# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001398344-23-002212
**Filing Date:** 2023-2
**Character Count:** 3044854
**Document Hash:** 7cc74ce889a291e4398a56ab87cea670
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001398344-23-002212.hdr.sgml**: 20230206

**ACCESSION NUMBER**: 0001398344-23-002212

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 32

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230206

**DATE AS OF CHANGE**: 20230206

**EFFECTIVENESS DATE**: 20230206

**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:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 23591221

**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 LONG DURATION FUND (Series ID: S000006762)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000018351 | SIIT LONG DURATION FUND - CLASS A | LDRAX           |

### SIIT HIGH YIELD BOND FUND (Series ID: S000006763)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000018352 | SIIT HIGH YIELD BOND FUND - CLASS A | SGYAX           |

### SIIT EMERGING MARKETS DEBT FUND (Series ID: S000006764)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000018353 | SIIT EMERGING MARKETS DEBT FUND - CLASS A | SEDAX           |

### SIIT WORLD EQUITY EX-US FUND (Series ID: S000006765)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000018354 | SIIT WORLD EQUITY EX-US FUND - CLASS A | WEUSX           |

### SIIT CORE FIXED INCOME (Series ID: S000006766)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000018355 | SIIT CORE FIXED INCOME - CLASS A | SCOAX           |

### SIIT LARGE CAP FUND (Series ID: S000006767)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000018356 | SIIT LARGE CAP FUND - CLASS A | SLCAX           |

### SIIT LARGE CAP INDEX FUND (Series ID: S000006768)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000018357 | SIIT LARGE CAP INDEX FUND - CLASS A | LCIAX           |

### 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           |

### SIIT SMALL MID CAP EQUITY FUND (Series ID: S000006770)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000018359 | SIIT SMALL MID CAP EQUITY FUND - CLASS A | SSMAX           |

### SIIT SMALL CAP FUND (Series ID: S000006772)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000018361 | SIIT SMALL CAP FUND - CLASS A | SLPAX           |

### SIIT EMERGING MARKETS EQUITY FUND (Series ID: S000010881)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000030145 | SIIT EMERGING MARKETS EQUITY FUND - CLASS A | SMQFX           |

### SIIT U.S. Managed Volatility Fund (Series ID: S000013605)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000036888 | SIIT U.S. Managed Volatility Fund - Class A | SVYAX           |

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

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

### SIIT Opportunistic Income Fund (Series ID: S000014581)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000039813 | SIIT Opportunistic Income Fund - Class A | ENIAX           |

### SIIT Screened World Equity Ex-US Fund (Series ID: S000019597)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000054521 | SIIT Screened World Equity Ex-US Fund - Class A | SSEAX           |

### SIIT Dynamic Asset Allocation Fund (Series ID: S000027147)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000081914 | SIIT Dynamic Asset Allocation Fund - Class A | SDLAX           |

### SIIT Ultra Short Duration Bond Fund (Series ID: S000031047)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000096276 | SIIT Ultra Short Duration Bond Fund - Class A | SUSAX           |

### SIIT Multi-Asset Real Return Fund (Series ID: S000033123)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000102014 | SIIT Multi-Asset Real Return Fund - Class A | SEIAX           |

### SIIT Extended Market Index Fund (Series ID: S000035814)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000109763 | SIIT Extended Market Index Fund - Class A | SMXAX           |

### SIIT Small Cap II Fund (Series ID: S000036633)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000111997 | SIIT Small Cap II Fund - Class A | SECAX           |

### SIIT Long Duration Credit Fund (Series ID: S000036875)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000112815 | SIIT Long Duration Credit Fund - Class A | SLDAX           |

### SIIT S&P 500 Index Fund (Series ID: S000043383)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000134335 | SIIT S&P 500 Index Fund - Class A | SPINX           |

### SIIT Limited Duration Bond Fund (Series ID: S000046099)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000144225 | SIIT Limited Duration Bond Fund - Class A | SLDBX           |

### SIIT Intermediate Duration Credit Fund (Series ID: S000047944)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000150792 | SIIT Intermediate Duration Credit Fund - Class A | SIDCX           |

### SIIT Global Managed Volatility Fund (Series ID: S000050969)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000160603 | Class A      | SGMAX           |

### SIIT World Select Equity Fund (Series ID: S000056248)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000177051 | Class A      | SWSAX           |

### SIIT U.S. Equity Factor Allocation Fund (Series ID: S000061159)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000198133 | Class A      | SEHAX           |

**UNITED STATES**

**SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM N-CSRS**

**CERTIFIED SHAREHOLDER REPORT OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANIES**

**Investment Company Act file number 811-07257**

**SEI Institutional Investments Trust**

(Exact name of registrant as specified in charter)

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Address of principal executive offices) (Zip code)

Timothy D. Barto, Esq.

SEI Investments

One Freedom Valley Drive

Oaks, PA 19456

(Name and address of agent for service)

**Registrant's telephone number, including area code: 610-676-1000**

**Date of fiscal year end: May 31, 2023**

**Date of reporting period: November 30, 2022**

**Item 1. Reports to Stockholders.**

![](fp0081628-1_a.jpg)

November 30, 2022

**SEMI-ANNUAL REPORT** 

SEI Institutional Investments Trust

❯ Large Cap Fund

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Large Cap Disciplined Equity Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Large Cap Index Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;S&P 500 Index Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Extended Market Index Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Small Cap Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Small Cap II Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Small/Mid Cap Equity Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Equity Factor Allocation Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Managed Volatility Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Managed Volatility Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;World Equity Ex-US Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Screened World Equity Ex-US Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;World Select Equity Fund  |

---

❯ Emerging Markets Equity Fund

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Opportunistic Income Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Core Fixed Income Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;High Yield Bond Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Duration Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Duration Credit Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ultra Short Duration Bond Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Emerging Markets Debt Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Real Return Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Limited Duration Bond Fund  |

---

---

| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intermediate Duration Credit Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dynamic Asset Allocation Fund  |

---

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| | |
|:---|:---|
| **❯** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Multi-Asset Real Return Fund  |

---

*Paper copies of the Funds' shareholder reports are no longer sent by mail, unless you specifically request them from the Funds or from your financial intermediary, such as a broker-dealer or bank. Shareholder reports are available online and you will be notified by mail each time a report is posted on the Funds' website and provided with a link to access the report online.* 

*You may elect to receive all future reports in paper free of charge. If you invest through a financial intermediary, you can contact your financial intermediary to inform it that you wish to continue receiving paper copies of your shareholder reports. If you invest directly with the Funds, you can inform the Funds that you wish to continue receiving paper copies of your shareholder reports by calling 1-800-DIAL-SEI. Your election to receive reports in paper will apply to all funds held with the SEI Funds or your financial intermediary.* 

**seic.com**

**TABLE OF CONTENTS**

---

| | |
|:---|:---|
| Schedules of Investments/Consolidated Schedules of Investments | 1 |
| Glossary | 413 |
| Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities | 414 |
| Statements of Operations/Consolidated Statements of Operations  | 420 |
| Statements of Changes in Net Assets/Consolidated Statements of Changes in Net Assets  | 426 |
| Consolidated Statement of Cash Flows  | 434 |
| Financial Highlights/Consolidated Financial Highlights  | 435 |
| Notes to Financial Statements/Consolidated Notes to Financial Statements  | 440 |
| Disclosure of Fund Expenses  | 480 |
| Board of Trustees Considerations in Approving the Advisory and Sub-Advisory Agreements  | 482 |

---

*The Trust files its complete schedule of portfolio holdings with the Securities and Exchange Commission for the first and third quarter of each fiscal year on Form N-PORT. The Trust's Forms N-PORT are available on the Commission's website at http://www.sec.gov.* 

*A description of the policies and procedures that the Trust uses to determine how to vote proxies relating to portfolio securities, as well as information relating to how a Fund voted proxies relating to portfolio securities during the most recent 12-month period ended June 30, is available (i) without charge, upon request, by calling 1-800-DIAL-SEI; and (ii) on the Commission's website at https://www.sec.gov.* 

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Fund**![](fp0081628-1_1.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** |
| **Communication Services — 5.6%** | **Communication Services — 5.6%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 26120 | $2638 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 108119 | 10969 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 10335 | 47 |
| &nbsp;&nbsp;&nbsp;ANGI Homeservices, Cl A \* | 6223 | 14 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 220215 | 4246 |
| &nbsp;&nbsp;&nbsp;BCE Inc (A) | 65612 | 3126 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 122740 | 4497 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 44900 | 1457 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 19290 | 1403 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 17697 | 2090 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 6675 | 2039 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B (A) | 19500 | 392 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 4999 | 528 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 17068 | 890 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 69770 | 2719 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 50076 | 4901 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 23911 | 273 |
|  |  | 42229 |
| **Consumer Discretionary — 9.3%** | **Consumer Discretionary — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 1373 | 140 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 3912 | 343 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 133946 | 12931 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 412 | 1063 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 11600 | 989 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 10731 | 615 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 21064 | 1538 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 6242 | 186 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 19 | 31 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 2164 | 259 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 9447 | 2415 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 23000 | 1045 |
| &nbsp;&nbsp;&nbsp;Farfetch Ltd, Cl A \* | 52971 | 450 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 29371 | 1169 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 102000 | $1418 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 48073 | 1950 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 28427 | 5211 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 58400 | 655 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 25500 | 1202 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 3509 | 1137 |
| &nbsp;&nbsp;&nbsp;KB Home  | 19900 | 625 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 13100 | 420 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 30797 | 6546 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 1086 | 413 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 36200 | 851 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 4283 | 708 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 1891 | 516 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc \* | 1226 | 1141 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 40319 | 1486 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 43374 | 4758 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 453 | 392 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 20100 | 900 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 32256 | 3796 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 23378 | 2389 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 21375 | 3571 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 15394 | 2997 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 11862 | 950 |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 1434 | 221 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 3035 | 782 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 9600 | 1407 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 827 | 137 |
|  |  | 69753 |
| **Consumer Staples — 6.9%** | **Consumer Staples — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 58695 | 2734 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 6370 | 479 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 662 | 69 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 286 | 70 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 58972 | 3751 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 69 | 34 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 24820 | 1923 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 71408 | 2712 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 639 | 165 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 2088 | 1126 |
| &nbsp;&nbsp;&nbsp;Diageo PLC ADR  | 12305 | 2296 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 2861 | 675 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 15000 | 263 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 5108 | 1201 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 17985 | 2770 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 16766 | 2274 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 28800 | 1133 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 37700 | 1855 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 24900 | 1372 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 45647 | 3086 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 31242 | 5796 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 61209 | 6101 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 10158 | 1515 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 29733 | $2572 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 26500 | 1756 |
| &nbsp;&nbsp;&nbsp;Unilever PLC ADR  | 52470 | 2643 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 41400 | 1718 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 2613 | 398 |
|  |  | 52487 |
| **Energy — 4.9%** | **Energy — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 17264 | 631 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 13940 | 653 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 7100 | 735 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 43012 | 7885 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 6364 | 429 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 31525 | 3894 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 2095 | 65 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 23300 | 1596 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 2652 | 393 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 17483 | 2481 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 76074 | 8470 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 5684 | 215 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 25923 | 1616 |
| &nbsp;&nbsp;&nbsp;Liberty Energy Inc, Cl A  | 14443 | 239 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 19329 | 2354 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 9886 | 467 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 2264 | 168 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 22624 | 2453 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 1478 | 43 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 11122 | 1486 |
| &nbsp;&nbsp;&nbsp;Viper Energy Partners LP  | 7049 | 233 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC \* | 7417 | 322 |
|  |  | 36828 |
| **Financials — 15.7%** | **Financials — 15.7%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 1615 | 259 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 21300 | 1532 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 4000 | 536 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 37400 | 1010 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 355 | 56 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 2536 | 361 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 8670 | 547 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 6000 | 1992 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 19900 | 431 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 2258 | 696 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 153637 | 5815 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 29776 | 1367 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 21240 | 6767 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 49 | 35 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp  | 1105 | 116 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 2034 | 121 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 10140 | 1047 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 2816 | 357 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 72650 | 5996 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 22131 | 4860 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 106820 | $5171 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 29200 | 1237 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 8341 | 1472 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 13500 | 575 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 11369 | 816 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 2310 | 335 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 9600 | 1040 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 339 | 24 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 3700 | 1250 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 147 | 68 |
| &nbsp;&nbsp;&nbsp;Federated Hermes Inc, Cl B  | 5637 | 214 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 37700 | 1371 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 14800 | 809 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 36198 | 4619 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 5700 | 2201 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 23000 | 1756 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 9327 | 749 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 4478 | 485 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 40052 | 5534 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 64900 | 1221 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 12100 | 471 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 250 | 59 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 2507 | 426 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 4728 | 6264 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 244 | 65 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 16998 | 2944 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 42425 | 3254 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 82300 | 1130 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 15998 | 4772 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 73791 | 6868 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 63 | 32 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 52300 | 867 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 428 | 72 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 1035 | 112 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 42900 | 840 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 84900 | 1970 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 347 | 50 |
| &nbsp;&nbsp;&nbsp;Renasant Corp  | 1247 | 51 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 4696 | 1657 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 3701 | 516 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 2913 | 68 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 3416 | 300 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 56735 | 4520 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 2922 | 110 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 9446 | 581 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 15850 | 3008 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 71877 | 3365 |
| &nbsp;&nbsp;&nbsp;Trustmark Corp  | 2885 | 105 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 24652 | 1040 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 108831 | 4940 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 46542 | 2232 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 584 | $53 |
|  |  | 117590 |
| **Health Care — 16.0%** | **Health Care — 16.0%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 2887 | 311 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 21249 | 3425 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 18258 | 1626 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 1221 | 30 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 16210 | 2767 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 17897 | 5126 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 1271 | 157 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC ADR  | 18758 | 1275 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 23279 | 1316 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6589 | 2011 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 2328 | 965 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 48100 | 3862 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 23400 | 1876 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 10158 | 884 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 1223 | 402 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 60932 | 6208 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 8503 | 2325 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 1916 | 223 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 3306 | 255 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 3276 | 1746 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 9138 | 3391 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 40754 | 3579 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 6100 | 1465 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 2935 | 1614 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 2023 | 547 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 6140 | 963 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 70867 | 12614 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 3608 | 523 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 9692 | 3699 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 59041 | 4667 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 84080 | 9259 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 4068 | 5978 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 3884 | 1308 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 43737 | 1799 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 205 | 26 |
| &nbsp;&nbsp;&nbsp;Novartis AG ADR  | 37238 | 3335 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 4167 | 108 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 50234 | 1619 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 187713 | 9410 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 10181 | 1546 |
| &nbsp;&nbsp;&nbsp;Reata Pharmaceuticals Inc, Cl A \* | 10082 | 399 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 89 | 67 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 93 | 24 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 10146 | 469 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 4250 | 2381 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 8305 | 514 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 15345 | 8405 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 6800 | 890 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 2924 | 925 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 31033 | $342 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 1454 | 504 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 2299 | 540 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 2948 | 454 |
|  |  | 120154 |
| **Industrials — 10.3%** | **Industrials — 10.3%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 15847 | 1996 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 3400 | 640 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 12100 | 1606 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 29100 | 1304 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 1352 | 193 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 1624 | 34 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 2846 | 303 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 2835 | 746 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 5744 | 255 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 4308 | 1018 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 3225 | 1489 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 1987 | 238 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 2136 | 271 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 4759 | 386 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 23311 | 762 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 9700 | 2436 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 2346 | 1035 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 12500 | 442 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 20257 | 3311 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 2240 | 215 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 5800 | 1057 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 49342 | 3333 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 14927 | 3767 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 75777 | 3551 |
| &nbsp;&nbsp;&nbsp;HEICO Corp  | 2024 | 328 |
| &nbsp;&nbsp;&nbsp;HEICO Corp, Cl A  | 1577 | 200 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 15200 | 760 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 17930 | 3937 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 3900 | 905 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 788 | 93 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 59560 | 3957 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 765 | 53 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 11900 | 1041 |
| &nbsp;&nbsp;&nbsp;Moog Inc, Cl A  | 759 | 66 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 1400 | 747 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 6600 | 586 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 12806 | 1356 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 40835 | 4031 |
| &nbsp;&nbsp;&nbsp;Siemens AG ADR  | 44975 | 3119 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 4900 | 1179 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 427 | 66 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 18391 | 1313 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 578 | 64 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 2886 | 515 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc \* | 13818 | 8685 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 25276 | 737 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 4208 | $915 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 21689 | 958 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 29696 | 5634 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc, Cl A  | 1641 | 260 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 6633 | 855 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 11939 | 1207 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 5341 | 3221 |
|  |  | 77176 |
| **Information Technology — 20.4%** | **Information Technology — 20.4%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 6547 | 1970 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 16360 | 5643 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 32237 | 2503 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 44955 | 3616 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 3075 | 782 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 122074 | 18071 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 14844 | 1627 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 6668 | 929 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 8200 | 892 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 6346 | 1676 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 9645 | 5315 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 4953 | 852 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 132118 | 6569 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 8768 | 545 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 3286 | 208 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 10084 | 764 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 16000 | 717 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 24600 | 730 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 995 | 319 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 732 | 270 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 142 | 27 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 1629 | 217 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 1459 | 106 |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | 5569 | 961 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 7104 | 378 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 1564 | 548 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 15675 | 1627 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 90800 | 1524 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 60200 | 1808 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 146120 | 4394 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 6500 | 968 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 13617 | 5550 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 9836 | 327 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 6848 | 1239 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 438 | 172 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 2350 | 27 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 228 | 108 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 4833 | 352 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 807 | 102 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 40749 | 1896 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 1463 | 521 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 140515 | 11127 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 98805 | 25209 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 1557 | $595 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 14319 | 968 |
| &nbsp;&nbsp;&nbsp;New Relic Inc \* | 4717 | 265 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 19501 | 3300 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 3579 | 191 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 19807 | 1644 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 10255 | 1742 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 9732 | 1207 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 1178 | 399 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1801 | 392 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 21747 | 1705 |
| &nbsp;&nbsp;&nbsp;Plexus Corp \* | 2436 | 268 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 10800 | 1366 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 3800 | 141 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 6849 | 3006 |
| &nbsp;&nbsp;&nbsp;salesforce.com \* | 19661 | 3151 |
| &nbsp;&nbsp;&nbsp;SAP SE ADR  | 37366 | 4143 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 18500 | 980 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 62 | 26 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 4364 | 417 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 3568 | 1066 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 4237 | 329 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 739 | 67 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 2795 | 949 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 100 | 34 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 34291 | 7441 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 46100 | 1062 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 3900 | 474 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 49400 | 724 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 1417 | 238 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 46300 | 755 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 143 | 19 |
|  |  | 152250 |
| **Materials — 4.5%** | **Materials — 4.5%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 27549 | 8545 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 1587 | 441 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 1001 | 112 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 16000 | 938 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 231 | 25 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 23500 | 730 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 3736 | 251 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 50919 | 2595 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | 1955 | 267 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 1603 | 37 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 37400 | 1039 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 12943 | 1013 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 17600 | 653 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 15553 | 5233 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 11500 | 978 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 1938 | 710 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 563 | 84 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 39200 | 643 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 13001 | $2747 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 29920 | 3100 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 2640 | 658 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 12822 | 1333 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp  | 2109 | 114 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 45922 | 1741 |
|  |  | 33987 |
| **Real Estate — 2.5%** | **Real Estate — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 24197 | 5354 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 5729 | 98 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 19215 | 1385 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 47400 | 1099 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 6845 | 968 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 3136 | 165 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 111550 | 2929 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 690 | 74 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 5827 | 270 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 18128 | 233 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 1193 | 57 |
| &nbsp;&nbsp;&nbsp;Prologis <sup>‡</sup> | 7373 | 868 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 4148 | 276 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc <sup>‡</sup> | 391 | 36 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 37100 | 291 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 10962 | 1309 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 91140 | 3117 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 7283 | 238 |
|  |  | 18767 |
| **Utilities — 2.0%** | **Utilities — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 6560 | 401 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 34687 | 3466 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 11284 | $467 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 10459 | 693 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 71033 | 6016 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 34300 | 1456 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 25356 | 749 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 14800 | 572 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 43412 | 1056 |
|  |  | 14876 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $523,708) ($ Thousands) |  | 736097 |
| **AFFILIATED PARTNERSHIP — 0.5%** | **AFFILIATED PARTNERSHIP — 0.5%** | **AFFILIATED PARTNERSHIP — 0.5%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*(B) | 3475123 | 3476 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,475) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $3,475) ($ Thousands) | 3476 |
| **CASH EQUIVALENT — 2.8%** | **CASH EQUIVALENT — 2.8%** | **CASH EQUIVALENT — 2.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\* | 21148711 | 21149 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $21,149) ($ Thousands) |  | 21149 |
| Total Investments in Securities — 101.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $548,332) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $548,332) ($ Thousands)  | $760722 |

