  | 140445 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $305,552) ($ Thousands) |  |  |  | 294279 |
| **ASSET-BACKED SECURITIES — 15.6%** | **ASSET-BACKED SECURITIES — 15.6%** | **ASSET-BACKED SECURITIES — 15.6%** | **ASSET-BACKED SECURITIES — 15.6%** | **ASSET-BACKED SECURITIES — 15.6%** |
| **Automotive — 4.8%** | **Automotive — 4.8%** | **Automotive — 4.8%** |  |  |
| &nbsp;&nbsp;&nbsp;American Credit Acceptance Receivables Trust, Ser 2020-3, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 06/15/2026 (A) |  | 2460 |  | 2404 |
| &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust, Ser 2019-A, Cl A2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410%, 11/15/2027 (A) |  | 101 |  | 101 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2019-1A, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 04/15/2031 (A) |  | 303 |  | 303 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.860%, 01/16/2029 (A) |  | 500 |  | 498 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.390%, 04/16/2029 (A) |  | 3690 |  | 3639 |
| &nbsp;&nbsp;&nbsp;Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.980%, 12/11/2034 (A) |  | 3743 |  | 3522 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2021-2, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870%, 10/15/2027  |  | 2000 |  | 1926 |
| &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust, Ser 2021-2, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 03/15/2029  |  | 2470 |  | 2315 |
| &nbsp;&nbsp;&nbsp;DT Auto Owner Trust, Ser 2022-1A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.430%, 09/15/2026 (A) |  | 4770 |  | 4607 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/21/2029 (A) |  | 8195 |  | 8224 |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 12/21/2026 (A) |  | 360 |  | 335 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2021-4A, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 10/15/2027  |  | 2550 |  | 2405 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2019-4, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 01/15/2026 (A) |  | 2450 |  | 2377 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2018-2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.470%, 01/15/2030 (A) | $| 1675 | $1665 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.991%, 01/25/2028 (A) |  | 1182 | 1162 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 02/25/2028 (A) |  | 625 | 610 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl A4 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.540%, 04/15/2025 (A) |  | 7700 | 7613 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770%, 12/15/2025 (A) |  | 4710 | 4578 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2019-2, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.220%, 07/15/2025  |  | 1850 | 1841 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.480%, 01/15/2027  |  | 2500 | 2403 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2021-4, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.880%, 06/15/2026  |  | 1560 | 1516 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 03/17/2025  |  | 8330 | 8280 |
| &nbsp;&nbsp;&nbsp;Santander Retail Auto Lease Trust, Ser 2020-A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.880%, 03/20/2024 (A) |  | 750 | 745 |
| &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.780%, 11/17/2025 (A) |  | 5215 | 5161 |
| &nbsp;&nbsp;&nbsp;Wheels SPV 2 LLC, Ser 2020-1A, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.620%, 08/20/2029 (A) |  | 4110 | 3922 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2021-B, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.040%, 06/15/2027  |  | 3050 | 2816 |
|  |  |  | 74968 |
| **Credit Cards — 0.8%** | **Credit Cards — 0.8%** | **Credit Cards — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.490%, 05/15/2027  |  | 8680 | 8598 |
| &nbsp;&nbsp;&nbsp;Master Credit Card Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.530%, 11/21/2025 (A) |  | 3500 | 3301 |
| &nbsp;&nbsp;&nbsp;Master Credit Card Trust, Ser 2021-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.790%, 11/21/2025 (A) |  | 550 | 516 |
| &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC, Ser 2022-A1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 04/15/2028  |  | 750 | 738 |
|  |  |  | 13153 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **Mortgage Related Securities — 0.2%** | **Mortgage Related Securities — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.594%, ICE LIBOR USD 1 Month + 0.150%, 11/25/2036 (B) | $2741 | $2626 |
| &nbsp;&nbsp;&nbsp;RASC Series Trust, Ser 2005-EMX2, Cl M5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.494%, ICE LIBOR USD 1 Month + 0.700%, 07/25/2035 (B) | 1180 | 1168 |
|  |  | 3794 |
| **Other Asset-Backed Securities — 9.8%** | **Other Asset-Backed Securities — 9.8%** |  |
| &nbsp;&nbsp;&nbsp;ACRES Commercial Realty, Ser 2021-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.580%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (A)(B) | 975 | 954 |
| &nbsp;&nbsp;&nbsp;Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.149%, ICE LIBOR USD 1 Month + 0.705%, 11/25/2035 (B) | 1454 | 1431 |
| &nbsp;&nbsp;&nbsp;AMMC CLO IX, Ser 2019-19A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.652%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (A)(B) | 1490 | 1481 |
| &nbsp;&nbsp;&nbsp;AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (A)(B) | 1173 | 1161 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BN14, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.128%, 09/15/2060  | 449 | 448 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BN28, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.628%, 03/15/2063  | 429 | 403 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK7, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.265%, 09/15/2060  | 2669 | 2595 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK8, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.314%, 11/15/2050  | 2230 | 2158 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(B) | 1451 | 1432 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2018-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (A)(B) | 515 | 509 |
| &nbsp;&nbsp;&nbsp;BBCMS Trust, Ser BXH, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.391%, ICE LIBOR USD 1 Month + 1.000%, 10/15/2037 (A)(B) | 1200 | 1164 |
| &nbsp;&nbsp;&nbsp;BDS, Ser 2019-FL4, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.780%, ICE LIBOR USD 1 Month + 1.400%, 08/15/2036 (A)(B) | 1000 | 995 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.449%, ICE LIBOR USD 1 Month + 1.005%, 06/25/2035 (B) | 399 | 398 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Ser 2006-2, Cl M5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.469%, ICE LIBOR USD 1 Month + 2.025%, 07/25/2036 (B) | $2011 | $2002 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2019-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.541%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (A)(B) | 1111 | 1107 |
| &nbsp;&nbsp;&nbsp;Cedar Funding II CLO, Ser 2021-1A, Cl AXR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (A)(B) | 2244 | 2235 |
| &nbsp;&nbsp;&nbsp;CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 07/15/2060 (A) | 1105 | 1003 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2020-A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.160%, 06/16/2025  | 1359 | 1339 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.924%, ICE LIBOR USD 1 Month + 0.480%, 11/25/2036 (B) | 989 | 977 |
| &nbsp;&nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, ICE LIBOR USD 1 Month + 0.975%, 06/25/2035 (B) | 343 | 341 |
| &nbsp;&nbsp;&nbsp;Dryden 30 Senior Loan Fund, Ser 2017-30A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.725%, ICE LIBOR USD 3 Month + 0.820%, 11/15/2028 (A)(B) | 641 | 633 |
| &nbsp;&nbsp;&nbsp;EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)(B) | 1153 | 1139 |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2006-FF15, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.604%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036 (B) | 1745 | 1724 |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.694%, ICE LIBOR USD 1 Month + 0.250%, 06/25/2036 (B) | 1754 | 1728 |
| &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust A, Ser 2019-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.440%, 09/15/2026  | 12000 | 11607 |
| &nbsp;&nbsp;&nbsp;Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (B) | 2712 | 2625 |
| &nbsp;&nbsp;&nbsp;FS Rialto, Ser 2019-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.587%, ICE LIBOR USD 1 Month + 1.200%, 12/16/2036 (A)(B) | 1082 | 1077 |
| &nbsp;&nbsp;&nbsp;Greystone CRE Notes, Ser 2019-FL2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.571%, ICE LIBOR USD 1 Month + 1.180%, 09/15/2037 (A)(B) | 1018 | 1005 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GSAMP Trust, Ser 2006-HE3, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.764%, ICE LIBOR USD 1 Month + 0.320%, 05/25/2046 (B) | $157 | $157 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2020-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.740%, 02/25/2039 (A) | 1923 | 1841 |
| &nbsp;&nbsp;&nbsp;HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2035 (B) | 982 | 973 |
| &nbsp;&nbsp;&nbsp;HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.029%, ICE LIBOR USD 1 Month + 0.585%, 01/25/2036 (B) | 778 | 766 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.684%, ICE LIBOR USD 1 Month + 0.240%, 05/25/2037 (B) | 1938 | 1918 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.674%, ICE LIBOR USD 1 Month + 0.230%, 05/25/2037 (B) | 3000 | 2864 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.604%, ICE LIBOR USD 1 Month + 0.160%, 06/25/2037 (B) | 2103 | 2080 |
| &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust, Ser 2020-1A, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260%, 07/15/2026 (A) | 1332 | 1308 |
| &nbsp;&nbsp;&nbsp;LCM XXI, Ser 2018-21A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.590%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (A)(B) | 1385 | 1372 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B) | 1245 | 1225 |
| &nbsp;&nbsp;&nbsp;LMREC, Ser 2019-CRE3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.827%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (A)(B) | 1775 | 1751 |
| &nbsp;&nbsp;&nbsp;LoanCore Issuer, Ser 2018-CRE1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.521%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2028 (A)(B) | 343 | 344 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding LII, Ser 2021-52A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.659%, ICE LIBOR USD 3 Month + 0.900%, 01/22/2035 (A)(B) | 2237 | 2235 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XIX, Ser 2020-19A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.679%, ICE LIBOR USD 3 Month + 0.920%, 01/22/2028 (A)(B) | 1109 | 1095 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B) | $2000 | $1975 |
| &nbsp;&nbsp;&nbsp;Magnetite XVI, Ser 2018-16A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (A)(B) | 579 | 572 |
| &nbsp;&nbsp;&nbsp;Magnetite XVIII, Ser 2021-18A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.785%, ICE LIBOR USD 3 Month + 0.880%, 11/15/2028 (A)(B) | 2525 | 2484 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2020-FL4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.111%, TSFR1M + 1.814%, 11/15/2035 (A)(B) | 691 | 689 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.490%, 08/14/2025 (A) | 2770 | 2657 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2036 (B) | 576 | 559 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.444%, ICE LIBOR USD 1 Month + 1.000%, 07/25/2037 (B) | 1486 | 1469 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 01/22/2041 (A) | 2300 | 2120 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 10/15/2068 (A) | 5999 | 5724 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (A) | 2435 | 2259 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.220%, 07/15/2069 (A) | 3862 | 3542 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 09/16/2069 (A) | 2493 | 2283 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 01/15/2069 (A) | 2426 | 2236 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/15/2069 (A) | 4472 | 4020 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 07/15/2069 (A) | 7189 | 6341 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2015-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.014%, ICE LIBOR USD 1 Month + 0.570%, 11/26/2040 (B) | 781 | 756 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.494%, ICE LIBOR USD 1 Month + 1.050%, 12/27/2066 (A)(B) | $671 | $657 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.600%, 07/26/2066 (A)(B) | 385 | 384 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2012-5A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.044%, ICE LIBOR USD 1 Month + 0.600%, 10/27/2036 (A)(B) | 261 | 254 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2021-A, Cl APT1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360%, 04/20/2062 (A) | 6929 | 6239 |
| &nbsp;&nbsp;&nbsp;One New York Plaza Trust, Ser 1NYP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.341%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2036 (A)(B) | 952 | 917 |
| &nbsp;&nbsp;&nbsp;Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2037 (B) | 3487 | 3371 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.770%, ICE LIBOR USD 3 Month + 1.030%, 04/18/2031 (A)(B) | 500 | 492 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2020-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.784%, ICE LIBOR USD 3 Month + 0.800%, 02/20/2028 (A)(B) | 407 | 403 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.784%, ICE LIBOR USD 3 Month + 0.800%, 05/20/2029 (A)(B) | 1406 | 1388 |
| &nbsp;&nbsp;&nbsp;Park Place Securities Asset-Backed Pass-Through Certificates, Ser 2005-WCW3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.164%, ICE LIBOR USD 1 Month + 0.720%, 08/25/2035 (B) | 233 | 241 |
| &nbsp;&nbsp;&nbsp;People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.124%, ICE LIBOR USD 1 Month + 0.680%, 12/25/2035 (B) | 1650 | 1560 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.710%, 04/15/2026 (A) | 1350 | 1270 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.483%, SOFR30A + 0.600%, 02/15/2026 (A)(B) | 2400 | 2383 |
| &nbsp;&nbsp;&nbsp;PHEAA Student Loan Trust, Ser 2016-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.594%, ICE LIBOR USD 1 Month + 1.150%, 09/25/2065 (A)(B) | 1141 | 1125 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2019-SFR3, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.369%, 09/17/2036 (A) | $1110 | $1073 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2020-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.078%, 06/17/2037 (A) | 1879 | 1782 |
| &nbsp;&nbsp;&nbsp;RAMP Series Trust, Ser 2006-NC2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (B) | 372 | 369 |
| &nbsp;&nbsp;&nbsp;RAMP Series Trust, Ser 2006-RZ4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.714%, ICE LIBOR USD 1 Month + 0.270%, 10/25/2036 (B) | 18 | 18 |
| &nbsp;&nbsp;&nbsp;Reese Park CLO, Ser 2021-1A, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.412%, ICE LIBOR USD 3 Month + 0.900%, 10/15/2034 (A)(B) | 1100 | 1100 |
| &nbsp;&nbsp;&nbsp;Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.614%, ICE LIBOR USD 1 Month + 0.170%, 10/25/2046 (B) | 1835 | 1793 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B) | 3929 | 3904 |
| &nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 01/20/2036 (A) | 997 | 972 |
| &nbsp;&nbsp;&nbsp;Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.340%, 08/20/2036 (A) | 757 | 723 |
| &nbsp;&nbsp;&nbsp;SLC Student Loan Trust, Ser 2005-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.949%, ICE LIBOR USD 3 Month + 0.120%, 06/15/2029 (B) | 365 | 364 |
| &nbsp;&nbsp;&nbsp;SLC Student Loan Trust, Ser 2007-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.965%, ICE LIBOR USD 3 Month + 0.060%, 05/15/2029 (B) | 698 | 688 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-11, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.379%, ICE LIBOR USD 3 Month + 0.550%, 12/15/2025 (A)(B) | 107 | 107 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2004-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, ICE LIBOR USD 3 Month + 0.260%, 10/27/2025 (B) | 71 | 71 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2005-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.903%, ICE LIBOR USD 3 Month + 0.120%, 01/25/2027 (B) | 344 | 343 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2005-5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.923%, ICE LIBOR USD 3 Month + 0.140%, 10/25/2028 (B) | 390 | 386 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2012-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.144%, ICE LIBOR USD 1 Month + 0.700%, 01/25/2029 (B) | 855 | 816 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2013-2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.894%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2043 (B) | $| 1038 | $| 1009 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2013-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.994%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2043 (B) |  | 1073 |  | 1041 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-B, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.310%, 07/17/2051 (A) |  | 807 |  | 733 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program LLC, Ser 2021-B, Cl AFX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 02/15/2047 (A) |  | 1188 |  | 1022 |
| &nbsp;&nbsp;&nbsp;Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.893%, 08/25/2045 (A) |  | 1000 |  | 906 |
| &nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Ser 2017-SFR2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.928%, 01/17/2036 (A) |  | 1884 |  | 1852 |
| &nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Ser 2017-SFR2, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.275%, 01/17/2036 (A) |  | 1545 |  | 1513 |
| &nbsp;&nbsp;&nbsp;TRTX Issuer, Ser 2019-FL3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.561%, TSFR1M + 1.264%, 10/15/2034 (A)(B) |  | 613 |  | 611 |
| &nbsp;&nbsp;&nbsp;Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645%, 09/15/2045 (A) |  | 800 |  | 714 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.492%, ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (A)(B) |  | 1950 |  | 1923 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (A)(B) |  | 1929 |  | 1917 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, ICE LIBOR USD 1 Month + 0.495%, 05/25/2036 (B) |  | 1232 |  | 1220 |
|  |  |  |  | 154940 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $253,745) ($ Thousands) |  |  |  | 246855 |
| **MUNICIPAL BONDS — 4.4%** | **MUNICIPAL BONDS — 4.4%** | **MUNICIPAL BONDS — 4.4%** | **MUNICIPAL BONDS — 4.4%** | **MUNICIPAL BONDS — 4.4%** |
| **Alabama — 0.3%** | **Alabama — 0.3%** | **Alabama — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Alabama State, Federal Aid Highway Finance Authority, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.038%, 09/01/2025  |  | 5635 |  | 5209 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **Colorado — 0.3%** | **Colorado — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Denver, Airport System Revenue, Ser C, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.115%, 11/15/2024  | $3475 | $3278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.877%, 11/15/2023  | 2350 | 2269 |
|  |  | 5547 |
| **Florida — 0.4%** | **Florida — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Hillsborough County, Aviation Authority, Sub-Ser, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.036%, 10/01/2024  | 2575 | 2481 |
| &nbsp;&nbsp;&nbsp;Miami-Dade County, Aviation Revenue, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.949%, 10/01/2025  | 3145 | 3044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.229%, 10/01/2025  | 370 | 340 |
|  |  | 5865 |
| **Illinois — 0.2%** | **Illinois — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Chicago O'Hare, International Airport, Ser D, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.168%, 01/01/2024  | 2375 | 2289 |
| **Massachusetts — 0.1%** | **Massachusetts — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110%, 07/15/2031  | 1000 | 989 |
| **Michigan — 0.3%** | **Michigan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Michigan State, Finance Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.487%, 10/01/2023  | 4460 | 4318 |
| **New Jersey — 0.2%** | **New Jersey — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;New Jersey State, Turnpike Authority, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.638%, 01/01/2024  | 3595 | 3446 |
| **New York — 2.0%** | **New York — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser AAA, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.086%, 07/01/2023  | 11480 | 11235 |
| &nbsp;&nbsp;&nbsp;New York City, Housing Development, RB, HUD SECT 8  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.774%, 01/01/2024  | 6650 | 6544 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser A3, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.710%, 08/01/2023  | 5095 | 5055 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.310%, 11/01/2026  | 820 | 772 |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887%, 03/15/2025  | 6915 | 6443 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, Ser D, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2024  | 950 | $| 965 |
|  |  |  | 31014 |
| **South Carolina — 0.4%** | **South Carolina — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;South Carolina State, Public Service Authority, Ser D, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.388%, 12/01/2023  | 6892 |  | 6762 |
| **Texas — 0.2%** | **Texas — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;Dallas Fort Worth, International Airport, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.939%, 11/01/2023  | 3500 |  | 3430 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $71,636) ($ Thousands) |  |  | 68869 |
| **COMMERCIAL PAPER — 2.0%** | **COMMERCIAL PAPER — 2.0%** | **COMMERCIAL PAPER — 2.0%** | **COMMERCIAL PAPER — 2.0%** |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Sony Capital |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, 09/06/2022 (D) | 17250 |  | 17243 |
| **Financials — 0.9%** | **Financials — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Concord Minutemen Capital |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.351%, 09/06/2022 (D) | 14000 |  | 13994 |
| Total Commercial Paper | Total Commercial Paper |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $31,239) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $31,239) ($ Thousands) |  | 31237 |
|  | <br> Shares |  |  |
| **CASH EQUIVALENT — 0.7%** | **CASH EQUIVALENT — 0.7%** | **CASH EQUIVALENT — 0.7%** | **CASH EQUIVALENT — 0.7%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 11063930 |  | 11064 |
| Total Cash Equivalent |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $11,064) ($ Thousands) |  |  | 11064 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **REPURCHASE AGREEMENT — 1.4%** | **REPURCHASE AGREEMENT — 1.4%** | **REPURCHASE AGREEMENT — 1.4%** |
| &nbsp;&nbsp;&nbsp;Credit Agricole |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.230%, dated 08/31/2022, to be repurchased on 09/01/2022, repurchase price $22,001,363 (collateralized by collateralized by U.S. Treasury Obligations, 2.875%, 11/30/2025, par value $22,682,000; with total market value of $22,276,174) (E) | 22000 | $22000 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,000) ($ Thousands) |  | 22000 |
| Total Investments in Securities — 104.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,706,955) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,706,955) ($ Thousands)  | $1651676 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Continued)

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 308 | Dec-2022 | $64243 | $64165 | $(78) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (272) | Dec-2022 | $(30267) | $(30143) | $123 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (33) | Dec-2022 | (4938) | (4933) | 5 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (110) | Dec-2022 | (13873) | (13771) | 103 |
|  |  |  | (49078) | (48847) | 231 |
|  |  |  | $15165 | $15318 | $153 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,578,932 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $368,667 ($ Thousands), representing 23.3% of the Net Assets of the Fund. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect. |
| (D) | Interest rate represents the security's effective yield at the time of purchase. |
| (E) | Tri-Party Repurchase Agreement. |

---

---

| |
|:---|
| ABS — Asset-Backed Security |
| ARM — Adjustable Rate Mortgage |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| FHLB — Federal Home Loan Bank |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| FREMF— Freddie Mac Multi-Family |
| GNMA — Government National Mortgage Association |
| ICE— Intercontinental Exchange |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| MTN — Medium Term Note |
| PLC — Public Limited Company |
| RB — Revenue Bond |
| REMIC — Real Estate Mortgage Investment Conduit |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFRINDX — Custom SOFR Index |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| TBA — To Be Announced |
| TSFR1M — Term Secured Overnight Financing Rate 1 Month |
| TSFR3M — Term Secured Overnight Financing Rate 3 Months |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 505601 |  | 505601 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 471771 |  | 471771 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 294279 |  | 294279 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 246855 |  | 246855 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 68869 |  | 68869 |
| &nbsp;&nbsp;&nbsp;Commercial Paper |  | 31237 |  | 31237 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 11064 |  |  | 11064 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement | – | 22000 |  | 22000 |
| Total Investments in Securities | 11064 | 1640612 |  | 1651676 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 231 |  |  | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (78) |  |  | (78) |
| Total Other Financial Instruments | 153 |  |  | 153 |