---

A list of the open futures contracts held by the Fund at November 30, 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 | 64 | Dec-2022 | $12286 | $13060 | $774 |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 4 | Dec-2022 | 1015 | 1032 | 17 |
|  |  |  | $13301 | $14092 | $791 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $750,320 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $3,442 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $3,476 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 736097 |  |  | 736097 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 21149 |  |  | 21149 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership | – | 3476 |  | 3476 |
| Total Investments in Securities | 757246 | 3476 |  | 760722 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 791 |  |  | 791 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| Total Other Financial Instruments | 791 |  |  | 791 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;20861 | $&nbsp;&nbsp;&nbsp;&nbsp;(17386) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;1 | $&nbsp;&nbsp;&nbsp;&nbsp;3476 | $&nbsp;&nbsp;&nbsp;&nbsp;6 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;23692 | &nbsp;&nbsp;&nbsp;&nbsp;68767 | &nbsp;&nbsp;&nbsp;&nbsp;(71310) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;21149 | &nbsp;&nbsp;&nbsp;&nbsp;189 |  |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;23692 | $&nbsp;&nbsp;&nbsp;&nbsp;89628 | $&nbsp;&nbsp;&nbsp;&nbsp;(88696) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;1 | $&nbsp;&nbsp;&nbsp;&nbsp;24625 | $&nbsp;&nbsp;&nbsp;&nbsp;195 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Disciplined Equity Fund**![](fp0081628-1_7.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 90.8%** | **COMMON STOCK — 90.8%** | **COMMON STOCK — 90.8%** |
| **Communication Services — 3.4%** | **Communication Services — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 80945 | $8174 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 72725 | 7378 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 8182 | 300 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 32676 | 1735 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 19924 | 1449 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 89547 | 10576 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 9579 | 2927 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 13943 | 2643 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 15808 | 402 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 164094 | 6396 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 25348 | 2481 |
|  |  | 44461 |
| **Consumer Discretionary — 7.7%** | **Consumer Discretionary — 7.7%** |  |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 119714 | 11557 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 2614 | 6741 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 57223 | 4881 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 61 | 127 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 123192 | 5237 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 3991 | 229 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 4661 | 557 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 32403 | 8285 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 24015 | 4403 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 29098 | 9428 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 24735 | 5257 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 17932 | 2965 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 4239 | 1156 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 46214 | 5069 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 8341 | 2748 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 21965 | 2485 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 64100 | 7543 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 3346 | 201 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 36162 | 3696 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Target Corp  | 29263 | $4889 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 28647 | 5578 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 37943 | 3037 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 49934 | 2392 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 164 | 27 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 7616 | 637 |
|  |  | 99125 |
| **Consumer Staples — 7.4%** | **Consumer Staples — 7.4%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 5873 | 274 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 11272 | 848 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 161525 | 10274 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC  | 77639 | 4122 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 101501 | 7864 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 86629 | 3290 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 13756 | 3540 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 19584 | 10561 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 5029 | 1186 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 12457 | 2929 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 19220 | 2960 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 819 | 111 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 87057 | 3426 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 1848 | 91 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 92156 | 6231 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 60282 | 11183 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 42570 | 4243 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 73733 | 10998 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 92898 | 8037 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 22439 | 3420 |
|  |  | 95588 |
| **Energy — 4.1%** | **Energy — 4.1%** |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 217035 | 6298 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 6406 | 198 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 40156 | 7361 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 14063 | 947 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 17223 | 2549 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 30838 | 4377 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 45505 | 1930 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 48565 | 5407 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 30931 | 1172 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 9890 | 505 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 20857 | 1300 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 32679 | 3981 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 19535 | 1296 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 13032 | 615 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 81001 | 1819 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 3570 | 142 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 8159 | 607 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 31062 | 3368 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 18673 | 4407 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 11430 | 330 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 30042 | 1549 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;TechnipFMC PLC \* | 115555 | $1433 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 13122 | 1754 |
|  |  | 53345 |
| **Financials — 12.9%** | **Financials — 12.9%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 9312 | 1494 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 50554 | 6769 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 1088 | 155 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 111112 | 7012 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 12138 | 4029 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 5812 | 1792 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 478821 | 18123 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 82826 | 3802 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 18865 | 6010 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 4544 | 3253 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 35342 | 3649 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 8206 | 1802 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 104319 | 5050 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 23415 | 4133 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 61760 | 4431 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 169 | 25 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 29815 | 3231 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 42572 | 1351 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 5229 | 2412 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 4099 | 523 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 19984 | 1605 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 18582 | 2013 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 64759 | 2460 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 133491 | 18446 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 54198 | 2111 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 5563 | 946 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 45354 | 7854 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 44399 | 3405 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 29380 | 2734 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 4544 | 2308 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 22178 | 873 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 12031 | 2024 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 29633 | 2164 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 42254 | 5584 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 4333 | 468 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 5602 | 809 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 2096 | 292 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 122828 | 9786 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 74999 | 2818 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 12873 | 791 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 13200 | 2505 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 8864 | 415 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 115767 | 5255 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 24170 | 1159 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 26583 | 6544 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 22180 | 2028 |
|  |  | 166443 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Health Care — 14.3%** | **Health Care — 14.3%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 8290 | $892 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 17313 | 2790 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 4956 | 768 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 2223 | 437 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 33375 | 5697 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 19483 | 5580 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 561 | 69 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 151665 | 8574 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 5274 | 1609 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 4173 | 1731 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 7737 | 620 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 41552 | 3617 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 6349 | 3302 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 7239 | 2381 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 14269 | 4514 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 99588 | 10146 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 11453 | 3131 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 8086 | 940 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 10365 | 352 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 10517 | 812 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 10145 | 5407 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 29486 | 10942 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 43626 | 3832 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 6078 | 3342 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 5486 | 1483 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 86056 | 15318 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 2192 | 528 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 8647 | 1253 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 56521 | 4467 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 18114 | 1995 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 5539 | 8140 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 9855 | 3319 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 11175 | 1420 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 67661 | 2181 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 132341 | 6634 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 11944 | 1467 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 3843 | 467 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 16993 | 3156 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 28555 | 6685 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 10634 | 491 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 7047 | 3948 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 48980 | 26829 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 1802 | 570 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 4706 | 1631 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 2675 | 628 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 57376 | 6891 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 20804 | 3207 |
|  |  | 184193 |
| **Industrials — 9.1%** | **Industrials — 9.1%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 10515 | 1325 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 35556 | 5064 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 17098 | $3058 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 3851 | 410 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 3959 | 1042 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 25487 | 1130 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 15033 | 3554 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 9719 | 4488 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 5173 | 419 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 63512 | 2076 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 6517 | 2874 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 6968 | 1139 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 48839 | 4677 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 42043 | 2840 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 6393 | 1614 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 50436 | 4336 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 42208 | 9267 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 11108 | 2638 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 25258 | 3196 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 20422 | 4637 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 2640 | 1281 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 13261 | 3401 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 41580 | 3247 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 35763 | 3788 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 15362 | 4592 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 47167 | 4656 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 11853 | 3132 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 14861 | 2297 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 17016 | 1215 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 7421 | 1324 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 24440 | 5314 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 6939 | 307 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 22911 | 4347 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 9945 | 3511 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 31620 | 4569 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 13973 | 1801 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 27346 | 1318 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 11840 | 7140 |
|  |  | 117024 |
| **Information Technology — 20.9%** | **Information Technology — 20.9%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 27044 | 8138 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 8328 | 2873 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 30718 | 2385 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 5110 | 159 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 4261 | 1084 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 397691 | 58870 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 28301 | 3102 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 29328 | 4085 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp Ltd, Cl A \* | 18781 | 2471 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 16748 | 3382 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 46816 | 12366 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 18389 | 10133 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 16242 | 2794 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 20354 | 3840 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 182204 | $9059 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 33534 | 2086 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 1077 | 68 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 4225 | 1355 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 4837 | 1783 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 25297 | 1345 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 2172 | 761 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 76467 | 7936 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 57036 | 1715 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 2559 | 381 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 7760 | 3163 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 30317 | 1008 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 21866 | 3955 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 2040 | 802 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 1202 | 568 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 9948 | 3545 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 80087 | 6342 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 192260 | 49053 |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | 7191 | 603 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 5994 | 2289 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 32435 | 8829 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 40382 | 2730 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A \* | 23979 | 678 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 17806 | 3013 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 23142 | 1234 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 15218 | 1264 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 2284 | 388 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 23766 | 2948 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 983 | 333 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1203 | 262 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 32616 | 2557 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 74196 | 9385 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 2191 | 81 |
| &nbsp;&nbsp;&nbsp;salesforce.com inc \* | 8630 | 1383 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 6664 | 2774 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 20957 | 2004 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 10468 | 813 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 7809 | 2651 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 258 | 47 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 45479 | 9869 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 22641 | 3801 |
|  |  | 270543 |
| **Materials — 4.7%** | **Materials — 4.7%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 16410 | 5090 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 3363 | 935 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 796 | 89 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 10555 | 2041 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 4261 | 461 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 18243 | 1225 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 38413 | 3158 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 51971 | 4502 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 3614 | 542 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;FMC Corp  | 26083 | $3407 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 63960 | 2546 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 38965 | 4123 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 13729 | 4620 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 5897 | 2161 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 3004 | 450 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 16926 | 2289 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 19268 | 4071 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 2496 | 259 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 40164 | 2138 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 39830 | 9925 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 2823 | 293 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 24881 | 4561 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 25301 | 959 |
|  |  | 59845 |
| **Real Estate — 3.4%** | **Real Estate — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 193044 | 6384 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 9171 | 2029 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 20569 | 2475 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 45299 | 6407 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 2863 | 1977 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 40743 | 6547 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 5148 | 271 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 49942 | 2315 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 47958 | 5649 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 7142 | 475 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 21154 | 6331 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 9945 | 1188 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 44483 | $1455 |
|  |  | 43503 |
| **Utilities — 2.9%** | **Utilities — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 119997 | 3470 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 99401 | 6070 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 14181 | 1363 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 23116 | 1413 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 22505 | 2617 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 125836 | 5206 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 46766 | 1929 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 22134 | 1466 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 20379 | 1726 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 294899 | 8705 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 53371 | 3610 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 4988 | 121 |
|  |  | 37696 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $952,388) ($ Thousands) |  | 1171766 |
| **CASH EQUIVALENT — 5.0%** | **CASH EQUIVALENT — 5.0%** | **CASH EQUIVALENT — 5.0%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 64652220 | 64652 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $64,652) ($ Thousands) |  | 64652 |
| Total Investments in Securities — 95.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,017,040) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,017,040) ($ Thousands)  | $1236418 |

---

A list of the open futures contracts held by the Fund at November 30, 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 | 47 | Dec-2022 | $9329 | $9591 | $262 |

---

A list of the open OTC Swap agreement held by the Fund at November 30, 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> Appreciation<br> (Thousands)** |
| Bank of America Merrill Lynch | United States Custom Basket of Securities | 1 Month + 0.15% | Asset Returns | Monthly | 02/28/2023 | USD | 58297 | $2100 | $– | $2100 |
|  |  |  |  |  |  |  |  | $2100 | $– | $2100 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

The following table represents the top 50 individual stock exposures comprising the Custom Basket Total Return Swap as of November 30, 2022:

United States Custom Basket of Long Securities

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares  | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| &nbsp;&nbsp;&nbsp;&nbsp;137593 | ALPHABET INC REGISTERED SHS - A- | $13545 | $351 | 15.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;109408 | AMAZON.COM INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;10825 | (263) | 12.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;31081 | TESLA INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;6043 | 9 | &nbsp;&nbsp;&nbsp;&nbsp;6.8 |
| 53513 | MERCK & CO INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;5330 | &nbsp;&nbsp;&nbsp;&nbsp;563 | &nbsp;&nbsp;&nbsp;&nbsp;6 |
| 2081 | BOOKING HOLDINGS INC REGISTERED SHS | 4166 | 161 | &nbsp;&nbsp;&nbsp;&nbsp;4.7 |
| 25164 | MARSH & MCLENNAN COS INC REGISTERED SHS | 4117 | 241 | &nbsp;&nbsp;&nbsp;&nbsp;4.7 |
| 45756 | PAYPAL HOLDINGS INC REGISTERED SHS | 4112 | (524) | &nbsp;&nbsp;&nbsp;&nbsp;4.7 |
| 60739 | MICRON TECHNOLOGY INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3697 | (195) | &nbsp;&nbsp;&nbsp;&nbsp;4.2 |
| 56125 | ONEOK INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3662 | &nbsp;&nbsp;&nbsp;&nbsp;94 | 4.1 |
| 38224 | PHILIP MORRIS INTERNATIONAL INC REGISTERED SHS | 3619 | 191 | 4.1 |
| 21059 | CADENCE DESIGN SYSTEMS INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| 36700 | TERADYNE INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3545 | &nbsp;&nbsp;&nbsp;&nbsp;(115) | &nbsp;&nbsp;&nbsp;&nbsp;4 |
| 4215 | O'REILLY AUTOMOTIVE INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3478 | 166 | &nbsp;&nbsp;&nbsp;&nbsp;3.9 |
| 45881 | COLGATE-PALMOLIVE CO REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3456 | &nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;3.9 |
| 222034 | HEWLETT PACKARD ENTERPRISE CO REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;3.9 |
| 45587 | THE HARTFORD FINANCIAL SERVICES GROUP INC REGISTER | &nbsp;&nbsp;&nbsp;&nbsp;3322 | 159 | &nbsp;&nbsp;&nbsp;&nbsp;3.8 |
| 44435 | TARGA RESOURCES CORP REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3297 | 9 | &nbsp;&nbsp;&nbsp;&nbsp;3.7 |
| 99581 | VICI PROPERTIES INC REGISTERED SHS | 3172 | &nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| 43813 | TEXTRON INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3076 | &nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;3.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;157702 | INVESCO LTD REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;3048 | (35) | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 96135 | PURE STORAGE INC REGISTERED SHS - A- | &nbsp;&nbsp;&nbsp;&nbsp;3034 | (228) | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 30106 | EXPEDIA GROUP INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 23223 | REPUBLIC SERVICES INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2992 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 23348 | UNIVERSAL HEALTH SERVICES INC SHS - B- | &nbsp;&nbsp;&nbsp;&nbsp;2980 | &nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 48864 | EDISON INTERNATIONAL REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| 10679 | LENNOX INTERNATIONAL INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2898 | &nbsp;&nbsp;&nbsp;&nbsp;(117) | &nbsp;&nbsp;&nbsp;&nbsp;3.3 |
| 17787 | PALO ALTO NETWORKS INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2888 | 134 | &nbsp;&nbsp;&nbsp;&nbsp;3.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;123475 | DROPBOX INC REGISTERED SHS - A- | &nbsp;&nbsp;&nbsp;&nbsp;2828 | 81 | &nbsp;&nbsp;&nbsp;&nbsp;3.2 |
| 16997 | CHENIERE ENERGY INC REGISTERED SHS | 2811 | 170 | &nbsp;&nbsp;&nbsp;&nbsp;3.2 |
| 43623 | PVH CORP REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;61170 | ALTRIA GROUP INC REGISTERED SHS | 2671 | 179 | &nbsp;&nbsp;&nbsp;&nbsp;3 |
| &nbsp;&nbsp;&nbsp;&nbsp;140645 | NEWS CORP REGISTERED SHS - A- | &nbsp;&nbsp;&nbsp;&nbsp;2553 | 141 | &nbsp;&nbsp;&nbsp;&nbsp;2.9 |
| 19688 | PENSKE AUTOMOTIVE GROUP INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2483 | 6 | &nbsp;&nbsp;&nbsp;&nbsp;2.8 |
| 53381 | PULTEGROUP INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2328 | &nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| 20284 | AIRBNB INC REGISTERED SHS - A- | 2171 | (99) | &nbsp;&nbsp;&nbsp;&nbsp;2.5 |
| 13725 | CROWDSTRIKE HOLDINGS INC REGISTERED SHS - A- | &nbsp;&nbsp;&nbsp;&nbsp;2035 | (421) | &nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| 5589 | MCKESSON CORP REGISTERED SHS | 1977 | 156 | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 42298 | PBF ENERGY INC REGISTERED SHS - A- | 1951 | (269) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;11430 | NVIDIA CORP REGISTERED SHS | 1905 | &nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| 38433 | ALASKA AIR GROUP INC REGISTERED SHS | 1801 | &nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| 21448 | GILEAD SCIENCES INC REGISTERED SHS | 1780 | 104 | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| 20608 | SPLUNK INC REGISTERED SHS | 1752 | &nbsp;&nbsp;&nbsp;&nbsp;(151) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| 3717 | CINTAS CORP REGISTERED SHS | 1653 | &nbsp;&nbsp;&nbsp;&nbsp;63 | 1.9 |
| 21460 | INCYTE CORP REGISTERED SHS | 1644 | &nbsp;&nbsp;&nbsp;&nbsp;65 | 1.9 |
| 27432 | MASCO CORP REGISTERED SHS | 1397 | (4) | 1.6 |
| 30301 | NRG ENERGY INC REGISTERED SHS | 1303 | (17) | 1.5 |
| 8534 | ZSCALER INC REGISTERED SHS | 1257 | &nbsp;&nbsp;&nbsp;&nbsp;(118) | 1.4 |
| 27017 | MGM RESORTS INTERNATIONAL REGISTERED SHS | 1013 | (17) | 1.1 |
| 4809 | LOWE'S COMPANIES INC REGISTERED SHS | 1004 | 18 | 1.1 |
| 4936 | VEEVA SYSTEMS INC REGISTERED SHS - A- | 946 | (6) | 1.1 |
| 40902 | MACY'S INC REGISTERED SHS | 877 | &nbsp;&nbsp;&nbsp;&nbsp;84 | 1 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

United States Custom Basket of Short Securities

---

| | | | | |
|:---|:---|:---|:---|:---|
| Shares  | Description | Notional Amount (Thousands) | Value (Thousands) | Percentage of Basket |
| (7489) | RH REGISTERED SHS | $2217 | $69 | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;(65008) | VF CORP REGISTERED SHS | 2175 | 41 | &nbsp;&nbsp;&nbsp;&nbsp;2.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;(28458) | ON SEMICONDUCTOR CORP REGISTERED SHS | 2114 | (26) | &nbsp;&nbsp;&nbsp;&nbsp;2.4 |
| (16355) | BILL.COM HOLDINGS INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;2084 | 114 | &nbsp;&nbsp;&nbsp;&nbsp;2.4 |
| &nbsp;&nbsp;&nbsp;&nbsp;(55320) | FIFTH THIRD BANCORP REGISTERED SHS | 2016 | 5 | &nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| (22189) | LIBERTY BROADBAND CORP REGISTERED SHS SERIES - C- | &nbsp;&nbsp;&nbsp;&nbsp;2009 | (7) | &nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| (10703) | CDW CORP (NEW) REGISTERED SHS | 1978 | (41) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;(52055) | ZILLOW GROUP INC REGISTERED SHS - C- | 1965 | (12) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| (14966) | PACKAGING CORP OF AMERICA REGISTERED SHS | 1948 | (85) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;(8150) | LPL FINANCIAL HOLDINGS INC REGISTERED SHS | 1915 | (15) | &nbsp;&nbsp;&nbsp;&nbsp;2.2 |
| (81911) | REGIONS FINANCIAL CORP REGISTERED SHS | 1881 | (20) | 2.1 |
| (12577) | AMERICAN WATER WORKS CO INC REGISTERED SHS | 1836 | (72) | 2.1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(48835) | HOWMET AEROSPACE INC REGISTERED SHS | 1785 | (55) | &nbsp;&nbsp;&nbsp;&nbsp;2 |
| (7575) | MEDPACE HOLDINGS INC REGISTERED SHS | 1716 | 126 | 1.9 |
| (9268) | JACK HENRY & ASSOCIATES INC REGISTERED SHS | 1679 | (76) | 1.9 |
| (66581) | VORNADO REALTY TRUST REGISTERED SHS OF BENEF INTER | 1672 | (12) | 1.9 |
| (251444) | SOFI TECHNOLOGIES INC REGISTERED SHS | 1464 | &nbsp;&nbsp;&nbsp;&nbsp;249 | 1.7 |
| (4078) | TYLER TECHNOLOGIES INC REGISTERED SHS | 1375 | (23) | 1.6 |
| (5606) | RBC BEARINGS INC REGISTERED SHS | 1355 | &nbsp;&nbsp;&nbsp;&nbsp;26 | 1.5 |
| &nbsp;&nbsp;&nbsp;&nbsp;(73289) | HERTZ GLOBAL HOLDINGS INC REGISTERED SHS | 1331 | &nbsp;&nbsp;&nbsp;&nbsp;70 | 1.5 |
| (12930) | TD SYNNEX CORPORATION REGISTERED SHS | 1322 | (1) | 1.5 |
| (17939) | CIVITAS RESOURCES INC REGISTERED SHS | 1266 | &nbsp;&nbsp;&nbsp;&nbsp;58 | 1.4 |
| (23312) | GUARDANT HEALTH INC REGISTERED SHS | 1195 | (25) | 1.4 |
| (4094) | KINSALE CAPITAL GROUP INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;1171 | (91) | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(26964) | UNITED BANKSHARES INC (W VA) REGISTERED SHS | 1155 | (1) | 1.3 |
| (31900) | LEGGETT & PLATT INC REGISTERED SHS | 1148 | 12 | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(44547) | HOME BANCSHARES INC REGISTERED SHS | 1146 | 12 | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(76474) | AMERICAN AIRLINES GROUP INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;1117 | 14 | 1.3 |
| (11333) | CELSIUS HOLDINGS INC REGISTERED SHS | &nbsp;&nbsp;&nbsp;&nbsp;1115 | (147) | 1.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;(36845) | HIGHWOODS PROPERTIES INC REGISTERED SHS | 1086 | (12) | 1.2 |
| (10393) | IDACORP INC REGISTERED SHS | 1067 | (81) | 1.2 |
| (6826) | AMERICAN EXPRESS CO REGISTERED SHS | 1050 | (25) | 1.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;(8100) | FABRINET BEARER SHS | 1026 | (55) | 1.2 |
| (4033) | ASPEN TECHNOLOGY INC REGISTERED SHS | 1001 | &nbsp;&nbsp;&nbsp;&nbsp;72 | 1.1 |
| (133237) | MARQETA INC REGISTERED SHS - A- | 990 | &nbsp;&nbsp;&nbsp;&nbsp;99 | 1.1 |
| (17715) | MATCH GROUP INC REGISTERED SHS | 920 | &nbsp;&nbsp;&nbsp;&nbsp;24 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(22944) | FIRST FINANCIAL BANKSHARES INC REGISTERED SHS | 879 | 31 | 1 |
| (8690) | BUNGE LTD REGISTERED SHS | 867 | (44) | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;(49337) | PLUG POWER INC REGISTERED SHS | 859 | 71 | 1 |
| (3297) | ERIE INDEMNITY CO SHS - A- | 858 | (73) | 1 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,291,133 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <sup>‡</sup> | Real Estate Investment Trust. |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 1171766 |  |  | 1171766 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 64652 |  |  | 64652 |
| Total Investments in Securities | 1236418 |  |  | 1236418 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 262 |  |  | 262 |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | – | 2100 |  | 2100 |
| Total Other Financial Instruments | 262 | 2100 |  | 2362 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $56710 | $280044 | $(272102) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $64652 | $669 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap Index Fund**![](fp0081628-1_14.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.7%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.7%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.7%** |
| **Communication Services — 7.2%** | **Communication Services — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 34756 | $2570 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 269360 | 27203 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 241880 | 24539 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 11900 | 54 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A \*(A) | 22500 | 163 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 322885 | 6225 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 257 | 186 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 4997 | 1955 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 196850 | 7213 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 12726 | 204 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 11865 | 1552 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 21227 | 674 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* | 10100 | 260 |
| &nbsp;&nbsp;&nbsp;IAC Inc \* | 3932 | 204 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 18345 | 630 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | 1280 | 116 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | 5878 | 534 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl A \* | 1200 | 66 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 8900 | 542 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | 2720 | 119 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | 6321 | 277 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 7100 | 517 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc \* | 42806 | 234 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A \* | 986 | 161 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 13596 | 687 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 102600 | 12117 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 19700 | 6019 |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | 7300 | 268 |
| &nbsp;&nbsp;&nbsp;News Corp  | 6300 | 123 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 17046 | 326 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 1300 | 246 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 9244 | 737 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl A  | 715 | 16 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B (A) | 27886 | 560 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 25400 | 646 |

---

---

| | | |
|:---|:---|:---|
| 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;Playtika Holding Corp \* | 4700 | $44 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 20200 | 642 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* | 6100 | 362 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc (A) | 29200 | 190 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 6100 | 485 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 7435 | 786 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 26692 | 4043 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 19600 | 1022 |
| &nbsp;&nbsp;&nbsp;TripAdvisor Inc \* | 5167 | 105 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 187276 | 7300 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 81950 | 8020 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 100636 | 1147 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 2200 | 176 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 12100 | 346 |
|  |  | 122611 |
| **Consumer Discretionary — 10.5%** | **Consumer Discretionary — 10.5%** |  |
| &nbsp;&nbsp;&nbsp;ADT Inc  | 5483 | 51 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 2708 | 409 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 17900 | 1828 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 398040 | 38427 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 12100 | 1291 |
| &nbsp;&nbsp;&nbsp;Aramark  | 10300 | 428 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 1632 | 202 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 871 | 2246 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 9157 | 389 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 7847 | 669 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 1778 | 3697 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 9164 | 390 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 4200 | 258 |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | 3200 | 237 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 3900 | 289 |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | 2900 | 567 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | 7900 | 401 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 6000 | 344 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 7560 | 524 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \*(A) | 43600 | 433 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 2100 | 153 |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \*(A) | 4100 | 32 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 1219 | 1983 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 1484 | 183 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 1300 | 289 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | 2000 | 179 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 5168 | 760 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 1100 | 439 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 2258 | 270 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 10300 | 2633 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 9534 | 1433 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1700 | 661 |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | 11400 | 664 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 13368 | 1150 |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \*(A) | 15800 | 242 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 24511 | 1114 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Etsy Inc \* | 5600 | $740 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 6922 | 740 |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | 2400 | 386 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 4600 | 343 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 177884 | 2473 |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \*(A) | 12800 | 335 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 11221 | 163 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 7200 | 670 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 65500 | 2657 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 10364 | 299 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 6411 | 1175 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 1200 | 136 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 7025 | 307 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 17772 | 119 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 5503 | 259 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 6567 | 413 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 11733 | 1673 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 46279 | 14994 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | 2600 | 261 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 7119 | 228 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 14693 | 688 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 2400 | 346 |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | 7212 | 257 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 11690 | 1027 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | 713 | 52 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 6900 | 101 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 1200 | 287 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 10700 | 581 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 28810 | 6124 |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc \*(A) | 23800 | 241 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 4800 | 1825 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 9300 | 219 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 12094 | 2000 |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | 1200 | 179 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 17642 | 322 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 33180 | 9051 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 14239 | 525 |
| &nbsp;&nbsp;&nbsp;Mister Car Wash Inc \* | 3900 | 40 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 2166 | 219 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 19493 | 253 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 54868 | 6018 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | 5512 | 116 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | 18900 | 311 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 134 | 622 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 3200 | 195 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 2840 | 2455 |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \*(A) | 13900 | 158 |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | 7000 | 246 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 1200 | 152 |
| &nbsp;&nbsp;&nbsp;Petco Health & Wellness Co Inc, Cl A \* | 3300 | 36 |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | 4300 | 337 |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | 2900 | 331 |

---

---

| | | |
|:---|:---|:---|
| 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;Pool Corp  | 1800 | $593 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 10245 | 459 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 3600 | 242 |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \*(A) | 13000 | 97 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 1880 | 213 |
| &nbsp;&nbsp;&nbsp;RH \* | 900 | 258 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \*(A) | 23700 | 759 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 15476 | 1821 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 8700 | 521 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 7394 | 528 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | 4000 | 96 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 6800 | 287 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 51612 | 5275 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 10367 | 392 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 20475 | 3421 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | 8900 | 283 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 113955 | 22187 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 2900 | 250 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 52716 | 4220 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 5751 | 276 |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 1700 | 262 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 5000 | 1132 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 4368 | 170 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 2152 | 1000 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | 9700 | 97 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 11321 | 99 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 1800 | 464 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 16368 | 537 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 3852 | 177 |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \*(A) | 4000 | 147 |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | 9175 | 207 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 2416 | 354 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 3162 | 370 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 2868 | 210 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 4596 | 384 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 4400 | 198 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 12248 | 1576 |
|  |  | 178512 |
| **Consumer Staples — 6.5%** | **Consumer Staples — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 8200 | 172 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 80740 | 3761 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 24779 | 2416 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 5900 | 444 |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 500 | 192 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 2200 | 161 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 8317 | 607 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 6500 | 681 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 7678 | 412 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1400 | 340 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 11314 | 926 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 5103 | 759 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 174640 | 11109 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Colgate-Palmolive Co  | 37050 | $2871 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 22176 | 842 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 6831 | 1758 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 19881 | 10721 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 17622 | 139 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 7000 | 503 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 10208 | 2407 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 9725 | 292 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 2200 | 147 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 26592 | 2268 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 4500 | 136 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 6698 | 1575 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 12756 | 600 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 2900 | 284 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 4811 | 741 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 11903 | 868 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 36700 | 1419 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 14818 | 2010 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 32102 | 1263 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 30246 | 1488 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 6362 | 553 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 11586 | 987 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 7762 | 428 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 62206 | 4206 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 15987 | 1644 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 4200 | 25 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 62152 | 11530 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 6500 | 396 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 69368 | 6914 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 2900 | 76 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 1800 | 169 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 107154 | 15983 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 3100 | 99 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 16 | 63 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 2118 | 113 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 22348 | 1933 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 13365 | 886 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 9000 | 329 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 32625 | 1354 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 64379 | 9813 |
|  |  | 111813 |
| **Energy — 5.1%** | **Energy — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 17300 | 196 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 12900 | 472 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 14859 | 696 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 43540 | 1264 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 11200 | 1964 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 5600 | 580 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 87998 | 16131 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 56955 | 7035 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 34981 | 976 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 29127 | 1996 |