---

\* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

Auguest 31, 2022

**Limited Duration Bond Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;26700 | $&nbsp;&nbsp;&nbsp;&nbsp;475025 | $&nbsp;&nbsp;&nbsp;&nbsp;(490661) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;- | $&nbsp;&nbsp;&nbsp;&nbsp;11064 | 11063930 | $&nbsp;&nbsp;&nbsp;&nbsp;81 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 84.8%** | **CORPORATE OBLIGATIONS — 84.8%** | **CORPORATE OBLIGATIONS — 84.8%** |
| **Communication Services — 5.0%** | **Communication Services — 5.0%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/15/2060  | $1273 | $811 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 3475 | 3802 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 11/15/2031  | 1150 | 1415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 05/15/2036  | 2915 | 3181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/15/2037  | 3040 | 2953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2051  | 3295 | 2521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  | 2151 | 1559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  | 1455 | 1065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/01/2032  | 2430 | 1961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/27/2022 (A)(B) | 6000 | 5939 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.908%, 07/23/2025  | 115 | 115 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 06/15/2035  | 285 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 11767 | 11256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 3418 | 2936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2025  | 4215 | 4208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 1390 | 1250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/01/2030  | 1135 | 1060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 1115 | 869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2025  | 8335 | 8224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2025  | 2425 | 2385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/01/2027  | 1870 | 1805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/01/2026  | 3475 | 3382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 4549 | 3042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 5978 | 4050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 3460 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/15/2031  | 15045 | 12083 |
| &nbsp;&nbsp;&nbsp;Comcast Cable Communications Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.455%, 11/15/2022  | 3850 | 3895 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/01/2030 (A) | 3600 | 2856 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/20/2037  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/20/2023  | 2362 | 2351 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) | 6585 | 5271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) | 1970 | 1611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.279%, 03/15/2032 (A) | 2625 | 2287 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) | 8750 | 7964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/15/2032 (A) | 5925 | 5572 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.591%, 04/03/2028 (A) | 3545 | 3066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026 (A) | 6955 | 6240 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2036  | $| 2760 | $2837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  |  | 589 | 534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2025  |  | 1188 | 1197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2043  |  | 3105 | 2343 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/15/2039  |  | 1635 | 1590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 05/01/2037  |  | 2145 | 2107 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2050  |  | 3110 | 2714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 02/15/2028  |  | 4220 | 3662 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 12/01/2030  |  | 1750 | 2085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.329%, 09/21/2028  |  | 3235 | 3193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 01/15/2036  |  | 3735 | 3443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  |  | 1857 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/20/2031  |  | 1478 | 1172 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2035  |  | 1255 | 1444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 03/23/2050  |  | 3690 | 3690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 3895 | 3262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 8348 | 5993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/01/2029  |  | 2450 | 2116 |
|  |  |  | 170357 |
| **Consumer Discretionary — 2.9%** | **Consumer Discretionary — 2.9%** | **Consumer Discretionary — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 02/10/2024 (A) |  | 1669 | 1587 |
| &nbsp;&nbsp;&nbsp;Air Canada Pass-Through Trust, Ser 2015-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/15/2027 (A) |  | 3301 | 3041 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 13678 | 12438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 4395 | 4124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 6300 | 4908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 08/22/2024  |  | 2985 | 2948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/12/2028  |  | 2445 | 2171 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.396%, 02/18/2025  |  | 3180 | 3025 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/01/2025 (A) |  | 1360 | 1330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/01/2031 (A) |  | 11170 | 9576 |
| &nbsp;&nbsp;&nbsp;British Airways Pass-Through Trust, Ser 2020-1A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/15/2032 (A) |  | 1413 | 1318 |
| &nbsp;&nbsp;&nbsp;Ferguson Finance PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/24/2028 (A) |  | 1717 | 1654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/02/2030 (A) |  | 4865 | 4189 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 08/18/2023  |  | 7235 | 7049 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/06/2048  |  | 2015 | 1962 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2045  | $| 2450 | $2315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  |  | 1505 | 1323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2056  |  | 3095 | 2458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 09/15/2025  |  | 620 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  |  | 760 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  |  | 860 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2032  |  | 4344 | 4008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 09/14/2027  |  | 3340 | 3172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/15/2051  |  | 3000 | 2146 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/18/2023 (A) |  | 4925 | 4778 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 04/15/2028  |  | 3000 | 2545 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  |  | 3465 | 4015 |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  |  | 6905 | 6393 |
| &nbsp;&nbsp;&nbsp;QVC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/01/2024  |  | 1060 | 1020 |
| &nbsp;&nbsp;&nbsp;Resorts World Las Vegas LLC / RWLV Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/06/2031 (A) |  | 2465 | 1910 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.805%, 10/01/2050  |  | 209 | 155 |
| &nbsp;&nbsp;&nbsp;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  |  | 2417 | 2547 |
|  |  |  | 102046 |
| **Consumer Staples — 4.5%** | **Consumer Staples — 4.5%** | **Consumer Staples — 4.5%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.950%, 11/10/2038  |  | 1818 | 2400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/02/2043  |  | 415 | 316 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  |  | 270 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  |  | 2761 | 2671 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2039  |  | 5774 | 7416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  |  | 3395 | 3530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/23/2029  |  | 5220 | 5327 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 09/15/2051  |  | 2580 | 1934 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  |  | 3458 | 2735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  |  | 5075 | 4283 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/05/2031  |  | 2010 | 1719 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/15/2025  |  | 14535 | 14291 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 04/20/2030  |  | 3000 | 2526 |
| &nbsp;&nbsp;&nbsp;CVS Pass-Through Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.353%, 07/10/2031 (A) |  | 1760 | 1975 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.507%, 01/10/2032 (A) | $| 1220 | $1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.036%, 12/10/2028  |  | 2163 | 2214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.163%, 08/11/2036 (A) |  | 1767 | 1620 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 06/03/2024  |  | 2850 | 2709 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2052 (A) |  | 2510 | 2640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/01/2028 (A) |  | 9705 | 9693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2027 (A) |  | 4395 | 3944 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX/ JBS USA Food/ JBS USA Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (A) |  | 2905 | 2525 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/24/2024 (A) |  | 10480 | 9665 |
| &nbsp;&nbsp;&nbsp;Mars  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2059 (A) |  | 1620 | 1455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2034 (A) |  | 1790 | 1634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2030 (A) |  | 2435 | 2264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/01/2025 (A) |  | 6085 | 5904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/16/2040 (A) |  | 5406 | 3909 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/24/2025 (A) |  | 5415 | 5364 |
| &nbsp;&nbsp;&nbsp;Northwestern University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.643%, 12/01/2044  |  | 120 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, 12/01/2057  |  | 2060 | 1773 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/18/2052  |  | 1730 | 1696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 10/21/2031  |  | 5320 | 4505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/01/2030  |  | 1420 | 1198 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  |  | 2830 | 2335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 11/15/2041  |  | 2207 | 1827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  |  | 3890 | 2925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 05/01/2026  |  | 3360 | 2986 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  |  | 980 | 1062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2037  |  | 2870 | 2949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/12/2025  |  | 1685 | 1669 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 05/15/2026 (A) |  | 3145 | 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.930%, 12/13/2028 (A) |  | 10791 | 9440 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 03/31/2030  |  | 3352 | 2802 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2111  |  | 3475 | 3602 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 09/24/2029  |  | 729 | 655 |
|  |  |  | 152776 |
| **Energy — 5.0%** | **Energy — 5.0%** | **Energy — 5.0%** |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.337%, 12/15/2027  |  | 1408 | 1317 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.061%, 12/15/2026  | $3887 | $3537 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.937%, 09/21/2028  | 2330 | 2274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  | 3066 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  | 335 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  | 2680 | 1947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  | 340 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  | 3695 | 2648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  | 1760 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.721%, 01/12/2032  | 1505 | 1312 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.723%, 11/28/2028  | 7159 | 6931 |
| &nbsp;&nbsp;&nbsp;Cameron LNG LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.902%, 07/15/2031 (A) | 478 | 420 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/30/2027  | 2120 | 2116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2029  | 2205 | 2026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.742%, 12/31/2039  | 2925 | 2281 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.895%, 03/03/2024  | 4260 | 4215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.236%, 05/11/2030  | 7687 | 6735 |
| &nbsp;&nbsp;&nbsp;Colonial Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2030 (A) | 3560 | 3240 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062 (A) | 4165 | 3546 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/24/2031  | 2740 | 2363 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/01/2027  | 1345 | 1277 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/12/2023 (A) | 6800 | 6776 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/15/2024  | 4250 | 4237 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2030  | 2055 | 2052 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/18/2049  | 1385 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/06/2025  | 3480 | 3385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/22/2030  | 2190 | 1922 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 5890 | 5597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 1675 | 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 9760 | 8054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 1080 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.995%, 08/16/2039  | 2830 | 2317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.571%, 04/15/2023  | 7330 | 7248 |
| &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (A) | 2555 | 2150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/30/2027 (A) | 3947 | 3700 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 2790 | 2841 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;HF Sinclair  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2026 (A) | $| 2080 | $2098 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  |  | 2580 | 2275 |
| &nbsp;&nbsp;&nbsp;Reliance Industries  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052 (A) |  | 4510 | 3403 |
| &nbsp;&nbsp;&nbsp;Sabal Trail Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.246%, 05/01/2028 (A) |  | 3660 | 3532 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/24/2025 (A) |  | 1810 | 1677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2023 (A) |  | 8875 | 8575 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 09/17/2025  |  | 2565 | 2399 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  |  | 1560 | 1815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  |  | 3145 | 3011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/11/2035  |  | 4275 | 4059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  |  | 3265 | 2909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  |  | 4600 | 3942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2025  |  | 2315 | 2276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/12/2026  |  | 345 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 11/07/2029  |  | 2890 | 2548 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/15/2026  |  | 1970 | 1877 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  |  | 3445 | 4045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2030 (A) |  | 4230 | 3635 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2028 (A) |  | 3373 | 3149 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.883%, 10/11/2028  |  | 5330 | 5206 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.386%, 06/29/2060  |  | 675 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  |  | 2305 | 1777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.986%, 06/29/2041  |  | 265 | 210 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/16/2023  |  | 5000 | 4984 |
|  |  |  | 176255 |
| **Financials — 32.3%** | **Financials — 32.3%** | **Financials — 32.3%** |  |
| &nbsp;&nbsp;&nbsp;AIA Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/09/2029 (A) |  | 9500 | 9053 |
| &nbsp;&nbsp;&nbsp;AIG Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 12/08/2023 (A) |  | 5260 | 5029 |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) |  | 1531 | 1751 |
| &nbsp;&nbsp;&nbsp;Alleghany  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2051  |  | 1347 | 1018 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  |  | 300 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2048  |  | 165 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  |  | 555 | 498 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2023  | $2450 | $2452 |
| &nbsp;&nbsp;&nbsp;Antares Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 07/15/2026 (A) | 2915 | 2581 |
| &nbsp;&nbsp;&nbsp;ANZ New Zealand International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/22/2026 (A) | 6015 | 5337 |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/27/2026 (A) | 1140 | 1110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/30/2024 (A) | 6353 | 6251 |
| &nbsp;&nbsp;&nbsp;ASB Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 10/22/2026 (A) | 4790 | 4259 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/12/2026 (A) | 6830 | 6201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.673%, 06/07/2031 (A) | 9805 | 7818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/24/2028 (A) | 5135 | 4399 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 09/18/2025  | 4055 | 3669 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, 05/28/2025  | 4150 | 3902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.706%, 06/27/2024  | 7425 | 7215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (C) | 820 | 706 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  | 485 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948%, U.S. SOFR + 2.040%, 07/22/2028 (C) | 18565 | 18548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.571%, U.S. SOFR + 1.830%, 04/27/2033 (C) | 5000 | 4774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (C) | 12525 | 12110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C) | 12260 | 9565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (C) | 2399 | 2390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C) | 1465 | 1231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.560%, 07/21/2052 (C) | 4498 | 3140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C) | 2585 | 2143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C) | 6860 | 5607 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C) | 1370 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (C) | 10245 | 9799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (C) | 4228 | 3804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, 11/25/2027  | 7325 | 7142 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705%, ICE LIBOR USD 3 Month + 1.512%, 04/24/2028 (C) | $18945 | $17996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/2027 (C) | 665 | 635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (C) | 10105 | 9939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.248%, 10/21/2027  | 3635 | 3430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (C) | 2870 | 2491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C) | 14655 | 10493 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/15/2026  | 3825 | 3412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/09/2024  | 4375 | 4121 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 08/17/2026  | 705 | 664 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(C)(D) | 3150 | 2985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 07/31/2024  | 5281 | 4946 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/12/2026  | 4465 | 4376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.932%, ICE LIBOR USD 3 Month + 1.610%, 05/07/2025 (C) | 4615 | 4511 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | 865 | 838 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 9350 | 8066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/15/2050  | 3685 | 2688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 10/15/2030  | 4000 | 3257 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2044 (A) | 738 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2023 (A) | 2014 | 2012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 07/15/2045 (A) | 1534 | 1377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/10/2049 (A) | 2250 | 1715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 10/02/2027 (A) | 1878 | 1755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/30/2032 (A) | 2000 | 1660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/30/2032 (A) | 4795 | 3770 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/15/2026  | 2920 | 2466 |
| &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2026  | 3105 | 2912 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(C) | 4170 | 3844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.159%, U.S. SOFR + 1.218%, 09/15/2029 (A)(C) | 2305 | 1897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(C) | 6005 | 5267 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 04/12/2024 (A) | 3400 | 3207 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Brookfield Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.724%, 04/15/2031  | $2500 | $2106 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/23/2025  | 3400 | 3071 |
| &nbsp;&nbsp;&nbsp;Cantor Fitzgerald  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/14/2027 (A) | 2435 | 2316 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.927%, U.S. SOFR + 2.057%, 05/10/2028 (C) | 167 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/11/2027  | 4523 | 4324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 10/30/2024  | 2868 | 2812 |
| &nbsp;&nbsp;&nbsp;Carlyle Finance Subsidiary LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/19/2029 (A) | 2697 | 2409 |
| &nbsp;&nbsp;&nbsp;CDP Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 11/25/2039 (A) | 700 | 798 |
| &nbsp;&nbsp;&nbsp;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 01/25/2023  | 3996 | 3985 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/03/2045  | 1138 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/15/2051  | 3645 | 2664 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 4895 | 3206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 6030 | 4591 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.920%, 05/15/2028  | 3363 | 3702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/01/2034  | 2882 | 3171 |
| &nbsp;&nbsp;&nbsp;Citadel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2027 (A) | 3820 | 3657 |
| &nbsp;&nbsp;&nbsp;Citadel Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/09/2026 (A) | 3615 | 3301 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 3119 | 4073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/13/2025  | 920 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, U.S. SOFR + 2.086%, 05/24/2033 (C) | 3330 | 3257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 1040 | 937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 3288 | 3099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 09/29/2027  | 195 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C) | 2918 | 2614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, U.S. SOFR + 1.372%, 05/24/2025 (C) | 3535 | 3511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/01/2026  | 6375 | 6150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (C) | 6380 | 6253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C) | 2110 | 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.462%, U.S. SOFR + 0.770%, 06/09/2027 (C) | 3767 | 3323 |
| &nbsp;&nbsp;&nbsp;CME Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 09/15/2043  | 2500 | 2743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 1989 | 1887 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 06/15/2026 (A) | $3668 | $3264 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (A)(C) | 5555 | 4931 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/05/2032 (A) | 2590 | 2327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/05/2029 (A) | 4850 | 4464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (A) | 4280 | 4122 |
| &nbsp;&nbsp;&nbsp;Credit Agricole  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, U.S. SOFR + 0.892%, 01/26/2027 (A)(C) | 4185 | 3677 |
| &nbsp;&nbsp;&nbsp;Credit Agricole MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/24/2023 (A) | 4640 | 4632 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(C) | 4190 | 4001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.193%, U.S. SOFR + 2.044%, 06/05/2026 (A)(C) | 6950 | 6210 |
| &nbsp;&nbsp;&nbsp;Credit Suisse NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/09/2024  | 9630 | 9576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/21/2025  | 6800 | 6576 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.898%, 05/28/2024  | 5135 | 4827 |
| &nbsp;&nbsp;&nbsp;Empower Finance 2020  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.075%, 09/17/2051 (A) | 1255 | 876 |
| &nbsp;&nbsp;&nbsp;Enstar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/01/2031  | 3285 | 2473 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 07/07/2025 (A) | 1473 | 1347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/27/2027 (A) | 1973 | 1691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 08/12/2024 (A) | 2165 | 2017 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 07/12/2026 (A) | 5101 | 4526 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/30/2026 (A) | 5611 | 5005 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/03/2031  | 2495 | 2132 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C) | 1750 | 1697 |
| &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 05/21/2024 (A) | 5645 | 5303 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/05/2027  | 1920 | 1769 |
| &nbsp;&nbsp;&nbsp;First Republic Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.912%, U.S. SOFR + 0.620%, 02/12/2024 (C) | 2800 | 2769 |
| &nbsp;&nbsp;&nbsp;Five Corners Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.419%, 11/15/2023 (A) | 4190 | 4191 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;GA Global Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/11/2025 (A) | $5800 | $5614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 09/15/2028 (A) | 5945 | 4994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 01/15/2026 (A) | 2345 | 2099 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.345%, 02/15/2034  | 2200 | 2288 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 445 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 05/01/2036  | 670 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C) | 3315 | 3016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C) | 1517 | 1322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 01/26/2027  | 155 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2030  | 770 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2025  | 2385 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2026  | 8613 | 8274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C) | 2228 | 1756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (C) | 7830 | 7626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C) | 8460 | 6483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (C) | 14920 | 12693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C) | 415 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, U.S. SOFR + 1.264%, 10/21/2032 (C) | 1439 | 1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.640%, U.S. SOFR + 1.114%, 02/24/2028 (C) | 4800 | 4353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/07/2030  | 725 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (C) | 6145 | 4974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.948%, U.S. SOFR + 0.913%, 10/21/2027 (C) | 6225 | 5529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431%, U.S. SOFR + 0.798%, 03/09/2027 (C) | 8975 | 7985 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 5605 | 5343 |
| &nbsp;&nbsp;&nbsp;HSBC Bank PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.650%, 05/01/2025  | 3080 | 3270 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 7096 | 8236 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (C) | 11362 | 10689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, U.S. SOFR + 1.430%, 03/10/2026 (C) | 1140 | 1080 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/06/2026 (A) | 3690 | 3666 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C) | $415 | $383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/02/2023  | 3950 | 3947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C) | 5405 | 5268 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 5115 | 4990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/21/2048  | 1454 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 1100 | 807 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/23/2031 (A) | 3295 | 2640 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1361 | 1643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 07/15/2025  | 1690 | 1845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2038  | 5612 | 6394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2040  | 1000 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.586%, U.S. SOFR + 1.800%, 04/26/2033 (C) | 3125 | 3009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.565%, U.S. SOFR + 1.750%, 06/14/2030 (C) | 5880 | 5704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (C) | 1375 | 1220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C) | 45 | 38 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C) | 2830 | 2360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (C) | 6195 | 5443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/10/2024  | 4785 | 4764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, ICE LIBOR USD 3 Month + 0.945%, 01/23/2029 (C) | 15247 | 14108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.332%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (C) | 1630 | 1514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C) | 8270 | 6242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.220%, ICE LIBOR USD 3 Month + 1.155%, 03/01/2025 (C) | 2395 | 2349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157%, U.S. SOFR + 1.460%, 04/22/2042 (C) | 10745 | 8292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C) | 250 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 1.260%, 01/25/2033 (C) | 1475 | 1253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, U.S. SOFR + 2.040%, 04/22/2031 (C) | 2203 | 1863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.069%, U.S. SOFR + 1.015%, 06/01/2029 (C) | 4860 | 4153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, U.S. SOFR + 1.065%, 02/04/2032 (C) | 2425 | 1922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.045%, U.S. SOFR + 0.800%, 11/19/2026 (C) | 1300 | 1155 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (A) | $6248 | $5896 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance VIII LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2050 (A) | 1275 | 964 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance XII LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/17/2032 (A) | 3073 | 2998 |
| &nbsp;&nbsp;&nbsp;Korea Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/18/2025  | 5905 | 5587 |
| &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 01/17/2023  | 3320 | 3304 |
| &nbsp;&nbsp;&nbsp;Lincoln National  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2031  | 3100 | 2761 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (C) | 2145 | 2038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.438%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/05/2026 (C) | 4500 | 4229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (C) | 2636 | 2328 |
| &nbsp;&nbsp;&nbsp;LSEGA Financing PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/06/2041 (A) | 3618 | 2869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 04/06/2026 (A) | 4681 | 4214 |
| &nbsp;&nbsp;&nbsp;Macquarie Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)(C) | 9208 | 9181 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.629%, U.S. SOFR + 0.910%, 09/23/2027 (A)(C) | 1844 | 1586 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/10/2025  | 4200 | 4134 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2050 (A) | 1153 | 880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2061 (A) | 7385 | 5083 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 07/16/2026 (A) | 6000 | 5362 |
| &nbsp;&nbsp;&nbsp;Met Tower Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/14/2026 (A) | 3545 | 3125 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 5140 | 5201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/01/2045  | 1250 | 1102 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/11/2024 (A) | 6135 | 6113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 01/11/2032 (A) | 3850 | 3220 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (C) | 9420 | 8299 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/08/2032  | 3406 | 3294 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 08/18/2060  | $2136 | $1310 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, U.S. SOFR + 1.610%, 04/20/2028 (C) | 14314 | 13948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C) | 790 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.593%, U.S. SOFR + 0.879%, 05/04/2027 (C) | 2650 | 2362 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | 2120 | 2417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 4535 | 4052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C) | 2955 | 2632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2023  | 3317 | 3320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, U.S. SOFR + 1.290%, 01/21/2033 (C) | 2245 | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, U.S. SOFR + 1.152%, 07/22/2025 (C) | 2540 | 2454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C) | 2490 | 2039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (C) | 3845 | 3493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C) | 4150 | 3343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, U.S. SOFR + 0.858%, 07/20/2027 (C) | 2237 | 1981 |
| &nbsp;&nbsp;&nbsp;Mutual of Omaha Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(C) | 1515 | 1452 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, ICE LIBOR USD 3 Month + 2.910%, 04/30/2043 (C) | 2056 | 1912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2048  | 1000 | 919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2049  | 2648 | 2392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, 11/01/2032  | 435 | 416 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(C) | 5295 | 4768 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 08/15/2039 (A) | 1450 | 1967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 3471 | 2886 |
| &nbsp;&nbsp;&nbsp;Natwest Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (C) | 4320 | 3782 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 08/01/2031 (A) | 2415 | 1951 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 2224 | 2425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 1420 | 1181 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2031 (A) | $6865 | $5768 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/11/2028  | 3498 | 2831 |
| &nbsp;&nbsp;&nbsp;Pacific Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(C) | 1555 | 1337 |
| &nbsp;&nbsp;&nbsp;Peachtree Corners Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.976%, 02/15/2025 (A) | 4431 | 4369 |
| &nbsp;&nbsp;&nbsp;PNC Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 10/30/2024  | 1760 | 1730 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 07/23/2026  | 8220 | 7761 |
| &nbsp;&nbsp;&nbsp;Pricoa Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/01/2023 (A) | 5140 | 5115 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/21/2024 (A) | 3110 | 2965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/27/2030 (A) | 3374 | 2648 |
| &nbsp;&nbsp;&nbsp;Prospect Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 01/22/2026  | 2520 | 2267 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.935%, 12/07/2049  | 140 | 120 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 1660 | 1786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/10/2026  | 4945 | 4528 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/14/2030  | 2008 | 1793 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/03/2031  | 2075 | 1723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 07/29/2024  | 1971 | 1850 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2032 (A) | 5760 | 5109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/01/2029 (A) | 6138 | 5585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 03/01/2027 (A) | 5925 | 5527 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 1/ Scentre Group Trust 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/28/2030 (A) | 631 | 597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/23/2027 (A) | 805 | 761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/28/2026 (A) | 8801 | 8418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2025 (A) | 1390 | 1346 |
| &nbsp;&nbsp;&nbsp;Scentre Group Trust 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(C) | 6340 | 5857 |
| &nbsp;&nbsp;&nbsp;Securian Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/15/2048 (A) | 3138 | 2668 |
| &nbsp;&nbsp;&nbsp;Security Benefit Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/17/2024 (A) | 1501 | 1411 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (A) | 2840 | 1879 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.421%, U.S. SOFR + 1.605%, 05/13/2033 (C) | $3026 | $2979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, U.S. SOFR + 1.490%, 11/01/2034 (C) | 5280 | 4602 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.948%, 01/12/2026  | 3000 | 2670 |
| &nbsp;&nbsp;&nbsp;Swiss Re Treasury US  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/06/2042 (A) | 3000 | 2794 |
| &nbsp;&nbsp;&nbsp;Synchrony Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/22/2025  | 5420 | 5412 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 3035 | 2975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 09/10/2024  | 3763 | 3519 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2046  | 1505 | 1299 |
| &nbsp;&nbsp;&nbsp;Truist Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/30/2026  | 2090 | 2041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/11/2030  | 915 | 762 |
| &nbsp;&nbsp;&nbsp;Truist Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2025  | 8220 | 8197 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.916%, U.S. SOFR + 2.240%, 07/28/2033 (C) | 5320 | 5092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/26/2024  | 2500 | 2452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.887%, U.S. SOFR + 0.862%, 06/07/2029 (C) | 4036 | 3451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.267%, U.S. SOFR + 0.609%, 03/02/2027 (C) | 12535 | 11250 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (A) | 3285 | 3039 |
| &nbsp;&nbsp;&nbsp;UBS Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(C) | 11620 | 11406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (A)(C) | 5720 | 5660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/24/2025 (A) | 1345 | 1330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 08/10/2027 (A)(C) | 2100 | 1824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.008%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (A)(C) | 8100 | 7850 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.967%, U.S. SOFR + 2.110%, 07/22/2033 (C) | 4130 | 4070 |
| &nbsp;&nbsp;&nbsp;USAA Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/01/2025 (A) | 3949 | 3884 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 1880 | 2463 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 01/15/2038  | $| 2620 | $3002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/15/2036  |  | 1035 | 1039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  |  | 3666 | 3709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, U.S. SOFR + 2.530%, 04/30/2041 (C) |  | 3585 | 2744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/22/2026  |  | 8965 | 8529 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C) |  | 530 | 518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  |  | 1575 | 1455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (C) |  | 1465 | 1441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  |  | 3473 | 3171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (C) |  | 5805 | 5324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  |  | 2750 | 2409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (C) |  | 12541 | 11833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, U.S. SOFR + 1.500%, 03/02/2033 (C) |  | 2805 | 2449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (C) |  | 11945 | 11252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, U.S. SOFR + 1.432%, 10/30/2030 (C) |  | 4585 | 4022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.262%, 02/11/2031 (C) |  | 3185 | 2698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.393%, U.S. SOFR + 2.100%, 06/02/2028 (C) |  | 8635 | 7735 |
| &nbsp;&nbsp;&nbsp;Westpac Banking  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (C) |  | 955 | 918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C) |  | 3760 | 2960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, 11/20/2028  |  | 7025 | 6112 |
|  |  |  | 1106841 |
| **Health Care — 6.6%** | **Health Care — 6.6%** | **Health Care — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 2100 | 1847 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 2984 | 2784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 06/15/2030  |  | 3670 | 3138 |
| &nbsp;&nbsp;&nbsp;Ascension Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, 11/15/2046  |  | 2394 | 2180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, 11/15/2039  |  | 1725 | 1419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, 11/15/2029  |  | 3660 | 3268 |
| &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/28/2028  |  | 5400 | 4767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 05/28/2026  |  | 9045 | 8167 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 11/16/2025  | $1393 | $1367 |
| &nbsp;&nbsp;&nbsp;Banner Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.907%, 01/01/2042  | 2652 | 2040 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (A) | 3935 | 3214 |
| &nbsp;&nbsp;&nbsp;Blue Cross & Blue Shield of Minnesota  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, 05/01/2025 (A) | 2086 | 1998 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.464%, 06/01/2030  | 1930 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.095%, 06/01/2031  | 1430 | 1170 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  | 217 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 2010 | 1703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  | 3715 | 3185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/26/2029  | 1362 | 1300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2026  | 1775 | 1739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/15/2032  | 5810 | 5265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  | 495 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 11/13/2040  | 690 | 504 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2025  | 2154 | 2140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2031  | 3000 | 2521 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/01/2042  | 1680 | 1498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 3085 | 2526 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 2310 | 2224 |
| &nbsp;&nbsp;&nbsp;Eli Lilly  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/15/2029  | 3155 | 3055 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  | 1735 | 1660 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2028  | 2190 | 2153 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | 2385 | 2201 |
| &nbsp;&nbsp;&nbsp;Health Care Service, A Mutual Legal Reserve  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/01/2050 (A) | 3025 | 2246 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 3000 | 2703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 01/15/2028  | 2565 | 2465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 01/15/2025  | 1660 | 1626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 09/01/2030  | 5355 | 4487 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 3020 | 2789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 05/01/2027  | 2005 | 1935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 4970 | 3807 |
| &nbsp;&nbsp;&nbsp;McKesson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 12/03/2025  | 2000 | 1799 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2035  | 1732 | 1719 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | $1805 | $1451 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2042  | 2145 | 1854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/07/2029  | 2385 | 2289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 12/10/2028  | 4930 | 4349 |
| &nbsp;&nbsp;&nbsp;MultiCare Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.803%, 08/15/2050  | 4400 | 3035 |
| &nbsp;&nbsp;&nbsp;Nationwide Children's Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.556%, 11/01/2052  | 1135 | 1103 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 1395 | 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.651%, 08/01/2030  | 2487 | 2030 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 2055 | 1800 |
| &nbsp;&nbsp;&nbsp;Novartis Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/06/2044  | 670 | 661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2025  | 4380 | 4287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/14/2050  | 4606 | 3500 |
| &nbsp;&nbsp;&nbsp;NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.667%, 10/01/2050  | 5260 | 3605 |
| &nbsp;&nbsp;&nbsp;OhioHealth  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.834%, 11/15/2041  | 4000 | 3047 |
| &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.327%, 10/01/2050  | 755 | 577 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 09/15/2024  | 6845 | 6378 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2026  | 2220 | 2160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/01/2030  | 5250 | 4722 |
| &nbsp;&nbsp;&nbsp;Pharmacia LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 12/01/2028  | 1100 | 1221 |
| &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, 10/01/2029  | 8461 | 7444 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.477%, 07/01/2049  | 4050 | 3290 |
| &nbsp;&nbsp;&nbsp;SSM Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 06/01/2023  | 7331 | 7317 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 08/15/2030  | 1040 | 959 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/15/2028  | 990 | 874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.215%, 10/18/2024  | 13955 | 13201 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  | 2380 | 2894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 1609 | 1903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2037  | 1675 | 1965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  | 5480 | 5460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2032  | 7285 | 7204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  | 1432 | 1318 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/2029  | $| 2879 | $2833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028  |  | 1835 | 1805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2028  |  | 1360 | 1343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  |  | 3700 | 3689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/15/2025  |  | 1825 | 1814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2024  |  | 4395 | 4385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 1620 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 8415 | 7187 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2036  |  | 1400 | 1577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 3960 | 4493 |
|  |  |  | 232558 |
| **Industrials — 9.2%** | **Industrials — 9.2%** | **Industrials — 9.2%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1575 | 1271 |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/29/2028  |  | 7130 | 6061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 2780 | 2451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 7345 | 6797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 10/29/2023  |  | 7575 | 7246 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2023  |  | 4406 | 4391 |
| &nbsp;&nbsp;&nbsp;Airbus  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/10/2047 (A) |  | 2800 | 2408 |
| &nbsp;&nbsp;&nbsp;BAE Systems Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/07/2024 (A) |  | 1700 | 1677 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/11/2041 (A) |  | 1940 | 2013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/15/2030 (A) |  | 2307 | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 02/15/2031 (A) |  | 4286 | 3438 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 3410 | 3271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 2195 | 2094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  |  | 9430 | 9281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2026  |  | 3935 | 3715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/15/2023  |  | 3100 | 3051 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/01/2037  |  | 2590 | 2978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  |  | 2563 | 2563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  |  | 5015 | 4841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  |  | 3424 | 3307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/01/2042  |  | 370 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/01/2045  |  | 3100 | 2833 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/05/2032  |  | 2990 | 2894 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.803%, 08/15/2042  |  | 1510 | 1376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/15/2024  |  | 3050 | 3040 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 08/12/2027  |  | 9460 | 9288 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 01/10/2024  | $24860 | $23962 |
| &nbsp;&nbsp;&nbsp;Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/29/2024  | 3009 | 2863 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2032  | 6490 | 6270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 09/15/2049  | 4726 | 3703 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 220 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 04/15/2030  | 4033 | 3768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/15/2025  | 1295 | 1260 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/30/2027  | 1093 | 976 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.404%, 04/25/2024  | 2800 | 2662 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/10/2028  | 2817 | 2443 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 12/21/2031  | 6250 | 5309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/15/2027  | 1855 | 1665 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 11869 | 11223 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 920 | 885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 2100 | 2006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/01/2041  | 3640 | 2853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 08/15/2023  | 2655 | 2609 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/01/2031  | 1980 | 1639 |
| &nbsp;&nbsp;&nbsp;John Deere Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/07/2032  | 6325 | 6223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/07/2023  | 5091 | 5090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 07/18/2029  | 4220 | 3900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/24/2024  | 4835 | 4757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/10/2026  | 355 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/08/2027  | 4820 | 4515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/10/2025  | 15465 | 14607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 10/10/2023  | 11200 | 10813 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 3300 | 3066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2032  | 6960 | 6822 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/01/2028  | 3180 | 3098 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 01/15/2025  | 4900 | 4774 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 05/11/2026  | 3079 | 2792 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP / PTL Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2025 (A) | 2904 | 2841 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/10/2025 (A) | $| 2752 | $2695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 07/01/2024 (A) |  | 5540 | 5406 |
| &nbsp;&nbsp;&nbsp;Protective Life Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.618%, 04/15/2026 (A) |  | 7358 | 6660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 07/15/2025 (A) |  | 1476 | 1347 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  |  | 2300 | 2179 |
| &nbsp;&nbsp;&nbsp;Ryder System MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2025  |  | 4800 | 4793 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/11/2028 (A) |  | 5110 | 4453 |
| &nbsp;&nbsp;&nbsp;Snap-on  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2050  |  | 3240 | 2579 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/15/2027  |  | 2770 | 2825 |
| &nbsp;&nbsp;&nbsp;Triton Container International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 04/15/2026 (A) |  | 2335 | 2026 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) |  | 2100 | 1989 |
| &nbsp;&nbsp;&nbsp;TTX MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2025 (A) |  | 5563 | 5413 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  |  | 2510 | 2040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 1120 | 941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/10/2052  |  | 8661 | 6354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/20/2031  |  | 3595 | 3118 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  |  | 1295 | 1121 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Ser 2012-1, Cl A  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/11/2024  |  | 2217 | 2158 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust, Ser 2019-1, Cl AA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/25/2031  |  | 1423 | 1305 |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2050  |  | 3026 | 3370 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/15/2050  |  | 2930 | 2261 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 419 | 406 |
|  |  |  | 310111 |
| **Information Technology — 6.6%** | **Information Technology — 6.6%** | **Information Technology — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;Adobe  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 02/01/2023  |  | 13040 | 12944 |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 1918 | 1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 10/01/2031  |  | 1400 | 1186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 10/01/2028  |  | 5070 | 4437 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 3755 | 3839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/23/2036  |  | 2525 | 2604 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  | $515 | $504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/08/2062  | 9530 | 8751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/04/2046  | 5065 | 4604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 02/09/2027  | 4050 | 3983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/23/2026  | 8915 | 8760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/09/2024  | 4040 | 4006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 05/11/2024  | 1055 | 1042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/05/2061  | 2000 | 1420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  | 3755 | 2749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  | 2195 | 1651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/08/2031  | 4730 | 3935 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/01/2025  | 3155 | 3157 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  | 2007 | 2275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 09/20/2023  | 4315 | 4257 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2036  | 1844 | 2017 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2024  | 5226 | 5099 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/25/2060  | 1052 | 1012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 5625 | 5489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2032  | 4300 | 4141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/12/2061  | 888 | 623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/11/2024  | 5830 | 5753 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2039  | 2325 | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2026  | 1805 | 1750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2024  | 1140 | 1126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 02/09/2027  | 2700 | 2487 |
| &nbsp;&nbsp;&nbsp;Intuit  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 07/15/2027  | 2989 | 2631 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 5427 | 5453 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 3110 | 2817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/26/2027  | 2720 | 2662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2029  | 2420 | 2256 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/08/2046  | 4759 | 4382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 1225 | 1171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 130 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 1100 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 4102 | 3227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/06/2024  | 1985 | 1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 1078 | 766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 7590 | 5524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 08/08/2026  | 6875 | 6562 |
| &nbsp;&nbsp;&nbsp;NXP BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2024  | 3252 | 3265 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2033  | $| 1975 | $1900 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  |  | 680 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  |  | 5360 | 3924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  |  | 2190 | 1701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  |  | 9370 | 6814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2030  |  | 7955 | 6789 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 06/01/2052  |  | 4270 | 4162 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/20/2047  |  | 3141 | 2952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/20/2032  |  | 1540 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 05/20/2028  |  | 5677 | 4902 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/15/2028  |  | 12640 | 11061 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  |  | 3754 | 3576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2039  |  | 195 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 09/04/2029  |  | 8370 | 7480 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  |  | 1565 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/25/2026  |  | 3120 | 2830 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  |  | 1125 | 1115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2040  |  | 740 | 591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2050  |  | 3610 | 2339 |
| &nbsp;&nbsp;&nbsp;Vontier  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2031  |  | 7500 | 5769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 04/01/2026  |  | 1205 | 1054 |
| &nbsp;&nbsp;&nbsp;Wipro IT Services LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/23/2026 (A) |  | 4937 | 4420 |
|  |  |  | 229425 |
| **Materials — 1.3%** | **Materials — 1.3%** | **Materials — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/15/2027  |  | 3050 | 2772 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.420%, 03/01/2026  |  | 1590 | 1696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 1400 | 1418 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032  |  | 1895 | 1881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  |  | 2120 | 2113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2025  |  | 5200 | 5213 |
| &nbsp;&nbsp;&nbsp;Ecolab  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2027  |  | 3565 | 3247 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/14/2052 (A) |  | 1350 | 1198 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032 (A) |  | 2250 | 2081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 04/14/2027 (A) |  | 1155 | 1121 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2029  | $| 4759 | $4585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2030  |  | 1545 | 1430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2030  |  | 745 | 675 |
| &nbsp;&nbsp;&nbsp;Linde  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 01/30/2026  |  | 2315 | 2270 |
| &nbsp;&nbsp;&nbsp;Lubrizol  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2034  |  | 1000 | 1168 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/17/2042 (A) |  | 1095 | 884 |
| &nbsp;&nbsp;&nbsp;Newcrest Finance Pty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/13/2030 (A) |  | 2440 | 2158 |
| &nbsp;&nbsp;&nbsp;PPG Industries  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/15/2026  |  | 3315 | 2979 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 11/02/2040  |  | 1185 | 1237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/02/2051  |  | 4000 | 2887 |
| &nbsp;&nbsp;&nbsp;Sealed Air  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.573%, 10/15/2026 (A) |  | 1950 | 1710 |
|  |  |  | 44723 |
| **Real Estate — 2.1%** | **Real Estate — 2.1%** | **Real Estate — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/15/2027  |  | 2980 | 2837 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/01/2028  |  | 2630 | 2560 |
| &nbsp;&nbsp;&nbsp;Crown Castle Towers LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.663%, 05/15/2025 (A) |  | 3940 | 3891 |
| &nbsp;&nbsp;&nbsp;Essential Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 07/15/2031  |  | 3050 | 2343 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/15/2026  |  | 5026 | 4521 |
| &nbsp;&nbsp;&nbsp;Newmark Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/15/2023  |  | 3140 | 3140 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/15/2033  |  | 2435 | 1852 |
| &nbsp;&nbsp;&nbsp;Regency Centers  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  |  | 285 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  |  | 1550 | 1336 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  |  | 3895 | 3140 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/15/2029  |  | 4275 | 3727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2031  |  | 3025 | 2405 |
| &nbsp;&nbsp;&nbsp;Simon Property Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/01/2032  |  | 2055 | 1708 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  |  | 470 | 529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  |  | 2164 | 1894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2050  |  | 1400 | 1137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/01/2024  |  | 5488 | 5426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/13/2029  |  | 2356 | 2033 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Spirit Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/15/2028  | $| 2685 | $2239 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2028  |  | 7515 | 6345 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028  |  | 6265 | 6012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2025  |  | 2545 | 2485 |
| &nbsp;&nbsp;&nbsp;Vornado Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2025  |  | 3895 | 3727 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2048  |  | 2632 | 2476 |
| &nbsp;&nbsp;&nbsp;WP Carey  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/01/2024  |  | 2670 | 2678 |
|  |  |  | 70693 |
| **Utilities — 9.3%** | **Utilities — 9.3%** | **Utilities — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;AEP Texas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 01/15/2050  |  | 2695 | 2066 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/01/2042  |  | 600 | 518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 2800 | 2326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 09/15/2030  |  | 3416 | 2775 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2049  |  | 7530 | 7221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 09/01/2032  |  | 12805 | 12297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 09/01/2022  |  | 2000 | 2000 |
| &nbsp;&nbsp;&nbsp;Atmos Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/15/2049  |  | 3750 | 3368 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  |  | 4415 | 3739 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2036  |  | 1472 | 1617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/01/2053 (A) |  | 2145 | 2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2049  |  | 140 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2048  |  | 1065 | 899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2028  |  | 1720 | 1627 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2044  |  | 2215 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2032  |  | 1550 | 1402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/01/2050  |  | 735 | 541 |
| &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 09/15/2029  |  | 1735 | 1536 |
| &nbsp;&nbsp;&nbsp;CMS Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2026  |  | 7285 | 6907 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2044  |  | 2000 | 1936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  |  | 3855 | 3453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/15/2049  |  | 1515 | 1183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2050  |  | 1815 | 1368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2026  |  | 4665 | 4429 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/15/2047  |  | 3000 | 2523 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2051  | $555 | $458 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/01/2030  | 595 | 541 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2043  | 1000 | 944 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/01/2025  | 2289 | 2251 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 11/01/2024 (E) | 7255 | 7219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.529%, 10/01/2024 (E) | 3695 | 3557 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 1700 | 1758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2046  | 5500 | 4782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/15/2032  | 2695 | 2389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/15/2031  | 2855 | 2499 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 250 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 255 | 242 |
| &nbsp;&nbsp;&nbsp;Duke Energy Ohio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/01/2030  | 1260 | 1061 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2045  | 2445 | 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2042  | 1016 | 907 |
| &nbsp;&nbsp;&nbsp;East Ohio Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050 (A) | 1050 | 746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2030 (A) | 2370 | 1945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/15/2025 (A) | 2700 | 2467 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/15/2024  | 2410 | 2320 |
| &nbsp;&nbsp;&nbsp;Entergy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 06/15/2031  | 4650 | 3771 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2049  | 2690 | 2449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/15/2052  | 3685 | 2865 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2048  | 3215 | 2881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/01/2024  | 10295 | 9677 |
| &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/01/2028  | 3890 | 3539 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 2020 | 1584 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2023  | 2905 | 2892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2024  | 3708 | 3611 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | 155 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 4657 | 5083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/01/2042  | 3635 | 3371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/01/2025  | 2515 | 2461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032  | 16055 | 13937 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2043  | $4175 | $3684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 5140 | 4102 |
| &nbsp;&nbsp;&nbsp;Idaho Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 2450 | 2195 |
| &nbsp;&nbsp;&nbsp;Indiana Michigan Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/15/2048  | 575 | 500 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2046 (A) | 65 | 59 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2032 (A) | 3755 | 3173 |
| &nbsp;&nbsp;&nbsp;Massachusetts Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.729%, 11/24/2030 (A) | 1300 | 1012 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 04/15/2050  | 2700 | 2098 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/20/2025  | 10625 | 10655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 06/15/2028  | 6095 | 5273 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.278%, 10/01/2034 (A) | 1959 | 1822 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/01/2025  | 3220 | 3485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2036  | 600 | 689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 8361 | 8118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/01/2031  | 2695 | 2334 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2029  | 2684 | 2529 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2040  | 1640 | 1597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | 1895 | 1631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  | 1215 | 993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/01/2042  | 190 | 153 |
| &nbsp;&nbsp;&nbsp;Ohio Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 04/01/2030  | 3565 | 3122 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2038  | 120 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 2074 | 2236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 1216 | 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2045  | 3680 | 3130 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 2340 | 1740 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2037  | 2375 | 2604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 4410 | 4779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2023  | 4940 | 4904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 5290 | 3816 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 09/15/2051  | 3000 | 2184 |
| &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.022%, 06/01/2031  | 4225 | 4194 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 2400 | 2180 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/01/2047  | $1802 | $1596 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | 2792 | 2517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/01/2028  | 1180 | 1148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/01/2023  | 1450 | 1443 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  | 215 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/01/2032  | 4570 | 4479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2050  | 1685 | 1328 |
| &nbsp;&nbsp;&nbsp;Public Service of New Hampshire  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2049  | 2000 | 1674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 06/15/2031  | 5310 | 4500 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2040  | 2025 | 1894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/01/2023  | 1224 | 1221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  | 440 | 343 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/01/2048  | 400 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2038  | 1225 | 1051 |
| &nbsp;&nbsp;&nbsp;Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.475%, 08/01/2024 (E) | 2435 | 2443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.664%, U.S. SOFR + 0.370%, 05/10/2023 (C) | 5225 | 5199 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/01/2029  | 2715 | 2392 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049  | 1100 | 982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  | 195 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/01/2030  | 4835 | 4312 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 06/01/2052  | 2115 | 2095 |
| &nbsp;&nbsp;&nbsp;Union Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  | 1095 | 959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/15/2042  | 90 | 78 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/30/2037  | 1735 | 1954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 01/15/2026  | 3000 | 2912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  | 5960 | 4417 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/13/2024 (A) | 3925 | 3874 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/15/2028  | 2300 | 2005 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 08/15/2037  | 50 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  | 40 | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/15/2027  | 2435 | 2305 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/01/2049  | $| 2475 | $| 1927 |
|  |  |  |  | 321190 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,252,495) ($ Thousands) |  |  |  | 2916975 |
| **U.S. TREASURY OBLIGATIONS — 9.3%** | **U.S. TREASURY OBLIGATIONS — 9.3%** | **U.S. TREASURY OBLIGATIONS — 9.3%** | **U.S. TREASURY OBLIGATIONS — 9.3%** | **U.S. TREASURY OBLIGATIONS — 9.3%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 52990 |  | 51707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 50765 |  | 46783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  |  | 7373 |  | 6111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  |  | 12960 |  | 10352 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027  |  | 14485 |  | 14416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/31/2024  |  | 27150 |  | 26912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2025  |  | 6155 |  | 6073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2025  |  | 15825 |  | 15563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2025  |  | 23345 |  | 22895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/30/2027  |  | 10775 |  | 10488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/31/2027  |  | 27325 |  | 26593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2032  |  | 26675 |  | 25733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 07/31/2029  |  | 8995 |  | 8623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/31/2029  |  | 13860 |  | 13069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2032  |  | 694 |  | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/31/2027  |  | 13755 |  | 12692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 01/15/2024  |  | 21652 |  | 20683 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $326,246) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $326,246) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $326,246) ($ Thousands) |  | 319313 |
| **MUNICIPAL BONDS — 3.1%** | **MUNICIPAL BONDS — 3.1%** | **MUNICIPAL BONDS — 3.1%** | **MUNICIPAL BONDS — 3.1%** | **MUNICIPAL BONDS — 3.1%** |
| **California — 0.9%** | **California — 0.9%** | **California — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Bay Area, Toll Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.574%, 04/01/2031  |  | 3300 |  | 2961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.425%, 04/01/2026  |  | 1400 |  | 1333 |
| &nbsp;&nbsp;&nbsp;California State University, Ser D, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.490%, 11/01/2028  |  | 2580 |  | 2203 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 11/01/2040  |  | 585 |  | 790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/01/2039  |  | 2305 |  | 3062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  |  | 5125 |  | 6542 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.679%, 06/01/2028  |  | 4975 |  | 4364 |
| &nbsp;&nbsp;&nbsp;East Bay, Municipal Utility District Water System Revenue, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.874%, 06/01/2040  |  | 300 |  | 346 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Los Angeles, Community College District, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.606%, 08/01/2028  | $| 4780 | $4246 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Unified School District, Build America Project, Ser RY, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.758%, 07/01/2034  |  | 1120 | 1307 |
| &nbsp;&nbsp;&nbsp;Riverside County, Pension Obligation, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.818%, 02/15/2038  |  | 1300 | 1203 |
| &nbsp;&nbsp;&nbsp;University of California Regents, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.132%, 05/15/2032  |  | 3210 | 3164 |
| &nbsp;&nbsp;&nbsp;University of California Regents, Ser H, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.548%, 05/15/2048  |  | 120 | 148 |
| &nbsp;&nbsp;&nbsp;University of California, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 05/15/2043  |  | 1375 | 1532 |
|  |  |  | 33201 |
| **Colorado — 0.1%** | **Colorado — 0.1%** | **Colorado — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;City & County of Denver's Airport System Revenue, Ser C, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.037%, 11/15/2028  |  | 4000 | 3531 |
| **Connecticut — 0.1%** | **Connecticut — 0.1%** | **Connecticut — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;State of Connecticut, Ser A, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/15/2028  |  | 2555 | 2519 |
| **Florida — 0.0%** | **Florida — 0.0%** | **Florida — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Florida State, Board of Administration Finance, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.705%, 07/01/2027  |  | 1383 | 1237 |
| **Georgia — 0.2%** | **Georgia — 0.2%** | **Georgia — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Georgia State, Municipal Electric Authority, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.055%, 04/01/2057  |  | 2789 | 3037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 2417 | 2765 |
|  |  |  | 5802 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Greater Chicago, Metropolitan Water Reclamation District, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.720%, 12/01/2038  |  | 2580 | 2968 |
| **Kansas — 0.0%** | **Kansas — 0.0%** | **Kansas — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Kansas State, Development Finance Authority, Ser H, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.727%, 04/15/2037  |  | 1455 | 1464 |
| **Massachusetts — 0.2%** | **Massachusetts — 0.2%** | **Massachusetts — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 05/01/2029  |  | 100 | 106 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.731%, 06/01/2040  | $| 80 | $90 |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Educational Financing Authority, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.925%, 07/01/2028  |  | 2550 | 2330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.638%, 07/01/2026  |  | 2125 | 1915 |
|  |  |  | 4441 |
| **Michigan — 0.3%** | **Michigan — 0.3%** | **Michigan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Michigan State, Finance Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.084%, 12/01/2034  |  | 1685 | 1491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.671%, 09/01/2049 (C) |  | 4600 | 4401 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser C, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.599%, 04/01/2047  |  | 4520 | 4118 |
|  |  |  | 10010 |
| **New Jersey — 0.2%** | **New Jersey — 0.2%** | **New Jersey — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;New Jersey State, Transportation Trust Fund Authority, Ser C, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.754%, 12/15/2028  |  | 2300 | 2375 |
| &nbsp;&nbsp;&nbsp;New Jersey State, Turnpike Authority, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.102%, 01/01/2041  |  | 2500 | 3159 |
|  |  |  | 5534 |
| **New York — 0.7%** | **New York — 0.7%** | **New York — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 10/01/2051  |  | 165 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  |  | 205 | 198 |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser 181, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960%, 08/01/2046  |  | 1315 | 1368 |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser AAA, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.086%, 07/01/2023  |  | 2225 | 2178 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.767%, 08/01/2036  |  | 470 | 509 |
| &nbsp;&nbsp;&nbsp;New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.480%, 08/01/2026  |  | 2100 | 2073 |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, Ser F, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.110%, 02/15/2039  |  | 2435 | 2100 |
| &nbsp;&nbsp;&nbsp;New York State, Thruway Authority, Ser M, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 01/01/2035  |  | 4150 | 3628 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  | $| 8225 | $8902 |
|  |  |  | 21129 |
| **Oregon — 0.1%** | **Oregon — 0.1%** | **Oregon — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Oregon State, School Boards Association, Ser B, GO, NATL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 06/30/2028  |  | 4000 | 4178 |
| **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** | **Pennsylvania — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Pennsylvania, Economic Development Financing Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.152%, 06/15/2029  |  | 5465 | 4779 |
| **Texas — 0.1%** | **Texas — 0.1%** | **Texas — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;City of Houston, Airport System Revenue, Sub-Ser C, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.085%, 07/01/2028  |  | 2320 | 2077 |
| &nbsp;&nbsp;&nbsp;Grand Parkway, Transportation Corp, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, 10/01/2042  |  | 555 | 594 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.718%, 01/01/2049  |  | 845 | 1087 |
| &nbsp;&nbsp;&nbsp;Texas State, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.517%, 04/01/2039  |  | 565 | 636 |
| &nbsp;&nbsp;&nbsp;Texas State, Dallas Area, Rapid Transit, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.147%, 12/01/2026  |  | 1200 | 1077 |
|  |  |  | 5471 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $116,387) ($ Thousands) |  |  | 106264 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **SOVEREIGN DEBT — 0.6%** | **SOVEREIGN DEBT — 0.6%** | **SOVEREIGN DEBT — 0.6%** |
| &nbsp;&nbsp;&nbsp;European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 09/06/2022 | $2790 | $2789 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 | 1125 | 1017 |
| &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/23/2023 | 7580 | 7530 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 01/30/2026 | 270 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/09/2024 | 8105 | 7964 |
| Total Sovereign Debt | Total Sovereign Debt |  |
| &nbsp;&nbsp;&nbsp;(Cost $19,888) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $19,888) ($ Thousands) | 19590 |
| **ASSET-BACKED SECURITY — 0.0%** | **ASSET-BACKED SECURITY — 0.0%** | **ASSET-BACKED SECURITY — 0.0%** |
| **Other Asset-Backed Securities — 0.0%** | **Other Asset-Backed Securities — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;American Tower Trust I, Ser 2013-13, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.070%, 03/15/2048 (A) | 65 | 65 |
| Total Asset-Backed Security |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $64) ($ Thousands) |  | 65 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 1.1%** | **CASH EQUIVALENT — 1.1%** | **CASH EQUIVALENT — 1.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.840%\*\*<sup>†</sup> | 39101473 | 39101 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $39,101) ($ Thousands) |  | 39101 |
| Total Investments in Securities — 98.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,754,181) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $3,754,181) ($ Thousands)  | $3401308 |

---

The open futures contracts held by the Fund at August 31, 2022 are as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (31) | Dec-2022 | $(4197) | $(4211) | $(14) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (155) | Dec-2022 | (19477) | (19404) | 73 |
|  |  |  | $(23674) | $(23615) | $59 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $3,437,815 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of August 31, 2022. |
| <sup>†</sup> | Investment in Affiliated Security. |
| (A) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $614,699 ($ Thousands), representing 17.9% of the Net Assets of the Fund. |
| (B) | Zero coupon security.  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(C) Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(D) Perpetual security with no stated maturity date.

(E) Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Intermediate Duration Credit Fund** (Concluded)

---

| |
|:---|
| Cl — Class |
| DAC — Designated Activity Company |
| GO — General Obligation |
| ICE— Intercontinental Exchange |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| MTN — Medium Term Note |
| NATL— National Public Finance Guarantee Corporation |
| PLC — Public Limited Company |
| Pty — Proprietary |
| RB — Revenue Bond |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 2916975 |  | 2916975 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 319313 |  | 319313 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 106264 |  | 106264 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 19590 |  | 19590 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Security |  | 65 |  | 65 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 39101 | – |  | 39101 |
| Total Investments in Securities | 39101 | 3362207 |  | 3401308 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 73 |  |  | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (14) |  |  | (14) |
| Total Other Financial Instruments | 59 |  |  | 59 |

---

\* Futures contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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

The following is a summary of the Fund's transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value** <br>**5/31/2022**  | **Purchases** <br>**at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 8/31/2022** | **Shares** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;41559 | $&nbsp;&nbsp;&nbsp;&nbsp;383992 | $&nbsp;&nbsp;&nbsp;&nbsp;(386450) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;39101 | 39101473 | $&nbsp;&nbsp;&nbsp;&nbsp;169 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** 

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 90.8%** | **COMMON STOCK — 90.8%** | **COMMON STOCK — 90.8%** |
| **Communication Services — 7.7%** | **Communication Services — 7.7%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 37800 | $2967 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 290700 | 31460 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 266520 | 29091 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 345219 | 6055 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 5600 | 2311 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 215500 | 7799 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 12501 | 217 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 13500 | 1713 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 21566 | 719 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 19000 | 525 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 6700 | 605 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 45915 | 457 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 13900 | 786 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 110800 | 18052 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 21400 | 4784 |
| &nbsp;&nbsp;&nbsp;News Corp  | 6300 | 109 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 18900 | 320 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 10000 | 669 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | 29740 | 696 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 7500 | 919 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 28565 | 4112 |
| &nbsp;&nbsp;&nbsp;Twitter Inc \* | 37200 | 1441 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 202600 | 8471 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 87877 | 9849 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 105525 | 1397 |
|  |  | 135524 |
| **Consumer Discretionary — 10.4%** | **Consumer Discretionary — 10.4%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 3000 | 506 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 422900 | 53611 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 13000 | 1215 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 969 | 2053 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 12000 | 448 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 9700 | 686 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 2000 | 3752 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 11500 | 433 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | 10700 | 461 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 7800 | 690 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | 39300 | 372 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 1300 | 2076 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 6100 | 755 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 11000 | 2612 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 10984 | 1490 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1700 | 632 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 15300 | 1088 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 27300 | 1205 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 6200 | 655 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 7200 | 739 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 189900 | 2894 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 7500 | 664 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 70400 | 2690 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 6851 | $1069 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 6200 | 489 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 13500 | 1719 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 49932 | 14401 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 16600 | 625 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 12500 | 968 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 12300 | 655 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 31869 | 6187 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 13220 | 2032 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 35800 | 9032 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 17300 | 565 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 2628 | 290 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 17999 | 321 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 61200 | 6515 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | 21300 | 279 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 150 | 621 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 3200 | 2231 |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | 7900 | 247 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 1900 | 644 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 11300 | 459 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 3500 | 197 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 2400 | 219 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 17200 | 1484 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 11000 | 449 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 55300 | 4649 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 12200 | 424 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 22300 | 3575 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 121600 | 33514 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 56900 | 3548 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 5500 | 1018 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 2500 | 1050 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 15824 | 656 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 2800 | 438 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 5100 | 309 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 13600 | 1513 |
|  |  | 184119 |
| **Consumer Staples — 6.2%** | **Consumer Staples — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 87700 | 3957 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 27400 | 2408 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 8725 | 634 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 9700 | 489 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 11800 | 988 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 5900 | 851 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 188400 | 11626 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 40700 | 3183 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 23500 | 808 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 7900 | 1944 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 21400 | 11173 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 11100 | 2824 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 28900 | 2220 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 7000 | 1573 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 13400 | $674 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 5282 | 739 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 12300 | 895 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 35200 | 1342 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 16300 | 2079 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 34466 | 1289 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 31700 | 1520 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 6900 | 549 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 12000 | 1009 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 8800 | 455 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 66600 | 4120 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 18220 | 1618 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 66762 | 11501 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 75100 | 7171 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 115914 | 15989 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 24400 | 2006 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 14100 | 1063 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 34700 | 1216 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 67765 | 8982 |
|  |  | 108895 |
| **Energy — 4.2%** | **Energy — 4.2%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 16200 | 634 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 45700 | 1154 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 94882 | 14997 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 62368 | 6826 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 39300 | 1215 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 29900 | 2112 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 8000 | 1066 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 28400 | 3445 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 203500 | 19453 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 43600 | 1314 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 13500 | 1630 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 94477 | 1731 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 34200 | 875 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 26211 | 2641 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 43228 | 3069 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 21500 | 1316 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 23100 | 2066 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 10800 | 2735 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 67937 | 2592 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 19800 | 2319 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 58900 | 2004 |
|  |  | 75194 |
| **Financials — 9.7%** | **Financials — 9.7%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 28400 | 1688 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 13400 | 1615 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 29400 | 4469 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 38000 | 1967 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 5300 | 1420 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 10306 | 2878 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 10100 | 1834 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 2700 | $428 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 342300 | 11505 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 35500 | 1474 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 87400 | 24542 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 6906 | 4602 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 11300 | 712 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 18900 | 2000 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 5100 | 602 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 72700 | 5158 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 20526 | 3880 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 7300 | 708 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 94100 | 4593 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 23900 | 877 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 17400 | 3404 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 6500 | 522 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 13400 | 1347 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 1900 | 511 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1800 | 780 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 32700 | 1117 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 8800 | 1336 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 13800 | 360 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 4500 | 437 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 16600 | 5522 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 16150 | 1039 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 70500 | 945 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 27045 | 2727 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 15800 | 260 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 141800 | 16127 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 45699 | 808 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 7900 | 364 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 9700 | 537 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 8734 | 1588 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 1800 | 447 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 24300 | 3921 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 33100 | 2129 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 7747 | 2204 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 67465 | 5749 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 3900 | 1752 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 16400 | 976 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 10100 | 960 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 19900 | 3144 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 11500 | 860 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 28300 | 3471 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 18300 | 1752 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 9550 | 997 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 44400 | 962 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 16690 | 5878 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 3100 | 541 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 2800 | 1138 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 24411 | 799 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 11100 | 1332 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 11700 | 1891 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 64382 | $3016 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 65300 | 2978 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 9950 | 645 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 182900 | 7995 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 5395 | 1116 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 7000 | 385 |
|  |  | 173721 |
| **Health Care — 12.8%** | **Health Care — 12.8%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 84439 | 8668 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 85353 | 11477 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 2200 | 570 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 14400 | 1847 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 3600 | 877 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 7361 | 1079 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 25800 | 6200 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 24038 | 1381 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 13737 | 3468 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 7000 | 1368 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 1063 | 516 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 1900 | 630 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 68700 | 2769 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 102700 | 6923 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 13300 | 941 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 8800 | 774 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 28130 | 2524 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 2400 | 493 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 15281 | 4331 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 2400 | 690 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 63243 | 6207 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 31200 | 8421 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 3100 | 264 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc  | 10700 | 351 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 19200 | 1578 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 30100 | 2712 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 11600 | 5627 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 38043 | 11460 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 60756 | 3856 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 10900 | 2157 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 6900 | 507 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 12200 | 824 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 6100 | 2939 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 4100 | 1425 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 7500 | 1512 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 8900 | 627 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 17416 | 3583 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 9100 | 1935 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 127107 | 20507 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 4554 | 1026 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 7036 | 2582 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 64655 | 5684 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 122100 | $10422 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 1100 | 1334 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 16600 | 2196 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 2800 | 945 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 12690 | 362 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 6200 | 837 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 270896 | 12253 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 5700 | 714 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 5200 | 3022 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 7100 | 1561 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 4900 | 987 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 16300 | 3345 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 2300 | 520 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 18846 | 10277 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 45300 | 23526 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 3300 | 323 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 12400 | 3494 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 59174 | 565 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 2900 | 866 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 3600 | 1068 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 10100 | 1074 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 22767 | 3564 |
|  |  | 226565 |
| **Industrials — 7.2%** | **Industrials — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 27600 | 3432 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 6400 | 361 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6300 | 274 |
| &nbsp;&nbsp;&nbsp;Allegion PLC  | 4333 | 412 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 32100 | 417 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 11300 | 1358 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 26800 | 4295 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 41479 | 1623 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 25700 | 4747 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 6200 | 708 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 4200 | 1709 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 10200 | 1220 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 105100 | 3326 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 6900 | 1486 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 13500 | 4931 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 30900 | 960 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 7000 | 875 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 19201 | 2624 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 28500 | 2330 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 5900 | 1114 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 7900 | 813 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 28100 | 1414 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 11449 | 2414 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 17524 | 1110 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 6500 | 399 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 3000 | 661 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 11100 | 2541 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 53199 | $3907 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 32800 | 6211 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 18666 | 661 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 2000 | 461 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 3700 | 744 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 13656 | 2661 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 19230 | 911 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 6400 | 797 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 4100 | 713 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 33303 | 1803 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 9210 | 2102 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 6800 | 646 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 11424 | 4799 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 11700 | 595 |
| &nbsp;&nbsp;&nbsp;Nielsen Holdings PLC  | 17200 | 479 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2600 | 591 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 11500 | 2796 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 7100 | 3394 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 4500 | 1221 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 20389 | 1472 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 16800 | 1470 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 6100 | 1617 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 7946 | 354 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 7000 | 989 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 72071 | 6468 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 10100 | 1441 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 5400 | 416 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 5600 | 1327 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 10825 | 365 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 2600 | 567 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 28700 | 1053 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 7300 | 643 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 10500 | 655 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 11300 | 1741 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc  | 2500 | 1501 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 30300 | 6803 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 15600 | 546 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 35400 | 6886 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 3500 | 1022 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 7600 | 1422 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 18530 | 3132 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 8872 | 778 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 2100 | 1165 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 8700 | 793 |
|  |  | 127672 |
| **Information Technology — 24.8%** | **Information Technology — 24.8%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 30600 | 8827 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 22800 | 8514 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 78136 | 6631 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 7800 | 704 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 29000 | 2132 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 25344 | $3840 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 4200 | 1043 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 742831 | 116788 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 42800 | 4026 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 10900 | 1307 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 10600 | 2138 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 20200 | 4937 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 19693 | 9829 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 5700 | 976 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 13200 | 2294 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 6500 | 1110 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 6500 | 388 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 200500 | 8966 |
| &nbsp;&nbsp;&nbsp;Citrix Systems Inc  | 6000 | 617 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 24900 | 1573 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 37200 | 1277 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 12038 | 298 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 6500 | 1862 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 2800 | 1194 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 2900 | 455 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 29400 | 2686 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 28100 | 2843 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 3800 | 808 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 31900 | 1553 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 3900 | 1113 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 13472 | 1674 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 63400 | 862 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 51500 | 1479 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 197200 | 6295 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 43358 | 5569 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 13700 | 5915 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3500 | 673 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 15500 | 440 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 8900 | 1459 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 7223 | 2486 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 6687 | 2928 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 41500 | 13461 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 26900 | 1755 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 53700 | 3036 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 361270 | 94461 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 2100 | 952 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 7967 | 1939 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 10900 | 786 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 28800 | 651 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 121000 | 18264 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV  | 12700 | 2090 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 20900 | 1437 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 75900 | 5628 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 15400 | 1899 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 2300 | 808 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 55800 | 5214 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 5200 | 597 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 5300 | $476 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 54000 | 7143 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 5100 | 2053 |
| &nbsp;&nbsp;&nbsp;salesforce.com \* | 48100 | 7509 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 9700 | 650 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 9700 | 4216 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 7900 | 779 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 2700 | 745 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 7400 | 2561 |
| &nbsp;&nbsp;&nbsp;TE Connectivity Ltd  | 15700 | 1982 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 2281 | 840 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 7900 | 669 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 44500 | 7352 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 12300 | 778 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 2000 | 743 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 4700 | 856 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 79455 | 15789 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 15103 | 638 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 2600 | 784 |
|  |  | 440050 |
| **Materials — 2.3%** | **Materials — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 10700 | 2701 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 5700 | 1527 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 74188 | 891 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 4000 | 735 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 15600 | 871 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 5300 | 588 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 10200 | 1055 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 34705 | 2132 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 34871 | 1779 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 24840 | 1382 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 6400 | 582 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 12075 | 1978 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 6200 | 670 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 69500 | 2057 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 12357 | 1365 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 18100 | 753 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 24253 | 6860 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 12300 | 1021 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 3000 | 1043 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 17200 | 926 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 38000 | 1572 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 13000 | 1728 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 4600 | 630 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 11500 | 1460 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 7000 | 377 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 11525 | 2675 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 6400 | 1066 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 12341 | 501 |
|  |  | 40925 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 2.6%** | **Real Estate — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 7300 | $1120 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 22447 | 5703 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 6800 | 1366 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 7100 | 564 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 5000 | 643 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 15600 | 1232 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 21000 | 3587 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 13700 | 1694 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 18300 | 1077 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 4357 | 2864 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 16700 | 1222 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 3200 | 848 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 6500 | 1292 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 3300 | 334 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 26600 | 698 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 34185 | 608 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 14271 | 751 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 30500 | 643 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 5500 | 911 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 35698 | 4445 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 7400 | 2448 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 28800 | 1966 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 7700 | 469 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 5200 | 1691 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 15900 | 1622 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 14600 | 655 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 19400 | 929 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 46300 | 1527 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 7600 | 199 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 21700 | 1663 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 36427 | 1244 |
|  |  | 46015 |
| **Utilities — 2.9%** | **Utilities — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 32600 | 830 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 12400 | 757 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 12500 | 1158 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 24700 | 2475 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 8800 | 1306 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 6700 | 760 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 30800 | 971 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 14200 | 959 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 17300 | 1691 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 15566 | 1270 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 39232 | 3209 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 9400 | 1225 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 37230 | 3980 |
| &nbsp;&nbsp;&nbsp;Edison International  | 18400 | 1247 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 9900 | 1141 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 10999 | 754 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 16500 | 1480 |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 47500 | $2086 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 27200 | 1076 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 94700 | 8055 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 19500 | 575 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 11800 | 487 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 5700 | 430 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 35900 | 1044 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 24400 | 1570 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 15300 | 2524 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 51500 | 3969 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 15062 | 1553 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 26500 | 1968 |
|  |  | 50550 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $617,651) ($ Thousands) |  | 1609230 |
| Total Investments in Securities — 90.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $617,651) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $617,651) ($ Thousands)  | $1609230 |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI^ | 815 | Sep-2022 | $153374 | $161227 | $7853 |
|  |  |  | $153374 | $161227 | $7853 |