---

---

| | | |
|:---|:---|:---|
| 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;Diamondback Energy Inc  | 7617 | $1127 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 4882 | 295 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 1900 | 108 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 26290 | 3731 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 16719 | 709 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 186738 | 20791 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 40636 | 1540 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 12112 | 1743 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 5726 | 357 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 89522 | 1712 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 30276 | 927 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 22219 | 2706 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 1500 | 76 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 14080 | 316 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 36919 | 2565 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 18858 | 1262 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 11400 | 636 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 3600 | 268 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 21188 | 2298 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 10532 | 2485 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 11200 | 323 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 63555 | 3276 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 45300 | 313 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 10100 | 751 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 256 | 664 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 17136 | 2290 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 53596 | 1860 |
|  |  | 86439 |
| **Financials — 12.0%** | **Financials — 12.0%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 1720 | 276 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 28012 | 2015 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 26859 | 268 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 12325 | 1650 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 11500 | 311 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 27072 | 4266 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 2914 | 414 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 34023 | 2147 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 4880 | 1620 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 17902 | 388 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 9421 | 2904 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 20619 | 1431 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 14600 | 875 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp, Cl A  | 7200 | 564 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 9304 | 1853 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 2493 | 320 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd  | 2600 | 173 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 3800 | 219 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 314363 | 11899 |
| &nbsp;&nbsp;&nbsp;Bank of Hawaii Corp  | 2082 | 168 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 31409 | 1442 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 3900 | 180 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 80800 | 25743 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;BlackRock Inc, Cl A  | 6785 | $4858 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 31400 | 2874 |
| &nbsp;&nbsp;&nbsp;Blue Owl Capital Inc, Cl A  | 14500 | 164 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp  | 1475 | 154 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 4028 | 225 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 11048 | 658 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 17425 | 1799 |
| &nbsp;&nbsp;&nbsp;Carlyle Group Inc/The  | 8300 | 259 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 4800 | 609 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 68440 | 5649 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 18591 | 4082 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 6286 | 698 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 87004 | 4212 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 22400 | 949 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 15770 | 2783 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 1500 | 64 |
| &nbsp;&nbsp;&nbsp;Coinbase Global Inc, Cl A \*(A) | 6800 | 311 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 5753 | 413 |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc/MO  | 4047 | 303 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \*(A) | 300 | 142 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 2568 | 373 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 12289 | 1332 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 5900 | 414 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 18100 | 575 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 1119 | 316 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 2000 | 230 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 1700 | 575 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 15426 | 1278 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1725 | 796 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 11652 | 470 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 30182 | 1097 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 4500 | 246 |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc/NC, Cl A  | 600 | 490 |
| &nbsp;&nbsp;&nbsp;First Hawaiian Inc  | 6600 | 175 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 24656 | 613 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 8300 | 1059 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 17100 | 241 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 12649 | 339 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 4087 | 490 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 14975 | 5783 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 1893 | 279 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 13510 | 1032 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 65982 | 1021 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 4100 | 329 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 24900 | 2697 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 17600 | 336 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC  | 5400 | 137 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 7506 | 285 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 130670 | 18056 |
| &nbsp;&nbsp;&nbsp;Kemper Corp  | 3300 | 188 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 41951 | 789 |
| &nbsp;&nbsp;&nbsp;KKR & Co Inc  | 26400 | 1371 |

---

---

| | | |
|:---|:---|:---|
| 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;Lazard Ltd, Cl A (A) | 5200 | $190 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 7788 | 303 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 8836 | 514 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 3300 | 781 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 8057 | 1370 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 610 | 808 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 1400 | 375 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 22565 | 3908 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 29409 | 2256 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 16600 | 228 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 6927 | 2066 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 56314 | 5241 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 1200 | 294 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 3400 | 1727 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 15430 | 1056 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc (A) | 22772 | 213 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 9505 | 885 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp  | 14490 | 355 |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 5900 | 232 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 5900 | 154 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 3800 | 319 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 18222 | 3066 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 2853 | 208 |
| &nbsp;&nbsp;&nbsp;Primerica Inc  | 1600 | 238 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 10708 | 960 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 25680 | 3394 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 3900 | 295 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 16563 | 1789 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 8631 | 1009 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 40687 | 944 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 2699 | 390 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 1600 | 302 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 22300 | 202 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets Inc, Cl A \* | 22200 | 213 |
| &nbsp;&nbsp;&nbsp;Rocket Cos Inc, Cl A \* | 7200 | 60 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 4800 | 193 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 14976 | 5284 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co <sup>†</sup> | 4542 | 283 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 2900 | 405 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 6331 | 111 |
| &nbsp;&nbsp;&nbsp;SoFi Technologies Inc \*(A) | 32100 | 155 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 12800 | 274 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 16779 | 1337 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 5200 | 334 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 2700 | 626 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 21818 | 820 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 7496 | 316 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 10330 | 1290 |
| &nbsp;&nbsp;&nbsp;TFS Financial Corp  | 2500 | 34 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 5300 | 326 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 10475 | 1988 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 59463 | 2784 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Umpqua Holdings Corp  | 11300 | $229 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 7905 | 333 |
| &nbsp;&nbsp;&nbsp;Upstart Holdings Inc \*(A) | 2400 | 47 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 59997 | 2723 |
| &nbsp;&nbsp;&nbsp;UWM Holdings Corp  | 2300 | 10 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 4500 | 100 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 4400 | 290 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 9781 | 746 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp  | 6946 | 377 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 170466 | 8174 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 5200 | 356 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 79 | 107 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 4962 | 1221 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 2900 | 265 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 5602 | 290 |
|  |  | 203917 |
| **Health Care — 14.9%** | **Health Care — 14.9%** |  |
| &nbsp;&nbsp;&nbsp;10X Genomics Inc, Cl A \* | 4400 | 170 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 76437 | 8223 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 79101 | 12750 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 2000 | 756 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 3500 | 312 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 13264 | 2056 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 8800 | 155 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 3600 | 708 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 5500 | 1213 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 1600 | 146 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 6524 | 1114 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 24058 | 6890 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 28800 | 642 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 3800 | 229 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 21415 | 1211 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 12470 | 3109 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6400 | 1953 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 8600 | 868 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 900 | 373 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 6564 | 558 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 63839 | 2890 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 95719 | 7684 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 5200 | 351 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 12129 | 972 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 8100 | 406 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 24758 | 2155 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 5700 | 97 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 1943 | 444 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 700 | 364 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 13402 | 4408 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 2004 | 634 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 58699 | 5980 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 29002 | 7929 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 2285 | 168 |

---

---

| | | |
|:---|:---|:---|
| 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;Definitive Healthcare Corp, Cl A \* | 600 | $7 |
| &nbsp;&nbsp;&nbsp;DENTSPLY SIRONA Inc  | 9466 | 286 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 16900 | 1965 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 3700 | 126 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 28184 | 2177 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 22637 | 291 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 10831 | 5772 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 37771 | 14016 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 5100 | 298 |
| &nbsp;&nbsp;&nbsp;Enhabit Inc \* | 2550 | 37 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 2166 | 117 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 8200 | 280 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 8800 | 396 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 15800 | 270 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 56034 | 4921 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 4000 | 296 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 4400 | 230 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 10000 | 2402 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 6168 | 499 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 11300 | 861 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 9500 | 953 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 5675 | 3121 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 1000 | 159 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 3604 | 1535 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 6805 | 1484 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 8700 | 693 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 3000 | 898 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 3600 | 198 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 16115 | 4357 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 7200 | 294 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 8213 | 1791 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 2700 | 424 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 117909 | 20988 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 4190 | 1009 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 5700 | 85 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 2100 | 304 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 6470 | 2470 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 60326 | 4768 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 113243 | 12470 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 949 | 1395 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 2100 | 192 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 15100 | 2656 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 2600 | 876 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 4300 | 177 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 3900 | 496 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \* | 4000 | 66 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 5200 | 400 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 5100 | 110 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 13154 | 342 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 1800 | 377 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 5734 | 801 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 7800 | 251 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Pfizer Inc  | 253122 | $12689 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 6100 | 203 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 9940 | 493 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 5244 | 796 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 1900 | 166 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 4642 | 3489 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 2300 | 411 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 6612 | 1522 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 16800 | 739 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 3400 | 418 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 6400 | 777 |
| &nbsp;&nbsp;&nbsp;Signify Health Inc, Cl A \* | 3300 | 94 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 4500 | 38 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 4600 | 854 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 15504 | 3626 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 5200 | 183 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 3300 | 139 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 7853 | 224 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 2140 | 501 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 4200 | 194 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 17525 | 9818 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 3500 | 127 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 1900 | 532 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 41920 | 22962 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 2876 | 376 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 6200 | 1180 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 11300 | 3575 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 57022 | 629 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 2773 | 961 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 3400 | 798 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 9725 | 1168 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 20744 | 3197 |
|  |  | 252184 |
| **Industrials — 9.1%** | **Industrials — 9.1%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 25462 | 3207 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 5400 | 328 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 1200 | 226 |
| &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc  | 3100 | 302 |
| &nbsp;&nbsp;&nbsp;AECOM  | 6116 | 520 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 2400 | 319 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 5300 | 205 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6200 | 294 |
| &nbsp;&nbsp;&nbsp;Allegion plc  | 3766 | 428 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 5300 | 237 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 4000 | 252 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 23500 | 339 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 10328 | 1471 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc  | 2400 | 183 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 1000 | 224 |
| &nbsp;&nbsp;&nbsp;Axon Enterprise Inc \* | 3000 | 552 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 6100 | 118 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 24593 | 4399 |

---

---

| | | |
|:---|:---|:---|
| 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;Booz Allen Hamilton Holding Corp, Cl A  | 5900 | $628 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 5600 | 358 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 4750 | 289 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 1036 | 324 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 2366 | 623 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 37978 | 1683 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 23647 | 5590 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 5848 | 586 |
| &nbsp;&nbsp;&nbsp;ChargePoint Holdings Inc \*(A) | 14500 | 180 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 3757 | 1735 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC \* | 22600 | 221 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 2600 | 312 |
| &nbsp;&nbsp;&nbsp;Copa Holdings SA, Cl A \* | 1800 | 158 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 18072 | 1203 |
| &nbsp;&nbsp;&nbsp;Core & Main Inc, Cl A \* | 2900 | 60 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 17200 | 1394 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 2100 | 222 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 95988 | 3138 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 6312 | 1585 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 1700 | 300 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 12619 | 5565 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 29600 | 1047 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 5444 | 332 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 6557 | 931 |
| &nbsp;&nbsp;&nbsp;Driven Brands Holdings Inc \* | 2400 | 73 |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Holdings Inc  | 8900 | 120 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 17816 | 2912 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 26110 | 2501 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 5256 | 1037 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 2166 | 103 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 6848 | 795 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 24348 | 1254 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 10744 | 1958 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp  | 6800 | 213 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 16553 | 1118 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 5520 | 361 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 1700 | 294 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 4900 | 57 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 2700 | 285 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 10672 | 2694 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 48770 | 4193 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 7872 | 551 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 5000 | 234 |
| &nbsp;&nbsp;&nbsp;Hayward Holdings Inc \* | 2100 | 20 |
| &nbsp;&nbsp;&nbsp;HEICO Corp  | 2010 | 326 |
| &nbsp;&nbsp;&nbsp;HEICO Corp, Cl A  | 3121 | 396 |
| &nbsp;&nbsp;&nbsp;Hertz Global Holdings Inc \* | 8400 | 144 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 4400 | 264 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 29990 | 6584 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 17867 | 673 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 2392 | 608 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 1537 | 357 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;IAA Inc \* | 7100 | $265 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 3393 | 806 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 13880 | 3157 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 17765 | 959 |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 3451 | 292 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 5784 | 732 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 3952 | 727 |
| &nbsp;&nbsp;&nbsp;JetBlue Airways Corp \* | 16300 | 130 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 30566 | 2031 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 5500 | 284 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 3100 | 216 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 6400 | 355 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 8534 | 1938 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 1565 | 271 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 5273 | 577 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 1320 | 344 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc  | 1900 | 281 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 10673 | 5178 |
| &nbsp;&nbsp;&nbsp;Lyft Inc, Cl A \* | 14900 | 167 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 2784 | 244 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 9279 | 471 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 3100 | 282 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 10421 | 328 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 2800 | 142 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 1800 | 260 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 1900 | 268 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 2320 | 199 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2600 | 615 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 10495 | 2692 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 6578 | 3508 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC  | 7273 | 291 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 4300 | 1301 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp  | 2859 | 263 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 18939 | 1479 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 4200 | 373 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 15296 | 1620 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 5704 | 1705 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 8373 | 383 |
| &nbsp;&nbsp;&nbsp;Plug Power Inc \* | 21700 | 346 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 6367 | 954 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 66562 | 6571 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 2776 | 364 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 9242 | 1287 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 4776 | 376 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 5304 | 1401 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 8737 | 353 |
| &nbsp;&nbsp;&nbsp;RXO Inc \* | 5000 | 95 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 2206 | 206 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 3000 | 77 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 2500 | 275 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 7800 | 352 |

---

---

| | | |
|:---|:---|:---|
| 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;SiteOne Landscape Supply Inc \* | 2200 | $276 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 2191 | 527 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 27520 | 1098 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems Holdings Inc, Cl A \* | 5400 | 142 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 6893 | 563 |
| &nbsp;&nbsp;&nbsp;Stericycle Inc \* | 4726 | 246 |
| &nbsp;&nbsp;&nbsp;Sunrun Inc \* | 7400 | 241 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 2200 | 340 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 10022 | 715 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 3269 | 248 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 4440 | 493 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 10500 | 1873 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc \* | 2293 | 1441 |
| &nbsp;&nbsp;&nbsp;TransUnion  | 8700 | 549 |
| &nbsp;&nbsp;&nbsp;Trex Co Inc \* | 4900 | 225 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 84200 | 2454 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 28332 | 6160 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 14500 | 640 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 32941 | 6250 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 3200 | 1130 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 8700 | 288 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 900 | 305 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 6900 | 1268 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co, Cl A  | 15600 | 216 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 18194 | 3052 |
| &nbsp;&nbsp;&nbsp;Watsco Inc  | 1300 | 350 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 1800 | 232 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 8537 | 863 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 9200 | 444 |
| &nbsp;&nbsp;&nbsp;Woodward Inc  | 3000 | 287 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 2087 | 1259 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 5000 | 193 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 8002 | 899 |
|  |  | 155251 |
| **Information Technology — 25.7%** | **Information Technology — 25.7%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 28500 | 8577 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 21202 | 7313 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 72913 | 5660 |
| &nbsp;&nbsp;&nbsp;Affirm Holdings Inc, Cl A \*(A) | 7000 | 97 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 7218 | 685 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 2100 | 65 |
| &nbsp;&nbsp;&nbsp;Alteryx Inc, Cl A \* | 3200 | 144 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 5400 | 480 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 25368 | 2040 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 23403 | 4023 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 4000 | 1017 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 684863 | 101380 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 39055 | 4280 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 9600 | 138 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 11300 | 1574 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 2789 | 303 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 970 | 224 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Atlassian Corp Ltd, Cl A \* | 6200 | $816 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 9637 | 1946 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 18792 | 4964 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 5110 | 231 |
| &nbsp;&nbsp;&nbsp;Bentley Systems Inc, Cl B  | 7400 | 293 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 4700 | 566 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 6100 | 378 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 24300 | 1647 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 17732 | 9771 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 5473 | 816 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 12063 | 2075 |
| &nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings Inc \* | 4400 | 41 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 6000 | 1132 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 6800 | 465 |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | 6100 | 274 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 3000 | 224 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 185527 | 9224 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 13400 | 659 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 7700 | 383 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 22176 | 1380 |
| &nbsp;&nbsp;&nbsp;Coherent Corp \* | 5283 | 194 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp  | 2200 | 269 |
| &nbsp;&nbsp;&nbsp;Confluent Inc, Cl A \* | 4200 | 97 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 33658 | 1149 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 3900 | 247 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 9200 | 1082 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 11900 | 902 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 12042 | 539 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 9700 | 457 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 3343 | 250 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc, Cl Rights \* | 2800 | 73 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 11800 | 278 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 11036 | 327 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 8800 | 341 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 3700 | 226 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 5900 | 1892 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 6900 | 533 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 2500 | 921 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 2600 | 242 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 2531 | 391 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 1100 | 682 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 27048 | 1963 |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | 4500 | 776 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 25874 | 2700 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 3600 | 231 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 3100 | 608 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 28900 | 1536 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 3410 | 1195 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 25848 | 594 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 6800 | 314 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 12252 | 1272 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 2700 | 174 |

---

---

| | | |
|:---|:---|:---|
| 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;Globant SA \* | 1700 | $319 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 7500 | 593 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 4200 | 249 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 59670 | 1001 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 47570 | 1429 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 2000 | 606 |
| &nbsp;&nbsp;&nbsp;Informatica Inc, Cl A \*(A) | 1700 | 29 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 184558 | 5550 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 40601 | 6046 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 12452 | 5075 |
| &nbsp;&nbsp;&nbsp;IPG Photonics Corp \* | 1900 | 173 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 5574 | 402 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3300 | 625 |
| &nbsp;&nbsp;&nbsp;Jamf Holding Corp \* | 2600 | 55 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 13025 | 433 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 8132 | 1471 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 6349 | 2496 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 11559 | 135 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 6152 | 2906 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 5800 | 422 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 1200 | 296 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 3700 | 203 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 2600 | 327 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | 36438 | 1695 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 38600 | 13757 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 24130 | 1911 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 48416 | 2791 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 335116 | 85502 |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | 2900 | 243 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 2800 | 428 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 2100 | 802 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 7314 | 1991 |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | 6804 | 279 |
| &nbsp;&nbsp;&nbsp;nCino Inc \* | 2900 | 76 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 6589 | 157 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 9855 | 666 |
| &nbsp;&nbsp;&nbsp;New Relic Inc \* | 2700 | 152 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A \* | 10700 | 302 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 107824 | 18247 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 5300 | 283 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 19900 | 1497 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 68120 | 5656 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 83800 | 629 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 13162 | 2236 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 13907 | 1725 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 2200 | 746 |
| &nbsp;&nbsp;&nbsp;Paycor HCM Inc \* | 1700 | 49 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 1700 | 370 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 52211 | 4094 |
| &nbsp;&nbsp;&nbsp;Pegasystems Inc  | 2100 | 76 |
| &nbsp;&nbsp;&nbsp;Procore Technologies Inc \* | 3100 | 152 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 4600 | 585 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 | $397 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 4800 | 476 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 50159 | 6345 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 4300 | 159 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 4700 | 2063 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 43218 | 6926 |
| &nbsp;&nbsp;&nbsp;SentinelOne Inc, Cl A \* | 10200 | 148 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 9000 | 3747 |
| &nbsp;&nbsp;&nbsp;Shift4 Payments Inc, Cl A \* | 2400 | 111 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 6800 | 650 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 6200 | 191 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 14000 | 2001 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 6900 | 536 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 10100 | 543 |
| &nbsp;&nbsp;&nbsp;Switch Inc, Cl A  | 5900 | 202 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 6782 | 2303 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 2200 | 225 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 2167 | 910 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 5489 | 187 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 7263 | 679 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 41308 | 7454 |
| &nbsp;&nbsp;&nbsp;Thoughtworks Holding Inc \* | 2200 | 20 |
| &nbsp;&nbsp;&nbsp;Toast Inc, Cl A \* | 6900 | 127 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 11328 | 677 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 6800 | 333 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 1700 | 583 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc  | 300 | 90 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A \* | 15800 | 197 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \*(A) | 8900 | 352 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 2200 | 248 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 4185 | 836 |
| &nbsp;&nbsp;&nbsp;Viasat Inc \* | 3600 | 123 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 73700 | 15993 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 9051 | 1100 |
| &nbsp;&nbsp;&nbsp;Vontier Corp  | 8701 | 171 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 14096 | 518 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 17028 | 250 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 2000 | 338 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd \* | 2700 | 244 |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | 5000 | 455 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 9100 | 1528 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 2025 | 547 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 11900 | 898 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 4000 | 534 |
|  |  | 438093 |
| **Materials — 2.8%** | **Materials — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 9894 | 3069 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 5073 | 1410 |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 8600 | 431 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 67100 | 829 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 2600 | 276 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA (A) | 10100 | 45 |

---

---

| | | |
|:---|:---|:---|
| 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;Ashland Inc  | 2676 | $299 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 3710 | 717 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 10600 | 285 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 13800 | 774 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 5200 | 305 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 5183 | 556 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 8230 | 890 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 8200 | 255 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | 22500 | 348 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 31976 | 2148 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 5451 | 448 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 31676 | 1615 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 21909 | 1545 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | 1000 | 136 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 4528 | 392 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 10955 | 1641 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 11900 | 233 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 5620 | 734 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 63724 | 2536 |
| &nbsp;&nbsp;&nbsp;Ginkgo Bioworks Holdings Inc \*(A) | 51000 | 102 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 14600 | 336 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 5729 | 159 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 11752 | 1244 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 16055 | 596 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 22500 | 7571 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 1900 | 121 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 11760 | 1000 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 2863 | 1049 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 14078 | 722 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | 5300 | 176 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 300 | 95 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 34133 | 1620 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 11690 | 1753 |
| &nbsp;&nbsp;&nbsp;Olin Corp  | 5500 | 313 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 4099 | 557 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 10565 | 1429 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 2700 | 570 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 3300 | 371 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 5569 | 577 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The, Cl A (A) | 2106 | 118 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 6268 | 334 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 10811 | 2694 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 4308 | 228 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 5046 | 310 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | 4268 | 260 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | 11900 | 180 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 7100 | 738 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 10400 | 273 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 7804 | 257 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 6057 | 1110 |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | 1700 | 183 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Westrock Co  | 11045 | $419 |
|  |  | 49382 |
| **Real Estate — 3.1%** | **Real Estate — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 7200 | 1120 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 14300 | 473 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 20912 | 4627 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 13300 | 397 |
| &nbsp;&nbsp;&nbsp;Apartment Income Corp <sup>‡</sup> | 8105 | 308 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 6241 | 1092 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 6984 | 503 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 15100 | 350 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 4647 | 559 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 13917 | 1108 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 7900 | 208 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 18896 | 2673 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 11100 | 459 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 12096 | 1360 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 8600 | 149 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 1600 | 248 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 3800 | 158 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 4063 | 2806 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 7700 | 512 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 17277 | 1121 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 2963 | 653 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 6000 | 964 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 3996 | 444 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 6800 | 344 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 11635 | 612 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 15700 | 322 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 24074 | 632 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 5400 | 161 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 33340 | 632 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 2273 | 169 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>‡</sup> | 7600 | 88 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 27200 | 888 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 12903 | 701 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 6318 | 130 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 2100 | 353 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 6000 | 259 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 23371 | 536 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 3840 | 385 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 3350 | 360 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 29900 | 392 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 5350 | 882 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 8800 | 408 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 4700 | 187 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 10400 | 315 |
| &nbsp;&nbsp;&nbsp;Opendoor Technologies Inc \* | 23600 | 44 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 12188 | 156 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 41603 | 4900 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 6768 | 2017 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 7504 | 269 |

---

---

| | | |
|:---|:---|:---|
| 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;Realty Income Corp <sup>‡</sup> | 26639 | $1680 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 7258 | 482 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 7800 | 431 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 4832 | 1446 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 13981 | 1670 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup>(A) | 3455 | 145 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 6320 | 262 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 12500 | 399 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 4900 | 720 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 13893 | 576 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 18492 | 861 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 41000 | 1402 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 8936 | 226 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 21383 | 1519 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 33246 | 1088 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 8600 | 678 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 3343 | 125 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 7086 | 269 |
|  |  | 52413 |
| **Utilities — 2.8%** | **Utilities — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 29724 | 860 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 11852 | 667 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 10990 | 982 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 22950 | 2222 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 8400 | 1275 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 6191 | 744 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc  | 3094 | 132 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A  | 6600 | 215 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 29015 | 903 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 13342 | 815 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 15116 | 1482 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 14092 | 1355 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 37070 | 2265 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 8564 | 994 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 34616 | 3459 |
| &nbsp;&nbsp;&nbsp;Edison International  | 17479 | 1165 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 8698 | 1011 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 10646 | 514 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 10449 | 619 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 45576 | 1885 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 25127 | 1036 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 5446 | 224 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 2200 | 243 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 4489 | 297 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 87492 | 7411 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 18021 | 503 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 10200 | 433 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 8836 | 357 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 67718 | 1063 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 4992 | 391 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 30526 | 901 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 21152 | 1281 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Large Cap 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;Sempra Energy  | 13923 | $2314 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 46803 | 3166 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 9325 | 360 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 19000 | 462 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 14357 | 1423 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 24481 | 1719 |
|  |  | 47148 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $455,600) ($ Thousands) |  | 1697763 |
| **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;3.810% \*\*<sup>†</sup>(B) | 5335286 | 5332 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,335) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $5,335) ($ Thousands) | 5332 |
| **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;3.370%\*\*<sup>†</sup> | 3986898 | 3987 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,987) ($ Thousands) |  | 3987 |
| Total Investments in Securities — 100.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $464,922) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $464,922) ($ Thousands)  | $1707082 |

---

A list of the open futures contracts held by the Fund at November 30, 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 | 26 | Dec-2022 | $5099 | $5306 | $207 |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 5 | Dec-2022 | 1206 | 1290 | 84 |
|  |  |  | $6305 | $6596 | $291 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,704,292 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <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 November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $4,643 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $5,332 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 1697763 |  |  | 1697763 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 5332 |  | 5332 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 3987 | – |  | 3987 |
| Total Investments in Securities | 1701750 | 5332 |  | 1707082 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 291 |  |  | 291 |
| Total Other Financial Instruments | 291 |  |  | 291 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