---

A list of OTC swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Counterparty** | **Reference Entity/ Obligation** | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional<br> Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/<br> Receipts<br> (Thousands)** | **Net Unrealized<br> Depreciation<br> (Thousands)** |
| BNP Paribas^ | PAYB +BCOMTR/0.10% | 0.10% | INDEX RETURN | Quarterly | 09/10/2022 | USD | 94936 | $(10269) | $– | $(10269) |
|  |  |  |  |  |  |  |  | $(10269) | $– | $(10269) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,772,191 ($ Thousands). |
| \* | Non-income producing security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| ^ | Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of August 31, 2022. |

---

---

| |
|:---|
| Cl — Class |
| Ltd. — Limited |
| MSCI — Morgan Stanley Capital International |
| NASDAQ – National Association of Securities Dealers and Automated Quotations |
| OTC — Over The Counter |
| PLC — Public Limited Company |
| S&P— Standard & Poor's |
| USD — U.S. Dollar |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 1609230 |  |  | 1609230 |
| Total Investments in Securities | 1609230 |  |  | 1609230 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 7853 |  |  | 7853 |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (10269) |  | (10269) |
| Total Other Financial Instruments | 7853 | (10269) |  | (2416) |

---

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Dynamic Asset Allocation Fund** (Concluded)

\* Futures contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.

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

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.

------

SEI Institutional Investments Trust / Quarterly Report / Auguest 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** 