&nbsp;&nbsp;&nbsp;&nbsp;The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Investment Co. | $318 | $&nbsp;&nbsp;&nbsp;&nbsp;— | $(56) | $37 | $(16) | $283 | $2 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Liquidity Fund, LP | 4261 | 33941 | &nbsp;&nbsp;&nbsp;&nbsp;(32871) | &nbsp;&nbsp;&nbsp;&nbsp;— | 1 | 5332 | 83 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 7431 | 86757 | &nbsp;&nbsp;&nbsp;&nbsp;(90201) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | 3987 | 53 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $12010 | $120698 | $(123128) | $37 | $(15) | $9602 | $138 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**S&P 500 Index Fund**![](fp0081628-1_26.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.2%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.2%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 99.2%** |
| **Communication Services — 7.4%** | **Communication Services — 7.4%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 95800 | $7084 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 807620 | 81562 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 722160 | 73263 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 960291 | 18515 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 14900 | 5830 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 593448 | 21744 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 33268 | 534 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 35500 | 4643 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 59757 | 1903 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 52700 | 1811 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 19100 | 1390 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 127274 | 696 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 38100 | 1926 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 307378 | 36301 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 59879 | 18295 |
| &nbsp;&nbsp;&nbsp;News Corp  | 15600 | 303 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 51483 | 986 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 27600 | 2201 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B (A) | 67881 | 1363 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 21200 | 2241 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 81000 | 12268 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 565952 | 22061 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 245719 | 24049 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 296746 | 3383 |
|  |  | 344352 |
| **Consumer Discretionary — 10.3%** | **Consumer Discretionary — 10.3%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 8200 | 1238 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 1193900 | 115259 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 36700 | 3915 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 2645 | 6821 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 30700 | 1305 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 26987 | 2302 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 5384 | 11196 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 31800 | 1352 |

---

---

| | | |
|:---|:---|:---|
| 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;Caesars Entertainment Inc \* | 28800 | $1463 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 21400 | 1484 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \*(A) | 132800 | 1319 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 3720 | 6052 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 16495 | 2425 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 30500 | 7798 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 28369 | 4264 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 4800 | 1866 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 42691 | 3671 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 74483 | 3384 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 17100 | 2259 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 20495 | 2190 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 533243 | 7412 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 20795 | 1934 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 196187 | 7957 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 19000 | 3483 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 17395 | 1093 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 37000 | 5277 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 138487 | 44868 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 44300 | 2075 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 34391 | 3021 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 35100 | 1907 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 86087 | 18298 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 37136 | 6140 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 99187 | 27057 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 43900 | 1618 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 7200 | 730 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 50190 | 651 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 170282 | 18678 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | 56500 | 929 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 420 | 1948 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 8600 | 7435 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 5300 | 1746 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 31083 | 1392 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 5895 | 667 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 47200 | 5554 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 29500 | 1768 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 154582 | 15798 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 33791 | 1276 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 62391 | 10423 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 358700 | 69839 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 157682 | 12622 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 15000 | 3395 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 7000 | 3254 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 44391 | 1457 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 7300 | 1070 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 13800 | 1155 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 38300 | 4928 |
|  |  | 480418 |
| **Consumer Staples — 6.9%** | **Consumer Staples — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 242383 | 11290 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 75691 | 7380 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Brown-Forman Corp, Cl B  | 24590 | $1796 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 27091 | 1454 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 32900 | 2693 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 16600 | 2468 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 524557 | 33367 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 112291 | 8700 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 64787 | 2461 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 21400 | 5507 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 59700 | 32193 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 31300 | 7380 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 80396 | 6858 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 19700 | 4633 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 38992 | 1833 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 14395 | 2217 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 34400 | 2510 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 114200 | 4416 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 45596 | 6184 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 107191 | 4218 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 87582 | 4308 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 19300 | 1677 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 33790 | 2878 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 25295 | 1394 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 184478 | 12472 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 51731 | 5321 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 185978 | 34501 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 208878 | 20819 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 321867 | 48010 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 68600 | 5935 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 39087 | 2591 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 96387 | 4000 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 192083 | 29277 |
|  |  | 322741 |
| **Energy — 5.1%** | **Energy — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 44000 | 2062 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 136000 | 3947 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 242701 | 44489 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 171541 | 21187 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 107887 | 3011 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 88400 | 6057 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 23900 | 3538 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 78891 | 11197 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 49900 | 2116 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 561300 | 62495 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 121991 | 4622 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 37500 | 5397 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 266483 | 5095 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 91500 | 2803 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 67111 | 8175 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 100224 | 6965 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 60091 | 4021 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 64896 | 7037 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 32096 | 7574 |

---

---

| | | |
|:---|:---|:---|
| 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;Schlumberger Ltd  | 190466 | $9819 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 30600 | 2276 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 53200 | 7109 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 163896 | 5687 |
|  |  | 236679 |
| **Financials — 11.6%** | **Financials — 11.6%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 77682 | 5588 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 36400 | 4874 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 80787 | 12731 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 102378 | 6461 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 14600 | 4846 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 28400 | 8755 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 50000 | 2995 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 28300 | 5635 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 7095 | 910 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 942283 | 35665 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 98987 | 4544 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 243128 | 77461 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 20296 | 14532 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 31600 | 1883 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 51796 | 5347 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 14300 | 1814 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 205791 | 16986 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 56247 | 12351 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 21596 | 2396 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 260957 | 12633 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 66900 | 2835 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 48395 | 8542 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 17591 | 1262 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 36700 | 3977 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 5300 | 1791 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 46600 | 3861 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 5100 | 2353 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 93000 | 3381 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 24500 | 3126 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 38095 | 1021 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 12146 | 1457 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 45991 | 17759 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 43800 | 3345 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 195461 | 3026 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 75100 | 8134 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 61100 | 1168 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 394957 | 54575 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 125900 | 2368 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 21400 | 833 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 26887 | 1563 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 23593 | 4011 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 5100 | 1366 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 67191 | 11636 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 90387 | 6933 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 21300 | 6353 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 180453 | 16795 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;MSCI Inc, Cl A  | 10800 | $5485 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 45800 | 3135 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 28096 | 2616 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 55191 | 9287 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 31291 | 2806 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 78783 | 10411 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 50200 | 5423 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 26200 | 3063 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 126200 | 2929 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 45953 | 16212 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 8400 | 1172 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 49400 | 3936 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 8000 | 1854 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 65021 | 2444 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 30300 | 3785 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 31996 | 6073 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 178592 | 8360 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 182083 | 8265 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 27500 | 2098 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 511148 | 24510 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 14745 | 3630 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 20200 | 1047 |
|  |  | 540419 |
| **Health Care — 15.1%** | **Health Care — 15.1%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 236048 | 25394 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 238313 | 38411 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 6100 | 2305 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 40191 | 6229 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 9800 | 1927 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 21096 | 3601 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 72091 | 20647 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 67729 | 3829 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 38439 | 9584 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 19500 | 5951 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 2900 | 1203 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 21200 | 1802 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 192800 | 8728 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 287770 | 23102 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 36896 | 2958 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 24000 | 1203 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 77064 | 6708 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 6800 | 1554 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 41107 | 13520 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 6600 | 2088 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 176957 | 18028 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 88200 | 24115 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 7695 | 567 |
| &nbsp;&nbsp;&nbsp;Dentsply Sirona Inc  | 28791 | 871 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 52800 | 6140 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 83400 | 6443 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 32296 | 17211 |

---

---

| | | |
|:---|:---|:---|
| 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;Eli Lilly & Co  | 106245 | $39425 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 168878 | 14833 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 28995 | 6965 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 18300 | 1481 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 33700 | 2567 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 16996 | 9346 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 11200 | 4770 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 21100 | 4601 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 24900 | 1984 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 48100 | 13006 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 25100 | 5472 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 354170 | 63042 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 12200 | 2937 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 19360 | 7389 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 179061 | 14153 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 341170 | 37570 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 3000 | 4409 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 45400 | 7986 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 7800 | 2627 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 33947 | 883 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 17000 | 2375 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 756435 | 37920 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 15800 | 2399 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 14400 | 10824 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 19700 | 4535 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 13500 | 2508 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 45296 | 10594 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 6300 | 1475 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 52791 | 29575 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 125987 | 69011 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 8800 | 1151 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 34500 | 10916 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 163405 | 1802 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 8100 | 2807 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 10000 | 2347 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 28195 | 3386 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 63200 | 9742 |
|  |  | 702932 |
| **Industrials — 8.4%** | **Industrials — 8.4%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 74606 | 9398 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 17200 | 1045 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 16900 | 802 |
| &nbsp;&nbsp;&nbsp;Allegion plc  | 11796 | 1341 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \*(A) | 87191 | 1258 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 30900 | 4401 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 75191 | 13450 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 113285 | 5021 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 71091 | 16807 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 16695 | 1673 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 11595 | 5354 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 57500 | 3827 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 53300 | 4319 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;CSX Corp  | 288434 | $9429 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 18996 | 4771 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 37496 | 16536 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 86887 | 3073 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 19300 | 2740 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 53595 | 8760 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 79591 | 7622 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 16595 | 3275 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 22091 | 2564 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 77282 | 3981 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 32200 | 5868 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 48225 | 3258 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 17300 | 1130 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 8500 | 897 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 30296 | 7646 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 147686 | 12697 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 90787 | 19932 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 49766 | 1875 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 5400 | 1253 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 10200 | 2422 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 37895 | 8620 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 54427 | 2937 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 17196 | 2176 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 11200 | 2060 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 93046 | 6182 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 25760 | 5850 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 18400 | 2012 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 31756 | 15408 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 30300 | 1539 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 7300 | 1726 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 31596 | 8104 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 19596 | 10450 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 12400 | 3752 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 56492 | 4411 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 46900 | 4967 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 17300 | 5172 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 22000 | 1007 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 19300 | 2893 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 199008 | 19646 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 27600 | 3844 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 14695 | 1158 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 15496 | 4094 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 31100 | 1258 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 7200 | 1732 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co \* | 80387 | 3208 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 19895 | 1626 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 28491 | 2034 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 31296 | 5584 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc  | 6900 | 4337 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 84187 | 18305 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 44000 | 1943 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 98587 | 18705 |

---

---

| | | |
|:---|:---|:---|
| 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;United Rentals Inc \* | 9400 | $3318 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 21100 | 3876 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 50700 | 8503 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 24553 | 2482 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 6100 | 3679 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 24300 | 2730 |
|  |  | 389753 |
| **Information Technology — 26.1%** | **Information Technology — 26.1%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 85196 | 25638 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 63095 | 21763 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 217489 | 16884 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 21396 | 2030 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 80182 | 6449 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 70055 | 12043 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 11800 | 3001 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 2034984 | 301239 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 117200 | 12845 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 33100 | 4611 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 29300 | 5917 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 55991 | 14789 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 54359 | 29953 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 15800 | 2356 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 36900 | 6348 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 18300 | 3452 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 20600 | 1410 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 558143 | 27751 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 69695 | 4336 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 102170 | 3487 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 30652 | 909 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 18200 | 5835 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 7700 | 2838 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 8000 | 1237 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 82100 | 5959 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 86100 | 8985 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 10100 | 1982 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 88100 | 4683 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 10700 | 3749 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 79800 | 1832 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 37272 | 3868 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 175374 | 2943 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 122274 | 3673 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 553252 | 16636 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 121751 | 18129 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 38000 | 15488 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 9800 | 1856 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 43400 | 1442 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 24200 | 4378 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 19100 | 7509 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 18495 | 8737 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 114947 | 40967 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 74392 | 5891 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 148600 | 8567 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Microsoft Corp  | 1004604 | $256315 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 6000 | 2292 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 22488 | 6121 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 29791 | 2014 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 337232 | 57070 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV  | 35500 | 6243 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 58300 | 4384 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 204665 | 16993 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 43087 | 5344 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 6600 | 2238 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 155783 | 12215 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 14200 | 1806 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 13900 | 1380 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 151378 | 19148 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 14300 | 6276 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 134091 | 21488 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 26300 | 1393 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 27200 | 11323 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 21596 | 2065 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 7500 | 2241 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 20600 | 6995 |
| &nbsp;&nbsp;&nbsp;TE Connectivity Ltd  | 43191 | 5447 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 6351 | 2668 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 21100 | 1972 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 123183 | 22230 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 33400 | 1996 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 5600 | 1919 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 12600 | 2518 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 220170 | 47777 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 42131 | 1548 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 7000 | 1892 |
|  |  | 1219706 |
| **Materials — 2.7%** | **Materials — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 29900 | 9274 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 15800 | 4392 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 202862 | 2505 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 10900 | 2107 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 42392 | 2377 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 13400 | 1438 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 27000 | 2921 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 96931 | 6510 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 96665 | 4927 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 67382 | 4751 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 16496 | 1429 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 33315 | 4992 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 17000 | 2221 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 192700 | 7670 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 34254 | 3625 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 48796 | 1811 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 67160 | 22598 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 34356 | 2921 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 8400 | 3079 |

---

---

| | | |
|:---|:---|:---|
| 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;Mosaic Co/The  | 46591 | $2390 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 106783 | 5069 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 35187 | 5276 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 12600 | 1712 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 31600 | 4273 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 19500 | 1038 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 31700 | 7899 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 18000 | 3300 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 34182 | 1296 |
|  |  | 123801 |
| **Real Estate — 2.7%** | **Real Estate — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 20100 | 3128 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 62700 | 13872 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 18800 | 3288 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 19200 | 1384 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 14300 | 1721 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 43191 | 3438 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 58296 | 8245 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 38700 | 4352 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 12257 | 8465 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 45696 | 2964 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 8800 | 1939 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 18000 | 2893 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 9700 | 1078 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 72700 | 1909 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 96374 | 1825 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 78600 | 2565 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 39201 | 2130 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 83387 | 1911 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 15600 | 2572 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 124359 | 14648 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 21295 | 6345 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 83000 | 5235 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 20700 | 1375 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 14600 | 4370 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 44196 | 5279 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 41100 | 1704 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 53900 | 2508 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 129500 | 4429 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 21396 | 541 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 62300 | 4425 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 100345 | 3282 |
|  |  | 123820 |
| **Utilities — 2.9%** | **Utilities — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 90100 | 2606 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 33800 | 1903 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 34991 | 3125 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 69300 | 6708 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 24400 | 3703 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 18900 | 2272 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 84983 | 2644 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;CMS Energy Corp  | 39191 | $2393 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 47700 | 4677 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 43963 | 4226 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 111985 | 6843 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 26200 | 3039 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 103691 | 10362 |
| &nbsp;&nbsp;&nbsp;Edison International  | 51696 | 3446 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 27500 | 3197 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 30900 | 1830 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 133391 | 5518 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 73587 | 3035 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 264800 | 22429 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 54587 | 1525 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 31587 | 1341 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 218300 | 3427 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 15200 | 1190 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 99400 | 2934 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 67100 | 4063 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 42395 | 7046 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 143200 | 9686 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 42431 | 4207 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 73583 | 5167 |
|  |  | 134542 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,085,865) ($ Thousands) |  | 4619163 |
| **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;3.810% \*\*<sup>†</sup>(B) | 2680068 | 2670 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,679) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,679) ($ Thousands) | 2670 |
| **CASH EQUIVALENT — 0.6%** | **CASH EQUIVALENT — 0.6%** | **CASH EQUIVALENT — 0.6%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 28366323 | 28366 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,366) ($ Thousands) |  | 28366 |
| Total Investments in Securities — 99.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,116,910) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,116,910) ($ Thousands)  | $4650199 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