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 61.9%** | **U.S. TREASURY OBLIGATIONS — 61.9%** | **U.S. TREASURY OBLIGATIONS — 61.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills ^ (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.299%, 08/10/2023 | $400 | $387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.121%, 06/15/2023 | 400 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.083%, 02/09/2023 | 700 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.301%, 10/20/2022 | 9000 | 8970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.281%, 10/13/2022 | 12000 | 11968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.014%, 10/06/2022 | 12000 | 11974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.535%, 09/29/2022 | 14000 | 13977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.253%, 09/15/2022 | 10000 | 9992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, 09/08/2022 | 7000 | 6997 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/15/2027  | 29411 | 31406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/15/2028  | 2703 | 2837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2025 (H) | 52509 | 51843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/15/2027  | 46315 | 45533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2027  | 13236 | 13036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 01/15/2025 (H) | 48397 | 47627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2024  | 14504 | 14282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2024 (H) | 57964 | 57035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2025  | 28608 | 28041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2026 (H) | 63157 | 61835 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes ^ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/31/2024  | 400 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.956%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/2022 (B) | 1900 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 (B) | 10100 | 10109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.938%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/2024 (B) | 3000 | 2996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.935%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 (B) | 16700 | 16714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (B) | 6500 | 6506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.886%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 (B) | 6700 | 6697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/30/2023  | 300 | 294 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $482,058) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $482,058) ($ Thousands) | 464435 |
|  | <br> Shares |  |
| **COMMON STOCK — 29.2%** | **COMMON STOCK — 29.2%** | **COMMON STOCK — 29.2%** |
| **Communication Services — 2.3%** | **Communication Services — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 6799 | 534 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 22163 | 2398 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 20322 | $2218 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A  | 3340 | 30 |
| &nbsp;&nbsp;&nbsp;Anterix Inc \* | 528 | 22 |
| &nbsp;&nbsp;&nbsp;AT&T Inc (G)  | 107537 | 1886 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 573 | 31 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 750 | 14 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 2334 | 296 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* | 3995 | 103 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 2037 | 90 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 2073 | 132 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 1245 | 113 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 18661 | 186 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A \* | 216 | 35 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 890 | 50 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 9195 | 1498 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 3710 | 829 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 1556 | 36 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 3779 | 148 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* | 1715 | 117 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 1207 | 131 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 1454 | 178 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 9044 | 1302 |
| &nbsp;&nbsp;&nbsp;Twitter Inc \* | 2458 | 95 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 62410 | 2610 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 14972 | 1678 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc (G) \* | 20639 | 273 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 859 | 58 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 677 | 31 |
|  |  | 17122 |
| **Consumer Staples — 7.4%** | **Consumer Staples — 7.4%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 3436 | 94 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc (G)  | 41274 | 1862 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 12435 | 1093 |
| &nbsp;&nbsp;&nbsp;B&G Foods Inc, Cl A  | 971 | 21 |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 2481 | 29 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 2022 | 48 |
| &nbsp;&nbsp;&nbsp;Beyond Meat Inc \* | 1172 | 29 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 3438 | 256 |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 216 | 73 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 885 | 62 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 3993 | 290 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 3480 | 345 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 1002 | 54 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 4943 | 249 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 757 | 162 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 1245 | 129 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 1432 | 54 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 1432 | 48 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 5514 | 461 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 2854 | 412 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The (G)  | 86952 | $5366 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 133 | 63 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 19078 | 1492 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 10468 | 360 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 3567 | 878 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp (G)  | 9711 | 5070 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 9133 | 69 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 3487 | 265 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co  | 1591 | 62 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 1400 | 53 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 2200 | 62 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 5099 | 1297 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 3956 | 108 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 1527 | 42 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 1051 | 46 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 13438 | 1032 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 1611 | 65 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 1934 | 39 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 1941 | 51 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 3172 | 713 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 6381 | 321 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 2892 | 67 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 477 | 42 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 1593 | 139 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 382 | 30 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 323 | 48 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 2383 | 334 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 5722 | 416 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 19117 | 729 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 7890 | 1006 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 15861 | 593 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 14720 | 706 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 3577 | 284 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 443 | 75 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 5729 | 482 |
| &nbsp;&nbsp;&nbsp;Medifast Inc  | 235 | 29 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 200 | 22 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 4542 | 235 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 31197 | 1930 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 8216 | 730 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp  | 955 | 53 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 819 | 33 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 3340 | 44 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc (G)  | 30705 | 5289 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 3703 | 185 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc (G)  | 35052 | 3347 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 988 | 28 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 1501 | 133 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 483 | 30 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 3602 | 47 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The (G)  | 56770 | 7831 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 1050 | 29 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 14 | $54 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 1623 | 50 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 1337 | 41 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 860 | 54 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 2483 | 72 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 12056 | 991 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 935 | 43 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A (G)  | 6426 | 484 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 1337 | 59 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 718 | 37 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 4695 | 144 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 445 | 29 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc  | 1122 | 19 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 5841 | 57 |
| &nbsp;&nbsp;&nbsp;Veru Inc \* | 2863 | 44 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 16598 | 582 |
| &nbsp;&nbsp;&nbsp;Walmart Inc (G)  | 31232 | 4140 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 244 | 46 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 551 | 43 |
|  |  | 55160 |
| **Energy — 7.6%** | **Energy — 7.6%** |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 12598 | 127 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 9452 | 379 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 10062 | 394 |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc  | 573 | 83 |
| &nbsp;&nbsp;&nbsp;Archaea Energy, Cl A \* | 3435 | 68 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 28895 | 730 |
| &nbsp;&nbsp;&nbsp;Brigham Minerals Inc, Cl A  | 1371 | 41 |
| &nbsp;&nbsp;&nbsp;Bristow Group \* | 1431 | 42 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 1910 | 76 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 2578 | 129 |
| &nbsp;&nbsp;&nbsp;Callon Petroleum Co \* | 1623 | 69 |
| &nbsp;&nbsp;&nbsp;Centennial Resource Development Inc/DE, Cl A \* | 7063 | 58 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 6062 | 132 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 7888 | 1263 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 4397 | 442 |
| &nbsp;&nbsp;&nbsp;Chevron Corp (G)  | 56831 | 8983 |
| &nbsp;&nbsp;&nbsp;Chord Energy  | 1276 | 181 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 2854 | 192 |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp \* | 5577 | 37 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 6426 | 114 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc \* | 2576 | 50 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips (G)  | 39255 | 4296 |
| &nbsp;&nbsp;&nbsp;CONSOL Energy Inc  | 764 | 55 |
| &nbsp;&nbsp;&nbsp;Continental Resources Inc/OK  | 1012 | 71 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 25045 | 774 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 1432 | 47 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 2655 | 75 |
| &nbsp;&nbsp;&nbsp;Denbury Inc \* | 1623 | 144 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 19751 | 1395 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 7636 | $60 |
| &nbsp;&nbsp;&nbsp;Diamond Offshore Drilling \* | 7541 | 54 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 5424 | 723 |
| &nbsp;&nbsp;&nbsp;Dril-Quip Inc \* | 1860 | 41 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 3600 | 199 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \* | 3244 | 49 |
| &nbsp;&nbsp;&nbsp;Energy Fuels Inc/Canada \* | 5918 | 48 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 1145 | 80 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 18037 | 2188 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 12176 | 582 |
| &nbsp;&nbsp;&nbsp;Equitrans Midstream Corp  | 11393 | 106 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings \* | 1766 | 24 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp (G)  | 126610 | 12102 |
| &nbsp;&nbsp;&nbsp;FLEX LNG  | 1622 | 54 |
| &nbsp;&nbsp;&nbsp;Frontline Ltd/Bermuda \* | 5836 | 69 |
| &nbsp;&nbsp;&nbsp;Gevo Inc \* | 15700 | 49 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd \* | 4317 | 118 |
| &nbsp;&nbsp;&nbsp;Green Plains Inc \* | 1432 | 52 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* | 573 | 56 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 27862 | 839 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 3640 | 156 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 8476 | 1024 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 4680 | 246 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 2291 | 68 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 63245 | 1159 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings, Cl A  | 137 | 5 |
| &nbsp;&nbsp;&nbsp;Kosmos Energy Ltd \* | 14717 | 104 |
| &nbsp;&nbsp;&nbsp;Laredo Petroleum \* | 477 | 37 |
| &nbsp;&nbsp;&nbsp;Liberty Oilfield Services Inc, Cl A \* | 3842 | 58 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 4783 | 114 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 21500 | 550 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp (G)  | 16860 | 1699 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 3588 | 214 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 4911 | 191 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 477 | 63 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 1337 | 77 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions Inc \* | 3626 | 34 |
| &nbsp;&nbsp;&nbsp;Noble Corp \* | 1717 | 52 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 1813 | 57 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 11845 | 209 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 24823 | 1762 |
| &nbsp;&nbsp;&nbsp;Oceaneering International Inc \* | 2223 | 20 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 14428 | 883 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 7765 | 413 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 2840 | 53 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc  | 6457 | 96 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A \* | 2749 | 94 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 3150 | 214 |
| &nbsp;&nbsp;&nbsp;Peabody Energy Corp \* | 3341 | 82 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 15290 | 1368 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 7256 | 1837 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 2306 | 21 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 8725 | $287 |
| &nbsp;&nbsp;&nbsp;Ranger Oil, Cl A  | 1337 | 52 |
| &nbsp;&nbsp;&nbsp;Schlumberger NV  | 44341 | 1692 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 1185 | 49 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 5170 | 55 |
| &nbsp;&nbsp;&nbsp;SM Energy Co  | 4010 | 177 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 35647 | 267 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 3149 | 65 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 6935 | 473 |
| &nbsp;&nbsp;&nbsp;Tellurian Inc \* | 13554 | 54 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 188 | 346 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 2098 | 46 |
| &nbsp;&nbsp;&nbsp;Uranium Energy Corp \* | 13459 | 61 |
| &nbsp;&nbsp;&nbsp;US Silica Holdings Inc \* | 3340 | 47 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 1587 | 81 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp (G)  | 13032 | 1526 |
| &nbsp;&nbsp;&nbsp;Weatherford International \* | 3149 | 89 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 38362 | 1305 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 1125 | 29 |
|  |  | 57601 |
| **Health Care — 5.6%** | **Health Care — 5.6%** |  |
| &nbsp;&nbsp;&nbsp;10X Genomics Inc, Cl A \* | 862 | 28 |
| &nbsp;&nbsp;&nbsp;1Life Healthcare Inc \* | 2700 | 46 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 13634 | 1400 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 14080 | 1893 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \* | 4199 | 45 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 247 | 64 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 997 | 82 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc \* | 2767 | 45 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 2504 | 321 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 900 | 19 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 613 | 149 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 2099 | 50 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 939 | 194 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 193 | 23 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 1138 | 167 |
| &nbsp;&nbsp;&nbsp;Amgen Inc (G)  | 4314 | 1037 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 573 | 59 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 1145 | 69 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc \* | 785 | 31 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 900 | 38 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 6082 | 152 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 300 | 22 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 387 | 20 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc (G)  | 4198 | 241 |
| &nbsp;&nbsp;&nbsp;Beam Therapeutics Inc \* | 477 | 26 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 2329 | 588 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 4200 | 58 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 1410 | 276 |
| &nbsp;&nbsp;&nbsp;Biohaven Pharmaceutical Holding Co Ltd \* | 477 | 71 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 1630 | 145 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 121 | $59 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 289 | 96 |
| &nbsp;&nbsp;&nbsp;Blueprint Medicines Corp \* | 456 | 33 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 10906 | 440 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 16816 | 1134 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 836 | 47 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 1918 | 136 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 1185 | 104 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 4682 | 420 |
| &nbsp;&nbsp;&nbsp;Century Therapeutics \* | 2046 | 22 |
| &nbsp;&nbsp;&nbsp;Change Healthcare Inc \* | 1717 | 42 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 440 | 90 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 192 | 91 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 2424 | 687 |
| &nbsp;&nbsp;&nbsp;CONMED Corp  | 382 | 34 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 315 | 91 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 1909 | 49 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 193 | 30 |
| &nbsp;&nbsp;&nbsp;Covetrus Inc \* | 1493 | 31 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 10109 | 992 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 1145 | 61 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 4943 | 1334 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 488 | 42 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 1051 | 29 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc  | 1599 | 52 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 2969 | 244 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 1337 | 44 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 4886 | 440 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 3587 | 54 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 1793 | 870 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 6585 | 1984 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 483 | 29 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 844 | 41 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 349 | 30 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 1528 | 57 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 1603 | 57 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 2095 | 37 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc \* | 590 | 15 |
| &nbsp;&nbsp;&nbsp;Forma Therapeutics Holdings Inc \* | 2518 | 34 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc (G)  | 10222 | 649 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 669 | 40 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 1366 | 68 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 541 | 41 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 1176 | 48 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 1781 | 352 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 483 | 32 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 1129 | 25 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 894 | 66 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 1947 | 132 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 2175 | 129 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 1022 | 492 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 126 | $20 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 633 | 220 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 1132 | 228 |
| &nbsp;&nbsp;&nbsp;Inari Medical Inc \* | 477 | 33 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 1486 | 105 |
| &nbsp;&nbsp;&nbsp;Insmed Inc \* | 1064 | 26 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 191 | 37 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 586 | 150 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corp \* | 387 | 24 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 553 | 26 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics Inc \* | 1087 | 65 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 1051 | 53 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 2832 | 583 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 978 | 42 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1539 | 327 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 300 | 44 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 2320 | 25 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 523 | 81 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson (G)  | 20411 | 3293 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 382 | 97 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 899 | 203 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 764 | 60 |
| &nbsp;&nbsp;&nbsp;LHC Group Inc \* | 418 | 68 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Inc \* | 477 | 44 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 428 | 24 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 1813 | 38 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 409 | 60 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 1186 | 435 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 286 | 42 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 10964 | 964 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 20412 | 1742 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 483 | 29 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 170 | 206 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 282 | 23 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 2481 | 328 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 448 | 151 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 541 | 27 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 669 | 46 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 736 | 77 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 2274 | 39 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \* | 463 | 15 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 679 | 56 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 1600 | 42 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 242 | 25 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 1910 | 59 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 1780 | 51 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 1051 | 31 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 580 | 30 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 195 | 32 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 868 | 117 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 933 | 35 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 43513 | 1968 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 500 | $18 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 859 | 43 |
| &nbsp;&nbsp;&nbsp;Progyny Inc \* | 774 | 31 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc \* | 580 | 29 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 2274 | 103 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 1175 | 147 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 200 | 16 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 863 | 501 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 413 | 91 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 1112 | 245 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 2006 | 84 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 703 | 26 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 675 | 74 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 1051 | 162 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 191 | 57 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 220 | 21 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 552 | 111 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 2735 | 561 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 981 | 59 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 700 | 32 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 1153 | 36 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 476 | 108 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 859 | 49 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 2886 | 1574 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 2099 | 56 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 1100 | 44 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 358 | 17 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 354 | 80 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc (G)  | 7221 | 3750 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 500 | 49 |
| &nbsp;&nbsp;&nbsp;Vaxcyte \* | 1813 | 47 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 1051 | 210 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 1952 | 550 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 13229 | 126 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 354 | 106 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 721 | 214 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 1281 | 34 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 1926 | 205 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 3796 | 594 |
|  |  | 42321 |
| **Information Technology — 2.0%** | **Information Technology — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 1813 | 523 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 1357 | 507 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 477 | 43 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 809 | 69 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 321 | 80 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 1300 | 32 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 172 | 36 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp PLC, Cl A \* | 403 | 100 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 615 | 124 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 1334 | 326 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Avalara Inc \* | 600 | $55 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 500 | 81 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 955 | 63 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 1689 | 116 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 286 | 49 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 821 | 143 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 1210 | 44 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 1145 | 68 |
| &nbsp;&nbsp;&nbsp;Citrix Systems Inc  | 669 | 69 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 580 | 36 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 1332 | 84 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 593 | 108 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 692 | 73 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 408 | 24 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 774 | 30 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 600 | 50 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 126 | 54 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 96 | 43 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 1873 | 171 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 1908 | 193 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 400 | 39 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 187 | 40 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 1575 | 77 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 226 | 64 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 746 | 93 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 90 | 19 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 700 | 53 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 387 | 28 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 97 | 33 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 2686 | 345 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 825 | 356 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 333 | 64 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 274 | 39 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 2500 | 811 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp (G)  | 20782 | 5434 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 133 | 43 |
| &nbsp;&nbsp;&nbsp;NortonLifeLock Inc  | 1234 | 28 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 345 | 32 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 4470 | 331 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 7549 | 58 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 285 | 159 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 831 | 102 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 86 | 30 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 193 | 46 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 3890 | 363 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 477 | 55 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 382 | 154 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 2863 | 447 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 642 | 279 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 573 | 104 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 356 | 32 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 425 | 24 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 339 | $117 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 1898 | 119 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 426 | 30 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 87 | 32 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A \* | 2767 | 45 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \* | 400 | 17 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 500 | 91 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 4829 | 960 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A  | 488 | 57 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 193 | 30 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 649 | 107 |
| &nbsp;&nbsp;&nbsp;Zendesk Inc \* | 573 | 44 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 1014 | 81 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 300 | 48 |
|  |  | 14954 |
| **Real Estate — 2.8%** | **Real Estate — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 3818 | 61 |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 764 | 58 |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 1231 | 23 |
| &nbsp;&nbsp;&nbsp;Alexander's Inc <sup>‡</sup> | 91 | 22 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 2686 | 412 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 4273 | 152 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 7019 | 1783 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 3930 | 116 |
| &nbsp;&nbsp;&nbsp;Apartment Income REIT Corp <sup>‡</sup> | 2019 | 82 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality Inc <sup>‡</sup> | 2065 | 33 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 2126 | 427 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 2802 | 223 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 4237 | 91 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 3054 | 58 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 1514 | 195 |
| &nbsp;&nbsp;&nbsp;CareTrust Inc <sup>‡</sup> | 2005 | 43 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 5123 | 405 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 573 | 43 |
| &nbsp;&nbsp;&nbsp;Compass, Cl A \* | 13459 | 39 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 1364 | 35 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 2218 | 60 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 6624 | 1132 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 4184 | 193 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 1464 | 22 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 5440 | 48 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 4379 | 541 |
| &nbsp;&nbsp;&nbsp;DigitalBridge Group \* | 1700 | 30 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 2275 | 44 |
| &nbsp;&nbsp;&nbsp;Duke Realty Corp <sup>‡</sup> | 5649 | 332 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 3504 | 63 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 439 | 72 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust Inc, Cl A <sup>‡</sup> | 4069 | 28 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 905 | 39 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 1342 | 882 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 1909 | 50 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 2959 | $207 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 5424 | 397 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc <sup>‡</sup> | 1525 | 35 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 1132 | 300 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc  | 3100 | 40 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 2107 | 419 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 1144 | 116 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 1673 | 85 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust Inc <sup>‡</sup> | 1772 | 48 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 7637 | 21 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 3079 | 149 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 1064 | 32 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 2826 | 39 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 5964 | 145 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 8546 | 224 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 1650 | 50 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 11147 | 198 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 1000 | 64 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>‡</sup> | 2003 | 26 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust Inc <sup>‡</sup> | 2958 | 58 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties Inc, Cl A <sup>‡</sup> | 483 | 44 |
| &nbsp;&nbsp;&nbsp;InvenTrust Properties <sup>‡</sup> | 1072 | 28 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 9467 | 343 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 3873 | 204 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 1631 | 36 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 661 | 114 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 1546 | 75 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 9084 | 192 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 3985 | 77 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 1116 | 105 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 1187 | 151 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 1145 | 51 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust, Cl B <sup>‡</sup> | 4515 | 45 |
| &nbsp;&nbsp;&nbsp;Macerich Co/The <sup>‡</sup> | 3438 | 33 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 8507 | 124 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 1845 | 306 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 725 | 48 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 2764 | 124 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 1582 | 80 |
| &nbsp;&nbsp;&nbsp;NETSTREIT Corp <sup>‡</sup> | 754 | 15 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 1905 | 33 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 3188 | 104 |
| &nbsp;&nbsp;&nbsp;Opendoor Technologies Inc \* | 6968 | 30 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 2218 | 39 |
| &nbsp;&nbsp;&nbsp;Paramount Group Inc <sup>‡</sup> | 4104 | 28 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 3539 | 50 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 2334 | 41 |
| &nbsp;&nbsp;&nbsp;Phillips Edison <sup>‡</sup> | 2483 | 81 |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 2684 | 45 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 975 | 45 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 11100 | 1382 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 2419 | 800 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 2412 | $86 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 8615 | 588 |
| &nbsp;&nbsp;&nbsp;Redfin Corp \* | 5300 | 43 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 3484 | 212 |
| &nbsp;&nbsp;&nbsp;Retail Opportunity Investments Corp <sup>‡</sup> | 1823 | 31 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 3006 | 187 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 3694 | 45 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc \*<sup>‡</sup> | 828 | 68 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care Inc <sup>‡</sup> | 2825 | 42 |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 827 | 37 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 1500 | 488 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 4963 | 506 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 2671 | 35 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup> | 790 | 35 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 1783 | 73 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 2691 | 83 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 4142 | 112 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 2048 | 315 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc \*<sup>‡</sup> | 4861 | 53 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 2767 | 43 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 880 | 54 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 4705 | 211 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 3663 | 34 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 2435 | 38 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 6341 | 303 |
| &nbsp;&nbsp;&nbsp;Veris Residential \*<sup>‡</sup> | 2458 | 33 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 14571 | 481 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 2403 | 63 |
| &nbsp;&nbsp;&nbsp;Washington Real Estate Investment Trust <sup>‡</sup> | 2091 | 41 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 7063 | 541 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 11555 | 395 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 3140 | 264 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc \*<sup>‡</sup> | 2072 | 33 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 1051 | 35 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 2578 | 86 |
|  |  | 21057 |
| **Utilities — 1.5%** | **Utilities — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 6247 | 159 |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 764 | 45 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 2090 | 128 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 2520 | 233 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 5022 | 503 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 477 | 40 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 1730 | 257 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 1290 | 146 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc  | 955 | 47 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 1051 | 43 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 764 | 58 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 676 | 32 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A  | 1051 | 40 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 345 | 20 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 5543 | $175 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 1223 | 45 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 2823 | 191 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 3283 | 321 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 3027 | 247 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 7473 | 611 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 1746 | 228 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 7427 | 794 |
| &nbsp;&nbsp;&nbsp;Edison International  | 3491 | 237 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 1681 | 194 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 1850 | 91 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 1944 | 133 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 3424 | 307 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 9260 | 407 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 5058 | 200 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 1853 | 72 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 354 | 39 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 245 | 19 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 923 | 66 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 1241 | 55 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 17976 | 1529 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 3264 | 96 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 2657 | 110 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 1514 | 61 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 388 | 30 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc  | 612 | 57 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 14762 | 182 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 1345 | 101 |
| &nbsp;&nbsp;&nbsp;PNM Resources Inc  | 516 | 24 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 978 | 51 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 7646 | 222 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 4749 | 306 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 2947 | 486 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 669 | 43 |
| &nbsp;&nbsp;&nbsp;South Jersey Industries Inc  | 2006 | 68 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 9728 | 750 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc  | 573 | 45 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 669 | 47 |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International Inc \* | 1800 | 45 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 1492 | 59 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 3712 | 92 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 2981 | 307 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 5009 | 372 |
|  |  | 11266 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $132,982) ($ Thousands) |  | 219481 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 8.3%** | **CORPORATE OBLIGATIONS — 8.3%** | **CORPORATE OBLIGATIONS — 8.3%** |
| **Communication Services — 0.9%** | **Communication Services — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Altice Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2028  | 226 | $181 |
| &nbsp;&nbsp;&nbsp;Altice France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2028  | 112 | 90 |
| &nbsp;&nbsp;&nbsp;Baidu  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.425%, 04/07/2030  | $201 | 182 |
| &nbsp;&nbsp;&nbsp;CCO Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032 (C) | 489 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2030 (C) | 54 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2033 (C) | 189 | 148 |
| &nbsp;&nbsp;&nbsp;DISH DBS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2026 (C) | 920 | 760 |
| &nbsp;&nbsp;&nbsp;Globo Comunicacao e Participacoes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/22/2030 (C) | 415 | 339 |
| &nbsp;&nbsp;&nbsp;Lorca Telecom Bondco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/18/2027  | 226 | 202 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (C) | $525 | 490 |
| &nbsp;&nbsp;&nbsp;Prosus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.680%, 01/21/2030 (C) | 479 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.257%, 01/19/2027 (C) | 262 | 227 |
| &nbsp;&nbsp;&nbsp;Summer BC Holdco B SARL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/31/2026  | 226 | 210 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.240%, 06/03/2050 (C) | $412 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.390%, 06/03/2030  | 200 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.810%, 01/26/2026 (C) | 621 | 571 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  | 245 | 185 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 63 | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 02/15/2029  | 107 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/15/2031  | 837 | 697 |
| &nbsp;&nbsp;&nbsp;Weibo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/08/2030  | 1183 | 936 |
|  |  | 6643 |
| **Consumer Discretionary — 0.9%** | **Consumer Discretionary — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Adient Global Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2024  | 226 | 211 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/15/2030  | $784 | 705 |
| &nbsp;&nbsp;&nbsp;Carnival  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (C) | 527 | 439 |
| &nbsp;&nbsp;&nbsp;Clarios Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2026 (C) | 161 | 150 |
| &nbsp;&nbsp;&nbsp;Expedia Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/01/2025 (C) | $24 | 25 |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/19/2032  | 369 | 359 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/08/2025 (C) | $| 591 | $567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 02/14/2027 (C) |  | 300 | 268 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 08/08/2029  |  | 653 | 556 |
| &nbsp;&nbsp;&nbsp;MDC Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2043  |  | 340 | 278 |
| &nbsp;&nbsp;&nbsp;MercadoLibre  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/14/2026  |  | 200 | 179 |
| &nbsp;&nbsp;&nbsp;NH Hotel Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/02/2026  | EUR | 107 | 100 |
| &nbsp;&nbsp;&nbsp;Nissan Motor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.345%, 09/17/2027 (C) | $| 1034 | 957 |
| &nbsp;&nbsp;&nbsp;Nobel Bidco BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 06/15/2028  | EUR | 226 | 160 |
| &nbsp;&nbsp;&nbsp;Ross Stores  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2027  | $| 946 | 948 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 06/01/2025 (C) |  | 301 | 319 |
| &nbsp;&nbsp;&nbsp;Wynn Macau  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/26/2028 (C) |  | 341 | 239 |
|  |  |  | 6460 |
| **Consumer Staples — 0.5%** | **Consumer Staples — 0.5%** | **Consumer Staples — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2029 (C) |  | 351 | 288 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/14/2029  |  | 160 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/06/2030  |  | 850 | 737 |
| &nbsp;&nbsp;&nbsp;Ashtead Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/11/2032 (C) |  | 364 | 357 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.906%, 04/02/2030  |  | 447 | 421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  |  | 1268 | 1070 |
| &nbsp;&nbsp;&nbsp;Natura & Luxembourg Holdings Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/19/2029 (C) |  | 319 | 282 |
| &nbsp;&nbsp;&nbsp;Natura Cosmeticos  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/03/2028 (C) |  | 271 | 224 |
| &nbsp;&nbsp;&nbsp;Virgolino de Oliveira Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 01/28/2018 (C)(D) |  | 500 |  |
|  |  |  | 3534 |
| **Energy — 0.5%** | **Energy — 0.5%** | **Energy — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 1066 | 764 |
| &nbsp;&nbsp;&nbsp;Continental Resources/Oklahoma  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.268%, 11/15/2026 (C) |  | 960 | 846 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/15/2045  |  | 587 | 698 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  |  | 297 | 291 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2041  | $| 150 | $162 |
| &nbsp;&nbsp;&nbsp;Oleoducto Central  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/14/2027 (C) |  | 235 | 204 |
| &nbsp;&nbsp;&nbsp;ONEOK  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 01/15/2031  |  | 124 | 129 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/01/2041  |  | 54 | 52 |
| &nbsp;&nbsp;&nbsp;Tengizchevroil Finance International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2030 (C) |  | 255 | 193 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 10/15/2037  |  | 302 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 06/01/2040  |  | 486 | 519 |
|  |  |  | 4182 |
| **Financials — 3.4%** | **Financials — 3.4%** | **Financials — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Aircastle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/11/2025 (C) |  | 432 | 415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2026  |  | 54 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/01/2024  |  | 172 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 01/26/2028 (C) |  | 778 | 636 |
| &nbsp;&nbsp;&nbsp;Alfa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/25/2024 (C) |  | 814 | 816 |
| &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2024 (C) |  | 432 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2025 (C) |  | 175 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/30/2024 (C) |  | 152 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/01/2025 (C) |  | 6 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/01/2027 (C) |  | 157 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/30/2026 (C) |  | 406 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 09/20/2026 (C) |  | 142 | 119 |
| &nbsp;&nbsp;&nbsp;Banco de Credito del Peru S.A. MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (B)(C) |  | 728 | 670 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B) |  | 200 | 187 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B) |  | 1043 | 926 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B) |  | 773 | 753 |
| &nbsp;&nbsp;&nbsp;Barclays  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.304%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/09/2026 (B) |  | 365 | 362 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.899%(B)(C)(E) | $724 | $723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(C) | 687 | 557 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.927%, U.S. SOFR + 2.057%, 05/10/2028 (B) | 270 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.636%, U.S. SOFR + 1.290%, 03/03/2026 (B) | 447 | 424 |
| &nbsp;&nbsp;&nbsp;CDBL Funding 1 MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/24/2027  | 520 | 491 |
| &nbsp;&nbsp;&nbsp;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(B)(E) | 382 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(B)(E) | 583 | 501 |
| &nbsp;&nbsp;&nbsp;CITIC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/25/2030  | 278 | 243 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, ICE LIBOR USD 3 Month + 4.068%(B)(E) | 232 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, U.S. SOFR + 1.372%, 05/24/2025 (B) | 759 | 754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (B) | 288 | 274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(B)(E) | 348 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (B) | 196 | 183 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(B)(C)(E) | 200 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(B)(C)(E) | 544 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(B)(C)(E) | 300 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.373%, U.S. SOFR + 3.340%, 07/15/2026 (B)(C) | 277 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(C) | 382 | 321 |
| &nbsp;&nbsp;&nbsp;Danske Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (B)(C) | 207 | 193 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.119%, U.S. SOFR + 3.190%, 07/14/2026 (B) | $194 | $194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, U.S. SOFR + 2.581%, 11/26/2025 (B) | 295 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.129%, U.S. SOFR + 1.870%, 11/24/2026 (B) | 330 | 291 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(B)(E) | 1248 | 1265 |
| &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/23/2027 (C) | 369 | 362 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(B)(E) | 236 | 224 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(B)(E) | 296 | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) | 93 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.615%, U.S. SOFR + 1.281%, 04/22/2032 (B) | 688 | 568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) | 231 | 187 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (B) | 364 | 346 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, U.S. SOFR + 1.830%, 03/28/2028 (B) | 286 | 271 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.276%, ICE LIBOR USD 3 Month + 3.470%(B)(E) | 213 | 212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.597%, ICE LIBOR USD 3 Month + 3.320%(B)(E) | 10 | 10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.580%, U.S. SOFR + 1.250%, 04/22/2032 (B) | 688 | 568 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, U.S. SOFR + 1.610%, 04/20/2028 (B) | 305 | 297 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.679%, U.S. SOFR + 1.669%, 07/17/2026 (B) | 212 | 212 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(C) | 307 | 277 |
| &nbsp;&nbsp;&nbsp;OEC Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%cash/0% PIK, 12/26/2046 (C) | 233 | 6 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%cash/0% PIK, 12/27/2033 (C) | $214 | $5 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/01/2028 (C) | 31 | 32 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/01/2029 (C) | 145 | 143 |
| &nbsp;&nbsp;&nbsp;Santander Holdings USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, SOFRINDX + 1.380%, 06/09/2025 (B) | 117 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.490%, U.S. SOFR + 1.249%, 01/06/2028 (B) | 85 | 74 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (B)(C) | 613 | 540 |
| &nbsp;&nbsp;&nbsp;Standard Chartered  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(B)(C)(E) | 514 | 488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316%, ICE LIBOR USD 3 Month + 1.510%(B)(C)(E) | 400 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 03/30/2026 (B)(C) | 207 | 200 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.942%(B)(E) | 600 | 517 |
| &nbsp;&nbsp;&nbsp;Swiss Re Finance Luxembourg  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (B) | 400 | 380 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/13/2025  | 570 | 563 |
| &nbsp;&nbsp;&nbsp;Truist Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(B)(E) | 792 | 750 |
| &nbsp;&nbsp;&nbsp;UniCredit  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (B)(C) | 350 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.569%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (B)(C) | 421 | 368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (B)(C) | 229 | 194 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, ICE LIBOR USD 3 Month + 2.914%(B)(E) | 408 | 363 |
| &nbsp;&nbsp;&nbsp;Voya Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (B) | 258 | 252 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(B)(E) | $306 | $270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B) | 420 | 393 |
|  |  | 25489 |
| **Health Care — 0.1%** | **Health Care — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/22/2029  | 237 | 218 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028  | 384 | 378 |
| &nbsp;&nbsp;&nbsp;IQVIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/15/2029  | 200 | 167 |
| &nbsp;&nbsp;&nbsp;Organon & Co  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/30/2028  | 200 | 178 |
|  |  | 941 |
| **Industrials — 0.7%** | **Industrials — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  | $569 | 502 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/01/2027  | 38 | 35 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/01/2028  | 165 | 135 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/15/2026  | 83 | 77 |
| &nbsp;&nbsp;&nbsp;APCOA Parking Holdings GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2027  | 226 | 186 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/23/2025  | $583 | 574 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines/Skymiles LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/20/2028 (C) | 450 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (C) | 388 | 380 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/29/2026  | 100 | 87 |
| &nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/17/2028 (C) | $242 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 02/01/2027  | 575 | 556 |
| &nbsp;&nbsp;&nbsp;ENA Master Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/19/2048 (C) | 269 | 205 |
| &nbsp;&nbsp;&nbsp;Flowserve  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/15/2032  | 228 | 178 |
| &nbsp;&nbsp;&nbsp;Lima Metro Line 2 Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/05/2034  | 228 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/05/2036 (C) | 214 | 192 |
| &nbsp;&nbsp;&nbsp;Odebrecht Holdco Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/10/2058 (C)(F) | 480 | 2 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2029  | 443 | 436 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/15/2027  | 118 | $104 |
| &nbsp;&nbsp;&nbsp;TransDigm  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2026 (C) | $448 | 440 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2025  | 134 | 128 |
|  |  | 5114 |
| **Information Technology — 0.5%** | **Information Technology — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 05/15/2037 (C) | 247 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2030  | 183 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 (C) | 144 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (C) | 41 | 38 |
| &nbsp;&nbsp;&nbsp;Entegris Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2029 (C) | 611 | 562 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2029  | 98 | 97 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 11/15/2031  | 131 | 106 |
| &nbsp;&nbsp;&nbsp;HP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028  | 464 | 456 |
| &nbsp;&nbsp;&nbsp;Infor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 07/15/2025 (C) | 323 | 297 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/27/2052  | 371 | 359 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026 (C) | 568 | 471 |
| &nbsp;&nbsp;&nbsp;Playtech  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/07/2026  | 200 | 190 |
| &nbsp;&nbsp;&nbsp;SK Hynix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/19/2031 (C) | $262 | 206 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/22/2027  | 345 | 339 |
| &nbsp;&nbsp;&nbsp;Workday  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2032  | 156 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2029  | 61 | 57 |
|  |  | 3837 |
| **Materials — 0.4%** | **Materials — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/16/2029 (C) | 226 | 205 |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/31/2030 (C) | 220 | 195 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 07/05/2024  | 711 | 716 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 04/14/2027 (C) | 225 | 218 |
| &nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2026 (C) | 280 | 250 |
| &nbsp;&nbsp;&nbsp;Inversiones CMPC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2023  | $237 | 237 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Nucor  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/23/2027  | $| 273 | $| 272 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2031  |  | 163 |  | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2028  |  | 861 |  | 728 |
| &nbsp;&nbsp;&nbsp;Volcan Cia Minera SAA  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/11/2026 (C) |  | 69 |  | 60 |
|  |  |  |  | 3019 |
| **Real Estate — 0.1%** | **Real Estate — 0.1%** | **Real Estate — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/15/2032  |  | 104 |  | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/15/2027  |  | 205 |  | 195 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2025  |  | 391 |  | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2030  |  | 131 |  | 111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/15/2031  |  | 214 |  | 167 |
|  |  |  |  | 946 |
| **Utilities — 0.3%** | **Utilities — 0.3%** | **Utilities — 0.3%** |  |  |
| &nbsp;&nbsp;&nbsp;AES Panama Generation Holdings SRL  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/31/2030 (C) |  | 297 |  | 258 |
| &nbsp;&nbsp;&nbsp;Chile Electricity PEC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/25/2028 (C)(F) |  | 491 |  | 349 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029 (C) |  | 294 |  | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.348%, 02/09/2031 (C) |  | 574 |  | 453 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.617%, 07/01/2041  |  | 314 |  | 254 |
| &nbsp;&nbsp;&nbsp;Engie Energia Chile  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/28/2030  |  | 349 |  | 285 |
| &nbsp;&nbsp;&nbsp;Terraform Global Operating LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/01/2026 (C) |  | 77 |  | 73 |
| &nbsp;&nbsp;&nbsp;Vistra  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(B)(C)(E) |  | 272 |  | 251 |
|  |  |  |  | 2190 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $71,388) ($ Thousands) |  |  |  | 62355 |
| **MORTGAGE-BACKED SECURITIES — 5.5%** | **MORTGAGE-BACKED SECURITIES — 5.5%** | **MORTGAGE-BACKED SECURITIES — 5.5%** | **MORTGAGE-BACKED SECURITIES — 5.5%** | **MORTGAGE-BACKED SECURITIES — 5.5%** |
| **Agency Mortgage-Backed Obligations — 2.4%** | **Agency Mortgage-Backed Obligations — 2.4%** | **Agency Mortgage-Backed Obligations — 2.4%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2016-4585, Cl DS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.609%, 05/15/2046(B) |  | 722 |  | 92 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4693, Cl SL, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.759%, 06/15/2047(B) |  | 1060 |  | 139 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4719, Cl JS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.759%, 09/15/2047(B) | $| 772 | $97 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2020-4954, Cl SL, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.606%, 02/25/2050(B) |  | 1177 | 136 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2020-4981, Cl HS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.656%, 06/25/2050(B) |  | 2228 | 260 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2020-5015, Cl BI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 |  | 1579 | 300 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.683%, SOFR30A + 1.500%, 10/25/2041(B)(C) |  | 976 | 922 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, SOFR30A + 1.000%, 01/25/2042(B)(C) |  | 456 | 446 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, SOFR30A + 1.300%, 02/25/2042(B)(C) |  | 643 | 640 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.383%, SOFR30A + 2.200%, 05/25/2042(B)(C) |  | 567 | 569 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/2052 |  | 2224 | 2070 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2011-131, Cl ST, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.096%, 12/25/2041(B) |  | 504 | 69 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2014-17, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.606%, 04/25/2044(B) |  | 1492 | 206 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2014-78, Cl SE, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.656%, 12/25/2044(B) |  | 811 | 97 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-77, Cl DS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.556%, 10/25/2046(B) |  | 751 | 91 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2017-62, Cl AS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 08/25/2047(B) |  | 925 | 125 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2017-81, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.756%, 10/25/2047(B) |  | 1085 | 146 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-89, Cl KI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2050 |  | 3391 | 635 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2052 |  | 5862 | 5426 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2017-122, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.832%, 08/20/2047(B) |  | 709 | 86 |
| &nbsp;&nbsp;&nbsp;UMBS TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2043 |  | 5956 | 5318 |
|  |  |  | 17870 |
| **Non-Agency Mortgage-Backed Obligations — 3.1%** | **Non-Agency Mortgage-Backed Obligations — 3.1%** | **Non-Agency Mortgage-Backed Obligations — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/25/2035 |  | 37 | 28 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-24CB, Cl A16 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/25/2036 | $204 | $127 |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-28CB, Cl A14 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/25/2036 | 157 | 95 |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/25/2036 | 86 | 66 |
| &nbsp;&nbsp;&nbsp;AREIT Trust, Ser 2022-CRE6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.258%, SOFR30A + 1.250%, 01/16/2037(B)(C) | 1388 | 1334 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(B)(C) | 526 | 512 |
| &nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.652%, 03/10/2037(B)(C) | 395 | 344 |
| &nbsp;&nbsp;&nbsp;BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.392%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(B)(C) | 1535 | 1450 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-BID, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.531%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(B)(C) | 710 | 700 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-1A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(B)(C) | 148 | 148 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.044%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(B)(C) | 150 | 150 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(B)(C) | 366 | 363 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-4A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.444%, ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(B)(C) | 69 | 69 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-1A, Cl M1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.133%, SOFR30A + 2.950%, 03/25/2031(B)(C) | 378 | 371 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-2A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.683%, SOFR30A + 1.500%, 06/25/2031(B)(C) | 617 | 602 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2021-FPM, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.992%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(B)(C) | 1065 | 1031 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.291%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(B)(C) | 152 | 144 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.541%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(B)(C) | $610 | $572 |
| &nbsp;&nbsp;&nbsp;CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.369%, 03/13/2035(C) | 285 | 285 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/25/2037 | 70 | 36 |
| &nbsp;&nbsp;&nbsp;CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/25/2036 | 93 | 49 |
| &nbsp;&nbsp;&nbsp;CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/25/2036 | 49 | 25 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.332%, 04/10/2046(B)(C) | 250 | 243 |
| &nbsp;&nbsp;&nbsp;CLNY Trust, Ser 2019-IKPR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.416%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(B)(C) | 750 | 704 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2010-C1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.985%, 07/10/2046(B)(C) | 653 | 639 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-SFS, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.873%, 04/12/2035(C) | 127 | 126 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.844%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(B)(C) | 46 | 45 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.744%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(C) | 22 | 22 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(B)(C) | 12 | 12 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.544%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(B)(C) | 18 | 18 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.444%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(B)(C) | 147 | 147 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833%, SOFR30A + 1.650%, 12/25/2041(B)(C) | 304 | 286 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, SOFR30A + 1.900%, 12/25/2041(B)(C) | $1008 | $940 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.383%, SOFR30A + 1.200%, 01/25/2042(B)(C) | 676 | 672 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.683%, SOFR30A + 3.500%, 03/25/2042(B)(C) | 744 | 754 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.283%, SOFR30A + 3.100%, 03/25/2042(B)(C) | 185 | 184 |
| &nbsp;&nbsp;&nbsp;Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.824%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(B) | 145 | 55 |
| &nbsp;&nbsp;&nbsp;Eagle Re, Ser 2020-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(B)(C) | 142 | 142 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, SOFR30A + 2.000%, 01/25/2051(B)(C) | 67 | 65 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.833%, SOFR30A + 1.650%, 01/25/2034(B)(C) | 232 | 231 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.533%, SOFR30A + 2.350%, 12/25/2041(B)(C) | 635 | 579 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.033%, SOFR30A + 1.850%, 01/25/2042(B)(C) | 533 | 511 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.133%, SOFR30A + 2.950%, 06/25/2042(B)(C) | 678 | 695 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-DNA3, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.494%, ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(B)(C) | 37 | 38 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-DNA4, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(B)(C) | 68 | 66 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-FTR2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(B)(C) | 403 | 390 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-HQA3, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(B)(C) | $348 | $347 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.983%, SOFR30A + 1.800%, 11/25/2041(B)(C) | 953 | 896 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.344%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(B) | 122 | 128 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.444%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(B) | 117 | 119 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.444%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(B) | 111 | 113 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.144%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(B) | 74 | 78 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, SOFR30A + 2.000%, 11/25/2041(B)(C) | 429 | 405 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.302%, 08/10/2044(B)(C) | 12 | 5 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2013-G1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 04/10/2031(B)(C) | 795 | 789 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2014-GC18, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.226%, 01/10/2047(B)(C) | 172 | 71 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.435%, 08/17/2026 | 657 | 636 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-1, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.638%, 08/17/2026 | 23 | 22 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.433%, 08/17/2026 | 255 | 241 |
| &nbsp;&nbsp;&nbsp;HFX, Ser 2017-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.647%, 03/15/2035 | 800 | 758 |
| &nbsp;&nbsp;&nbsp;HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(B) | 26 | 23 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.962%, 09/15/2047(B) | $14786 | $174 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase, Ser 2019-CL1, Cl M3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.544%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(B)(C) | 106 | 102 |
| &nbsp;&nbsp;&nbsp;LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.452%, 09/15/2039(B) | 84 | 37 |
| &nbsp;&nbsp;&nbsp;LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.579%, 03/10/2049(C) | 189 | 188 |
| &nbsp;&nbsp;&nbsp;Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.891%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(B)(C) | 346 | 341 |
| &nbsp;&nbsp;&nbsp;PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.243%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(B)(C) | 264 | 259 |
| &nbsp;&nbsp;&nbsp;PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.193%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(B)(C) | 39 | 38 |
| &nbsp;&nbsp;&nbsp;PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.843%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(B)(C) | 125 | 124 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(B)(C) | 404 | 401 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-2, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(B)(C) | 146 | 146 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2020-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.394%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(B)(C) | 201 | 200 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.531%, 11/15/2049(B) | 620 | 572 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.944%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(B)(C) | 29 | 22 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.694%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(B)(C) | $| 111 | $| 85 |
|  |  |  |  | 23385 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $43,349) ($ Thousands) |  |  |  | 41255 |
| **ASSET-BACKED SECURITIES — 3.4%** | **ASSET-BACKED SECURITIES — 3.4%** | **ASSET-BACKED SECURITIES — 3.4%** | **ASSET-BACKED SECURITIES — 3.4%** | **ASSET-BACKED SECURITIES — 3.4%** |
| **Automotive — 1.3%** | **Automotive — 1.3%** | **Automotive — 1.3%** |  |  |
| &nbsp;&nbsp;&nbsp;ACM Auto Trust, Ser 2022-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 04/20/2029(C) |  | 676 |  | 673 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2018-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 09/20/2024(C) |  | 1000 |  | 995 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2018-2A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/20/2025(C) |  | 1100 |  | 1091 |
| &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC, Ser 2022-2A, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560%, 03/20/2024(C) |  | 766 |  | 762 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 06/12/2028 |  | 333 |  | 320 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-N4, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 09/11/2028 |  | 329 |  | 307 |
| &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust, Ser 2021-P4, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610%, 09/11/2028 |  | 420 |  | 356 |
| &nbsp;&nbsp;&nbsp;CPS Auto Receivables Trust, Ser 2022-A, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.170%, 04/16/2029(C) |  | 600 |  | 563 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026(C) |  | 230 |  | 219 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2021-1, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.310%, 10/17/2033(C) |  | 510 |  | 453 |
| &nbsp;&nbsp;&nbsp;Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.630%, 06/25/2026(C) |  | 600 |  | 547 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2021-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 08/17/2026(C) |  | 368 |  | 356 |
| &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust, Ser 2022-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210%, 06/15/2027(C) |  | 735 |  | 733 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.380%, 11/25/2030(C) | $| 748 | $747 |
| &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.281%, 05/15/2032(C) |  | 775 | 765 |
| &nbsp;&nbsp;&nbsp;United Auto Credit Securitization Trust, Ser 2022-2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 04/10/2025(C) |  | 711 | 709 |
|  |  |  | 9596 |
| **Credit Cards — 0.2%** | **Credit Cards — 0.2%** | **Credit Cards — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.090%, 07/15/2024(C) |  | 373 | 366 |
| &nbsp;&nbsp;&nbsp;Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, 07/15/2025(C) |  | 880 | 861 |
| &nbsp;&nbsp;&nbsp;Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.240%, 09/15/2026(C) |  | 152 | 147 |
|  |  |  | 1374 |
| **Other Asset-Backed Securities — 1.9%** | **Other Asset-Backed Securities — 1.9%** | **Other Asset-Backed Securities — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070%, 08/15/2025(C) |  | 157 | 152 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 11/16/2026(C) |  | 183 | 176 |
| &nbsp;&nbsp;&nbsp;Affirm Asset Securitization Trust, Ser 2022-X1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/15/2027(C) |  | 558 | 546 |
| &nbsp;&nbsp;&nbsp;AGL CLO 12, Ser 2021-12A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(B)(C) |  | 837 | 817 |
| &nbsp;&nbsp;&nbsp;Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080%, 02/15/2027(C) |  | 170 | 160 |
| &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(B)(C) |  | 521 | 507 |
| &nbsp;&nbsp;&nbsp;Ballyrock CLO 15, Ser 2021-1A, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.612%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(B)(C) |  | 500 | 469 |
| &nbsp;&nbsp;&nbsp;Ballyrock CLO 16, Ser 2021-16A, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(B)(C) |  | 1054 | 1024 |
| &nbsp;&nbsp;&nbsp;Cajun Global LLC, Ser 2021-1, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 11/20/2051(C) |  | 164 | 144 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;College Ave Student Loans LLC, Ser 2021-C, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, 07/26/2055(C) | $212 | $186 |
| &nbsp;&nbsp;&nbsp;Conn's Receivables Funding LLC, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.050%, 05/15/2026(C) | 254 | 253 |
| &nbsp;&nbsp;&nbsp;Diamond Issuer, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/20/2051(C) | 768 | 669 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC, Ser 2021-1A, Cl A2I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662%, 04/25/2051(C) | 390 | 335 |
| &nbsp;&nbsp;&nbsp;Dryden 78 CLO, Ser 2020-78A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.690%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(B)(C) | 660 | 615 |
| &nbsp;&nbsp;&nbsp;Dryden 78 CLO, Ser 2020-78A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.740%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(B)(C) | 340 | 321 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2020-11A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.712%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(B)(C) | 580 | 550 |
| &nbsp;&nbsp;&nbsp;Elmwood CLO IX, Ser 2021-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.660%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(B)(C) | 509 | 468 |
| &nbsp;&nbsp;&nbsp;Flatiron CLO 21, Ser 2021-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.638%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(B)(C) | 540 | 507 |
| &nbsp;&nbsp;&nbsp;GCI Funding I LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.380%, 06/18/2046(C) | 273 | 242 |
| &nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.780%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(B)(C) | 553 | 539 |
| &nbsp;&nbsp;&nbsp;Hardee's Funding LLC, Ser 2018-1A, Cl A23 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 06/20/2048(C) | 372 | 358 |
| &nbsp;&nbsp;&nbsp;Hardee's Funding LLC, Ser 2020-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.981%, 12/20/2050(C) | 262 | 234 |
| &nbsp;&nbsp;&nbsp;Issuer LLC, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 07/30/2051(C) | 719 | 609 |
| &nbsp;&nbsp;&nbsp;Magnetite XXVI, Ser 2021-26A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.903%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(B)(C) | 985 | 958 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.830%, 05/20/2039(C) | 358 | 323 |
| &nbsp;&nbsp;&nbsp;Neighborly Issuer LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, 04/30/2051(C) | 276 | 238 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.630%, 04/20/2062(C) | 220 | 205 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(B)(C) | 624 | 606 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2021-18A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(B)(C) | $| 722 | $| 705 |
| &nbsp;&nbsp;&nbsp;Octane Receivables Trust, Ser 2021-2A, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.020%, 09/20/2028(C) |  | 575 |  | 524 |
| &nbsp;&nbsp;&nbsp;Rad CLO 7, Ser 2020-7A, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(B)(C) |  | 300 |  | 281 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-E, Cl A1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.680%, 02/15/2051(C) |  | 508 |  | 464 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2020-3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.702%, 11/20/2030(C) |  | 28 |  | 28 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-3, Cl B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660%, 07/20/2031(C) |  | 460 |  | 422 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2019-1A, Cl DR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.362%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(B)(C) |  | 265 |  | 240 |
|  |  |  |  | 14875 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,232) ($ Thousands) |  |  |  | 25845 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%** |
| &nbsp;&nbsp;&nbsp;FFCB^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.179%, US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022(B) |  | 1200 |  | 1201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.670%, U.S. SOFR + 0.380%, 05/08/2023(B) |  | 7400 |  | 7415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, U.S. SOFR + 0.310%, 11/07/2022(B) |  | 2500 |  | 2501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.425%, U.S. SOFR + 0.135%, 11/06/2023(B) |  | 2000 |  | 2002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.380%, U.S. SOFR + 0.090%, 09/23/2022(B) |  | 500 |  | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.330%, U.S. SOFR + 0.040%, 05/15/2024(B) |  | 200 |  | 200 |
| &nbsp;&nbsp;&nbsp;FHLB^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.320%, U.S. SOFR + 0.030%, 10/20/2022(B) |  | 900 |  | 900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, U.S. SOFR + 0.010%, 09/16/2022(B) |  | 600 |  | 600 |
| &nbsp;&nbsp;&nbsp;FHLMC^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/28/2025 |  | 700 |  | 699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/21/2025 |  | 1400 |  | 1281 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** | **U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;FNMA^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/28/2024 | 700 | $| 699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/22/2025 | 1300 |  | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 06/17/2025 | 1500 |  | 1379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 05/22/2023 | 1500 |  | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 07/10/2023 | 1800 |  | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 11/27/2023 | 100 |  | 96 |
| Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,277) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $24,277) ($ Thousands) |  | 23892 |
| **SOVEREIGN DEBT — 0.2%** | **SOVEREIGN DEBT — 0.2%** | **SOVEREIGN DEBT — 0.2%** | **SOVEREIGN DEBT — 0.2%** |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031 | 213 |  | 161 |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/23/2032(C) | 871 |  | 703 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/16/2031(C) | 364 |  | 248 |
| Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,446) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,446) ($ Thousands) |  | 1112 |
| **MUNICIPAL BONDS — 0.2%** | **MUNICIPAL BONDS — 0.2%** | **MUNICIPAL BONDS — 0.2%** | **MUNICIPAL BONDS — 0.2%** |
| **New York — 0.2%** | **New York — 0.2%** |  |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, Ser AAA, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.086%, 07/01/2023  | 490 |  | 480 |
| &nbsp;&nbsp;&nbsp;New York City, Ser D, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.923%, 08/01/2031  | 530 |  | 433 |
|  |  |  | 913 |
| **West Virginia — 0.0%** | **West Virginia — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Tobacco Settlement Finance Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2035  | 200 |  | 188 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,221) ($ Thousands) |  |  | 1101 |
|  | <br> Shares |  |  |
| **PREFERRED STOCK — 0.0%** | **PREFERRED STOCK — 0.0%** | **PREFERRED STOCK — 0.0%** | **PREFERRED STOCK — 0.0%** |
| **Communication Services — 0.0%** | **Communication Services — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings (E)(F) | 3340 |  | 16 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $19) ($ Thousands) |  |  | 16 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** |
| Total Purchased Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $484) ($ Thousands) |  | $325 |
| Total Investments in Securities — 111.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $784,456) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $784,456) ($ Thousands)  | $839817 |
| **COMMON STOCK SOLD SHORT— (12.9)%** | **COMMON STOCK SOLD SHORT— (12.9)%** | **COMMON STOCK SOLD SHORT— (12.9)%** |
| **Communication Services — (0.6)%** | **Communication Services — (0.6)%** |  |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | (80) | (91) |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | (1481) | (611) |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | (59519) | (2154) |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | (3397) | (59) |
| &nbsp;&nbsp;&nbsp;Fox Corp  | (6983) | (232) |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | (3859) | (107) |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | (1200) | (55) |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | (400) | (40) |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | (1733) | (176) |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | (1200) | (50) |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | (2248) | (93) |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | (1936) | (59) |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | (4914) | (83) |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | (627) | (120) |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | (2639) | (177) |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | (7118) | (166) |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | (600) | (28) |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc  | (12243) | (75) |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | (2486) | (53) |
|  |  | (4429) |
| **Consumer Discretionary — (8.6)%** | **Consumer Discretionary — (8.6)%** |  |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | (1244) | (54) |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings Corp  | (1722) | (82) |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | (5197) | (173) |
| &nbsp;&nbsp;&nbsp;ADT Inc  | (6790) | (49) |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc \* | (500) | (19) |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | (642) | (108) |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | (7166) | (811) |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | (41420) | (5251) |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | (4223) | (44) |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | (13520) | (1263) |
| &nbsp;&nbsp;&nbsp;Aramark  | (4024) | (144) |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | (194) | (34) |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | (478) | (60) |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | (199) | (422) |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | (2519) | (94) |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | (1746) | (123) |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | (1646) | (33) |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | (786) | (1474) |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | (574) | (38) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | (12827) | $(484) |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | (1357) | (74) |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | (1062) | (72) |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | (759) | (19) |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | (2748) | (205) |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | (620) | (87) |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | (3989) | (172) |
| &nbsp;&nbsp;&nbsp;Callaway Golf Co \* | (4676) | (103) |
| &nbsp;&nbsp;&nbsp;Canoo \* | (7747) | (25) |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | (5252) | (248) |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | (1473) | (130) |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | (17662) | (167) |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | (1429) | (106) |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \* | (300) | (10) |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | (233) | (55) |
| &nbsp;&nbsp;&nbsp;Century Communities Inc  | (918) | (43) |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | (2363) | (47) |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | (546) | (872) |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | (480) | (55) |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | (776) | (153) |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | (1622) | (116) |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | (1500) | (17) |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | (1836) | (135) |
| &nbsp;&nbsp;&nbsp;Dana Inc  | (7556) | (117) |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | (2547) | (315) |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | (956) | (40) |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | (950) | (305) |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | (574) | (61) |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | (2258) | (536) |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | (2004) | (272) |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | (711) | (264) |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | (2530) | (152) |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | (1489) | (135) |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | (12021) | (855) |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \* | (7652) | (123) |
| &nbsp;&nbsp;&nbsp;Duolingo, Cl A \* | (574) | (54) |
| &nbsp;&nbsp;&nbsp;eBay Inc  | (6103) | (269) |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | (1357) | (143) |
| &nbsp;&nbsp;&nbsp;Everi Holdings Inc \* | (1721) | (32) |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | (3033) | (311) |
| &nbsp;&nbsp;&nbsp;Fisker \* | (4495) | (41) |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | (382) | (49) |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | (1083) | (88) |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | (1000) | (37) |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | (182467) | (2781) |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | (2361) | (220) |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | (1164) | (27) |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \* | (1530) | (44) |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | (1700) | (16) |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | (5569) | (493) |
| &nbsp;&nbsp;&nbsp;General Motors Co  | (72146) | (2757) |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | (13048) | (356) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | (2162) | $(130) |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | (1833) | (286) |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | (14491) | (203) |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | (5260) | (32) |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | (96) | (54) |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | (436) | (35) |
| &nbsp;&nbsp;&nbsp;Green Brick Partners Inc \* | (877) | (21) |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | (287) | (51) |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | (2777) | (125) |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | (12775) | (111) |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | (6519) | (251) |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | (4803) | (379) |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | (764) | (94) |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc \* | (1626) | (66) |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | (5475) | (697) |
| &nbsp;&nbsp;&nbsp;Holley \* | (4208) | (24) |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | (10189) | (2939) |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | (766) | (69) |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc  | (982) | (89) |
| &nbsp;&nbsp;&nbsp;International Game Technology PLC  | (1549) | (28) |
| &nbsp;&nbsp;&nbsp;iRobot Corp \* | (872) | (51) |
| &nbsp;&nbsp;&nbsp;Jack in the Box Inc  | (561) | (45) |
| &nbsp;&nbsp;&nbsp;KB Home  | (2419) | (69) |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | (1147) | (33) |
| &nbsp;&nbsp;&nbsp;Kontoor Brands Inc  | (1952) | (73) |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | (6836) | (257) |
| &nbsp;&nbsp;&nbsp;Laureate Education Inc, Cl A  | (3825) | (42) |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | (1681) | (44) |
| &nbsp;&nbsp;&nbsp;LCI Industries  | (1302) | (151) |
| &nbsp;&nbsp;&nbsp;Lear Corp  | (3227) | (447) |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | (5925) | (226) |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | (9293) | (720) |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | (478) | (29) |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | (2390) | (34) |
| &nbsp;&nbsp;&nbsp;LGI Homes Inc \* | (716) | (68) |
| &nbsp;&nbsp;&nbsp;Light & Wonder, Cl A \* | (1624) | (80) |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | (382) | (101) |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | (3451) | (184) |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | (6611) | (1283) |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | (3877) | (1163) |
| &nbsp;&nbsp;&nbsp;Luminar Technologies, Cl A \* | (11861) | (102) |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | (1685) | (73) |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | (4112) | (71) |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | (1052) | (63) |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | (5578) | (858) |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | (993) | (141) |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | (13255) | (293) |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | (14794) | (3732) |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | (2183) | (68) |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | (1172) | (92) |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | (6779) | (221) |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | (4208) | (63) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | (2084) | $(230) |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | (3443) | (51) |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | (287) | (83) |
| &nbsp;&nbsp;&nbsp;National Vision Holdings Inc \* | (700) | (23) |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | (13395) | (239) |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | (41913) | (4462) |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | (1200) | (21) |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | (6717) | (88) |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | (105) | (435) |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | (300) | (17) |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | (673) | (469) |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | (479) | (51) |
| &nbsp;&nbsp;&nbsp;Papa John's International Inc  | (442) | (36) |
| &nbsp;&nbsp;&nbsp;Patrick Industries Inc  | (861) | (46) |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \* | (11840) | (121) |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | (2752) | (86) |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | (574) | (68) |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | (1423) | (96) |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | (1831) | (207) |
| &nbsp;&nbsp;&nbsp;Pool Corp  | (450) | (153) |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | (8556) | (348) |
| &nbsp;&nbsp;&nbsp;PVH Corp  | (2642) | (149) |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \* | (13531) | (149) |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | (1789) | (163) |
| &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc, Cl A  | (956) | (37) |
| &nbsp;&nbsp;&nbsp;RH \* | (134) | (34) |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \* | (8548) | (280) |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | (3418) | (295) |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | (3504) | (143) |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment Inc \* | (678) | (34) |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | (3415) | (211) |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd  | (484) | (32) |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | (1524) | (34) |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | (5318) | (201) |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | (1639) | (93) |
| &nbsp;&nbsp;&nbsp;Sonos Inc \* | (4412) | (66) |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | (1061) | (39) |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | (22388) | (1882) |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | (2965) | (86) |
| &nbsp;&nbsp;&nbsp;Stoneridge Inc \* | (1270) | (24) |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | (1000) | (52) |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | (9320) | (324) |
| &nbsp;&nbsp;&nbsp;Target Corp  | (4395) | (705) |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | (4256) | (107) |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | (6640) | (166) |
| &nbsp;&nbsp;&nbsp;Tenneco Inc, Cl A \* | (4757) | (90) |
| &nbsp;&nbsp;&nbsp;Terminix Global Holdings Inc \* | (2191) | (93) |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | (18810) | (5184) |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | (1503) | (133) |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | (2705) | (219) |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | (11869) | (740) |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | (4444) | (195) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | (1212) | $(223) |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | (1142) | (211) |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | (1867) | (79) |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | (3281) | (57) |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | (589) | (247) |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | (6777) | (57) |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | (5830) | (44) |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | (986) | (222) |
| &nbsp;&nbsp;&nbsp;VF Corp  | (12975) | (538) |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | (577) | (19) |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | (1874) | (53) |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | (1447) | (173) |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \* | (540) | (28) |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | (3224) | (62) |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | (1975) | (309) |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | (929) | (138) |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | (578) | (66) |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | (1562) | (90) |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc  | (3781) | (74) |
| &nbsp;&nbsp;&nbsp;Workhorse Group Inc \* | (1507) | (5) |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | (1865) | (122) |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | (2433) | (147) |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | (1435) | (98) |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | (3349) | (124) |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | (5865) | (652) |
|  |  | (64253) |
| **Information Technology — (2.2)%** | **Information Technology — (2.2)%** |  |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | (7231) | (614) |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | (3451) | (254) |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | (2485) | (377) |
| &nbsp;&nbsp;&nbsp;Apple Inc  | (34400) | (5408) |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | (4238) | (399) |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | (1402) | (168) |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | (476) | (50) |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | (1148) | (50) |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | (1892) | (944) |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | (653) | (111) |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | (861) | (44) |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | (19925) | (891) |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | (861) | (36) |
| &nbsp;&nbsp;&nbsp;Corning Inc  | (3248) | (111) |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | (1279) | (49) |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | (533) | (153) |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | (478) | (45) |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | (400) | (63) |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | (478) | (61) |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | (5698) | (77) |
| &nbsp;&nbsp;&nbsp;HP Inc  | (5108) | (147) |
| &nbsp;&nbsp;&nbsp;II-VI Inc \* | (661) | (31) |
| &nbsp;&nbsp;&nbsp;Intel Corp  | (21162) | (675) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | (649) | $(39) |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | (2486) | (71) |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | (767) | (126) |
| &nbsp;&nbsp;&nbsp;KLA Corp  | (723) | (249) |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | (616) | (270) |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | (861) | (46) |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | (478) | (40) |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | (3945) | (185) |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | (2643) | (172) |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | (5463) | (309) |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | (406) | (40) |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | (194) | (88) |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | (917) | (223) |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | (792) | (57) |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | (10867) | (1640) |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | (2370) | (163) |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | (1077) | (31) |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | (420) | (38) |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | (5675) | (751) |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | (1148) | (56) |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | (566) | (56) |
| &nbsp;&nbsp;&nbsp;Synaptics Inc \* | (200) | (23) |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | (478) | (46) |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | (300) | (111) |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | (577) | (49) |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | (4510) | (745) |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | (838) | (53) |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | (382) | (43) |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | (1254) | (53) |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | (578) | (66) |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | (230) | (69) |
|  |  | (16666) |
| **Materials — (1.5)%** | **Materials — (1.5)%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | (2260) | (570) |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | (1203) | (322) |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | (2391) | (118) |
| &nbsp;&nbsp;&nbsp;Alpha Metallurgical Resources  | (382) | (60) |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | (18086) | (217) |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | (766) | (79) |
| &nbsp;&nbsp;&nbsp;Arconic Corp \* | (1530) | (39) |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | (582) | (59) |
| &nbsp;&nbsp;&nbsp;ATI \* | (1800) | (54) |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | (1051) | (193) |
| &nbsp;&nbsp;&nbsp;Avient Corp  | (1052) | (46) |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | (1982) | (51) |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | (500) | (66) |
| &nbsp;&nbsp;&nbsp;Ball Corp  | (3381) | (189) |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc \* | (1762) | (96) |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | (766) | (55) |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | (1123) | (124) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | (2079) | $(215) |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | (1818) | (61) |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | (3804) | (66) |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | (1214) | (49) |
| &nbsp;&nbsp;&nbsp;Compass Minerals International Inc  | (861) | (35) |
| &nbsp;&nbsp;&nbsp;Constellium, Cl A \* | (2677) | (36) |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | (6816) | (419) |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | (1468) | (133) |
| &nbsp;&nbsp;&nbsp;Dow Inc  | (7521) | (384) |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | (5564) | (310) |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | (382) | (46) |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | (1244) | (113) |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | (2526) | (414) |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | (3538) | (66) |
| &nbsp;&nbsp;&nbsp;FMC Corp  | (1547) | (167) |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | (13477) | (399) |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | (2333) | (52) |
| &nbsp;&nbsp;&nbsp;HB Fuller Co  | (766) | (50) |
| &nbsp;&nbsp;&nbsp;Hecla Mining Co  | (9469) | (37) |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | (1909) | (53) |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | (2671) | (295) |
| &nbsp;&nbsp;&nbsp;International Paper Co  | (3212) | (134) |
| &nbsp;&nbsp;&nbsp;Linde PLC  | (4961) | (1403) |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | (1817) | (58) |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | (1027) | (56) |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | (2695) | (224) |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | (753) | (262) |
| &nbsp;&nbsp;&nbsp;Minerals Technologies Inc  | (861) | (50) |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | (3563) | (192) |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | (8106) | (335) |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | (2627) | (349) |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | (3634) | (47) |
| &nbsp;&nbsp;&nbsp;Olin Corp  | (1818) | (99) |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | (749) | (103) |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | (2379) | (302) |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | (594) | (112) |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | (700) | (64) |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | (1729) | (161) |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The, Cl A  | (550) | (37) |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | (1385) | (74) |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | (2342) | (544) |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | (775) | (35) |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | (1700) | (107) |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | (885) | (42) |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | (2800) | (38) |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | (1718) | (139) |
| &nbsp;&nbsp;&nbsp;Summit Materials Inc, Cl A \* | (1243) | (35) |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | (700) | (5) |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | (2103) | (31) |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | (2486) | (57) |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | (1435) | (42) |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | (1411) | (235) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | (478) | $(47) |
| &nbsp;&nbsp;&nbsp;Westrock Co  | (1824) | (74) |
|  |  | (11231) |
| Total Common Stock Sold Short |  |  |
| &nbsp;&nbsp;&nbsp;(Proceeds $107,169) ($ Thousands) |  | (96579) |
| Total Investments Sold Short — (12.9)% |  |  |
| &nbsp;&nbsp;&nbsp;(Proceeds $107,169) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Proceeds $107,169) ($ Thousands)  | $(96579) |
| **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** |
| Total Written Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $287) ($ Thousands) |  | $(228) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