A list of the open futures contracts held by the Fund at November 30, 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 | 191 | Dec-2022 | $39258 | $38976 | $(282) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $4,655,415 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <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 November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $2,650 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $2,670 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 4619163 |  |  | 4619163 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 2670 |  | 2670 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 28366 | – |  | 28366 |
| Total Investments in Securities | 4647529 | 2670 |  | 4650199 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (282) |  |  | (282) |
| Total Other Financial Instruments | (282) |  |  | (282) |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $989 | $49881 | $(48198) | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $2670 | $13 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 53523 | 166797 | &nbsp;&nbsp;&nbsp;&nbsp;(191954) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | 28366 | 338 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $54512 | $216678 | $(240152) | $(1) | $(1) | $31036 | $351 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund**![](fp0081628-1_33.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 99.2%** | **COMMON STOCK — 99.2%** | **COMMON STOCK — 99.2%** |
| **Communication Services — 3.6%** | **Communication Services — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Advantage Solutions Inc \* | 18900 | $47 |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 47675 | 217 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A (A) | 114394 | 827 |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 6660 | 133 |
| &nbsp;&nbsp;&nbsp;Anterix Inc \* | 4000 | 136 |
| &nbsp;&nbsp;&nbsp;ATN International Inc  | 2267 | 110 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 28756 | 8 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 5000 | 114 |
| &nbsp;&nbsp;&nbsp;Boston Omaha Corp, Cl A \* | 4300 | 123 |
| &nbsp;&nbsp;&nbsp;Bumble, Cl A  | 19800 | 482 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 1200 | 869 |
| &nbsp;&nbsp;&nbsp;Cardlytics Inc \* | 7100 | 32 |
| &nbsp;&nbsp;&nbsp;Cargurus Inc, Cl A \* | 20500 | 268 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 15200 | 225 |
| &nbsp;&nbsp;&nbsp;Charge Enterprises \*(A) | 27400 | 58 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings Inc \*(A) | 24640 | 335 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* | 88200 | 100 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 9604 | 557 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications Holdings Inc \* | 16612 | 77 |
| &nbsp;&nbsp;&nbsp;Daily Journal Corp \* | 300 | 82 |
| &nbsp;&nbsp;&nbsp;DHI Group Inc \* | 9600 | 54 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 8903 | 155 |
| &nbsp;&nbsp;&nbsp;Entravision Communications Corp, Cl A  | 14200 | 79 |
| &nbsp;&nbsp;&nbsp;Eventbrite Inc, Cl A \* | 16900 | 123 |
| &nbsp;&nbsp;&nbsp;EverQuote Inc, Cl A \* | 4400 | 47 |
| &nbsp;&nbsp;&nbsp;EW Scripps Co/The, Cl A \* | 13896 | 208 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* | 52500 | 1353 |
| &nbsp;&nbsp;&nbsp;fuboTV \*(A) | 30800 | 86 |
| &nbsp;&nbsp;&nbsp;Gannett Co Inc \* | 32687 | 82 |
| &nbsp;&nbsp;&nbsp;Globalstar Inc \* | 146200 | 278 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 8900 | 140 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 19500 | 228 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;IAC Inc \* | 16576 | $860 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 4100 | 115 |
| &nbsp;&nbsp;&nbsp;iHeartMedia Inc, Cl A \* | 24700 | 199 |
| &nbsp;&nbsp;&nbsp;IMAX Corp \* | 11800 | 199 |
| &nbsp;&nbsp;&nbsp;Innovid \*(A) | 16800 | 50 |
| &nbsp;&nbsp;&nbsp;Integral Ad Science Holding Corp \* | 7600 | 76 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 26346 | 1399 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 9772 | 463 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | 4283 | 386 |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | 26714 | 2427 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 8300 | 64 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl C \* | 34462 | 269 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl A \* | 1803 | 60 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl C \* | 9065 | 295 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl A \* | 4108 | 226 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* | 42242 | 2574 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | 16635 | 729 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | 32122 | 1408 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl A \* | 14516 | 111 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl B \* | 21575 | 154 |
| &nbsp;&nbsp;&nbsp;Loyalty Ventures Inc \* | 4280 | 10 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Entertainment Corp \* | 6011 | 289 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A  | 3779 | 615 |
| &nbsp;&nbsp;&nbsp;Magnite Inc \* | 31638 | 351 |
| &nbsp;&nbsp;&nbsp;Marcus Corp/The  | 5161 | 84 |
| &nbsp;&nbsp;&nbsp;MediaAlpha Inc, Cl A \* | 4200 | 50 |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | 36182 | 1326 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 8044 | 1525 |
| &nbsp;&nbsp;&nbsp;Ooma Inc \* | 6900 | 109 |
| &nbsp;&nbsp;&nbsp;Outbrain \*(A) | 5800 | 22 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* | 122911 | 3124 |
| &nbsp;&nbsp;&nbsp;Playstudios Inc \*(A) | 21200 | 89 |
| &nbsp;&nbsp;&nbsp;Playtika Holding Corp \* | 23500 | 222 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 10400 | 163 |
| &nbsp;&nbsp;&nbsp;QuinStreet Inc \* | 11286 | 161 |
| &nbsp;&nbsp;&nbsp;Radius Global Infrastructure, Cl A \* | 16500 | 209 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* | 93200 | 2961 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* | 25748 | 1529 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 6567 | 270 |
| &nbsp;&nbsp;&nbsp;Shenandoah Telecommunications Co  | 10404 | 203 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 5297 | 285 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc, Cl A  | 10311 | 191 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc (A) | 144081 | 935 |
| &nbsp;&nbsp;&nbsp;Skillz Inc, Cl A \*(A) | 69300 | 68 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* | 29503 | 2343 |
| &nbsp;&nbsp;&nbsp;Stagwell \* | 13400 | 100 |
| &nbsp;&nbsp;&nbsp;TechTarget Inc \* | 6100 | 279 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | 47800 | 944 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems Inc  | 23055 | 243 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 6500 | $125 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 93100 | 4854 |
| &nbsp;&nbsp;&nbsp;TripAdvisor Inc \* | 22500 | 459 |
| &nbsp;&nbsp;&nbsp;TrueCar Inc \* | 22900 | 57 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 2952 | 63 |
| &nbsp;&nbsp;&nbsp;Vimeo Inc \* | 34746 | 149 |
| &nbsp;&nbsp;&nbsp;Vinco Ventures \*(A) | 22300 | 15 |
| &nbsp;&nbsp;&nbsp;WideOpenWest Inc \* | 11700 | 121 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 9134 | 730 |
| &nbsp;&nbsp;&nbsp;Yelp Inc, Cl A \* | 14298 | 442 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 9257 | 854 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 19000 | 315 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 57900 | 1656 |
|  |  | 48237 |
| **Consumer Discretionary — 11.4%** | **Consumer Discretionary — 11.4%** |  |
| &nbsp;&nbsp;&nbsp;1-800-Flowers.com Inc, Cl A \* | 5400 | 46 |
| &nbsp;&nbsp;&nbsp;1stdibs.com \* | 1400 | 8 |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 15900 | 128 |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 6958 | 85 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Co, Cl A \* | 9300 | 223 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 17500 | 883 |
| &nbsp;&nbsp;&nbsp;Accel Entertainment Inc, Cl A \* | 14200 | 121 |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings Corp  | 7900 | 359 |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | 19900 | 775 |
| &nbsp;&nbsp;&nbsp;ADT Inc  | 48961 | 457 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc \* | 8781 | 365 |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | 83200 | 8498 |
| &nbsp;&nbsp;&nbsp;aka Brands Holding \* | 2100 | 4 |
| &nbsp;&nbsp;&nbsp;Allbirds, Cl A \*(A) | 12300 | 35 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 26198 | 273 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc  | 35122 | 556 |
| &nbsp;&nbsp;&nbsp;American Public Education Inc \* | 5227 | 67 |
| &nbsp;&nbsp;&nbsp;America's Car-Mart Inc/TX \* | 1250 | 91 |
| &nbsp;&nbsp;&nbsp;AMMO \*(A) | 17700 | 38 |
| &nbsp;&nbsp;&nbsp;Aramark  | 48500 | 2018 |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 14200 | 134 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | 4898 | 919 |
| &nbsp;&nbsp;&nbsp;Aterian \* | 4200 | 5 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 7800 | 967 |
| &nbsp;&nbsp;&nbsp;Bally's Corp \* | 8028 | 201 |
| &nbsp;&nbsp;&nbsp;BARK \*(A) | 26200 | 43 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 7161 | 98 |
| &nbsp;&nbsp;&nbsp;Bed Bath & Beyond Inc \*(A) | 19300 | 66 |
| &nbsp;&nbsp;&nbsp;Big 5 Sporting Goods Corp (A) | 5600 | 69 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc (A) | 7446 | 145 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 182 | 26 |
| &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc \* | 4642 | 149 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 20150 | 454 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 3387 | 73 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 6600 | 445 |
| &nbsp;&nbsp;&nbsp;Bowlero \*(A) | 8900 | 124 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 16045 | $984 |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | 12835 | 952 |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | 10382 | 347 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 15883 | 1179 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 6651 | 292 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A  | 3200 | 76 |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | 13800 | 2700 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 8576 | 207 |
| &nbsp;&nbsp;&nbsp;Camping World Holdings Inc, Cl A (A) | 9200 | 253 |
| &nbsp;&nbsp;&nbsp;Canoo \*(A) | 23900 | 32 |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | 28900 | 1657 |
| &nbsp;&nbsp;&nbsp;CarParts.com Inc \* | 10300 | 56 |
| &nbsp;&nbsp;&nbsp;Carriage Services Inc, Cl A  | 3506 | 88 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 8270 | 604 |
| &nbsp;&nbsp;&nbsp;Carvana Co, Cl A \*(A) | 23800 | 184 |
| &nbsp;&nbsp;&nbsp;Cato Corp/The, Cl A  | 4596 | 48 |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | 1831 | 420 |
| &nbsp;&nbsp;&nbsp;Cenntro Electric Group \* | 21400 | 13 |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 6200 | 46 |
| &nbsp;&nbsp;&nbsp;Century Communities Inc  | 5600 | 270 |
| &nbsp;&nbsp;&nbsp;Cheesecake Factory Inc/The  | 10323 | 362 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 26010 | 776 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 27051 | 159 |
| &nbsp;&nbsp;&nbsp;Children's Place Inc/The \* | 3433 | 122 |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | 6877 | 847 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 7931 | 1760 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 4769 | 151 |
| &nbsp;&nbsp;&nbsp;Citi Trends Inc \* | 1797 | 54 |
| &nbsp;&nbsp;&nbsp;Clarus Corp  | 6221 | 52 |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | 7544 | 676 |
| &nbsp;&nbsp;&nbsp;Conn's Inc \* | 3909 | 39 |
| &nbsp;&nbsp;&nbsp;Container Store Group Inc/The \* | 7800 | 37 |
| &nbsp;&nbsp;&nbsp;ContextLogic, Cl A \*(A) | 137300 | 101 |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | 26400 | 368 |
| &nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Inc  | 4744 | 545 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 13103 | 1323 |
| &nbsp;&nbsp;&nbsp;Dana Inc  | 26098 | 460 |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | 9900 | 393 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 5704 | 2275 |
| &nbsp;&nbsp;&nbsp;Denny's Corp \* | 14463 | 181 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A (A) | 13992 | 214 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 13400 | 89 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 11735 | 1403 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A (A) | 962 | 346 |
| &nbsp;&nbsp;&nbsp;Dine Brands Global Inc  | 2572 | 192 |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | 52400 | 3052 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 5240 | 470 |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \*(A) | 71582 | 1097 |
| &nbsp;&nbsp;&nbsp;Dream Finders Homes, Cl A \*(A) | 4700 | 46 |
| &nbsp;&nbsp;&nbsp;Duluth Holdings Inc, Cl B \* | 2900 | 25 |
| &nbsp;&nbsp;&nbsp;Duolingo, Cl A \* | 4600 | 320 |
| &nbsp;&nbsp;&nbsp;El Pollo Loco Holdings Inc  | 3900 | 43 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ermenegildo Zegna  | 12500 | $137 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 5276 | 150 |
| &nbsp;&nbsp;&nbsp;European Wax Center, Cl A (A) | 3200 | 46 |
| &nbsp;&nbsp;&nbsp;Everi Holdings Inc \* | 18900 | 316 |
| &nbsp;&nbsp;&nbsp;EVgo \*(A) | 17700 | 113 |
| &nbsp;&nbsp;&nbsp;F45 Training Holdings \* | 4400 | 12 |
| &nbsp;&nbsp;&nbsp;Faraday Future Intelligent Electric \*(A) | 23800 | 8 |
| &nbsp;&nbsp;&nbsp;First Watch Restaurant Group \* | 2400 | 38 |
| &nbsp;&nbsp;&nbsp;Fisker \*(A) | 37200 | 288 |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | 11405 | 1835 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 21500 | 1605 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 17300 | 688 |
| &nbsp;&nbsp;&nbsp;Fossil Group Inc \* | 10700 | 51 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 8600 | 912 |
| &nbsp;&nbsp;&nbsp;Franchise Group  | 6800 | 177 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 19150 | 448 |
| &nbsp;&nbsp;&nbsp;Full House Resorts \* | 7000 | 54 |
| &nbsp;&nbsp;&nbsp;Funko Inc, Cl A \* | 6000 | 57 |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \*(A) | 56000 | 1468 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 45500 | 662 |
| &nbsp;&nbsp;&nbsp;Genesco Inc \* | 2169 | 113 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 48690 | 1407 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 7548 | 540 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | 10906 | 236 |
| &nbsp;&nbsp;&nbsp;Golden Entertainment Inc \* | 4131 | 183 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 59468 | 667 |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | 29300 | 161 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 800 | 515 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 7015 | 793 |
| &nbsp;&nbsp;&nbsp;Green Brick Partners Inc \* | 6200 | 150 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 3335 | 645 |
| &nbsp;&nbsp;&nbsp;Groupon, Cl A \*(A) | 5457 | 45 |
| &nbsp;&nbsp;&nbsp;GrowGeneration Corp \* | 12100 | 82 |
| &nbsp;&nbsp;&nbsp;Guess? Inc (A) | 5117 | 106 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 34300 | 1499 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 69800 | 469 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 29600 | 1395 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 4363 | 138 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 5048 | 497 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 2412 | 161 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc \* | 19570 | 861 |
| &nbsp;&nbsp;&nbsp;Holley \*(A) | 13400 | 37 |
| &nbsp;&nbsp;&nbsp;Hovnanian Enterprises Inc, Cl A \* | 1400 | 67 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | 10527 | 1056 |
| &nbsp;&nbsp;&nbsp;Inspired Entertainment Inc \* | 2000 | 24 |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc  | 5300 | 450 |
| &nbsp;&nbsp;&nbsp;International Game Technology PLC  | 22500 | 552 |
| &nbsp;&nbsp;&nbsp;iRobot Corp \*(A) | 6202 | 323 |
| &nbsp;&nbsp;&nbsp;Jack in the Box Inc  | 4021 | 291 |
| &nbsp;&nbsp;&nbsp;JOANN  | 2500 | 13 |
| &nbsp;&nbsp;&nbsp;Johnson Outdoors Inc, Cl A  | 1400 | 79 |
| &nbsp;&nbsp;&nbsp;KB Home  | 15385 | 483 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 28400 | $911 |
| &nbsp;&nbsp;&nbsp;Kontoor Brands Inc  | 11600 | 504 |
| &nbsp;&nbsp;&nbsp;Krispy Kreme (A) | 13800 | 213 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 800 | 53 |
| &nbsp;&nbsp;&nbsp;Lands' End Inc \* | 2862 | 33 |
| &nbsp;&nbsp;&nbsp;Landsea Homes \* | 1300 | 7 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 7300 | 25 |
| &nbsp;&nbsp;&nbsp;Laureate Education Inc, Cl A  | 22700 | 238 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | 9526 | 259 |
| &nbsp;&nbsp;&nbsp;LCI Industries  | 4949 | 489 |
| &nbsp;&nbsp;&nbsp;Lear Corp  | 12471 | 1799 |
| &nbsp;&nbsp;&nbsp;Legacy Housing Corp \* | 1400 | 25 |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | 28400 | 1011 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 31256 | 456 |
| &nbsp;&nbsp;&nbsp;LGI Homes Inc \* | 4200 | 417 |
| &nbsp;&nbsp;&nbsp;Life Time Group Holdings \* | 8300 | 106 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 3300 | 28 |
| &nbsp;&nbsp;&nbsp;Light & Wonder, Cl A \* | 19362 | 1254 |
| &nbsp;&nbsp;&nbsp;Lindblad Expeditions Holdings Inc \* | 6900 | 63 |
| &nbsp;&nbsp;&nbsp;Liquidity Services Inc \* | 5922 | 99 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 5833 | 1396 |
| &nbsp;&nbsp;&nbsp;LL Flooring Holdings Inc \* | 6926 | 47 |
| &nbsp;&nbsp;&nbsp;Lordstown Motors, Cl A \*(A) | 34900 | 58 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 2900 | 76 |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc \*(A) | 114400 | 1160 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 23782 | 9045 |
| &nbsp;&nbsp;&nbsp;Lulu's Fashion Lounge Holdings \* | 1300 | 5 |
| &nbsp;&nbsp;&nbsp;Luminar Technologies, Cl A \*(A) | 55900 | 428 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 4794 | 217 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 57600 | 1354 |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | 4600 | 265 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 1800 | 21 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 5161 | 170 |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | 8172 | 1217 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 5000 | 129 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 73300 | 1336 |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | 12968 | 421 |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | 7211 | 623 |
| &nbsp;&nbsp;&nbsp;Mister Car Wash Inc \* | 16500 | 169 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 9874 | 209 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2900 | 246 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 6428 | 292 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 3700 | 42 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 3520 | 113 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 4600 | 1361 |
| &nbsp;&nbsp;&nbsp;National Vision Holdings Inc \* | 16300 | 660 |
| &nbsp;&nbsp;&nbsp;NEOGAMES \* | 2300 | 32 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 11000 | 61 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | 24800 | 520 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 8612 | 414 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 13100 | 798 |
| &nbsp;&nbsp;&nbsp;ONE Group Hospitality Inc/The \* | 4200 | 28 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;OneSpaWorld Holdings Ltd \* | 12400 | $124 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 2200 | 72 |
| &nbsp;&nbsp;&nbsp;Overstock.com Inc \* | 10300 | 274 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 3454 | 390 |
| &nbsp;&nbsp;&nbsp;Papa John's International Inc  | 6442 | 536 |
| &nbsp;&nbsp;&nbsp;Party City Holdco Inc \*(A) | 26600 | 19 |
| &nbsp;&nbsp;&nbsp;Patrick Industries Inc  | 5225 | 292 |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \*(A) | 68335 | 778 |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | 34800 | 1225 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 5388 | 681 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 16254 | 233 |
| &nbsp;&nbsp;&nbsp;Petco Health & Wellness Co Inc, Cl A \* | 19300 | 213 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 4596 | 91 |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | 18300 | 1434 |
| &nbsp;&nbsp;&nbsp;PLBY Group \*(A) | 7100 | 26 |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | 12107 | 1381 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \* | 16300 | 33 |
| &nbsp;&nbsp;&nbsp;Portillo's, Cl A \* | 5000 | 101 |
| &nbsp;&nbsp;&nbsp;Poshmark, Cl A \* | 7700 | 137 |
| &nbsp;&nbsp;&nbsp;Purple Innovation Inc, Cl A \*(A) | 10765 | 54 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 14800 | 994 |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \*(A) | 55300 | 414 |
| &nbsp;&nbsp;&nbsp;Quotient Technology Inc \* | 21000 | 62 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 83022 | 195 |
| &nbsp;&nbsp;&nbsp;RCI Hospitality Holdings Inc  | 1400 | 127 |
| &nbsp;&nbsp;&nbsp;RealReal Inc/The \* | 17400 | 26 |
| &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc, Cl A  | 10400 | 469 |
| &nbsp;&nbsp;&nbsp;Rent the Runway, Cl A \*(A) | 3700 | 5 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 10240 | 247 |
| &nbsp;&nbsp;&nbsp;Revolve Group Inc, Cl A \* | 8000 | 211 |
| &nbsp;&nbsp;&nbsp;RH \* | 4111 | 1179 |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \*(A) | 109900 | 3521 |
| &nbsp;&nbsp;&nbsp;Rocky Brands Inc  | 1600 | 45 |
| &nbsp;&nbsp;&nbsp;Rover Group, Cl A \*(A) | 11100 | 54 |
| &nbsp;&nbsp;&nbsp;RumbleON, Cl B \* | 2300 | 18 |
| &nbsp;&nbsp;&nbsp;Rush Street Interactive \* | 13600 | 48 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 7898 | 138 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 25291 | 297 |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment Inc \* | 8600 | 491 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 33989 | 2429 |
| &nbsp;&nbsp;&nbsp;Shake Shack Inc, Cl A \* | 8500 | 447 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 4152 | 110 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd  | 9700 | 630 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | 14058 | 339 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 27546 | 1162 |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | 11800 | 613 |
| &nbsp;&nbsp;&nbsp;Sleep Number Corp \* | 5009 | 147 |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands Inc  | 12383 | 146 |
| &nbsp;&nbsp;&nbsp;Snap One Holdings \*(A) | 2800 | 23 |
| &nbsp;&nbsp;&nbsp;Solid Power \*(A) | 28800 | 106 |
| &nbsp;&nbsp;&nbsp;Solo Brands, Cl A \* | 2600 | 11 |
| &nbsp;&nbsp;&nbsp;Sonder Holdings \* | 41600 | 74 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 3464 | $184 |
| &nbsp;&nbsp;&nbsp;Sonos Inc \* | 29300 | 514 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 9400 | 92 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 4766 | 183 |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | 15251 | 527 |
| &nbsp;&nbsp;&nbsp;Stitch Fix Inc, Cl A \* | 17800 | 72 |
| &nbsp;&nbsp;&nbsp;Stoneridge Inc \* | 5930 | 140 |
| &nbsp;&nbsp;&nbsp;Strategic Education Inc  | 4287 | 351 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 7788 | 276 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 3942 | 217 |
| &nbsp;&nbsp;&nbsp;Superior Group of Cos Inc  | 2000 | 20 |
| &nbsp;&nbsp;&nbsp;Sweetgreen, Cl A \*(A) | 19200 | 275 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \*(A) | 6100 | 88 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 23860 | 725 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | 36692 | 1166 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | 14366 | 1427 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 11290 | 973 |
| &nbsp;&nbsp;&nbsp;Tilly's Inc, Cl A  | 5243 | 50 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 23539 | 1128 |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | 6900 | 1063 |
| &nbsp;&nbsp;&nbsp;Topgolf Callaway Brands \* | 27706 | 580 |
| &nbsp;&nbsp;&nbsp;Torrid Holdings \* | 2700 | 11 |
| &nbsp;&nbsp;&nbsp;Traeger \* | 4800 | 15 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 17800 | 692 |
| &nbsp;&nbsp;&nbsp;TravelCenters of America Inc \* | 2700 | 138 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 20373 | 376 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 8524 | 39 |
| &nbsp;&nbsp;&nbsp;Udemy Inc \* | 17700 | 251 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | 44600 | 446 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 37000 | 323 |
| &nbsp;&nbsp;&nbsp;Unifi Inc \* | 2480 | 22 |
| &nbsp;&nbsp;&nbsp;Universal Electronics Inc \* | 2887 | 63 |
| &nbsp;&nbsp;&nbsp;Universal Technical Institute \* | 7300 | 53 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 12800 | 370 |
| &nbsp;&nbsp;&nbsp;Vacasa, Cl A \*(A) | 24500 | 38 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 8412 | 2166 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 16700 | 768 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 13073 | 366 |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | 6165 | 905 |
| &nbsp;&nbsp;&nbsp;Vivid Seats \* | 5600 | 44 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 22400 | 208 |
| &nbsp;&nbsp;&nbsp;Vizio Holding, Cl A \*(A) | 17400 | 179 |
| &nbsp;&nbsp;&nbsp;Volta \*(A) | 27500 | 14 |
| &nbsp;&nbsp;&nbsp;Vuzix \*(A) | 14200 | 59 |
| &nbsp;&nbsp;&nbsp;Warby Parker, Cl A \*(A) | 15200 | 259 |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \*(A) | 17400 | 638 |
| &nbsp;&nbsp;&nbsp;Weber, Cl A (A) | 3600 | 24 |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | 36275 | 818 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 14737 | 1723 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 6100 | 1010 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 491 | 118 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 5935 | 348 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc  | 17896 | $200 |
| &nbsp;&nbsp;&nbsp;Workhorse Group Inc \*(A) | 25800 | 59 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 12174 | 50 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 19100 | 1400 |
| &nbsp;&nbsp;&nbsp;Xometry, Cl A \*(A) | 7700 | 325 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 4800 | 329 |
| &nbsp;&nbsp;&nbsp;Xponential Fitness, Cl A \* | 2000 | 44 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 18400 | 826 |
| &nbsp;&nbsp;&nbsp;Zumiez Inc \* | 4803 | 112 |
|  |  | 150092 |
| **Consumer Staples — 3.1%** | **Consumer Staples — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;22nd Century Group Inc \*(A) | 39100 | 46 |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 36000 | 754 |
| &nbsp;&nbsp;&nbsp;Alico Inc  | 1400 | 43 |
| &nbsp;&nbsp;&nbsp;Andersons Inc/The  | 5699 | 219 |
| &nbsp;&nbsp;&nbsp;AppHarvest \*(A) | 21800 | 20 |
| &nbsp;&nbsp;&nbsp;B&G Foods Inc, Cl A (A) | 14611 | 194 |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 21400 | 230 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 27702 | 690 |
| &nbsp;&nbsp;&nbsp;Benson Hill Inc \*(A) | 43900 | 137 |
| &nbsp;&nbsp;&nbsp;Beyond Meat Inc \*(A) | 13000 | 190 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 29100 | 2190 |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 1983 | 762 |