A list of the open exchange traded option contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **PURCHASED OPTIONS \*^ — 0.0%** | **PURCHASED OPTIONS \*^ — 0.0%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;October 2022, Copper | 81 | $7125 | $345.00 | 9/17/2022 | $175 |
| &nbsp;&nbsp;&nbsp;October 2022, Copper | 81 | 7125 | 305.00 | 9/17/2022 | 21 |
| &nbsp;&nbsp;&nbsp;October 2022, Zinc | 9 | 788 | 3300.00 | 10/22/2022 | 19 |
|  |  | 15038 |  |  | 215 |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;October 2022, Corn | 231 | $7744 | 700.00 | 9/17/2022 | $101 |
| &nbsp;&nbsp;&nbsp;October 2022, Crude Oil | 90 | 8060 | 120.00 | 9/17/2022 | 5 |
| &nbsp;&nbsp;&nbsp;October 2022, Crude Oil | 40 | 3582 | 110.00 | 9/17/2022 | 4 |
|  |  | 19386 |  |  | 110 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $34424 |  |  | $325 |
| **WRITTEN OPTIONS \*^ — 0.0%** | **WRITTEN OPTIONS \*^ — 0.0%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;October 2022, Copper | (162) | $(14250) | 325.00 | 09/17/22 | $(132) |
| &nbsp;&nbsp;&nbsp;October 2022, Crude Oil | (8) | (716) | 95.00 | 09/17/22 | (55) |
| &nbsp;&nbsp;&nbsp;October 2022, Zinc | (18) | (1576) | 3100.00 | 10/22/22 | (17) |
|  |  | $(16542) |  |  | (204) |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;October 2022, Corn | (231) | $(7744) | 750.00 | 09/17/22 | $(22) |
| &nbsp;&nbsp;&nbsp;October 2022, Crude Oil | (130) | (11642) | 130.00 | 09/17/22 | (2) |
|  |  | (19386) |  |  | (24) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(35928) |  |  | $(228) |

---

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| Long Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Brent Crude^ | 11 | Jan-2023 | $1057 | $998 | $(59) |
| &nbsp;&nbsp;Brent Crude^ | 51 | Sep-2022 | 5142 | 4878 | (264) |
| &nbsp;&nbsp;Brent Crude^ | 23 | Mar-2023 | 2043 | 2051 | 8 |
| &nbsp;&nbsp;Brent Crude^ | 11 | Nov-2022 | 1184 | 1022 | (162) |
| &nbsp;&nbsp;Coffee C^ | 6 | May-2023 | 475 | 506 | 31 |
| &nbsp;&nbsp;Coffee C^ | 1 | Dec-2022 | 81 | 88 | 7 |
| &nbsp;&nbsp;Coffee C^ | 31 | Mar-2023 | 2432 | 2657 | 225 |
| &nbsp;&nbsp;Copper^ | 13 | Dec-2022 | 1178 | 1144 | (34) |
| &nbsp;&nbsp;Copper^ | 9 | May-2023 | 820 | 791 | (29) |
| &nbsp;&nbsp;Copper^ | 17 | Mar-2023 | 1482 | 1495 | 13 |
| &nbsp;&nbsp;Corn^ | 22 | Dec-2022 | 679 | 738 | 59 |
| &nbsp;&nbsp;Corn^ | 61 | Mar-2023 | 1946 | 2063 | 117 |
| &nbsp;&nbsp;Corn^ | 31 | May-2023 | 978 | 1051 | 73 |
| &nbsp;&nbsp;Cotton No. 2^ | 9 | Mar-2023 | 471 | 496 | 25 |
| &nbsp;&nbsp;Cotton No. 2^ | 5 | May-2023 | 246 | 268 | 22 |
| &nbsp;&nbsp;Cotton No. 2^ | 67 | Dec-2022 | 3465 | 3793 | 328 |
| &nbsp;&nbsp;Euro-Bund | 65 | Sep-2022 | 10132 | 9671 | 1 |
| &nbsp;&nbsp;Gasoline^ | 3 | Apr-2023 | 332 | 317 | (15) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;Gasoline^ | 9 | Oct-2022 | $1010 | $903 | $(107) |
| &nbsp;&nbsp;Gasoline^ | 6 | Feb-2023 | 657 | 590 | (67) |
| &nbsp;&nbsp;Gasoline^ | 3 | Dec-2022 | 357 | 295 | (62) |
| &nbsp;&nbsp;Gold^ | 14 | Feb-2023 | 2473 | 2434 | (39) |
| &nbsp;&nbsp;Gold^ | 38 | Dec-2022 | 6703 | 6560 | (143) |
| &nbsp;&nbsp;Gold^ | 28 | Apr-2023 | 5043 | 4903 | (140) |
| &nbsp;&nbsp;KC HRW Wheat^ | 34 | Dec-2022 | 1481 | 1551 | 70 |
| &nbsp;&nbsp;KC HRW Wheat^ | 7 | May-2023 | 310 | 319 | 9 |
| &nbsp;&nbsp;KC HRW Wheat^ | 15 | Mar-2023 | 688 | 683 | (5) |
| &nbsp;&nbsp;Lean Hogs^ | 13 | Dec-2022 | 443 | 436 | (7) |
| &nbsp;&nbsp;Lean Hogs^ | 13 | Oct-2022 | 486 | 476 | (10) |
| &nbsp;&nbsp;Lean Hogs^ | 7 | Feb-2023 | 251 | 246 | (5) |
| &nbsp;&nbsp;Lean Hogs^ | 13 | Apr-2023 | 487 | 478 | (9) |
| &nbsp;&nbsp;Live Cattle^ | 6 | Oct-2022 | 339 | 342 | 3 |
| &nbsp;&nbsp;Live Cattle^ | 8 | Feb-2023 | 485 | 491 | 6 |
| &nbsp;&nbsp;Live Cattle^ | 15 | Apr-2023 | 940 | 944 | 4 |
| &nbsp;&nbsp;Live Cattle^ | 8 | Dec-2022 | 469 | 475 | 6 |
| &nbsp;&nbsp;LME Lead^ | 20 | Nov-2022 | 1067 | 976 | (91) |
| &nbsp;&nbsp;LME Lead^ | 27 | Dec-2022 | 1376 | 1316 | (60) |
| &nbsp;&nbsp;LME Nickel^ | 3 | Jan-2023 | 448 | 386 | (62) |
| &nbsp;&nbsp;LME Nickel^ | 1 | Nov-2022 | 156 | 128 | (28) |
| &nbsp;&nbsp;LME Nickel^ | 12 | Dec-2022 | 1558 | 1543 | (15) |
| &nbsp;&nbsp;LME Nickel^ | 3 | May-2023 | 401 | 389 | (12) |
| &nbsp;&nbsp;LME Nickel^ | 6 | Mar-2023 | 846 | 775 | (71) |
| &nbsp;&nbsp;LME Primary Aluminum^ | 17 | Dec-2022 | 1017 | 1004 | (13) |
| &nbsp;&nbsp;LME Primary Aluminum^ | 5 | Nov-2022 | 323 | 295 | (28) |
| &nbsp;&nbsp;LME Primary Aluminum^ | 8 | May-2023 | 497 | 476 | (21) |
| &nbsp;&nbsp;LME Primary Aluminum^ | 15 | Mar-2023 | 916 | 890 | (26) |
| &nbsp;&nbsp;LME Primary Aluminum^ | 8 | Jan-2023 | 496 | 473 | (23) |
| &nbsp;&nbsp;LME Zinc^ | 5 | Jan-2023 | 402 | 426 | 24 |
| &nbsp;&nbsp;LME Zinc^ | 5 | May-2023 | 418 | 411 | (7) |
| &nbsp;&nbsp;LME Zinc^ | 23 | Dec-2022 | 1856 | 1979 | 123 |
| &nbsp;&nbsp;LME Zinc^ | 16 | Nov-2022 | 1396 | 1389 | (7) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 39 | Nov-2022 | 4145 | 4062 | (83) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 5 | Jan-2023 | 527 | 492 | (35) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 11 | Mar-2023 | 1053 | 1036 | (17) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 6 | May-2023 | 544 | 547 | 3 |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 7 | Nov-2022 | 715 | 729 | 14 |
| &nbsp;&nbsp;Natural Gas^ | 27 | Dec-2022 | 1994 | 2537 | 543 |
| &nbsp;&nbsp;Natural Gas^ | 67 | Feb-2023 | 4076 | 5132 | 1056 |
| &nbsp;&nbsp;Natural Gas^ | 45 | Apr-2023 | 2193 | 2589 | 396 |
| &nbsp;&nbsp;Natural Gas^ | 68 | Oct-2022 | 5613 | 6249 | 636 |
| &nbsp;&nbsp;NY Harbor ULSD^ | 3 | Dec-2022 | 472 | 439 | (33) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 6 | Feb-2023 | 850 | 836 | (14) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 3 | Apr-2023 | 380 | 395 | 15 |
| &nbsp;&nbsp;NY Harbor ULSD^ | 20 | Oct-2022 | 2900 | 3032 | 132 |
| &nbsp;&nbsp;NYMEX Cocoa^ | 120 | Dec-2022 | 2828 | 2896 | 68 |
| &nbsp;&nbsp;Palladium^ | 2 | Dec-2022 | 398 | 416 | 18 |
| &nbsp;&nbsp;Silver^ | 15 | Mar-2023 | 1444 | 1353 | (91) |
| &nbsp;&nbsp;Silver^ | 7 | May-2023 | 732 | 635 | (97) |
| &nbsp;&nbsp;Soybean^ | 21 | Mar-2023 | 1458 | 1501 | 43 |
| &nbsp;&nbsp;Soybean^ | 11 | May-2023 | 791 | 787 | (4) |
| &nbsp;&nbsp;Soybean^ | 41 | Nov-2022 | 2932 | 2916 | (16) |
| &nbsp;&nbsp;Soybean^ | 11 | Jan-2023 | 782 | 785 | 3 |
| &nbsp;&nbsp;Soybean Meal^ | 11 | Jan-2023 | 441 | 451 | 10 |
| &nbsp;&nbsp;Soybean Meal^ | 11 | May-2023 | 435 | 438 | 3 |
| &nbsp;&nbsp;Soybean Meal^ | 132 | Dec-2022 | 5293 | 5479 | 186 |
| &nbsp;&nbsp;Soybean Meal^ | 22 | Mar-2023 | 866 | 884 | 18 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;Soybean Oil^ | 12 | May-2023 | $466 | $465 | $(1) |
| &nbsp;&nbsp;Soybean Oil^ | 100 | Dec-2022 | 3928 | 4049 | 121 |
| &nbsp;&nbsp;Soybean Oil^ | 24 | Mar-2023 | 859 | 943 | 84 |
| &nbsp;&nbsp;Soybean Oil^ | 12 | Jan-2023 | 479 | 479 |  |
| &nbsp;&nbsp;Sugar No. 11^ | 53 | Feb-2023 | 1154 | 1055 | (99) |
| &nbsp;&nbsp;Sugar No. 11^ | 76 | Sep-2022 | 1539 | 1523 | (16) |
| &nbsp;&nbsp;Sugar No. 11^ | 18 | Apr-2023 | 354 | 348 | (6) |
| &nbsp;&nbsp;Wheat^ | 29 | Dec-2022 | 1195 | 1206 | 11 |
| &nbsp;&nbsp;Wheat^ | 25 | Mar-2023 | 1076 | 1060 | (16) |
| &nbsp;&nbsp;Wheat^ | 12 | May-2023 | 513 | 514 | 1 |
| &nbsp;&nbsp;WTI Crude Oil^ | 14 | Apr-2023 | 1193 | 1180 | (13) |
| &nbsp;&nbsp;WTI Crude Oil^ | 18 | Oct-2022 | 1751 | 1603 | (148) |
| &nbsp;&nbsp;WTI Crude Oil^ | 27 | Feb-2023 | 2381 | 2318 | (63) |
| &nbsp;&nbsp;WTI Crude Oil^ | 13 | Dec-2022 | 1258 | 1138 | (120) |
|  |  |  | 131946 | 133506 | 2022 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Copper^ | (26) | Dec-2022 | $(2353) | $(2287) | $66 |
| &nbsp;&nbsp;Corn^ | (31) | Dec-2022 | (975) | (1039) | (64) |
| &nbsp;&nbsp;Feeder Cattle^ | (28) | Oct-2022 | (2517) | (2569) | (52) |
| &nbsp;&nbsp;Gasoline^ | (4) | Oct-2022 | (436) | (401) | 35 |
| &nbsp;&nbsp;Japanese 10-Year Bond | (12) | Sep-2022 | (13068) | (12944) | (194) |
| &nbsp;&nbsp;Live Cattle^ | (12) | Oct-2022 | (697) | (684) | 13 |
| &nbsp;&nbsp;Live Cattle^ | (12) | Dec-2022 | (720) | (713) | 7 |
| &nbsp;&nbsp;MSCI EAFE Index | (122) | Sep-2022 | (11218) | (11145) | 73 |
| &nbsp;&nbsp;Platinum^ | (50) | Oct-2022 | (2224) | (2068) | 156 |
| &nbsp;&nbsp;S&P 500 Index E-MINI | (112) | Sep-2022 | (21244) | (22156) | (912) |
| &nbsp;&nbsp;Silver^ | (13) | Dec-2022 | (1260) | (1162) | 98 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Notes | (162) | Dec-2022 | (33814) | (33749) | 65 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Notes | (66) | Dec-2022 | (7354) | (7314) | 40 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (29) | Dec-2022 | (4354) | (4336) | 18 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (123) | Dec-2022 | (15470) | (15398) | 72 |
| &nbsp;&nbsp;WTI Crude Oil^ | (5) | Nov-2022 | (441) | (442) | (1) |
| &nbsp;&nbsp;WTI Crude Oil^ | (3) | Oct-2022 | (266) | (267) | (1) |
|  |  |  | (118411) | (118674) | (581) |
|  |  |  | $13535 | $14832 | $1441 |