| &nbsp;&nbsp;&nbsp;BRC Inc, Cl A \*(A) | 5800 | 35 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 30343 | 3181 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 4426 | 155 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 7828 | 456 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 7759 | 1886 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 12200 | 1358 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co \* | 2600 | 107 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 7529 | 294 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 7021 | 273 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 1089 | 536 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 77000 | 606 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 33657 | 2418 |
| &nbsp;&nbsp;&nbsp;Duckhorn Portfolio Inc/The \* | 8000 | 129 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co  | 10545 | 456 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 10800 | 594 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 15345 | 523 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 38708 | 1163 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 7681 | 213 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 9300 | 623 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 19600 | 593 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 15060 | 282 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 20144 | 353 |
| &nbsp;&nbsp;&nbsp;HF Foods Group Inc \* | 9900 | 44 |
| &nbsp;&nbsp;&nbsp;Honest \* | 18200 | 52 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 28600 | 755 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 2645 | 267 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 14365 | 1407 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 4106 | 391 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 3064 | 503 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 1819 | $154 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 4229 | 876 |
| &nbsp;&nbsp;&nbsp;Lifecore Biomedical \* | 4693 | 40 |
| &nbsp;&nbsp;&nbsp;Medifast Inc  | 2564 | 323 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 2800 | 350 |
| &nbsp;&nbsp;&nbsp;Mission Produce Inc \* | 9300 | 148 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp  | 5204 | 268 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 1085 | 11 |
| &nbsp;&nbsp;&nbsp;Nature's Sunshine Products Inc \* | 2937 | 26 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 11205 | 467 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 29300 | 175 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 33727 | 2057 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 10307 | 270 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 11969 | 1120 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 5423 | 385 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 35300 | 553 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 12500 | 400 |
| &nbsp;&nbsp;&nbsp;Rite Aid Corp \*(A) | 13411 | 68 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 57 | 225 |
| &nbsp;&nbsp;&nbsp;Seneca Foods Corp, Cl A \* | 1262 | 81 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 18800 | 750 |
| &nbsp;&nbsp;&nbsp;Sovos Brands \* | 5900 | 85 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 8136 | 267 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 8487 | 452 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 22500 | 772 |
| &nbsp;&nbsp;&nbsp;SunOpta \* | 17100 | 160 |
| &nbsp;&nbsp;&nbsp;Tattooed Chef Inc \*(A) | 11500 | 17 |
| &nbsp;&nbsp;&nbsp;Thorne HealthTech \* | 1500 | 7 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 3721 | 167 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 10509 | 520 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 3200 | 71 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 12798 | 610 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 5545 | 315 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 41800 | 1529 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 2832 | 156 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc  | 13800 | 263 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 32691 | 363 |
| &nbsp;&nbsp;&nbsp;Veru Inc \*(A) | 14700 | 84 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 1962 | 44 |
| &nbsp;&nbsp;&nbsp;Vintage Wine Estates \*(A) | 7300 | 24 |
| &nbsp;&nbsp;&nbsp;Vita Coco Co Inc/The \*(A) | 6100 | 72 |
| &nbsp;&nbsp;&nbsp;Vital Farms Inc \* | 5500 | 79 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 3086 | 517 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 3604 | 314 |
| &nbsp;&nbsp;&nbsp;Whole Earth Brands Inc \* | 10300 | 45 |
|  |  | 40808 |
| **Energy — 5.1%** | **Energy — 5.1%** |  |
| &nbsp;&nbsp;&nbsp;Aemetis \*(A) | 5000 | 28 |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 15300 | 53 |
| &nbsp;&nbsp;&nbsp;Amplify Energy Corp \* | 4900 | 41 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 68200 | 773 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 62780 | 2295 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc (A) | 3000 | $464 |
| &nbsp;&nbsp;&nbsp;Archaea Energy, Cl A \* | 11200 | 290 |
| &nbsp;&nbsp;&nbsp;Archrock Inc  | 30283 | 264 |
| &nbsp;&nbsp;&nbsp;Ardmore Shipping Corp \* | 7800 | 118 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 19400 | 175 |
| &nbsp;&nbsp;&nbsp;Borr Drilling \*(A) | 33500 | 156 |
| &nbsp;&nbsp;&nbsp;Brigham Minerals Inc, Cl A  | 12000 | 425 |
| &nbsp;&nbsp;&nbsp;Bristow Group \* | 4997 | 130 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 12400 | 674 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 16500 | 749 |
| &nbsp;&nbsp;&nbsp;Callon Petroleum Co \* | 11100 | 465 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 2000 | 76 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 43300 | 1335 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 53765 | 9428 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 25493 | 2638 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 9030 | 1377 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 15634 | 1053 |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp \* | 29988 | 203 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 40200 | 698 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc (A) | 21000 | 385 |
| &nbsp;&nbsp;&nbsp;CONSOL Energy Inc  | 7475 | 579 |
| &nbsp;&nbsp;&nbsp;Crescent Energy, Cl A (A) | 6660 | 94 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 7097 | 261 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 14390 | 446 |
| &nbsp;&nbsp;&nbsp;Denbury Inc \* | 10800 | 969 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 31900 | 323 |
| &nbsp;&nbsp;&nbsp;Diamond Offshore Drilling \* | 25000 | 239 |
| &nbsp;&nbsp;&nbsp;DMC Global Inc \* | 5100 | 94 |
| &nbsp;&nbsp;&nbsp;Dorian LPG Ltd  | 6747 | 131 |
| &nbsp;&nbsp;&nbsp;Dril-Quip Inc \* | 7987 | 188 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 20800 | 1255 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \*(A) | 8200 | 130 |
| &nbsp;&nbsp;&nbsp;Energy Fuels Inc/Canada \*(A) | 36000 | 250 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 5900 | 335 |
| &nbsp;&nbsp;&nbsp;Equitrans Midstream Corp  | 82900 | 695 |
| &nbsp;&nbsp;&nbsp;Excelerate Energy, Cl A  | 2400 | 68 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 15357 | 267 |
| &nbsp;&nbsp;&nbsp;FLEX LNG (A) | 7100 | 267 |
| &nbsp;&nbsp;&nbsp;Frontline Ltd/Bermuda (A) | 28000 | 387 |
| &nbsp;&nbsp;&nbsp;Gevo Inc \*(A) | 45000 | 98 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd \* | 22402 | 562 |
| &nbsp;&nbsp;&nbsp;Green Plains Inc \* | 11190 | 387 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* | 2200 | 178 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 32569 | 208 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 21900 | 1119 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 31500 | 1964 |
| &nbsp;&nbsp;&nbsp;HighPeak Energy Inc (A) | 1100 | 26 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 10128 | 436 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings, Cl A (A) | 3900 | 133 |
| &nbsp;&nbsp;&nbsp;Kosmos Energy Ltd \* | 93875 | 624 |
| &nbsp;&nbsp;&nbsp;Laredo Petroleum \* | 3800 | 243 |
| &nbsp;&nbsp;&nbsp;Liberty Oilfield Services Inc, Cl A \* | 32400 | 536 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 35200 | $918 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 24300 | 1613 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 31700 | 1496 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 1991 | 315 |
| &nbsp;&nbsp;&nbsp;NACCO Industries Inc, Cl A (A) | 900 | 41 |
| &nbsp;&nbsp;&nbsp;National Energy Services Reunited Corp \* | 12200 | 78 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 11000 | 560 |
| &nbsp;&nbsp;&nbsp;Newpark Resources Inc \* | 18020 | 72 |
| &nbsp;&nbsp;&nbsp;NextDecade Corp \*(A) | 7100 | 39 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions Inc \* | 39539 | 403 |
| &nbsp;&nbsp;&nbsp;Noble \* | 16200 | 601 |
| &nbsp;&nbsp;&nbsp;Nordic American Tankers Ltd  | 34377 | 124 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 14700 | 535 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 85200 | 1914 |
| &nbsp;&nbsp;&nbsp;Oceaneering International Inc \* | 22646 | 344 |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 16699 | 113 |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 53900 | 3005 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 9986 | 234 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc  | 44522 | 799 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 20477 | 814 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 20477 | 1522 |
| &nbsp;&nbsp;&nbsp;Peabody Energy Corp \* | 24700 | 789 |
| &nbsp;&nbsp;&nbsp;Permian Resources, Cl A  | 42700 | 434 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding Corp, Cl A \* | 3000 | 71 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 19200 | 211 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 55700 | 1608 |
| &nbsp;&nbsp;&nbsp;Ranger Oil Corp, Cl A  | 4700 | 205 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 3900 | 115 |
| &nbsp;&nbsp;&nbsp;Riley Exploration Permian (A) | 1200 | 39 |
| &nbsp;&nbsp;&nbsp;Ring Energy Inc \*(A) | 10000 | 27 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 15199 | 141 |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc \* | 8200 | 167 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 10813 | 552 |
| &nbsp;&nbsp;&nbsp;Select Energy Services Inc, Cl A  | 17800 | 146 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 22476 | 220 |
| &nbsp;&nbsp;&nbsp;SilverBow Resources Inc \*(A) | 1500 | 52 |
| &nbsp;&nbsp;&nbsp;Sitio Royalties Corp (A) | 1625 | 51 |
| &nbsp;&nbsp;&nbsp;SM Energy Co  | 25813 | 1113 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 5400 | 59 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 239971 | 1661 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 12200 | 240 |
| &nbsp;&nbsp;&nbsp;Teekay Corp \* | 14800 | 66 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 5100 | 172 |
| &nbsp;&nbsp;&nbsp;Tellurian Inc \*(A) | 101800 | 274 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 34000 | 129 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 1300 | 3370 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 9800 | 298 |
| &nbsp;&nbsp;&nbsp;Uranium Energy Corp \*(A) | 63200 | 245 |
| &nbsp;&nbsp;&nbsp;Ur-Energy \*(A) | 38700 | 51 |
| &nbsp;&nbsp;&nbsp;US Silica Holdings Inc \* | 15626 | 205 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 15500 | 80 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 12800 | 845 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Vertex Energy Inc \*(A) | 13700 | $114 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 21338 | 147 |
| &nbsp;&nbsp;&nbsp;Weatherford International \* | 14600 | 634 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 12341 | 351 |
|  |  | 68207 |
| **Financials — 16.1%** | **Financials — 16.1%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 2758 | 157 |
| &nbsp;&nbsp;&nbsp;ACNB Corp  | 1900 | 75 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc (A) | 2800 | 49 |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 8500 | 1364 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 115921 | 1158 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 3400 | 80 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 64600 | 1745 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 3000 | 80 |
| &nbsp;&nbsp;&nbsp;A-Mark Precious Metals Inc  | 3800 | 131 |
| &nbsp;&nbsp;&nbsp;Ambac Financial Group Inc \* | 7800 | 127 |
| &nbsp;&nbsp;&nbsp;Amerant Bancorp Inc, Cl A  | 5100 | 150 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 16078 | 651 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 14653 | 2084 |
| &nbsp;&nbsp;&nbsp;American National Bankshares Inc  | 2006 | 77 |
| &nbsp;&nbsp;&nbsp;Ameris Bancorp  | 13362 | 707 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 4533 | 269 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage (A) | 1600 | 12 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management  | 92839 | 2012 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Inc  | 32819 | 406 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 98684 | 6848 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust Inc <sup>‡</sup> | 36200 | 539 |
| &nbsp;&nbsp;&nbsp;Ares Commercial Real Estate Corp  | 9600 | 120 |
| &nbsp;&nbsp;&nbsp;Ares Management Corp, Cl A  | 32845 | 2575 |
| &nbsp;&nbsp;&nbsp;Argo Group International Holdings Ltd  | 6816 | 185 |
| &nbsp;&nbsp;&nbsp;ARMOUR Residential REIT Inc <sup>‡</sup>(A) | 19724 | 116 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 3252 | 114 |
| &nbsp;&nbsp;&nbsp;Artisan Partners Asset Management Inc, Cl A  | 13300 | 461 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 3900 | 97 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 31336 | 771 |
| &nbsp;&nbsp;&nbsp;Associated Capital Group Inc  | 500 | 20 |
| &nbsp;&nbsp;&nbsp;Assured Guaranty Ltd  | 12587 | 838 |
| &nbsp;&nbsp;&nbsp;Atlantic Union Bankshares Corp  | 16882 | 602 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 1100 | 32 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 16568 | 954 |
| &nbsp;&nbsp;&nbsp;Axos Financial Inc \* | 11236 | 451 |
| &nbsp;&nbsp;&nbsp;B Riley Financial Inc  | 4400 | 193 |
| &nbsp;&nbsp;&nbsp;Banc of California Inc  | 10100 | 171 |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 4050 | 413 |
| &nbsp;&nbsp;&nbsp;Banco Latinoamericano de Comercio Exterior SA, Cl E  | 7012 | 116 |
| &nbsp;&nbsp;&nbsp;Bancorp Inc/The \* | 12492 | 374 |
| &nbsp;&nbsp;&nbsp;Bank First Corp (A) | 1500 | 143 |
| &nbsp;&nbsp;&nbsp;Bank of Hawaii Corp  | 8024 | 647 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 3614 | 130 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 11500 | 400 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 23070 | $1065 |
| &nbsp;&nbsp;&nbsp;BankUnited Inc  | 17096 | 628 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 7051 | 498 |
| &nbsp;&nbsp;&nbsp;Bar Harbor Bankshares  | 2850 | 86 |
| &nbsp;&nbsp;&nbsp;BayCom Corp  | 3000 | 57 |
| &nbsp;&nbsp;&nbsp;BCB Bancorp Inc  | 3200 | 60 |
| &nbsp;&nbsp;&nbsp;Berkshire Hills Bancorp Inc  | 8691 | 271 |
| &nbsp;&nbsp;&nbsp;BGC Partners Inc, Cl A  | 72536 | 313 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 151000 | 13821 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust Inc, Cl A <sup>‡</sup> | 34500 | 872 |
| &nbsp;&nbsp;&nbsp;Blucora Inc \* | 10529 | 264 |
| &nbsp;&nbsp;&nbsp;Blue Foundry Bancorp \* | 6000 | 78 |
| &nbsp;&nbsp;&nbsp;Blue Owl Capital Inc, Cl A  | 92000 | 1040 |
| &nbsp;&nbsp;&nbsp;Blue Ridge Bankshares Inc  | 3700 | 48 |
| &nbsp;&nbsp;&nbsp;BOK Financial Corp  | 6582 | 689 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings Inc  | 11300 | 464 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 6100 | 118 |
| &nbsp;&nbsp;&nbsp;Bright Health Group \*(A) | 42400 | 42 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 14500 | 808 |
| &nbsp;&nbsp;&nbsp;Brightsphere Investment Group Inc  | 7363 | 150 |
| &nbsp;&nbsp;&nbsp;BrightSpire Capital, Cl A  | 21794 | 156 |
| &nbsp;&nbsp;&nbsp;Broadmark Realty Capital  | 30500 | 124 |
| &nbsp;&nbsp;&nbsp;Brookline Bancorp Inc  | 16574 | 236 |
| &nbsp;&nbsp;&nbsp;BRP Group Inc, Cl A \* | 13300 | 400 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 4300 | 101 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5970 | 136 |
| &nbsp;&nbsp;&nbsp;Cadence Bank  | 38931 | 1123 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 1500 | 133 |
| &nbsp;&nbsp;&nbsp;Camden National Corp  | 3058 | 134 |
| &nbsp;&nbsp;&nbsp;Cannae Holdings Inc \* | 13962 | 323 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 1900 | 47 |
| &nbsp;&nbsp;&nbsp;Capital City Bank Group Inc  | 2861 | 101 |
| &nbsp;&nbsp;&nbsp;Capitol Federal Financial Inc  | 28287 | 237 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings Inc  | 2400 | 43 |
| &nbsp;&nbsp;&nbsp;Carlyle Group Inc/The  | 44400 | 1384 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 7100 | 132 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp  | 15115 | 702 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 6810 | 144 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 53665 | 368 |
| &nbsp;&nbsp;&nbsp;Citizens & Northern Corp  | 3540 | 87 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 2985 | 304 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 3400 | 78 |
| &nbsp;&nbsp;&nbsp;Claros Mortgage Trust (A) | 21600 | 373 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 6675 | 284 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 1948 | 50 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 23425 | 550 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 1900 | 95 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 5536 | 367 |
| &nbsp;&nbsp;&nbsp;Coinbase Global Inc, Cl A \*(A) | 33200 | 1518 |
| &nbsp;&nbsp;&nbsp;Colony Bankcorp Inc  | 3700 | 51 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System Inc  | 15529 | 529 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 8700 | 192 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Commerce Bancshares Inc/MO  | 22890 | $1715 |
| &nbsp;&nbsp;&nbsp;Community Bank System Inc  | 11251 | 733 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 3393 | 163 |
| &nbsp;&nbsp;&nbsp;Compass Diversified Holdings (A) | 14400 | 282 |
| &nbsp;&nbsp;&nbsp;ConnectOne Bancorp Inc  | 8383 | 220 |
| &nbsp;&nbsp;&nbsp;Cowen Inc, Cl A  | 5930 | 229 |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 5700 | 36 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \*(A) | 1512 | 717 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 11500 | 159 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 12205 | 1771 |
| &nbsp;&nbsp;&nbsp;Curo Group Holdings Corp  | 4500 | 16 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 6770 | 218 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 28179 | 808 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc  | 654 | 116 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 7729 | 276 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 2500 | 37 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 5132 | 196 |
| &nbsp;&nbsp;&nbsp;Dynex Capital Inc  | 9597 | 126 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc  | 7306 | 345 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 29666 | 2083 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc  | 33800 | 663 |
| &nbsp;&nbsp;&nbsp;eHealth Inc \* | 5874 | 21 |
| &nbsp;&nbsp;&nbsp;Ellington Financial Inc (A) | 13700 | 187 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 5074 | 236 |
| &nbsp;&nbsp;&nbsp;Enact Holdings (A) | 7000 | 174 |
| &nbsp;&nbsp;&nbsp;Encore Capital Group Inc \* | 5675 | 286 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 6066 | 245 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd \* | 2351 | 512 |
| &nbsp;&nbsp;&nbsp;Enterprise Bancorp Inc/MA  | 2848 | 100 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 7165 | 375 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 81000 | 2571 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 3900 | 143 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 5487 | 1549 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 1600 | 72 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd  | 22400 | 898 |
| &nbsp;&nbsp;&nbsp;Evercore Inc, Cl A  | 7576 | 873 |
| &nbsp;&nbsp;&nbsp;EZCORP Inc, Cl A \* | 11257 | 113 |
| &nbsp;&nbsp;&nbsp;Farmers & Merchants Bancorp Inc/Archbold OH (A) | 3200 | 92 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 6800 | 103 |
| &nbsp;&nbsp;&nbsp;FB Financial Corp  | 7502 | 321 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C  | 1988 | 250 |
| &nbsp;&nbsp;&nbsp;Federated Hermes Inc, Cl B  | 17870 | 678 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 57266 | 2311 |
| &nbsp;&nbsp;&nbsp;Finance of America, Cl A \* | 7100 | 10 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 3243 | 82 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 21572 | 1179 |
| &nbsp;&nbsp;&nbsp;First Bancorp Inc/The  | 3052 | 96 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico  | 38016 | 585 |
| &nbsp;&nbsp;&nbsp;First Bancorp/Southern Pines NC  | 7645 | 372 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 4600 | 157 |
| &nbsp;&nbsp;&nbsp;First Bank  | 3700 | 57 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 12392 | $323 |
| &nbsp;&nbsp;&nbsp;First Business Financial Services Inc  | 1800 | 69 |
| &nbsp;&nbsp;&nbsp;First Citizens BancShares Inc/NC, Cl A  | 2602 | 2124 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 18601 | 274 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 2342 | 87 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp  | 20633 | 545 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 27712 | 1024 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2412 | 116 |
| &nbsp;&nbsp;&nbsp;First Foundation Inc  | 9100 | 127 |
| &nbsp;&nbsp;&nbsp;First Hawaiian Inc  | 25900 | 688 |
| &nbsp;&nbsp;&nbsp;First Horizon Corp  | 111525 | 2771 |
| &nbsp;&nbsp;&nbsp;First Internet Bancorp  | 2200 | 57 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem Inc, Cl A  | 19316 | 843 |
| &nbsp;&nbsp;&nbsp;First Merchants Corp  | 11318 | 500 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares Inc  | 3572 | 124 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 4995 | 97 |
| &nbsp;&nbsp;&nbsp;First Western Financial \* | 1800 | 55 |
| &nbsp;&nbsp;&nbsp;FirstCash Holdings  | 8120 | 762 |
| &nbsp;&nbsp;&nbsp;Five Star Bancorp  | 2800 | 76 |
| &nbsp;&nbsp;&nbsp;Flagstar Bancorp Inc  | 11700 | 439 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 6070 | 127 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 74289 | 1047 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners Inc, Cl A \* | 12800 | 488 |
| &nbsp;&nbsp;&nbsp;Franklin BSP Realty Trust  | 20154 | 294 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 35712 | 664 |
| &nbsp;&nbsp;&nbsp;FVCBankcorp Inc \* | 2700 | 53 |
| &nbsp;&nbsp;&nbsp;GCM Grosvenor (A) | 10000 | 88 |
| &nbsp;&nbsp;&nbsp;Genworth Financial Inc, Cl A \* | 103600 | 521 |
| &nbsp;&nbsp;&nbsp;German American Bancorp Inc  | 6166 | 246 |
| &nbsp;&nbsp;&nbsp;Glacier Bancorp Inc  | 22975 | 1330 |
| &nbsp;&nbsp;&nbsp;Goosehead Insurance Inc, Cl A \* | 4100 | 166 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust Inc  | 10941 | 70 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 2499 | 157 |
| &nbsp;&nbsp;&nbsp;Green Dot Corp, Cl A \* | 9255 | 189 |
| &nbsp;&nbsp;&nbsp;Greene County Bancorp Inc  | 510 | 39 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 6409 | 50 |
| &nbsp;&nbsp;&nbsp;Guaranty Bancshares Inc/TX  | 1500 | 53 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 8000 | 591 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 17614 | 966 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 6878 | 186 |
| &nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital Inc  | 19300 | 626 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 7617 | 1122 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 10720 | 157 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 2200 | 43 |
| &nbsp;&nbsp;&nbsp;HCI Group Inc  | 1115 | 42 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA Inc  | 7875 | 384 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 13600 | 193 |
| &nbsp;&nbsp;&nbsp;Heritage Financial Corp/WA  | 8071 | 266 |
| &nbsp;&nbsp;&nbsp;Hilltop Holdings Inc  | 9500 | 283 |
| &nbsp;&nbsp;&nbsp;Hingham Institution For Savings The  | 300 | 88 |
| &nbsp;&nbsp;&nbsp;Hippo Holdings \*(A) | 3484 | 52 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Home Bancorp Inc  | 1800 | $77 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 40432 | 1029 |
| &nbsp;&nbsp;&nbsp;Home Point Capital  | 1600 | 3 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 4372 | 119 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 4102 | 105 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc  | 26995 | 368 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp  | 8314 | 321 |
| &nbsp;&nbsp;&nbsp;Horizon Bancorp Inc/IN  | 9425 | 153 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 10600 | 1042 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp  | 9720 | 880 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 5400 | 132 |
| &nbsp;&nbsp;&nbsp;Independent Bank Group Inc  | 7402 | 488 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 20027 | 1608 |
| &nbsp;&nbsp;&nbsp;International Bancshares Corp  | 12050 | 635 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital Inc (A) | 8009 | 105 |
| &nbsp;&nbsp;&nbsp;Investors Title Co  | 400 | 61 |
| &nbsp;&nbsp;&nbsp;Jackson Financial, Cl A  | 17200 | 642 |
| &nbsp;&nbsp;&nbsp;James River Group Holdings Ltd  | 8200 | 197 |
| &nbsp;&nbsp;&nbsp;Janus Henderson Group PLC  | 30600 | 774 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 43700 | 1660 |
| &nbsp;&nbsp;&nbsp;John Marshall Bancorp  | 2700 | 78 |
| &nbsp;&nbsp;&nbsp;Kearny Financial Corp/MD  | 10929 | 106 |
| &nbsp;&nbsp;&nbsp;Kemper Corp  | 13873 | 790 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 4500 | 1387 |
| &nbsp;&nbsp;&nbsp;KKR & Co Inc  | 123963 | 6436 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust Inc  | 12500 | 207 |
| &nbsp;&nbsp;&nbsp;Ladder Capital Corp, Cl A <sup>‡</sup> | 25162 | 279 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 13393 | 250 |
| &nbsp;&nbsp;&nbsp;Lakeland Financial Corp  | 4757 | 376 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A (A) | 20031 | 733 |
| &nbsp;&nbsp;&nbsp;Lemonade Inc \*(A) | 10200 | 202 |
| &nbsp;&nbsp;&nbsp;LendingClub Corp \* | 22600 | 233 |
| &nbsp;&nbsp;&nbsp;LendingTree Inc \* | 2700 | 65 |
| &nbsp;&nbsp;&nbsp;Live Oak Bancshares Inc  | 7300 | 243 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 17162 | 4062 |
| &nbsp;&nbsp;&nbsp;Luther Burbank Corp  | 4422 | 52 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 5200 | 58 |
| &nbsp;&nbsp;&nbsp;Markel Corp \* | 2913 | 3859 |
| &nbsp;&nbsp;&nbsp;MBIA Inc \* | 10982 | 140 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 3557 | 124 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 3300 | 84 |
| &nbsp;&nbsp;&nbsp;Mercury General Corp  | 5978 | 217 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 3800 | 85 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 2100 | 133 |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc  | 25224 | 282 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 65418 | 898 |
| &nbsp;&nbsp;&nbsp;Mid Penn Bancorp Inc  | 3200 | 106 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 5600 | 151 |
| &nbsp;&nbsp;&nbsp;MidWestOne Financial Group Inc  | 3169 | 111 |
| &nbsp;&nbsp;&nbsp;Moelis & Co, Cl A  | 13700 | 592 |