---

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement Date** | **Currency to Deliver<br> (Thousands)** | **Currency to Deliver<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Currency to Receive<br> (Thousands)** | **Unrealized Appreciation<br> (Depreciation)<br> (Thousands)** |
| Brown Brothers Harriman | 09/29/22 | USD | 415 | EUR | 415 | $4 |
| Montgomery/Bank of America | 09/29/22 | EUR | 2592 | USD | 2639 | 27 |
| Morgan Stanley | 09/29/22 | EUR | 589 | USD | 604 | 11 |
|  |  |  |  |  |  | $42 |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** | **Credit Default Swaps - Buy Protection** |
| **Reference Entity/ Obligation** | **Pay Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CDX-NAHYS38V1-5Y | 5.00% | Quarterly | 06/20/2027 | $3411 | $(12) | $(150) | $138 |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 60581 | (166) | (786) | 620 |
| CMBX.BBB.577807 | 3.00% | Monthly | 05/11/2063 | 990 | 219 | 260 | (41) |
| Malaysia | 1.00% | Quarterly | 06/20/2027 | 36970 | (305) | (542) | 237 |
|  |  |  |  |  | $(264) | $(1218) | $954 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** |
| **Reference Entity/ Obligation** | **Receive Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| CDX-NAHYS38V2-5Y | 5.00% | Quarterly | 06/20/2027 | $1395 | $5 | $(18) | $23 |
| CDX-NAHYS38V2-5Y | 5.00% | Quarterly | 06/20/2027 | 2016 | 7 | 11 | (4) |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 13200 | 45 | 154 | (109) |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 5465 | 19 | 54 | (35) |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 29685 | 100 | 213 | (113) |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 12231 | 41 | 76 | (35) |
|  |  |  |  |  | $217 | $490 | $(273) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** | **Interest Rate Swaps** |
| **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| 1.9905 | 3-MONTH USD - LIBOR | Quarterly | 04/21/2025 | USD | 2040 | $86 | $– | $86 |
| 2.4875% | 3-MONTH USD - LIBOR | Semi-Annually | 06/09/2025 | USD | 1240 | 38 |  | 38 |
| 2.293% | 3-MONTH USD - LIBOR | Semi-Annually | 08/04/2025 | USD | 1833 | 67 |  | 67 |
| 1.487 | 3-MONTH USD - LIBOR | Semi-Annually | 10/04/2026 | USD | 7010 | 520 |  | 520 |
| 1.66 | 3-MONTH USD - LIBOR | Semi-Annually | 11/08/2026 | USD | 1040 | 71 |  | 71 |
| 1.67 | 3-MONTH USD - LIBOR | Semi-Annually | 11/09/2026 | USD | 1230 | 84 |  | 84 |
| 2.44 | 3-MONTH USD - LIBOR | Semi-Annually | 04/04/2027 | USD | 3640 | 147 |  | 147 |
| 0.5575 | 3-MONTH USD - LIBOR | Semi-Annually | 06/05/2027 | USD | 15050 | 1858 |  | 1858 |
| 2.3545 | 3-MONTH USD - LIBOR | Semi-Annually | 07/12/2027 | USD | 720 | 32 |  | 32 |
| 2.1495% | 3-MONTH USD - LIBOR | Semi-Annually | 06/04/2029 | USD | 5145 | 347 |  | 347 |
| 1.593% | 3-MONTH USD - LIBOR | Semi-Annually | 09/27/2029 | USD | 2440 | 255 |  | 255 |
| 1.6165% | 3-MONTH USD - LIBOR | Semi-Annually | 05/21/2031 | USD | 17160 | 2081 |  | 2081 |
| 2.631% | 3-MONTH USD - LIBOR | Semi-Annually | 11/10/2035 | USD | 1300 | 86 | – | 86 |
|  |  |  |  |  |  | $5672 | $– | $5672 |

---

A list of the open OTC swap agreements held by the Fund at August 31, 2022, is as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** | **Credit Default Swaps - Sell Protection** |
| **Counterparty** | **Reference Entity/ Obligation** | **Receive Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Credit Suisse | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | $115 | $(26) | $(7) | $(19) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 153 | (35) | (9) | (26) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 400 | (89) | (27) | (62) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 21 | (5) | (1) | (4) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 122 | (27) | (14) | (13) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 3 | (2) |  | (2) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity/ Obligation** | **Receive Rate** | **Payment Frequency** | **Termination Date** | **Notional Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/ Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | $11 | $(2) | $(1) | $(1) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 15 | (3) | (2) | (1) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 20 | (4) | (2) | (2) |
| JPMorgan Chase | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 24 | (5) | (2) | (3) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 142 | (32) | (16) | (16) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 117 | (26) | (9) | (17) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 10 | (2) | (1) | (1) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 20 | (4) | (2) | (2) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Quarterly | 05/11/2063 | 39 | (9) | (4) | (5) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 204 | (46) | (26) | (20) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 134 | (30) | (13) | (17) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 129 | (29) | (20) | (9) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 180 | (41) | (28) | (13) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 11 | (3) | (2) | (1) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 530 | (119) | (40) | (79) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 20 | (4) | (2) | (2) |
| JPMorgan Chase | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 101 | (23) | (9) | (14) |
| Credit Suisse | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 172 | (39) | (24) | (15) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 21 | (5) | (2) | (3) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 131 | (30) | (15) | (15) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 378 | (84) | (43) | (41) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 64 | (15) | (8) | (7) |
| Goldman Sachs | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 14 | (3) | (2) | (1) |
| Credit Suisse | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 76 | (17) | (9) | (8) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 21 | (5) | (2) | (3) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 33 | (7) | (4) | (3) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 23 | (5) | (3) | (2) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 5 | (1) | (1) |  |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 45 | (10) | (5) | (5) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 13 | (3) | (1) | (2) |
| Credit Suisse | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 3 | (1) |  | (1) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 23 | (5) | (3) | (2) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 25 | (6) | (2) | (4) |
|  |  |  |  |  |  | $(802) | $(361) | $(441) |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** | **Total Return Swaps** |
| **Counterparty** | **Reference Entity/ Obligation** | | **Fund Pays** | **Fund Receives** | **Payment Frequency** | **Termination Date** | **Currency** | **Notional<br> Amount<br> (Thousands)** | **Value<br> (Thousands)** | **Upfront Payments/<br> Receipts<br> (Thousands)** | **Net Unrealized<br> Appreciation<br> (Depreciation)<br> (Thousands)** |
| JPMorgan Chase | iBoxx$ Liquid High Yield Index |  | INDEX RETURN | 3-Month USD - LIBOR | Quarterly | 09/20/2022 | USD | 4485 | $(181) | $– | $(181) |
| JPMorgan Chase | iBoxx$ Liquid High Yield Index |  | INDEX RETURN | 3-Month USD - LIBOR | Annually | 09/20/2022 | USD | 12536 | (207) |  | (207) |
| Macquarie Bank | Bloomberg Commodity Index | ^ | US T-BILL HIGH DISCOUNT RATE + 9 BPS | INDEX RETURN | Monthly | 09/14/2022 | USD | 12583 | 416 |  | 416 |
| Merrill Lynch | Bloomberg Commodity Index | ^ | US T-BILL HIGH DISCOUNT RATE + 12 BPS | INDEX RETURN | Monthly | 09/14/2022 | USD | 2633 | 84 |  | 84 |
| Merrill Lynch | Bloomberg Commodity Index | ^ | US T-BILL HIGH DISCOUNT RATE + 11 BPS | INDEX RETURN | Monthly | 09/14/2022 | USD | 11112 | 367 |  | 367 |
| Societe Generale | Bloomberg Commodity Index | ^ | US T-BILL HIGH DISCOUNT RATE + 14 BPS | INDEX RETURN | Monthly | 09/14/2022 | USD | 2869 | 92 |  | 92 |
| Societe Generale | Bloomberg Commodity Index | ^ | US T-BILL HIGH DISCOUNT RATE + 11 BPS | INDEX RETURN | Monthly | 09/14/2022 | USD | 8437 | 279 | – | 279 |
|  |  |  |  |  |  |  |  |  | $850 | $– | $850 |

---

As of August 31, 2022, the Reverse Repurchase Agreements held by the Fund are listed below:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount ($ Thousands)**  | **Counterparty** | **Rate** | **Value** <br>**Maturity ($ Thousands)** | **Value** <br>**Maturity ($ Thousands)** |
| $(65878) | HSBC | 2.35% | Open Ended | $(65878) |
| (52724) | HSBC | 1.60% | Open Ended | (52724) |
|  |  |  |  | $(118602) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $750,455 ($ Thousands). |
| ^ | Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of August 31, 2022. |
| \* | Non-income producing security. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (B) | Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates. |
| (C) | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On August 31, 2022, the value of these securities amounted to $73,653 ($ Thousands), representing 9.8% of the Net Assets of the Fund. |
| (D) | Security is in default on interest payment. |
| (E) | Perpetual security with no stated maturity date. |
| (F) | Zero coupon security.  |
| (G) | Security, or a portion thereof, has been pledged as collateral on securities sold short.  |
| (H) | Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements.  |

---

---

| |
|:---|
| BPS — Basis Points |
| Cl — Class |
| CLO — Collateralized Loan Obligation |
| CMBX — Commercial Mortgage-Backed Index |

---

---

| |
|:---|
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| EAFE — Europe, Australasia and Far East |
| EUR — Euro |
| FFCB — Federal Farm Credit Bank |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| GNMA — Government National Mortgage Association |
| GO — General Obligation |
| HRW— Hard Red Winter |
| ICE— Intercontinental Exchange |
| IO — Interest Only — face amount represents notional amount. |
| LIBOR— London Interbank Offered Rate |
| LLC — Limited Liability Company |
| LME — London Metal Exchange |
| LP — Limited Partnership |
| Ltd — Limited |
| MSCI — Morgan Stanley Capital International |
| MTN — Medium Term Note |
| NYMEX — New York Mercantile Exchange |
| OTC — Over The Counter |
| PIK — Payment-in-Kind |
| PLC — Public Limited Company |
| RB — Revenue Bond |
| REIT — Real Estate Investment Trust |
| REMIC — Real Estate Mortgage Investment Conduit |
| S&P— Standard & Poor's |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| STACR — Structured Agency Credit Risk |
| TBA — To Be Announced |
| ULSD — Ultra-Low Sulfur Diesel |
| UMBS — Uniform Mortgage Backed Securities |

---

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

August 31, 2022

**Multi-Asset Real Return Fund** (Concluded)

USD — U.S. Dollar <br> WTI — West Texas Intermediate

The following is a summary of the level of inputs used as of August 31, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 464435 |  | 464435 |
| &nbsp;&nbsp;&nbsp;Common Stock | 219481 |  |  | 219481 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 62355 |  | 62355 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 41255 |  | 41255 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 25845 |  | 25845 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 23892 |  | 23892 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 1101 |  | 1101 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 1112 |  | 1112 |
| &nbsp;&nbsp;&nbsp;Purchased Options | 325 |  |  | 325 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | – | 16 |  | 16 |
| Total Investments in Securities | 219806 | 620011 |  | 839817 |
| **Securities Sold Short** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Common Stock | (96579) | – |  | (96579) |
| Total Securities Sold Short | (96579) | – |  | (96579) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Written Options | (228) |  |  | (228) |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 5158 |  |  | 5158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (3717) |  |  | (3717) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 42 |  | 42 |
| Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 1018 |  | 1018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (337) |  | (337) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 5672 |  | 5672 |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (441) |  | (441) |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 1238 |  | 1238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (388) |  | (388) |
| &nbsp;&nbsp;Reverse Repurchase Agreements | – | (118602) |  | (118602) |
| Total Other Financial Instruments | 1213 | (111798) |  | (110585) |

---

\* Futures contracts, forwards contracts and swaps are valued at the unrealized appreciation/(depreciation) on the instrument.

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.

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

------

SEI Institutional Investments Trust / Quarterly Report / August 31, 2022

## 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 LARGE CAP DISCIPLINED EQUITY FUND

- **b. EDGAR series identifier (if any):** S000006769

- **c. LEI of Series:** DGG1WDZFS2W72E5YPY62

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-08-31

**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:** $1334365507.08

**Total Liabilities:** $990094.93

**Net Assets:** $1333375412.15

**Cash Not Reported:** $65999970.29

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018358 | -3.05%               | 8.22%                | -8.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1508472.59             | $-35310049.17                              |
| Month 2  | $-9054733.86             | $104835953.64                              |
| Month 3  | $-8729527.66             | $-100820607.19                             |

**Designated Index Information**

- **Index Name:** S&P 500 Index

- **Index Identifier:** SNP500

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ULTA BEAUTY, INC.                                       | ULTA BEAUTY INC COMMON STOCK                    | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               |  | US        |      3418 | NS      | $1435115.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLSCOT MOBILE MINI HOLDINGS CORP.                     | WILLSCOT MOBILE MINI HOLDING COMMON STOCK       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               |  | US        |     28446 | NS      | $1141822.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC.                                         | S&P GLOBAL INC COMMON STOCK                     | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               |  | US        |      6766 | NS      | $2382849.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG INDUSTRIES, INC.                                    | PPG INDUSTRIES INC COMMON STOCK                 | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               |  | US        |     63342 | NS      | $8043167.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS, INC.                              | SAREPTA THERAPEUTICS INC COMMON STOCK           | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               |  | US        |     13915 | NS      | $1522022.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON MOUNTAIN INCORPORATED                              | IRON MOUNTAIN INC REIT                          | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |     33837 | NS      | $1780164.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                 | UBER TECHNOLOGIES INC COMMON STOCK              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               |  | US        |     29044 | NS      | $835305.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC.                                              | APPLE INC COMMON STOCK                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               |  | US        |    429285 | NS      | $67492187.70  | 5.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                             | LOCKHEED MARTIN CORP COMMON STOCK               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               |  | US        |      6293 | NS      | $2643752.23   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                | EASTMAN CHEMICAL CO COMMON STOCK                | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |     63729 | NS      | $5799339.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION                 | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK       | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               |  | US        |      4755 | NS      | $455053.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico, Inc.                                           | PEPSICO INC COMMON STOCK                        | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               |  | US        |     50524 | NS      | $8703769.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORPORATION                                 | EXXON MOBIL CORP COMMON STOCK                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               |  | US        |     68556 | NS      | $6553268.04   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY, INC.                                           | WORKDAY INC-CLASS A COMMON STOCK                | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               |  | US        |     28799 | NS      | $4739163.44   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORPORATION                               | UNION PACIFIC CORP COMMON STOCK                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               |  | US        |     26031 | NS      | $5844219.81   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                             | DISCOVER FINANCIAL SERVICES COMMON STOCK        | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               |  | US        |     32090 | NS      | $3224724.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corporation                 | BANK OF NEW YORK MELLON CORP COMMON STOCK       | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               |  | US        |     18120 | NS      | $752523.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTIVE CORPORATION                                     | FORTIVE CORP COMMON STOCK                       | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               |  | US        |     92109 | NS      | $5833262.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP, INC.                                            | NETAPP INC COMMON STOCK                         | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               |  | US        |     49638 | NS      | $3580388.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                                      | MOSAIC CO/THE COMMON STOCK                      | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |      7003 | NS      | $377251.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AES CORPORATION                                     | AES CORP COMMON STOCK                           | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               |  | US        |     92856 | NS      | $2363185.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                             | AVALONBAY COMMUNITIES INC REIT                  | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |      6077 | NS      | $1220930.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                          | MONOLITHIC POWER SYSTEMS INC COMMON STOCK       | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |     10284 | NS      | $4660503.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA, INC.                                             | TESLA INC COMMON STOCK                          | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               |  | US        |     29892 | NS      | $8238534.12   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROCTER & GAMBLE COMPANY                            | PROCTER & GAMBLE CO/THE COMMON STOCK            | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               |  | US        |     77252 | NS      | $10656140.88  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION             | INTL BUSINESS MACHINES CORP COMMON STOCK        | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               |  | US        |      4429 | NS      | $568905.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYLOCITY HOLDING CORPORATION                           | PAYLOCITY HOLDING CORP COMMON STOCK             | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               |  | US        |      1940 | NS      | $467540.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCENTURE PUBLIC LIMITED COMPANY                        | ACCENTURE PLC-CL A COMMON STOCK                 | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               |  | US        |     23266 | NS      | $6711310.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IRIDIUM COMMUNICATIONS INC.                             | IRIDIUM COMMUNICATIONS INC COMMON STOCK         | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               |  | US        |     33876 | NS      | $1503755.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBOTT LABORATORIES                                     | ABBOTT LABORATORIES COMMON STOCK                | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               |  | US        |     10274 | NS      | $1054626.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                          | CONOCOPHILLIPS COMMON STOCK                     | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               |  | US        |     15064 | NS      | $1648754.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SEALED AIR CORPORATION                                  | SEALED AIR CORP COMMON STOCK                    | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               |  | US        |      7400 | NS      | $398194.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LATTICE SEMICONDUCTOR CORPORATION                       | LATTICE SEMICONDUCTOR CORP COMMON STOCK         | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               |  | US        |     20030 | NS      | $1079617.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                | DIAMONDBACK ENERGY INC COMMON STOCK             | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               |  | US        |     12805 | NS      | $1706650.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC.                                                | WEX INC COMMON STOCK                            | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               |  | US        |     13418 | NS      | $2069726.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORPORATION                                      | EXELON CORP COMMON STOCK                        | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               |  | US        |     79219 | NS      | $3478506.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX, INC.                                           | PAYCHEX INC COMMON STOCK                        | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               |  | US        |      1078 | NS      | $132960.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOGEN INC.                                             | BIOGEN INC COMMON STOCK                         | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               |  | US        |      6089 | NS      | $1189668.82   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                         | BORGWARNER INC COMMON STOCK                     | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               |  | US        |     94278 | NS      | $3554280.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GENUINE PARTS COMPANY                                   | GENUINE PARTS CO COMMON STOCK                   | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               |  | US        |     26134 | NS      | $4077165.34   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corporation                          | SBA COMMUNICATIONS CORP REIT                    | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |     20774 | NS      | $6756743.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                          | MARATHON PETROLEUM CORP COMMON STOCK            | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               |  | US        |     32342 | NS      | $3258456.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE, INC.                                      | PURE STORAGE INC - CLASS A COMMON STOCK         | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               |  | US        |       880 | NS      | $25493.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                         | ESTEE LAUDER COMPANIES-CL A COMMON STOCK        | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               |  | US        |      8723 | NS      | $2218956.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC.                                      | VEEVA SYSTEMS INC-CLASS A COMMON STOCK          | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               |  | US        |      3147 | NS      | $627260.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGEN INC.                                             | SEAGEN INC COMMON STOCK                         | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               |  | US        |      4867 | NS      | $750929.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                                  | MURPHY OIL CORP COMMON STOCK                    | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |      1755 | NS      | $68392.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORPORATION                                         | FMC CORP COMMON STOCK                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               |  | US        |      7154 | NS      | $773204.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC.                                            | WALMART INC COMMON STOCK                        | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               |  | US        |     20265 | NS      | $2686125.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INCORPORATED                                   | QUALCOMM INC COMMON STOCK                       | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               |  | US        |     41208 | NS      | $5450582.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                               | COLGATE-PALMOLIVE CO COMMON STOCK               | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               |  | US        |     87793 | NS      | $6866290.53   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                   | PAYPAL HOLDINGS INC COMMON STOCK                | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               |  | US        |     28521 | NS      | $2665002.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX PHARMACEUTICALS INCORPORATED                     | VERTEX PHARMACEUTICALS INC COMMON STOCK         | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               |  | US        |      2179 | NS      | $613955.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ALLSTATE CORPORATION                                | ALLSTATE CORP COMMON STOCK                      | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               |  | US        |     28310 | NS      | $3411355.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW CORPORATION                                         | CDW CORP/DE COMMON STOCK                        | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               |  | US        |     38048 | NS      | $6494793.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                        | POOL CORP COMMON STOCK                          | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |      8977 | NS      | $3044908.63   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW INC.                                                | DOW INC COMMON STOCK                            | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               |  | US        |     33961 | NS      | $1732011.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | AMERICAN HOMES 4 RENT- A REIT                   | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    181422 | NS      | $6451366.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR PUBLIC LIMITED COMPANY                          | PENTAIR PLC COMMON STOCK                        | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               |  | US        |     32960 | NS      | $1466720.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                            | LINCOLN NATIONAL CORP COMMON STOCK              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     59330 | NS      | $2732739.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE, INC.                                           | METLIFE INC COMMON STOCK                        | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               |  | US        |     37788 | NS      | $2430902.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA, INC.                                           | CORTEVA INC COMMON STOCK                        | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               |  | US        |      2445 | NS      | $150196.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCKESSON CORPORATION                                    | MCKESSON CORP COMMON STOCK                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               |  | US        |       516 | NS      | $189372.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                              | CULLEN/FROST BANKERS INC COMMON STOCK           | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               |  | US        |      3077 | NS      | $399886.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                                      | EPAM SYSTEMS INC COMMON STOCK                   | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |      3442 | NS      | $1468013.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US, INC.                                       | T-MOBILE US INC COMMON STOCK                    | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               |  | US        |      3006 | NS      | $432743.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS COMPANY                                  | GENERAL MOTORS CO COMMON STOCK                  | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               |  | US        |     64708 | NS      | $2472492.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO.                                    | JPMORGAN CHASE & CO COMMON STOCK                | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               |  | US        |    160166 | NS      | $18215679.18  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC.                                       | Crown Castle Inc REIT                           | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |     47233 | NS      | $8068813.39   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS, INC.                                 | APPLIED MATERIALS INC COMMON STOCK              | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               |  | US        |     52844 | NS      | $4971035.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KROGER CO.                                          | KROGER CO COMMON STOCK                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               |  | US        |     65307 | NS      | $3130817.58   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                          | CITIGROUP INC COMMON STOCK                      | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               |  | US        |     20372 | NS      | $994357.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PERRIGO COMPANY PUBLIC LIMITED COMPANY                  | PERRIGO CO PLC COMMON STOCK                     | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               |  | US        |     75467 | NS      | $2823975.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES, INC.                                   | GILEAD SCIENCES INC COMMON STOCK                | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               |  | US        |     49657 | NS      | $3151729.79   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC.                                             | INTUIT INC COMMON STOCK                         | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               |  | US        |     15089 | NS      | $6515128.42   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                          | QUEST DIAGNOSTICS INC COMMON STOCK              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |      3824 | NS      | $479185.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                    | GLOBAL PAYMENTS INC COMMON STOCK                | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Long             | EC               |  | US        |     74043 | NS      | $9198361.89   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MODERNA, INC.                                           | MODERNA INC COMMON STOCK                        | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               |  | US        |      2450 | NS      | $324061.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                          | PUBLIC STORAGE REIT                             | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               |  | US        |      3719 | NS      | $1230356.77   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISOURCEBERGEN CORPORATION                           | AMERISOURCEBERGEN CORP COMMON STOCK             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               |  | US        |     37226 | NS      | $5455842.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC.                                              | ADOBE INC COMMON STOCK                          | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               |  | US        |      6651 | NS      | $2483749.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                              | BUILDERS FIRSTSOURCE INC COMMON STOCK           | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               |  | US        |     10218 | NS      | $598876.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                               | Nexstar Media Group Inc COMMON STOCK            | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     15007 | NS      | $2871139.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERSON ELECTRIC CO.                                    | EMERSON ELECTRIC CO COMMON STOCK                | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               |  | US        |     62320 | NS      | $5094036.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                  | SOUTHWEST AIRLINES CO COMMON STOCK              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               |  | US        |     25793 | NS      | $946603.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                             | VERIZON COMMUNICATIONS INC COMMON STOCK         | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               |  | US        |    147076 | NS      | $6149247.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW, INC.                                        | SERVICENOW INC COMMON STOCK                     | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               |  | US        |      6764 | NS      | $2939769.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                                    | STEEL DYNAMICS INC COMMON STOCK                 | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |      8542 | NS      | $689510.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                         | AFFILIATED MANAGERS GROUP COMMON STOCK          | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               |  | US        |      7189 | NS      | $915591.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION                                  | CVS HEALTH CORP COMMON STOCK                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               |  | US        |    122159 | NS      | $11989905.85  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                       | CHOICE HOTELS INTL INC COMMON STOCK             | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               |  | US        |      2195 | NS      | $251788.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                       | PIONEER NATURAL RESOURCES CO COMMON STOCK       | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               |  | US        |     20098 | NS      | $5089215.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                              | AGILENT TECHNOLOGIES INC COMMON STOCK           | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               |  | US        |     26407 | NS      | $3386697.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEWY, INC.                                             | CHEWY INC - CLASS A COMMON STOCK                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               |  | US        |     12441 | NS      | $427099.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO., INC.                                       | MERCK & CO. INC. COMMON STOCK                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               |  | US        |     14273 | NS      | $1218343.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                        | AUTONATION INC COMMON STOCK                     | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |      9161 | NS      | $1141460.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                        | PACKAGING CORP OF AMERICA COMMON STOCK          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               |  | US        |     21877 | NS      | $2995398.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ARISTA NETWORKS, INC.                                   | ARISTA NETWORKS INC COMMON STOCK                | CUSIP: 040413106<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               |  | US        |     20448 | NS      | $2451306.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| POPULAR, INC.                                           | POPULAR INC COMMON STOCK                        | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     30733 | NS      | $2373202.26   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX, INC.                                           | EQUINIX INC REIT                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      3082 | NS      | $2026014.34   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSING, INC.                         | AUTOMATIC DATA PROCESSING COMMON STOCK          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               |  | US        |     36979 | NS      | $9038037.39   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORPORATION                              | AMERICAN TOWER CORP REIT                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      8095 | NS      | $2056534.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX, INC.                                           | NETFLIX INC COMMON STOCK                        | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               |  | US        |      8605 | NS      | $1923733.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES, INC.                                       | ROSS STORES INC COMMON STOCK                    | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               |  | US        |     50667 | NS      | $4371042.09   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                    | HEALTHCARE REALTY TRUST INC REIT                | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    115661 | NS      | $2812875.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                     | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK       | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      4763 | NS      | $1096728.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION ENERGY CORPORATION.                       | CONSTELLATION ENERGY COMMON STOCK               | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               |  | US        |     18649 | NS      | $1521571.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                                    | CELANESE CORP COMMON STOCK                      | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |     11162 | NS      | $1237419.32   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                           | SEMPRA ENERGY COMMON STOCK                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               |  | US        |      1389 | NS      | $229143.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                   | ELEVANCE HEALTH INC COMMON STOCK                | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               |  | US        |     11630 | NS      | $5641829.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                            | AIRBNB INC-CLASS A COMMON STOCK                 | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               |  | US        |      1448 | NS      | $163797.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORPORATION                                  | MCDONALD'S CORP COMMON STOCK                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               |  | US        |      2207 | NS      | $556781.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORPORATION                                       | FEDEX CORP COMMON STOCK                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               |  | US        |     11324 | NS      | $2387212.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SOUTHERN COMPANY                                    | SOUTHERN CO/THE COMMON STOCK                    | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               |  | US        |     77505 | NS      | $5973310.35   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                            | MACY'S INC COMMON STOCK                         | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |      5805 | NS      | $100542.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORPORATION                                         | EQT CORP COMMON STOCK                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               |  | US        |     71690 | NS      | $3426782.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES, INC.                            | ADVANCED MICRO DEVICES COMMON STOCK             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               |  | US        |     53030 | NS      | $4500656.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                              | UNUM GROUP COMMON STOCK                         | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     17379 | NS      | $657795.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                         | CSX CORP COMMON STOCK                           | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               |  | US        |     90608 | NS      | $2867743.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                 | INTL FLAVORS & FRAGRANCES COMMON STOCK          | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               |  | US        |     29490 | NS      | $3258055.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                            | BIOMARIN PHARMACEUTICAL INC COMMON STOCK        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     11476 | NS      | $1023659.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BAKER HUGHES COMPANY                                    | BAKER HUGHES CO COMMON STOCK                    | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               |  | US        |    277151 | NS      | $7000834.26   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                             | PHILLIPS 66 COMMON STOCK                        | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               |  | US        |     57972 | NS      | $5186175.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| The Travelers Companies, Inc.                           | TRAVELERS COS INC/THE COMMON STOCK              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               |  | US        |     13600 | NS      | $2198304.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | WELLS FARGO & CO COMMON STOCK                   | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               |  | US        |    110752 | NS      | $4840969.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P500 EMINI FUT  SEP22 PHYSICAL INDEX FUTURE.  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       100 | NC      | $19782500.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                 | AON PLC-CLASS A COMMON STOCK                    | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               |  | US        |     12060 | NS      | $3367875.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                  | WASTE MANAGEMENT INC COMMON STOCK               | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               |  | US        |     11207 | NS      | $1894319.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNAR CORPORATION                                      | LENNAR CORP-A COMMON STOCK                      | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               |  | US        |     29139 | NS      | $2256815.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                        | SALESFORCE INC COMMON STOCK                     | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               |  | US        |      9763 | NS      | $1524199.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNOPSYS, INC.                                          | SYNOPSYS INC COMMON STOCK                       | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               |  | US        |     13786 | NS      | $4770231.72   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET, INC.                                          | FORTINET INC COMMON STOCK                       | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               |  | US        |     19034 | NS      | $926765.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORPORATION                                   | STARBUCKS CORP COMMON STOCK                     | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               |  | US        |     22510 | NS      | $1892415.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORPORATION                                     | CENTENE CORP COMMON STOCK                       | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               |  | US        |     64993 | NS      | $5832471.82   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                       | MICROCHIP TECHNOLOGY INC COMMON STOCK           | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               |  | US        |     90306 | NS      | $5892466.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-RAD LABORATORIES, INC.                              | BIO-RAD LABORATORIES-A COMMON STOCK             | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               |  | US        |      7033 | NS      | $3411286.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORPORATION                                   | MICROSOFT CORP COMMON STOCK                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               |  | US        |    201962 | NS      | $52807004.14  | 3.96%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC.                           | THERMO FISHER SCIENTIFIC INC COMMON STOCK       | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               |  | US        |      6769 | NS      | $3691271.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY, INC.                                    | NEXTERA ENERGY INC COMMON STOCK                 | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               |  | US        |     34646 | NS      | $2946988.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                | ADVANCE AUTO PARTS INC COMMON STOCK             | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               |  | US        |     12183 | NS      | $2054541.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                      | AMERICAN INTERNATIONAL GROUP COMMON STOCK       | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               |  | US        |     66085 | NS      | $3419898.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                               | JM SMUCKER CO/THE COMMON STOCK                  | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               |  | US        |     19990 | NS      | $2798400.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC.                            | HONEYWELL INTERNATIONAL INC COMMON STOCK        | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               |  | US        |     70916 | NS      | $13427944.60  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP.                                       | FIRSTENERGY CORP COMMON STOCK                   | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               |  | US        |     48566 | NS      | $1920785.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                      | ALTRIA GROUP INC COMMON STOCK                   | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               |  | US        |      6700 | NS      | $302304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                             | HOST HOTELS & RESORTS INC REIT                  | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     42231 | NS      | $750444.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORPORATION                                | STATE STREET CORP COMMON STOCK                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               |  | US        |    102605 | NS      | $7013051.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                         | ALKERMES PLC COMMON STOCK                       | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |      5975 | NS      | $141428.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COOPER COMPANIES, INC.                              | COOPER COS INC/THE COMMON STOCK                 | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               |  | US        |     14615 | NS      | $4200935.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST, INC.                              | DIGITAL REALTY TRUST INC REIT                   | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               |  | US        |      2558 | NS      | $316245.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS, INC.                                     | CISCO SYSTEMS INC COMMON STOCK                  | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               |  | US        |     86328 | NS      | $3860588.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                 | REPUBLIC SERVICES INC COMMON STOCK              | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               |  | US        |     10453 | NS      | $1491852.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK, INC.                                         | BLACKROCK INC COMMON STOCK                      | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               |  | US        |      4891 | NS      | $3259313.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC.                                 | BERKSHIRE HATHAWAY INC-CL B COMMON STOCK        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               |  | US        |     35993 | NS      | $10106834.40  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON, INC             | EXPEDITORS INTL WASH INC COMMON STOCK           | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               |  | US        |     16280 | NS      | $1675049.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                 | MOLINA HEALTHCARE INC COMMON STOCK              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |     11955 | NS      | $4033258.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INCORPORATED                             | COUPA SOFTWARE INC COMMON STOCK                 | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               |  | US        |      1077 | NS      | $62896.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                             | PROSPERITY BANCSHARES INC COMMON STOCK          | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |      9063 | NS      | $642385.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                             | PARKER HANNIFIN CORP COMMON STOCK               | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               |  | US        |     16798 | NS      | $4451470.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                           | AMN HEALTHCARE SERVICES INC COMMON STOCK        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               |  | US        |       532 | NS      | $54604.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAIA, INC.                                              | SAIA INC COMMON STOCK                           | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               |  | US        |       177 | NS      | $36608.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                               | BAXTER INTERNATIONAL INC COMMON STOCK           | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               |  | US        |    119365 | NS      | $6858712.90   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                                  | ONEMAIN HOLDINGS INC COMMON STOCK               | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |     55600 | NS      | $1942108.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORPORATION                                      | WATERS CORP COMMON STOCK                        | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               |  | US        |      7241 | NS      | $2162162.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                      | ORACLE CORP COMMON STOCK                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               |  | US        |     35344 | NS      | $2620757.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORPORATION                            | COSTCO WHOLESALE CORP COMMON STOCK              | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               |  | US        |     20691 | NS      | $10802771.10  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO., INC.                                      | BEST BUY CO INC COMMON STOCK                    | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               |  | US        |     54454 | NS      | $3849353.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                           | UNIVERSAL DISPLAY CORP COMMON STOCK             | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |     15765 | NS      | $1761423.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE, INC.                                              | NIKE INC -CL B COMMON STOCK                     | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               |  | US        |     49645 | NS      | $5284710.25   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, INC.                                            | AMETEK INC COMMON STOCK                         | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               |  | US        |     30600 | NS      | $3676896.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                        | PHILIP MORRIS INTERNATIONAL COMMON STOCK        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               |  | US        |     50033 | NS      | $4777651.17   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | N/A                                             | CUSIP: MACSWAP01<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-8978215.16  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                             | ZOETIS INC COMMON STOCK                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               |  | US        |     34480 | NS      | $5397154.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES, INC.                        | NATIONAL RETAIL PROPERTIES REIT                 | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     47673 | NS      | $2140517.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                           | BOSTON SCIENTIFIC CORP COMMON STOCK             | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               |  | US        |     44053 | NS      | $1775776.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                             | PROGRESSIVE CORP COMMON STOCK                   | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               |  | US        |     52902 | NS      | $6488430.30   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGN TECHNOLOGY, INC.                                  | ALIGN TECHNOLOGY INC COMMON STOCK               | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               |  | US        |       440 | NS      | $107228.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORPORATION                                     | CHEVRON CORP COMMON STOCK                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               |  | US        |     52802 | NS      | $8345884.12   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CME GROUP INC.                                          | CME GROUP INC COMMON STOCK                      | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               |  | US        |     20777 | NS      | $4064188.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                            | SHERWIN-WILLIAMS CO/THE COMMON STOCK            | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               |  | US        |     21507 | NS      | $4991774.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYERHAEUSER COMPANY                                    | WEYERHAEUSER CO REIT                            | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     30396 | NS      | $1038327.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY AND COMPANY                                   | ELI LILLY & CO COMMON STOCK                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               |  | US        |     26164 | NS      | $7881381.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST REPUBLIC BANK                                     | FIRST REPUBLIC BANK/CA COMMON STOCK             | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               |  | US        |      8028 | NS      | $1218891.24   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOCUSIGN, INC.                                          | DOCUSIGN INC COMMON STOCK                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               |  | US        |     17126 | NS      | $997075.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORPORATION                              | AVERY DENNISON CORP COMMON STOCK                | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               |  | US        |     26637 | NS      | $4891085.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WALT DISNEY COMPANY                                 | WALT DISNEY CO/THE COMMON STOCK                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               |  | US        |     32656 | NS      | $3660084.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORPORATION                                 | DUKE ENERGY CORP COMMON STOCK                   | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               |  | US        |     26264 | NS      | $2807884.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE, INC.                                          | AUTOZONE INC COMMON STOCK                       | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               |  | US        |      2973 | NS      | $6300411.33   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                                 | HF SINCLAIR CORP COMMON STOCK                   | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               |  | US        |     17033 | NS      | $896446.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                           | STERIS PLC COMMON STOCK                         | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |     14404 | NS      | $2900677.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                                  | AMERCO COMMON STOCK                             | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               |  | US        |      3142 | NS      | $1651655.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK, INC.                                          | AUTODESK INC COMMON STOCK                       | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               |  | US        |     14764 | NS      | $2978489.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                                     | TOLL BROTHERS INC COMMON STOCK                  | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     52274 | NS      | $2289078.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                | VULCAN MATERIALS CO COMMON STOCK                | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               |  | US        |     35797 | NS      | $5959842.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                              | 3M CO COMMON STOCK                              | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               |  | US        |      5069 | NS      | $630330.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL A COMMON STOCK                  | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     84860 | NS      | $9183549.20   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORPORATION                                   | ALBEMARLE CORP COMMON STOCK                     | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               |  | US        |      2971 | NS      | $796109.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                | GENERAL ELECTRIC CO COMMON STOCK                | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               |  | US        |    112459 | NS      | $8258988.96   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                       | SYSCO CORP COMMON STOCK                         | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               |  | US        |    128421 | NS      | $10558774.62  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | SYNCHRONY FINANCIAL COMMON STOCK                | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               |  | US        |    119886 | NS      | $3926266.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORPORATION                                      | NVIDIA CORP COMMON STOCK                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               |  | US        |     42840 | NS      | $6466269.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy, Inc.                                   | DOMINION ENERGY INC COMMON STOCK                | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               |  | US        |     13649 | NS      | $1116488.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                                  | BIO-TECHNE CORP COMMON STOCK                    | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |       557 | NS      | $184818.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMCOR PLC                                               | AMCOR PLC COMMON STOCK                          | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               |  | US        |     16096 | NS      | $193312.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Daily Income Trust: Government Fund; Class F Shares | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)    | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  71523532 | NS      | $71523531.50  | 5.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS, INC.                      | BJ'S WHOLESALE CLUB HOLDINGS COMMON STOCK       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               |  | US        |      1880 | NS      | $140041.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                           | FACTSET RESEARCH SYSTEMS INC COMMON STOCK       | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      5627 | NS      | $2438404.18   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| VALERO ENERGY CORPORATION                               | VALERO ENERGY CORP COMMON STOCK                 | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               |  | US        |     13129 | NS      | $1537668.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                 | WASTE CONNECTIONS INC COMMON STOCK              | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               |  | US        |     34033 | NS      | $4736712.94   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                       | JOHNSON & JOHNSON COMMON STOCK                  | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               |  | US        |     91160 | NS      | $14707754.40  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                       | RINGCENTRAL INC-CLASS A COMMON STOCK            | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |     18460 | NS      | $794518.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC.                                   | JACOBS SOLUTIONS INC COMMON STOCK               | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               |  | US        |     36831 | NS      | $4588405.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | MORGAN STANLEY COMMON STOCK                     | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               |  | US        |     31621 | NS      | $2694741.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC.                                               | AT&T INC COMMON STOCK                           | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               |  | US        |    109513 | NS      | $1920858.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                          | VALVOLINE INC COMMON STOCK                      | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |      8854 | NS      | $257385.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                       | RAYTHEON TECHNOLOGIES CORP COMMON STOCK         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               |  | US        |     36013 | NS      | $3232166.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORPORATION                                | LAM RESEARCH CORP COMMON STOCK                  | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               |  | US        |       748 | NS      | $327556.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                          | WINTRUST FINANCIAL CORP COMMON STOCK            | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |      3874 | NS      | $326733.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO.                           | RELIANCE STEEL & ALUMINUM COMMON STOCK          | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |     25060 | NS      | $4710778.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MASIMO CORPORATION                                      | MASIMO CORP COMMON STOCK                        | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               |  | US        |      3262 | NS      | $479155.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HERSHEY COMPANY                                     | HERSHEY CO/THE COMMON STOCK                     | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               |  | US        |     11713 | NS      | $2631559.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                                      | CHEMED CORP COMMON STOCK                        | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      6833 | NS      | $3253806.27   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM, INC.                                        | AMAZON.COM INC COMMON STOCK                     | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               |  | US        |    118097 | NS      | $14971156.69  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                      | COCA-COLA EUROPACIFIC PARTNERS PLC COMMON STOCK | CUSIP: G25839104<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               |  | US        |     45596 | NS      | $2241955.32   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                     | HUNT (JB) TRANSPRT SVCS INC COMMON STOCK        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               |  | US        |       662 | NS      | $115201.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY, INC.                                    | ENPHASE ENERGY INC COMMON STOCK                 | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               |  | US        |     13578 | NS      | $3889282.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                             | BANK OF AMERICA CORP COMMON STOCK               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               |  | US        |    494129 | NS      | $16607675.69  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC.                                           | BROADCOM INC COMMON STOCK                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               |  | US        |     18940 | NS      | $9453143.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| THE COCA-COLA COMPANY                                   | COCA-COLA CO/THE COMMON STOCK                   | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               |  | US        |    169851 | NS      | $10481505.21  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC.                       | METTLER-TOLEDO INTERNATIONAL COMMON STOCK       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               |  | US        |      5260 | NS      | $6377539.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                   | CAMDEN PROPERTY TRUST REIT                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               |  | US        |     21369 | NS      | $2746130.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                        | AIR PRODUCTS & CHEMICALS INC COMMON STOCK       | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               |  | US        |     13851 | NS      | $3496684.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson Public Limited Company             | WILLIS TOWERS WATSON PLC COMMON STOCK           | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | EC               |  | US        |     42799 | NS      | $8852117.17   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED, INC.                                           | ABIOMED INC COMMON STOCK                        | CUSIP: 003654100<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               |  | US        |      3422 | NS      | $887256.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEFLEX INCORPORATED                                   | TELEFLEX INC COMMON STOCK                       | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               |  | US        |     29892 | NS      | $6763363.92   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVAR SOLUTIONS INC.                                   | UNIVAR SOLUTIONS INC COMMON STOCK               | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               |  | US        |     26065 | NS      | $657359.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                          | CITIZENS FINANCIAL GROUP COMMON STOCK           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     33395 | NS      | $1224928.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GARTNER, INC.                                           | GARTNER INC COMMON STOCK                        | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               |  | US        |     10137 | NS      | $2892288.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INCORPORATED.                                | MASTERCARD INC - A COMMON STOCK                 | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               |  | US        |      8819 | NS      | $2860619.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                               | WESCO INTERNATIONAL INC COMMON STOCK            | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |     10604 | NS      | $1396334.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                       | CAPITAL ONE FINANCIAL CORP COMMON STOCK         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               |  | US        |     62456 | NS      | $6609093.92   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC.                                   | BOOKING HOLDINGS INC COMMON STOCK               | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               |  | US        |       684 | NS      | $1283054.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORPORATION                                     | ENTERGY CORP COMMON STOCK                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               |  | US        |      1600 | NS      | $184480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC.                                               | VISA INC-CLASS A SHARES COMMON STOCK            | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               |  | US        |     51660 | NS      | $10265358.60  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC.                                               | MSCI INC COMMON STOCK                           | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               |  | US        |       974 | NS      | $437559.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                                       | EVERSOURCE ENERGY COMMON STOCK                  | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               |  | US        |      5266 | NS      | $472307.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORPORATION                                      | CINTAS CORP COMMON STOCK                        | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               |  | US        |      9719 | NS      | $3954077.96   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                | CENTERPOINT ENERGY INC COMMON STOCK             | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               |  | US        |     75799 | NS      | $2389942.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORPORATION                                         | PPL CORP COMMON STOCK                           | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               |  | US        |    360273 | NS      | $10476738.84  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES, INC.                            | NEUROCRINE BIOSCIENCES INC COMMON STOCK         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               |  | US        |     22564 | NS      | $2360871.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                            | MONDELEZ INTERNATIONAL INC-A COMMON STOCK       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               |  | US        |    119560 | NS      | $7395981.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| PFIZER INC.                                             | PFIZER INC COMMON STOCK                         | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               |  | US        |     81633 | NS      | $3692260.59   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | INTERCONTINENTAL EXCHANGE IN COMMON STOCK       | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               |  | US        |     29389 | NS      | $2963880.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                | MOTOROLA SOLUTIONS INC COMMON STOCK             | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               |  | US        |     46542 | NS      | $11328788.22  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORPORATION                                        | IDEX CORP COMMON STOCK                          | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               |  | US        |     11627 | NS      | $2339468.67   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                  | LOWE'S COS INC COMMON STOCK                     | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               |  | US        |     27585 | NS      | $5355351.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM, INC.                                            | DEXCOM INC COMMON STOCK                         | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               |  | US        |      4812 | NS      | $395594.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORPORATION                                       | CIGNA CORP COMMON STOCK                         | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               |  | US        |     14953 | NS      | $4238427.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA CORPORATION                                         | KLA CORP COMMON STOCK                           | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               |  | US        |      3312 | NS      | $1139758.56   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                        | MARSH & MCLENNAN COS COMMON STOCK               | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               |  | US        |     43513 | NS      | $7021692.81   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                                 | QUIDELORTHO CORP COMMON STOCK                   | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |      1001 | NS      | $79339.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS, INC.                                    | META PLATFORMS INC COMMON STOCK                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               |  | US        |     85636 | NS      | $13952673.48  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC.                                              | AMGEN INC COMMON STOCK                          | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               |  | US        |     22787 | NS      | $5475716.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                  | TRANE TECHNOLOGIES PLC COMMON STOCK             | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               |  | US        |      7689 | NS      | $1184644.23   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                                    | CONAGRA BRANDS INC COMMON STOCK                 | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     96597 | NS      | $3321004.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RALPH LAUREN CORPORATION                                | RALPH LAUREN CORP COMMON STOCK                  | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               |  | US        |     28431 | NS      | $2596603.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets, Inc.                               | CBOE GLOBAL MARKETS INC COMMON STOCK            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               |  | US        |     20324 | NS      | $2397622.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED RENTALS, INC.                                    | UNITED RENTALS INC COMMON STOCK                 | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               |  | US        |     10665 | NS      | $3114606.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                            | ZIMMER BIOMET HOLDINGS INC COMMON STOCK         | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               |  | US        |     69171 | NS      | $7354260.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP, INC.                                  | WEC ENERGY GROUP INC COMMON STOCK               | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               |  | US        |      9510 | NS      | $980861.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HOME DEPOT, INC.                                    | HOME DEPOT INC COMMON STOCK                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               |  | US        |     24039 | NS      | $6933328.38   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                            | CADENCE DESIGN SYS INC COMMON STOCK             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               |  | US        |     28570 | NS      | $4964608.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC.                                           | ALPHABET INC-CL C COMMON STOCK                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               |  | US        |     78098 | NS      | $8524396.70   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDE PUBLIC LIMITED COMPANY                            | LINDE PLC COMMON STOCK                          | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               |  | US        |      6861 | NS      | $1940702.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                              | OTIS WORLDWIDE CORP COMMON STOCK                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               |  | US        |     44752 | NS      | $3231989.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS, INC.                                          | PROLOGIS INC REIT                               | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               |  | US        |     36363 | NS      | $4527557.13   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC.                                | EXTRA SPACE STORAGE INC REIT                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               |  | US        |     40855 | NS      | $8119114.15   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                               | NATIONAL FUEL GAS CO COMMON STOCK               | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     47088 | NS      | $3355961.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                      | ENERGY TRANSFER LP PARTNERSHIP SHARES           | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               |  | US        |     61828 | NS      | $724005.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                            | MARRIOTT INTERNATIONAL -CL A COMMON STOCK       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               |  | US        |      9401 | NS      | $1445309.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE KRAFT HEINZ COMPANY                                 | KRAFT HEINZ CO/THE COMMON STOCK                 | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               |  | US        |     86753 | NS      | $3244562.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                  | PNC FINANCIAL SERVICES GROUP COMMON STOCK       | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               |  | US        |     12031 | NS      | $1900898.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                          | JEFFERIES FINANCIAL GROUP IN COMMON STOCK       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               |  | US        |     82558 | NS      | $2649286.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rivian Automotive Inc                                   | RIVIAN AUTOMOTIVE INC-A COMMON STOCK            | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               |  | US        |     51298 | NS      | $1677957.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                         | UNITEDHEALTH GROUP INC COMMON STOCK             | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               |  | US        |     50451 | NS      | $26200717.83  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORPORATION                                       | INTEL CORP COMMON STOCK                         | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               |  | US        |     53716 | NS      | $1714614.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VIATRIS INC.                                            | VIATRIS INC COMMON STOCK                        | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Long             | EC               |  | US        |    188749 | NS      | $1802552.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                | AMERICAN EXPRESS CO COMMON STOCK                | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               |  | US        |      7668 | NS      | $1165536.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY, INC                                 | MARVELL TECHNOLOGY INC COMMON STOCK             | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               |  | US        |      6499 | NS      | $304283.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                             | UNITED PARCEL SERVICE-CL B COMMON STOCK         | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               |  | US        |     25554 | NS      | $4970508.54   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| C.H. ROBINSON WORLDWIDE, INC.                           | C.H. ROBINSON WORLDWIDE INC COMMON STOCK        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               |  | US        |      6545 | NS      | $747111.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                               | MATADOR RESOURCES CO COMMON STOCK               | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     30916 | NS      | $1842593.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                              | AMERIPRISE FINANCIAL INC COMMON STOCK           | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               |  | US        |     13064 | NS      | $3501282.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORPORATION                                       | NUCOR CORP COMMON STOCK                         | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               |  | US        |      3821 | NS      | $507963.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTROCK COMPANY                                        | WESTROCK CO COMMON STOCK                        | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               |  | US        |     56107 | NS      | $2277383.13   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT, INC.                         | LIVE NATION ENTERTAINMENT IN COMMON STOCK       | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               |  | US        |     36071 | NS      | $3259375.56   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. BANCORP                                            | US BANCORP COMMON STOCK                         | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               |  | US        |     93854 | NS      | $4280680.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                              | DOLLAR GENERAL CORP COMMON STOCK                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               |  | US        |     35653 | NS      | $8464735.26   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC.                                             | SPLUNK INC COMMON STOCK                         | CUSIP: 848637104<br>LEI: 549300XGDSGBP6UEI867 | Long             | EC               |  | US        |      8449 | NS      | $760663.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                         | CARLISLE COS INC COMMON STOCK                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |     12160 | NS      | $3595225.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS, INC.                                             | ANSYS INC COMMON STOCK                          | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               |  | US        |       403 | NS      | $100064.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC.                                             | HUMANA INC COMMON STOCK                         | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               |  | US        |     23735 | NS      | $11435048.30  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC.                                             | ABBVIE INC COMMON STOCK                         | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               |  | US        |     10386 | NS      | $1396501.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER, INC.                                     | WW GRAINGER INC COMMON STOCK                    | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               |  | US        |     16916 | NS      | $9387365.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                                 | EAST WEST BANCORP INC COMMON STOCK              | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               |  | US        |     10264 | NS      | $740752.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                             | KEYSIGHT TECHNOLOGIES IN COMMON STOCK           | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |     23555 | NS      | $3860428.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                              | CONSTELLATION BRANDS INC-A COMMON STOCK         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               |  | US        |     20384 | NS      | $5015483.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                          | TEXAS INSTRUMENTS INC COMMON STOCK              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               |  | US        |      3140 | NS      | $518759.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PUBLIC LIMITED COMPANY                        | MEDTRONIC PLC COMMON STOCK                      | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               |  | US        |     58352 | NS      | $5130307.84   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR COMPANY                                      | FORD MOTOR CO COMMON STOCK                      | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               |  | US        |     94011 | NS      | $1432727.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-08-31

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

**Signature:** Ankit Puri

**Name of Signer:** Ankit Puri

**Title:** CFO