| &nbsp;&nbsp;&nbsp;Moneylion \* | 32500 | 24 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 5420 | 1329 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Mr Cooper Group Inc \* | 15071 | $681 |
| &nbsp;&nbsp;&nbsp;MVB Financial Corp  | 2400 | 57 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 6400 | 298 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 510 | 107 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 25600 | 424 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc  | 8508 | 393 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 2731 | 269 |
| &nbsp;&nbsp;&nbsp;NerdWallet, Cl A \*(A) | 5800 | 74 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc (A) | 94239 | 881 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust Inc <sup>‡</sup> | 90238 | 254 |
| &nbsp;&nbsp;&nbsp;NI Holdings Inc \* | 2300 | 31 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 2200 | 182 |
| &nbsp;&nbsp;&nbsp;NMI Holdings Inc, Cl A \* | 19100 | 411 |
| &nbsp;&nbsp;&nbsp;Northeast Bank  | 1500 | 63 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 10205 | 163 |
| &nbsp;&nbsp;&nbsp;Northwest Bancshares Inc  | 27479 | 420 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 13468 | 315 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 10925 | 316 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 60361 | 1153 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp  | 58844 | 1442 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp Inc  | 10100 | 176 |
| &nbsp;&nbsp;&nbsp;OmniAB Inc  | 2598 |  |
| &nbsp;&nbsp;&nbsp;OneMain Holdings Inc, Cl A  | 24700 | 972 |
| &nbsp;&nbsp;&nbsp;Open Lending, Cl A \* | 23800 | 168 |
| &nbsp;&nbsp;&nbsp;Oportun Financial Corp \* | 5900 | 33 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 2164 | 90 |
| &nbsp;&nbsp;&nbsp;Orchid Island Capital, Cl A (A) | 7420 | 81 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 5000 | 205 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 700 | 19 |
| &nbsp;&nbsp;&nbsp;Oscar Health, Cl A \* | 30800 | 89 |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Inc  | 18836 | 696 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 23312 | 609 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings Inc, Cl A \* | 4700 | 295 |
| &nbsp;&nbsp;&nbsp;Park National Corp  | 2805 | 424 |
| &nbsp;&nbsp;&nbsp;Parke Bancorp Inc  | 2200 | 48 |
| &nbsp;&nbsp;&nbsp;Pathward Financial  | 6100 | 266 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp  | 2600 | 48 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp (A) | 5000 | 100 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 3154 | 130 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services Inc  | 5600 | 334 |
| &nbsp;&nbsp;&nbsp;PennyMac Mortgage Investment Trust <sup>‡</sup> | 21963 | 335 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 5572 | 167 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 1600 | 91 |
| &nbsp;&nbsp;&nbsp;Perella Weinberg Partners, Cl A  | 10900 | 104 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 16127 | 1353 |
| &nbsp;&nbsp;&nbsp;Pioneer Bancorp \* | 2700 | 32 |
| &nbsp;&nbsp;&nbsp;Piper Sandler Cos  | 3877 | 557 |
| &nbsp;&nbsp;&nbsp;PJT Partners Inc  | 5200 | 400 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 15756 | 1151 |
| &nbsp;&nbsp;&nbsp;PRA Group Inc \* | 7658 | 263 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 3037 | 230 |
| &nbsp;&nbsp;&nbsp;Premier Financial Corp  | 6876 | 201 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Primerica Inc  | 7929 | $1182 |
| &nbsp;&nbsp;&nbsp;Primis Financial Corp  | 6000 | 74 |
| &nbsp;&nbsp;&nbsp;ProAssurance Corp  | 11625 | 232 |
| &nbsp;&nbsp;&nbsp;Professional Holding, Cl A \* | 2900 | 87 |
| &nbsp;&nbsp;&nbsp;PROG Holdings Inc \* | 9978 | 196 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 18235 | 1378 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 3500 | 24 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 16778 | 378 |
| &nbsp;&nbsp;&nbsp;QCR Holdings Inc  | 3900 | 205 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 32548 | 637 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 2600 | 58 |
| &nbsp;&nbsp;&nbsp;Ready Capital Corp  | 15432 | 207 |
| &nbsp;&nbsp;&nbsp;Red River Bancshares Inc  | 1200 | 63 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 27405 | 216 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 1700 | 50 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 14016 | 2024 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 9206 | 1739 |
| &nbsp;&nbsp;&nbsp;Renasant Corp  | 12460 | 508 |
| &nbsp;&nbsp;&nbsp;Republic Bancorp Inc/KY, Cl A  | 1998 | 88 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 9800 | 25 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 90188 | 816 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 8282 | 1077 |
| &nbsp;&nbsp;&nbsp;Robinhood Markets Inc, Cl A \* | 120600 | 1157 |
| &nbsp;&nbsp;&nbsp;Rocket Cos Inc, Cl A (A) | 21000 | 174 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 17400 | 701 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 8332 | 312 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 3131 | 287 |
| &nbsp;&nbsp;&nbsp;Sandy Spring Bancorp Inc  | 10110 | 352 |
| &nbsp;&nbsp;&nbsp;Sculptor Capital Management Inc, Cl A  | 5700 | 57 |
| &nbsp;&nbsp;&nbsp;Seacoast Banking Corp of Florida  | 12398 | 426 |
| &nbsp;&nbsp;&nbsp;SEI Investments Co <sup>†</sup> | 22619 | 1409 |
| &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc  | 12284 | 1181 |
| &nbsp;&nbsp;&nbsp;Selectquote Inc \* | 28700 | 17 |
| &nbsp;&nbsp;&nbsp;ServisFirst Bancshares Inc  | 10600 | 804 |
| &nbsp;&nbsp;&nbsp;Shore Bancshares Inc  | 2000 | 40 |
| &nbsp;&nbsp;&nbsp;Sierra Bancorp  | 2978 | 64 |
| &nbsp;&nbsp;&nbsp;Silvergate Capital Corp, Cl A \*(A) | 7000 | 192 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 25753 | 598 |
| &nbsp;&nbsp;&nbsp;SiriusPoint Ltd \* | 20200 | 132 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 52820 | 922 |
| &nbsp;&nbsp;&nbsp;SmartFinancial Inc  | 3100 | 93 |
| &nbsp;&nbsp;&nbsp;SoFi Technologies Inc \*(A) | 169100 | 817 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 2400 | 74 |
| &nbsp;&nbsp;&nbsp;Southern First Bancshares Inc \* | 1491 | 74 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 1900 | 99 |
| &nbsp;&nbsp;&nbsp;Southside Bancshares Inc  | 6762 | 246 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 15484 | 1360 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 60580 | 1297 |
| &nbsp;&nbsp;&nbsp;Stellar Bancorp  | 9840 | 333 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 10500 | 315 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 5841 | 258 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 22173 | 1425 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Stock Yards Bancorp Inc  | 6502 | $481 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 3768 | 382 |
| &nbsp;&nbsp;&nbsp;Summit Financial Group Inc  | 2600 | 74 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 29892 | 1259 |
| &nbsp;&nbsp;&nbsp;Texas Capital Bancshares Inc \* | 10023 | 601 |
| &nbsp;&nbsp;&nbsp;TFS Financial Corp  | 12343 | 168 |
| &nbsp;&nbsp;&nbsp;Third Coast Bancshares \* | 800 | 16 |
| &nbsp;&nbsp;&nbsp;Tiptree Inc  | 5100 | 71 |
| &nbsp;&nbsp;&nbsp;Tompkins Financial Corp  | 2705 | 226 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 13867 | 448 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust Inc  | 14400 | 107 |
| &nbsp;&nbsp;&nbsp;Tradeweb Markets Inc, Cl A  | 23100 | 1420 |
| &nbsp;&nbsp;&nbsp;Trean Insurance Group Inc \* | 3800 | 10 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares  | 6909 | 377 |
| &nbsp;&nbsp;&nbsp;Triumph Bancorp Inc \* | 5200 | 311 |
| &nbsp;&nbsp;&nbsp;Trupanion Inc \*(A) | 8600 | 449 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 4325 | 168 |
| &nbsp;&nbsp;&nbsp;Trustmark Corp  | 12639 | 462 |
| &nbsp;&nbsp;&nbsp;Two Harbors Investment  | 20111 | 330 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp  | 9345 | 799 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 45931 | 931 |
| &nbsp;&nbsp;&nbsp;United Bankshares Inc/WV  | 28656 | 1229 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 21618 | 842 |
| &nbsp;&nbsp;&nbsp;United Fire Group Inc  | 4171 | 127 |
| &nbsp;&nbsp;&nbsp;Unity Bancorp Inc  | 2800 | 80 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 5900 | 65 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 7415 | 209 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 41900 | 1767 |
| &nbsp;&nbsp;&nbsp;Upstart Holdings Inc \*(A) | 14400 | 281 |
| &nbsp;&nbsp;&nbsp;UWM Holdings Corp (A) | 20000 | 89 |
| &nbsp;&nbsp;&nbsp;Valley National Bancorp  | 91668 | 1160 |
| &nbsp;&nbsp;&nbsp;Value Line Inc  | 300 | 17 |
| &nbsp;&nbsp;&nbsp;Velocity Financial \* | 1800 | 18 |
| &nbsp;&nbsp;&nbsp;Veritex Holdings Inc  | 10839 | 354 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings Inc, Cl A  | 2200 | 64 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 19100 | 424 |
| &nbsp;&nbsp;&nbsp;Virtus Investment Partners Inc  | 1658 | 322 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 20900 | 1379 |
| &nbsp;&nbsp;&nbsp;Walker & Dunlop Inc  | 6423 | 574 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 13436 | 474 |
| &nbsp;&nbsp;&nbsp;Washington Trust Bancorp Inc  | 3870 | 193 |
| &nbsp;&nbsp;&nbsp;Waterstone Financial Inc  | 4000 | 67 |
| &nbsp;&nbsp;&nbsp;Webster Financial Corp  | 37729 | 2050 |
| &nbsp;&nbsp;&nbsp;WesBanco Inc  | 12109 | 490 |
| &nbsp;&nbsp;&nbsp;West BanCorp Inc  | 3785 | 91 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp  | 4955 | 306 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 22061 | 1512 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 562 | 764 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 12449 | 1138 |
| &nbsp;&nbsp;&nbsp;WisdomTree Investments Inc  | 34575 | 193 |
| &nbsp;&nbsp;&nbsp;World Acceptance Corp \* | 976 | 69 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;WSFS Financial Corp  | 13212 | $641 |
|  |  | 212008 |
| **Health Care — 12.8%** | **Health Care — 12.8%** |  |
| &nbsp;&nbsp;&nbsp;10X Genomics Inc, Cl A \* | 20600 | 796 |
| &nbsp;&nbsp;&nbsp;1Life Healthcare Inc \* | 37200 | 632 |
| &nbsp;&nbsp;&nbsp;23andMe Holding, Cl A \*(A) | 45800 | 140 |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 8200 | 128 |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \*(A) | 7700 | 186 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \*(A) | 40500 | 521 |
| &nbsp;&nbsp;&nbsp;Absci Corp \* | 16500 | 41 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 18587 | 1655 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc \* | 26900 | 419 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 11200 | 99 |
| &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc \* | 15900 | 242 |
| &nbsp;&nbsp;&nbsp;AdaptHealth Corp, Cl A \* | 15400 | 344 |
| &nbsp;&nbsp;&nbsp;Adaptive Biotechnologies Corp \* | 23700 | 208 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare Corp \* | 3600 | 397 |
| &nbsp;&nbsp;&nbsp;Adicet Bio Inc \* | 4500 | 82 |
| &nbsp;&nbsp;&nbsp;ADMA Biologics Inc \* | 40800 | 136 |
| &nbsp;&nbsp;&nbsp;Aerovate Therapeutics \* | 2200 | 41 |
| &nbsp;&nbsp;&nbsp;Affimed NV \* | 27377 | 59 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 57300 | 155 |
| &nbsp;&nbsp;&nbsp;Agiliti \* | 6100 | 101 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 41700 | 732 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 12800 | 386 |
| &nbsp;&nbsp;&nbsp;AirSculpt Technologies  | 1400 | 5 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics Inc \* | 5500 | 256 |
| &nbsp;&nbsp;&nbsp;Akoya Biosciences \* | 1600 | 21 |
| &nbsp;&nbsp;&nbsp;Albireo Pharma Inc \* | 2900 | 64 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 13000 | 110 |
| &nbsp;&nbsp;&nbsp;Alignment Healthcare \* | 17000 | 226 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 33053 | 819 |
| &nbsp;&nbsp;&nbsp;Allogene Therapeutics Inc \*(A) | 20200 | 199 |
| &nbsp;&nbsp;&nbsp;Allovir \* | 7300 | 55 |
| &nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Inc \* | 22053 | 418 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 25989 | 5733 |
| &nbsp;&nbsp;&nbsp;Alpha Teknova \* | 1500 | 7 |
| &nbsp;&nbsp;&nbsp;Alphatec Holdings Inc \* | 18300 | 188 |
| &nbsp;&nbsp;&nbsp;Alpine Immune Sciences Inc \* | 2500 | 16 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \*(A) | 4300 | 48 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 6771 | 617 |
| &nbsp;&nbsp;&nbsp;American Well Corp, Cl A \* | 43300 | 158 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 59100 | 715 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 9209 | 1139 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 23588 | 60 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 8300 | 245 |
| &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals \*(A) | 7700 | 295 |
| &nbsp;&nbsp;&nbsp;AnaptysBio Inc \*(A) | 4800 | 133 |
| &nbsp;&nbsp;&nbsp;Anavex Life Sciences Corp \*(A) | 15300 | 135 |
| &nbsp;&nbsp;&nbsp;AngioDynamics Inc \* | 8570 | 111 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Inc \* | 2500 | 105 |
| &nbsp;&nbsp;&nbsp;Anika Therapeutics Inc \* | 3070 | 97 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 20400 | $1019 |
| &nbsp;&nbsp;&nbsp;Apollo Medical Holdings Inc \* | 8600 | 245 |
| &nbsp;&nbsp;&nbsp;Arbutus Biopharma Corp \* | 16700 | 39 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 4700 | 94 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc \* | 5500 | 101 |
| &nbsp;&nbsp;&nbsp;Arcus Biosciences Inc \* | 10600 | 373 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc \* | 7000 | 121 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc \* | 20800 | 670 |
| &nbsp;&nbsp;&nbsp;Artivion \* | 8545 | 109 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 10700 | 439 |
| &nbsp;&nbsp;&nbsp;Atara Biotherapeutics Inc \* | 20600 | 93 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 15000 | 70 |
| &nbsp;&nbsp;&nbsp;Athira Pharma \* | 4800 | 15 |
| &nbsp;&nbsp;&nbsp;AtriCure Inc \* | 10320 | 470 |
| &nbsp;&nbsp;&nbsp;Atrion Corp  | 330 | 200 |
| &nbsp;&nbsp;&nbsp;Aura Biosciences \*(A) | 2200 | 31 |
| &nbsp;&nbsp;&nbsp;Aurinia Pharmaceuticals \* | 31700 | 163 |
| &nbsp;&nbsp;&nbsp;Avanos Medical Inc \* | 11100 | 299 |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 128551 | 2864 |
| &nbsp;&nbsp;&nbsp;Aveanna Healthcare Holdings Inc \* | 10800 | 7 |
| &nbsp;&nbsp;&nbsp;Avid Bioservices Inc \* | 13800 | 216 |
| &nbsp;&nbsp;&nbsp;Avidity Biosciences Inc \* | 9500 | 111 |
| &nbsp;&nbsp;&nbsp;Avista Public Acquisition II, Cl W \* | 16797 | 59 |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 9085 | 99 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 10500 | 719 |
| &nbsp;&nbsp;&nbsp;Axsome Therapeutics Inc \*(A) | 6500 | 470 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 15603 | 939 |
| &nbsp;&nbsp;&nbsp;Beam Therapeutics Inc \* | 13500 | 624 |
| &nbsp;&nbsp;&nbsp;Berkeley Lights Inc \* | 10700 | 31 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 41300 | 552 |
| &nbsp;&nbsp;&nbsp;Biohaven \*(A) | 6950 | 110 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 7900 | 167 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 39046 | 3943 |
| &nbsp;&nbsp;&nbsp;Bionano Genomics \*(A) | 63500 | 128 |
| &nbsp;&nbsp;&nbsp;Bioventus, Cl A \* | 6639 | 13 |
| &nbsp;&nbsp;&nbsp;Bioxcel Therapeutics Inc \*(A) | 3900 | 65 |
| &nbsp;&nbsp;&nbsp;Bluebird Bio Inc \* | 14400 | 112 |
| &nbsp;&nbsp;&nbsp;Blueprint Medicines Corp \* | 13200 | 631 |
| &nbsp;&nbsp;&nbsp;Bridgebio Pharma \* | 22935 | 215 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 42209 | 133 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 23432 | 1580 |
| &nbsp;&nbsp;&nbsp;Butterfly Network \*(A) | 31800 | 103 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 8100 | 69 |
| &nbsp;&nbsp;&nbsp;Cano Health Inc \*(A) | 32300 | 61 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 9400 | 111 |
| &nbsp;&nbsp;&nbsp;Cardiovascular Systems Inc \* | 8425 | 118 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 11500 | 149 |
| &nbsp;&nbsp;&nbsp;CareMax \*(A) | 13900 | 55 |
| &nbsp;&nbsp;&nbsp;Caribou Biosciences \* | 15100 | 141 |
| &nbsp;&nbsp;&nbsp;Cassava Sciences \*(A) | 8700 | 303 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 4600 | 109 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 22800 | 382 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Celldex Therapeutics Inc \* | 10300 | $382 |
| &nbsp;&nbsp;&nbsp;Century Therapeutics \*(A) | 2500 | 26 |
| &nbsp;&nbsp;&nbsp;Cerevel Therapeutics Holdings Inc \* | 12400 | 359 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 23764 | 404 |
| &nbsp;&nbsp;&nbsp;Cerus Corp \* | 38497 | 154 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 3045 | 1583 |
| &nbsp;&nbsp;&nbsp;Chimerix Inc \* | 20300 | 44 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 10960 | 248 |
| &nbsp;&nbsp;&nbsp;CinCor Pharma Inc \*(A) | 4400 | 52 |
| &nbsp;&nbsp;&nbsp;Clover Health Investments, Cl A \* | 93800 | 123 |
| &nbsp;&nbsp;&nbsp;Codexis Inc \* | 13961 | 76 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \* | 14000 | 176 |
| &nbsp;&nbsp;&nbsp;Coherus Biosciences Inc \* | 14800 | 102 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 7800 | 171 |
| &nbsp;&nbsp;&nbsp;Community Health Systems Inc \* | 28329 | 97 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 3302 | 98 |
| &nbsp;&nbsp;&nbsp;CONMED Corp  | 5708 | 473 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 19200 | 485 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 1934 | 296 |
| &nbsp;&nbsp;&nbsp;Crinetics Pharmaceuticals Inc \* | 10300 | 184 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 7179 | 257 |
| &nbsp;&nbsp;&nbsp;CryoPort Inc \* | 9400 | 186 |
| &nbsp;&nbsp;&nbsp;CTI BioPharma Corp \*(A) | 23900 | 144 |
| &nbsp;&nbsp;&nbsp;Cue Health \*(A) | 26000 | 83 |
| &nbsp;&nbsp;&nbsp;Cullinan Oncology \*(A) | 7700 | 96 |
| &nbsp;&nbsp;&nbsp;Cutera Inc \* | 3900 | 186 |
| &nbsp;&nbsp;&nbsp;Cytek Biosciences \* | 23200 | 299 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 16700 | 710 |
| &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals \*(A) | 7000 | 149 |
| &nbsp;&nbsp;&nbsp;Deciphera Pharmaceuticals Inc \* | 8900 | 142 |
| &nbsp;&nbsp;&nbsp;Definitive Healthcare Corp, Cl A \* | 7300 | 83 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 19800 | 632 |
| &nbsp;&nbsp;&nbsp;Design Therapeutics \*(A) | 7800 | 109 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics Inc \*(A) | 6400 | 223 |
| &nbsp;&nbsp;&nbsp;DocGo Inc \*(A) | 13700 | 101 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \*(A) | 24000 | 816 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 23889 | 296 |
| &nbsp;&nbsp;&nbsp;Dyne Therapeutics \* | 6100 | 71 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 2700 | 98 |
| &nbsp;&nbsp;&nbsp;Edgewise Therapeutics Inc \* | 8300 | 74 |
| &nbsp;&nbsp;&nbsp;Editas Medicine Inc, Cl A \* | 15400 | 163 |
| &nbsp;&nbsp;&nbsp;Eiger BioPharmaceuticals Inc \* | 5600 | 25 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 92100 | 1185 |
| &nbsp;&nbsp;&nbsp;Embecta Corp  | 13100 | 431 |
| &nbsp;&nbsp;&nbsp;Emergent BioSolutions Inc \* | 10984 | 135 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 4700 | 206 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 21641 | 1266 |
| &nbsp;&nbsp;&nbsp;Enhabit Inc \* | 10870 | 156 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 10663 | 577 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 11036 | 1048 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 35600 | 1215 |
| &nbsp;&nbsp;&nbsp;EQRx \*(A) | 44100 | 166 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Erasca Inc \*(A) | 14600 | $110 |
| &nbsp;&nbsp;&nbsp;Esperion Therapeutics Inc \*(A) | 13600 | 91 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 17100 | 492 |
| &nbsp;&nbsp;&nbsp;Evolus Inc \* | 11000 | 80 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 35926 | 1615 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 65300 | 1115 |
| &nbsp;&nbsp;&nbsp;EyePoint Pharmaceuticals \*(A) | 4500 | 14 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc \* | 18600 | 387 |
| &nbsp;&nbsp;&nbsp;FibroGen Inc \* | 19000 | 273 |
| &nbsp;&nbsp;&nbsp;Figs Inc, Cl A \* | 24600 | 193 |
| &nbsp;&nbsp;&nbsp;Foghorn Therapeutics \*(A) | 4200 | 28 |
| &nbsp;&nbsp;&nbsp;Fulcrum Therapeutics Inc \* | 5100 | 35 |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics Inc \* | 4700 | 170 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 9900 | 53 |
| &nbsp;&nbsp;&nbsp;Geron Corp \* | 71070 | 165 |
| &nbsp;&nbsp;&nbsp;Glaukos Corp \* | 9049 | 421 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 16300 | 1204 |
| &nbsp;&nbsp;&nbsp;Gossamer Bio Inc \* | 13600 | 116 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 20000 | 1047 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 10347 | 883 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 28058 | 1607 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 5300 | 317 |
| &nbsp;&nbsp;&nbsp;Health Catalyst Inc \* | 12300 | 129 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 17100 | 1085 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 5964 | 151 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \*(A) | 20900 | 57 |
| &nbsp;&nbsp;&nbsp;Heska Corp \* | 2200 | 142 |
| &nbsp;&nbsp;&nbsp;HilleVax \* | 800 | 16 |
| &nbsp;&nbsp;&nbsp;Hims & Hers Health \*(A) | 31500 | 195 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 48503 | 4864 |
| &nbsp;&nbsp;&nbsp;Icosavax \*(A) | 2900 | 10 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 4527 | 721 |
| &nbsp;&nbsp;&nbsp;Ideaya Biosciences \* | 7400 | 132 |
| &nbsp;&nbsp;&nbsp;IGM Biosciences Inc \*(A) | 1200 | 26 |
| &nbsp;&nbsp;&nbsp;Imago Biosciences \* | 4700 | 168 |
| &nbsp;&nbsp;&nbsp;ImmunityBio \*(A) | 13700 | 75 |
| &nbsp;&nbsp;&nbsp;ImmunoGen Inc \* | 50852 | 264 |
| &nbsp;&nbsp;&nbsp;Immunovant Inc \* | 10200 | 134 |
| &nbsp;&nbsp;&nbsp;Inari Medical Inc \* | 10200 | 751 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 6100 | 183 |
| &nbsp;&nbsp;&nbsp;Innovage Holding Corp \*(A) | 3900 | 25 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 14609 | 192 |
| &nbsp;&nbsp;&nbsp;Inogen Inc \* | 4100 | 92 |
| &nbsp;&nbsp;&nbsp;Inotiv Inc \* | 2800 | 17 |
| &nbsp;&nbsp;&nbsp;Inovio Pharmaceuticals Inc \*(A) | 42500 | 87 |
| &nbsp;&nbsp;&nbsp;Insmed Inc \* | 26900 | 497 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 5800 | 1401 |
| &nbsp;&nbsp;&nbsp;Instil Bio Inc \* | 11600 | 15 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 14808 | 4433 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corp \* | 7530 | 560 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 15304 | 841 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics Inc \* | 15300 | 787 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Inc \* | 5876 | $88 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 19400 | 1052 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \*(A) | 45000 | 134 |
| &nbsp;&nbsp;&nbsp;Invivyd \*(A) | 4500 | 10 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 30594 | 1248 |
| &nbsp;&nbsp;&nbsp;Iovance Biotherapeutics Inc \* | 35200 | 225 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp  | 1100 | 33 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 6300 | 687 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 27354 | 331 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 4600 | 93 |
| &nbsp;&nbsp;&nbsp;IVERIC bio Inc \* | 25300 | 598 |
| &nbsp;&nbsp;&nbsp;Janux Therapeutics \*(A) | 2800 | 38 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 13300 | 2087 |
| &nbsp;&nbsp;&nbsp;Joint Corp/The \* | 3000 | 45 |
| &nbsp;&nbsp;&nbsp;Jounce Therapeutics Inc \* | 7600 | 7 |
| &nbsp;&nbsp;&nbsp;KalVista Pharmaceuticals Inc \* | 4700 | 25 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 6400 | 1506 |
| &nbsp;&nbsp;&nbsp;Karyopharm Therapeutics Inc \* | 16200 | 86 |
| &nbsp;&nbsp;&nbsp;Keros Therapeutics \* | 3600 | 179 |
| &nbsp;&nbsp;&nbsp;Kezar Life Sciences Inc \* | 7900 | 62 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 6700 | 113 |
| &nbsp;&nbsp;&nbsp;Kinnate Biopharma \* | 7700 | 61 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 7600 | 56 |
| &nbsp;&nbsp;&nbsp;Kronos Bio \* | 8400 | 16 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 4300 | 334 |
| &nbsp;&nbsp;&nbsp;Kura Oncology Inc \* | 13700 | 216 |
| &nbsp;&nbsp;&nbsp;Kymera Therapeutics \* | 7600 | 220 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 14700 | 913 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 4200 | 197 |
| &nbsp;&nbsp;&nbsp;Lexicon Pharmaceuticals Inc \* | 17105 | 37 |
| &nbsp;&nbsp;&nbsp;LHC Group Inc \* | 6347 | 1037 |
| &nbsp;&nbsp;&nbsp;LifeStance Health Group \*(A) | 13300 | 68 |
| &nbsp;&nbsp;&nbsp;Ligand Pharmaceuticals Inc \* | 3428 | 250 |
| &nbsp;&nbsp;&nbsp;Liquidia Technologies Inc \* | 10700 | 54 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 11200 | 620 |
| &nbsp;&nbsp;&nbsp;Lyell Immunopharma \* | 33800 | 142 |
| &nbsp;&nbsp;&nbsp;MacroGenics Inc \* | 12600 | 81 |
| &nbsp;&nbsp;&nbsp;Madrigal Pharmaceuticals Inc \* | 2700 | 189 |
| &nbsp;&nbsp;&nbsp;MannKind Corp \* | 56200 | 263 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 25018 | 372 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 10193 | 1477 |
| &nbsp;&nbsp;&nbsp;MaxCyte Inc \* | 20500 | 123 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 5400 | 1133 |
| &nbsp;&nbsp;&nbsp;MeiraGTx Holdings PLC \* | 6700 | 41 |
| &nbsp;&nbsp;&nbsp;Meridian Bioscience Inc \* | 10041 | 321 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 11275 | 812 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 15600 | 104 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc  | 1100 | 186 |
| &nbsp;&nbsp;&nbsp;MiMedx Group Inc \* | 26300 | 85 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 8600 | 786 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 3700 | 69 |
| &nbsp;&nbsp;&nbsp;ModivCare Inc \* | 2458 | 189 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Monte Rosa Therapeutics \*(A) | 8900 | $75 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 4500 | 124 |
| &nbsp;&nbsp;&nbsp;Multiplan \* | 84900 | 126 |
| &nbsp;&nbsp;&nbsp;Myriad Genetics Inc \* | 18426 | 373 |
| &nbsp;&nbsp;&nbsp;NanoString Technologies Inc \* | 10000 | 70 |
| &nbsp;&nbsp;&nbsp;Nano-X Imaging, Cl X \*(A) | 11200 | 119 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 18900 | 777 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 2994 | 185 |
| &nbsp;&nbsp;&nbsp;National Research Corp, Cl A  | 3212 | 124 |
| &nbsp;&nbsp;&nbsp;Nektar Therapeutics, Cl A \* | 40700 | 114 |
| &nbsp;&nbsp;&nbsp;Neogen Corp \* | 24212 | 401 |
| &nbsp;&nbsp;&nbsp;NeoGenomics Inc \* | 25500 | 286 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 20600 | 2617 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 7800 | 364 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 13015 | 271 |
| &nbsp;&nbsp;&nbsp;NGM Biopharmaceuticals Inc \* | 7200 | 40 |
| &nbsp;&nbsp;&nbsp;Nkarta Inc \*(A) | 7474 | 63 |
| &nbsp;&nbsp;&nbsp;Novavax Inc \* | 17168 | 283 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 22300 | 1714 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 10000 | 124 |
| &nbsp;&nbsp;&nbsp;Nuvalent, Cl A \*(A) | 4700 | 155 |
| &nbsp;&nbsp;&nbsp;NuVasive Inc \* | 11678 | 454 |
| &nbsp;&nbsp;&nbsp;Nuvation Bio \*(A) | 34000 | 65 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 26600 | 575 |
| &nbsp;&nbsp;&nbsp;Ocugen \*(A) | 43100 | 67 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 18400 | 55 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 9312 | 481 |
| &nbsp;&nbsp;&nbsp;OPKO Health Inc \* | 93184 | 140 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 4000 | 84 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 33327 | 1003 |
| &nbsp;&nbsp;&nbsp;OraSure Technologies Inc \* | 19939 | 100 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 12321 | 34 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 3940 | 71 |
| &nbsp;&nbsp;&nbsp;OrthoPediatrics Corp \* | 2800 | 123 |
| &nbsp;&nbsp;&nbsp;Outlook Therapeutics \*(A) | 18700 | 19 |
| &nbsp;&nbsp;&nbsp;Outset Medical Inc \* | 10800 | 228 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 16439 | 339 |
| &nbsp;&nbsp;&nbsp;Pacific Biosciences of California Inc \* | 43700 | 470 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 9945 | 480 |
| &nbsp;&nbsp;&nbsp;Paragon 28 Inc \*(A) | 11500 | 236 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 19200 | 546 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 17356 | 278 |
| &nbsp;&nbsp;&nbsp;Pennant Group Inc/The \* | 6468 | 67 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 7700 | 1613 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 28800 | 928 |
| &nbsp;&nbsp;&nbsp;PetIQ Inc, Cl A \* | 6000 | 71 |
| &nbsp;&nbsp;&nbsp;Phathom Pharmaceuticals Inc \*(A) | 5900 | 59 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 4800 | 59 |
| &nbsp;&nbsp;&nbsp;Phreesia Inc \* | 11200 | 312 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \* | 6200 | 62 |
| &nbsp;&nbsp;&nbsp;Point Biopharma Global Inc, Cl A \*(A) | 19100 | 130 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 8800 | 19 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Precigen Inc \*(A) | 21300 | $39 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 25300 | 844 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 9879 | 607 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 9600 | 230 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \* | 4600 | 197 |
| &nbsp;&nbsp;&nbsp;Progyny Inc \* | 15000 | 549 |
| &nbsp;&nbsp;&nbsp;Prometheus Biosciences Inc \* | 6900 | 284 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 10100 | 80 |
| &nbsp;&nbsp;&nbsp;Prothena Corp PLC \* | 6900 | 431 |
| &nbsp;&nbsp;&nbsp;Provention Bio \*(A) | 10100 | 91 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc \* | 15600 | 647 |
| &nbsp;&nbsp;&nbsp;Pulmonx Corp \* | 6600 | 40 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 47683 | 2362 |
| &nbsp;&nbsp;&nbsp;Quanterix Corp \* | 7000 | 93 |
| &nbsp;&nbsp;&nbsp;Quantum-Si \*(A) | 21500 | 51 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 10571 | 926 |
| &nbsp;&nbsp;&nbsp;R1 RCM \* | 33000 | 299 |
| &nbsp;&nbsp;&nbsp;RadNet Inc \* | 11000 | 217 |
| &nbsp;&nbsp;&nbsp;Rallybio \* | 700 | 4 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 5700 | 101 |
| &nbsp;&nbsp;&nbsp;Reata Pharmaceuticals Inc, Cl A \* | 5900 | 234 |
| &nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals, Cl A \* | 27400 | 258 |
| &nbsp;&nbsp;&nbsp;REGENXBIO Inc \* | 9300 | 222 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 15500 | 288 |
| &nbsp;&nbsp;&nbsp;Relmada Therapeutics Inc \* | 6000 | 28 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 11622 | 2078 |
| &nbsp;&nbsp;&nbsp;Replimune Group Inc \* | 7600 | 156 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 15800 | 343 |
| &nbsp;&nbsp;&nbsp;REVOLUTION Medicines Inc \* | 16300 | 385 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 37059 | 25 |
| &nbsp;&nbsp;&nbsp;Rocket Pharmaceuticals Inc \* | 8600 | 162 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 77600 | 3412 |
| &nbsp;&nbsp;&nbsp;RxSight \* | 4500 | 57 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 10700 | 439 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 18300 | 91 |
| &nbsp;&nbsp;&nbsp;Sangamo Therapeutics Inc \* | 28370 | 104 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 17700 | 2174 |
| &nbsp;&nbsp;&nbsp;Schrodinger Inc/United States \* | 12200 | 220 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 28800 | 3496 |
| &nbsp;&nbsp;&nbsp;SeaSpine Holdings Corp \* | 9400 | 70 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 8800 | 57 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 21565 | 530 |
| &nbsp;&nbsp;&nbsp;Sema4 Holdings \* | 35500 | 15 |
| &nbsp;&nbsp;&nbsp;Senseonics Holdings Inc \*(A) | 96400 | 107 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 15900 | 103 |
| &nbsp;&nbsp;&nbsp;Sharecare \*(A) | 64600 | 123 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 7700 | 1953 |
| &nbsp;&nbsp;&nbsp;SI-BONE Inc \* | 7300 | 90 |
| &nbsp;&nbsp;&nbsp;SIGA Technologies Inc  | 10000 | 92 |
| &nbsp;&nbsp;&nbsp;Sight Sciences Inc \* | 2400 | 27 |
| &nbsp;&nbsp;&nbsp;Signify Health Inc, Cl A \* | 16000 | 458 |
| &nbsp;&nbsp;&nbsp;Silk Road Medical Inc \* | 7600 | 405 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc  | 3900 | $158 |
| &nbsp;&nbsp;&nbsp;Singular Genomics Systems Inc \* | 2500 | 5 |
| &nbsp;&nbsp;&nbsp;SomaLogic \* | 37300 | 104 |
| &nbsp;&nbsp;&nbsp;Sorrento Therapeutics Inc \*(A) | 86600 | 113 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 23224 | 194 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 6700 | 162 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 9678 | 553 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 4300 | 32 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 11300 | 415 |
| &nbsp;&nbsp;&nbsp;Surgery Partners Inc \* | 8100 | 229 |
| &nbsp;&nbsp;&nbsp;Surmodics Inc \* | 3044 | 110 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 9400 | 70 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 10100 | 242 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 21100 | 744 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 4900 | 42 |
| &nbsp;&nbsp;&nbsp;Talaris Therapeutics \* | 6800 | 10 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 14100 | 593 |
| &nbsp;&nbsp;&nbsp;Tango Therapeutics Inc \*(A) | 5100 | 38 |
| &nbsp;&nbsp;&nbsp;Tarsus Pharmaceuticals \*(A) | 2600 | 44 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 34840 | 993 |
| &nbsp;&nbsp;&nbsp;Tenaya Therapeutics \* | 3000 | 8 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 22900 | 1058 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 29500 | 260 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma Inc \* | 12845 | 138 |
| &nbsp;&nbsp;&nbsp;Theseus Pharmaceuticals \*(A) | 2500 | 16 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 6200 | 384 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 13800 | 278 |
| &nbsp;&nbsp;&nbsp;Treace Medical Concepts Inc \* | 6200 | 144 |
| &nbsp;&nbsp;&nbsp;Tricida Inc \* | 3800 | 1 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 12300 | 336 |
| &nbsp;&nbsp;&nbsp;Tyra Biosciences \* | 2600 | 18 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 1800 | 216 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 14900 | 541 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 9664 | 2705 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 2826 | 244 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1000 | 89 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 11800 | 129 |
| &nbsp;&nbsp;&nbsp;Varex Imaging Corp \* | 8600 | 183 |
| &nbsp;&nbsp;&nbsp;Vaxart \*(A) | 29300 | 35 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 15200 | 700 |
| &nbsp;&nbsp;&nbsp;VBI Vaccines Inc \*(A) | 36900 | 19 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 29593 | 5633 |
| &nbsp;&nbsp;&nbsp;Ventyx Biosciences \*(A) | 6000 | 174 |
| &nbsp;&nbsp;&nbsp;Vera Therapeutics, Cl A \*(A) | 1500 | 25 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \* | 16300 | 452 |
| &nbsp;&nbsp;&nbsp;Vericel Corp \* | 10600 | 242 |
| &nbsp;&nbsp;&nbsp;Verve Therapeutics \*(A) | 10000 | 232 |
| &nbsp;&nbsp;&nbsp;Vicarious Surgical \* | 12000 | 42 |
| &nbsp;&nbsp;&nbsp;ViewRay Inc \* | 29700 | 143 |
| &nbsp;&nbsp;&nbsp;Vir Biotechnology Inc \* | 16500 | 466 |
| &nbsp;&nbsp;&nbsp;Viridian Therapeutics \* | 6000 | 152 |
| &nbsp;&nbsp;&nbsp;VistaGen Therapeutics \* | 53300 | 7 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 13200 | $392 |
| &nbsp;&nbsp;&nbsp;Xeris Biopharma Holdings \*(A) | 29100 | 44 |
| &nbsp;&nbsp;&nbsp;Y-mAbs Therapeutics Inc \* | 8800 | 39 |
| &nbsp;&nbsp;&nbsp;Zentalis Pharmaceuticals \* | 10300 | 228 |
| &nbsp;&nbsp;&nbsp;Zimvie Inc \* | 4800 | 43 |
| &nbsp;&nbsp;&nbsp;Zynex Inc (A) | 4180 | 57 |
|  |  | 168432 |
| **Industrials — 15.2%** | **Industrials — 15.2%** |  |
| &nbsp;&nbsp;&nbsp;3D Systems Corp \* | 27947 | 283 |
| &nbsp;&nbsp;&nbsp;AAON Inc  | 9350 | 741 |
| &nbsp;&nbsp;&nbsp;AAR Corp \* | 7429 | 346 |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 13955 | 658 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 22029 | 123 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 7025 | 1323 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 27900 | 247 |
| &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc  | 13400 | 1303 |
| &nbsp;&nbsp;&nbsp;AECOM  | 28448 | 2418 |
| &nbsp;&nbsp;&nbsp;Aerojet Rocketdyne Holdings Inc \* | 16679 | 867 |
| &nbsp;&nbsp;&nbsp;AeroVironment Inc \* | 5125 | 471 |
| &nbsp;&nbsp;&nbsp;AerSale Corp \* | 1900 | 30 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 13323 | 1768 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 22031 | 851 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group Inc \* | 11236 | 315 |
| &nbsp;&nbsp;&nbsp;Alamo Group Inc  | 2335 | 351 |
| &nbsp;&nbsp;&nbsp;Albany International Corp, Cl A  | 6898 | 699 |
| &nbsp;&nbsp;&nbsp;Alight Inc, Cl A \* | 70700 | 610 |
| &nbsp;&nbsp;&nbsp;Allegiant Travel Co, Cl A \* | 3450 | 285 |
| &nbsp;&nbsp;&nbsp;Allied Motion Technologies Inc  | 2650 | 94 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 21476 | 962 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 4403 | 53 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp  | 12689 | 744 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 19000 | 1200 |
| &nbsp;&nbsp;&nbsp;Ameresco Inc, Cl A \* | 7079 | 464 |
| &nbsp;&nbsp;&nbsp;American Woodmark Corp \* | 3984 | 216 |
| &nbsp;&nbsp;&nbsp;API Group \* | 43300 | 832 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 3911 | 189 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc  | 8361 | 1108 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 5590 | 463 |
| &nbsp;&nbsp;&nbsp;Archer Aviation, Cl A \*(A) | 32200 | 81 |
| &nbsp;&nbsp;&nbsp;Arcosa Inc  | 10813 | 661 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 2979 | 113 |
| &nbsp;&nbsp;&nbsp;Aris Water Solution, Cl A  | 4200 | 66 |
| &nbsp;&nbsp;&nbsp;Armstrong World Industries Inc  | 9877 | 755 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 33887 | 710 |
| &nbsp;&nbsp;&nbsp;ASGN Inc \* | 10669 | 967 |
| &nbsp;&nbsp;&nbsp;Astec Industries Inc  | 5163 | 228 |
| &nbsp;&nbsp;&nbsp;Astronics Corp \* | 3874 | 33 |
| &nbsp;&nbsp;&nbsp;Astronics Corp, Cl B \* | 2395 | 20 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 8700 | 1063 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 5869 | 591 |
| &nbsp;&nbsp;&nbsp;Atlas Technical Consultants \* | 2900 | 16 |
| &nbsp;&nbsp;&nbsp;Avis Budget Group Inc \* | 6460 | 1444 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Axon Enterprise Inc \* | 14569 | $2681 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 25400 | 491 |
| &nbsp;&nbsp;&nbsp;AZZ Inc  | 5796 | 241 |
| &nbsp;&nbsp;&nbsp;Babcock & Wilcox Enterprises \* | 11900 | 54 |
| &nbsp;&nbsp;&nbsp;Barnes Group Inc  | 11352 | 483 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 1634 | 161 |
| &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc \* | 10570 | 617 |
| &nbsp;&nbsp;&nbsp;Blade Air Mobility \*(A) | 12600 | 62 |
| &nbsp;&nbsp;&nbsp;Blink Charging \*(A) | 8500 | 118 |
| &nbsp;&nbsp;&nbsp;Bloom Energy Corp, Cl A \* | 36800 | 783 |
| &nbsp;&nbsp;&nbsp;Blue Bird Corp \* | 4392 | 52 |
| &nbsp;&nbsp;&nbsp;BlueLinx Holdings Inc \* | 1900 | 132 |
| &nbsp;&nbsp;&nbsp;Boise Cascade Co  | 7770 | 575 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 28765 | 3061 |
| &nbsp;&nbsp;&nbsp;Brady Corp, Cl A  | 8827 | 423 |
| &nbsp;&nbsp;&nbsp;BrightView Holdings Inc \* | 9600 | 66 |
| &nbsp;&nbsp;&nbsp;Brink's Co/The  | 9706 | 580 |
| &nbsp;&nbsp;&nbsp;Brookfield Business, Cl A (A) | 6500 | 144 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 32351 | 2068 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 18824 | 1146 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 4832 | 1509 |
| &nbsp;&nbsp;&nbsp;Cadre Holdings (A) | 3700 | 96 |
| &nbsp;&nbsp;&nbsp;Caesarstone Ltd  | 4600 | 29 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 10877 | 2862 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 10591 | 912 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 10045 | 499 |
| &nbsp;&nbsp;&nbsp;ChargePoint Holdings Inc \*(A) | 55200 | 686 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 7972 | 1140 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 4299 | 127 |
| &nbsp;&nbsp;&nbsp;CIRCOR International Inc \* | 3715 | 102 |
| &nbsp;&nbsp;&nbsp;Clarivate PLC \* | 100700 | 986 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 10976 | 1317 |
| &nbsp;&nbsp;&nbsp;Columbus McKinnon Corp/NY  | 6165 | 199 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 7491 | 950 |
| &nbsp;&nbsp;&nbsp;CompX International Inc  | 400 | 8 |
| &nbsp;&nbsp;&nbsp;Concrete Pumping Holdings Inc \* | 3900 | 28 |
| &nbsp;&nbsp;&nbsp;Construction Partners Inc, Cl A \* | 7400 | 212 |
| &nbsp;&nbsp;&nbsp;Copa Holdings SA, Cl A \* | 5928 | 519 |
| &nbsp;&nbsp;&nbsp;Core & Main Inc, Cl A \* | 14500 | 302 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 27302 | 363 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 11500 | 111 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 1400 | 54 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 1705 | 210 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 9729 | 1031 |
| &nbsp;&nbsp;&nbsp;CSW Industrials Inc  | 3300 | 399 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 7978 | 1409 |
| &nbsp;&nbsp;&nbsp;Custom Truck One Source \*(A) | 14400 | 98 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 7700 | 45 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 10154 | 196 |
| &nbsp;&nbsp;&nbsp;Desktop Metal Inc, Cl A \*(A) | 41564 | 85 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 27046 | 1648 |
| &nbsp;&nbsp;&nbsp;Douglas Dynamics Inc  | 5222 | 203 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Driven Brands Holdings Inc \* | 12800 | $389 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 2400 | 121 |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Holdings Inc  | 50600 | 681 |
| &nbsp;&nbsp;&nbsp;DXP Enterprises Inc/TX \* | 4162 | 107 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 6007 | 547 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 2913 | 150 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 10487 | 1624 |
| &nbsp;&nbsp;&nbsp;Encore Wire Corp  | 3803 | 556 |
| &nbsp;&nbsp;&nbsp;Energy Recovery Inc \* | 12100 | 280 |
| &nbsp;&nbsp;&nbsp;Energy Vault Holdings \*(A) | 13900 | 52 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp, Cl A  | 10942 | 274 |
| &nbsp;&nbsp;&nbsp;EnerSys  | 8483 | 641 |
| &nbsp;&nbsp;&nbsp;Eneti  | 9400 | 86 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 5288 | 123 |
| &nbsp;&nbsp;&nbsp;Enovix Corp \*(A) | 22200 | 290 |
| &nbsp;&nbsp;&nbsp;EnPro Industries Inc  | 4068 | 483 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 10662 | 505 |
| &nbsp;&nbsp;&nbsp;ESCO Technologies Inc  | 5777 | 543 |
| &nbsp;&nbsp;&nbsp;ESS Tech \*(A) | 18100 | 58 |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies Corp \* | 23940 | 1041 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 10972 | 1135 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 11847 | 576 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 11600 | 154 |
| &nbsp;&nbsp;&nbsp;Flowserve Corp  | 29000 | 909 |
| &nbsp;&nbsp;&nbsp;Fluence Energy Inc, Cl A \*(A) | 7300 | 125 |
| &nbsp;&nbsp;&nbsp;Fluor Corp \* | 30100 | 1012 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 2464 | 87 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 5318 | 598 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 3304 | 172 |
| &nbsp;&nbsp;&nbsp;Franklin Electric Co Inc  | 9781 | 815 |
| &nbsp;&nbsp;&nbsp;Frontier Group Holdings \*(A) | 9200 | 120 |
| &nbsp;&nbsp;&nbsp;FTC Solar \* | 4100 | 9 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 7368 | 1273 |
| &nbsp;&nbsp;&nbsp;FuelCell Energy \*(A) | 85700 | 297 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 21200 | 246 |
| &nbsp;&nbsp;&nbsp;GATX Corp  | 7152 | 806 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 7300 | 108 |
| &nbsp;&nbsp;&nbsp;GEO Group Inc/The \* | 21385 | 253 |
| &nbsp;&nbsp;&nbsp;Gibraltar Industries Inc \* | 7360 | 372 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 2900 | 71 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 9600 | 471 |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group Ltd (A) | 29000 | 245 |
| &nbsp;&nbsp;&nbsp;Gorman-Rupp Co/The  | 5777 | 160 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 35305 | 2470 |
| &nbsp;&nbsp;&nbsp;GrafTech International Ltd  | 46100 | 249 |
| &nbsp;&nbsp;&nbsp;Granite Construction Inc  | 10534 | 379 |
| &nbsp;&nbsp;&nbsp;Great Lakes Dredge & Dock Corp \* | 14980 | 110 |
| &nbsp;&nbsp;&nbsp;Greenbrier Cos Inc/The  | 7123 | 274 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 9237 | 326 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 22390 | 1049 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services Inc  | 7525 | 316 |
| &nbsp;&nbsp;&nbsp;Harsco Corp \* | 16828 | 126 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings Inc \* | 12480 | $173 |
| &nbsp;&nbsp;&nbsp;Hayward Holdings Inc \* | 11600 | 111 |
| &nbsp;&nbsp;&nbsp;Healthcare Services Group Inc  | 17339 | 242 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 9772 | 164 |
| &nbsp;&nbsp;&nbsp;HEICO Corp  | 9718 | 1577 |
| &nbsp;&nbsp;&nbsp;HEICO Corp, Cl A  | 16582 | 2102 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 4552 | 135 |
| &nbsp;&nbsp;&nbsp;Helios Technologies Inc  | 7277 | 384 |
| &nbsp;&nbsp;&nbsp;Herc Holdings Inc  | 5667 | 726 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 4400 | 139 |
| &nbsp;&nbsp;&nbsp;Hertz Global Holdings Inc \* | 45000 | 774 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 17898 | 1073 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 14480 | 724 |
| &nbsp;&nbsp;&nbsp;Hillman Solutions \* | 32100 | 256 |
| &nbsp;&nbsp;&nbsp;HireRight Holdings \* | 5200 | 66 |
| &nbsp;&nbsp;&nbsp;HNI Corp  | 9949 | 289 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 7462 | 628 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 11589 | 2944 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 5300 | 60 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 3911 | 304 |
| &nbsp;&nbsp;&nbsp;Hydrofarm Holdings Group \* | 8200 | 21 |
| &nbsp;&nbsp;&nbsp;Hyliion Holdings \*(A) | 27400 | 83 |
| &nbsp;&nbsp;&nbsp;Hyster-Yale Materials Handling Inc  | 2002 | 59 |
| &nbsp;&nbsp;&nbsp;Hyzon Motors \*(A) | 20500 | 33 |
| &nbsp;&nbsp;&nbsp;IAA Inc \* | 28929 | 1081 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 4168 | 452 |
| &nbsp;&nbsp;&nbsp;IES Holdings Inc \* | 1700 | 57 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 7624 | 904 |
| &nbsp;&nbsp;&nbsp;Insteel Industries Inc  | 4141 | 122 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 14045 | 152 |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 17363 | 1468 |
| &nbsp;&nbsp;&nbsp;Janus International Group \* | 20400 | 223 |
| &nbsp;&nbsp;&nbsp;JELD-WEN Holding Inc \* | 21300 | 220 |
| &nbsp;&nbsp;&nbsp;JetBlue Airways Corp \* | 63181 | 503 |
| &nbsp;&nbsp;&nbsp;Joby Aviation \*(A) | 59800 | 246 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 6331 | 582 |
| &nbsp;&nbsp;&nbsp;Kadant Inc  | 2625 | 507 |
| &nbsp;&nbsp;&nbsp;Kaman Corp  | 6573 | 134 |
| &nbsp;&nbsp;&nbsp;KAR Auction Services Inc \* | 26629 | 366 |
| &nbsp;&nbsp;&nbsp;Karat Packaging  | 1000 | 14 |
| &nbsp;&nbsp;&nbsp;KBR Inc  | 28845 | 1490 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 7995 | 136 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc  | 15814 | 418 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 4537 | 268 |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 7025 | 50 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 12726 | 888 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 33627 | 1864 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 10858 | 619 |
| &nbsp;&nbsp;&nbsp;Kratos Defense & Security Solutions Inc \* | 24316 | 231 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 7944 | 1374 |
| &nbsp;&nbsp;&nbsp;Legalzoom.com Inc \*(A) | 21900 | 194 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 6929 | $1805 |
| &nbsp;&nbsp;&nbsp;Li-Cycle Holdings \*(A) | 32100 | 204 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc  | 11733 | 1735 |
| &nbsp;&nbsp;&nbsp;Lindsay Corp  | 2527 | 446 |
| &nbsp;&nbsp;&nbsp;Luxfer Holdings PLC  | 7600 | 111 |
| &nbsp;&nbsp;&nbsp;Lyft Inc, Cl A \* | 68500 | 769 |
| &nbsp;&nbsp;&nbsp;Manitowoc Co Inc/The \* | 7787 | 76 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 11056 | 968 |
| &nbsp;&nbsp;&nbsp;Markforged Holding \*(A) | 24700 | 28 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 14229 | 303 |
| &nbsp;&nbsp;&nbsp;Masonite International Corp \* | 4200 | 316 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 13182 | 1197 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 7852 | 501 |
| &nbsp;&nbsp;&nbsp;Matthews International Corp, Cl A  | 6813 | 216 |
| &nbsp;&nbsp;&nbsp;Maxar Technologies Inc  | 16324 | 395 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp  | 5548 | 544 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 41932 | 1320 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 11323 | 575 |
| &nbsp;&nbsp;&nbsp;Microvast Holdings \*(A) | 44900 | 98 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 11525 | 1662 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 2311 | 64 |
| &nbsp;&nbsp;&nbsp;MillerKnoll  | 16907 | 345 |
| &nbsp;&nbsp;&nbsp;Montrose Environmental Group Inc \* | 5900 | 272 |
| &nbsp;&nbsp;&nbsp;Moog Inc, Cl A  | 5624 | 489 |
| &nbsp;&nbsp;&nbsp;MRC Global Inc \* | 18112 | 213 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 7844 | 1106 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 10203 | 876 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 11808 | 812 |
| &nbsp;&nbsp;&nbsp;Mueller Water Products Inc, Cl A  | 35912 | 419 |
| &nbsp;&nbsp;&nbsp;MYR Group Inc \* | 3079 | 294 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 1091 | 75 |
| &nbsp;&nbsp;&nbsp;Nikola \*(A) | 66200 | 173 |
| &nbsp;&nbsp;&nbsp;NL Industries Inc  | 2000 | 14 |
| &nbsp;&nbsp;&nbsp;Northwest Pipe Co \* | 2600 | 97 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 25100 | 313 |
| &nbsp;&nbsp;&nbsp;NuScale Power \*(A) | 6900 | 75 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 3000 | 434 |
| &nbsp;&nbsp;&nbsp;nVent Electric PLC  | 35500 | 1420 |
| &nbsp;&nbsp;&nbsp;Omega Flex Inc  | 600 | 58 |
| &nbsp;&nbsp;&nbsp;Oshkosh Corp  | 13617 | 1254 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 20260 | 1800 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 1600 | 45 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Corp  | 5082 | 67 |
| &nbsp;&nbsp;&nbsp;Parsons Corp \* | 7700 | 381 |
| &nbsp;&nbsp;&nbsp;PGT Innovations Inc \* | 12300 | 243 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes Inc  | 41300 | 158 |
| &nbsp;&nbsp;&nbsp;Planet Labs PBC \* | 38700 | 209 |
| &nbsp;&nbsp;&nbsp;Plug Power Inc \*(A) | 109100 | 1741 |
| &nbsp;&nbsp;&nbsp;Powell Industries Inc  | 1364 | 36 |
| &nbsp;&nbsp;&nbsp;Preformed Line Products Co  | 690 | 65 |
| &nbsp;&nbsp;&nbsp;Primoris Services Corp  | 13047 | 279 |
| &nbsp;&nbsp;&nbsp;Proterra \*(A) | 38100 | 211 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Proto Labs Inc \* | 6099 | $162 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 6965 | 166 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 12400 | 66 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 6095 | 1444 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 14038 | 1841 |
| &nbsp;&nbsp;&nbsp;Resideo Technologies Inc \* | 29000 | 470 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 6981 | 135 |
| &nbsp;&nbsp;&nbsp;REV Group Inc  | 8400 | 117 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \* | 52300 | 219 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 9598 | 495 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl B  | 2000 | 106 |
| &nbsp;&nbsp;&nbsp;RXO \* | 21890 | 416 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 10400 | 972 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 12300 | 35 |
| &nbsp;&nbsp;&nbsp;Saia Inc \* | 5692 | 1387 |
| &nbsp;&nbsp;&nbsp;Sarcos Technology and Robotics \* | 17000 | 20 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 11200 | 288 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 12276 | 1352 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 31900 | 1439 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc, Cl A \* | 23300 | 675 |
| &nbsp;&nbsp;&nbsp;Shyft Group Inc/The  | 7900 | 194 |
| &nbsp;&nbsp;&nbsp;Simpson Manufacturing Co Inc  | 9143 | 851 |
| &nbsp;&nbsp;&nbsp;SiteOne Landscape Supply Inc \* | 9500 | 1193 |
| &nbsp;&nbsp;&nbsp;Skillsoft \*(A) | 9600 | 18 |
| &nbsp;&nbsp;&nbsp;SkyWest Inc \* | 11322 | 209 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 4298 | 150 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems Holdings Inc, Cl A  | 23575 | 618 |
| &nbsp;&nbsp;&nbsp;Spirit Airlines Inc  | 22647 | 492 |
| &nbsp;&nbsp;&nbsp;SPX Technologies \* | 9794 | 655 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 2729 | 287 |
| &nbsp;&nbsp;&nbsp;Steelcase Inc, Cl A  | 20157 | 160 |
| &nbsp;&nbsp;&nbsp;Stem \* | 32700 | 427 |
| &nbsp;&nbsp;&nbsp;Stericycle Inc \* | 20300 | 1058 |
| &nbsp;&nbsp;&nbsp;Sterling Check Corp \* | 3600 | 52 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 6300 | 206 |
| &nbsp;&nbsp;&nbsp;Sun Country Airlines Holdings Inc \* | 8800 | 178 |
| &nbsp;&nbsp;&nbsp;SunPower Corp, Cl A \* | 18336 | 445 |
| &nbsp;&nbsp;&nbsp;Sunrun Inc \* | 43810 | 1427 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 4138 | 263 |
| &nbsp;&nbsp;&nbsp;Terex Corp  | 15070 | 692 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 11142 | 1722 |
| &nbsp;&nbsp;&nbsp;Textainer Group Holdings Ltd  | 10353 | 315 |
| &nbsp;&nbsp;&nbsp;Thermon Group Holdings Inc \* | 6882 | 140 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 13309 | 1011 |
| &nbsp;&nbsp;&nbsp;Titan International Inc \* | 10800 | 155 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 4312 | 190 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 23000 | 2553 |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 7500 | 91 |
| &nbsp;&nbsp;&nbsp;Transcat Inc \* | 1600 | 128 |
| &nbsp;&nbsp;&nbsp;TransUnion  | 41694 | 2630 |
| &nbsp;&nbsp;&nbsp;Trex Co Inc \* | 22760 | 1044 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 7800 | 565 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Trinity Industries Inc  | 17742 | $543 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 13584 | 917 |
| &nbsp;&nbsp;&nbsp;Triumph Group Inc \* | 14496 | 166 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 8328 | 180 |
| &nbsp;&nbsp;&nbsp;TuSimple Holdings Inc, Cl A \* | 30000 | 67 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corp \* | 8051 | 58 |
| &nbsp;&nbsp;&nbsp;Uber Technologies Inc \* | 408022 | 11890 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 12965 | 1061 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 3340 | 647 |
| &nbsp;&nbsp;&nbsp;Univar Solutions Inc \* | 35650 | 1181 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 1900 | 72 |
| &nbsp;&nbsp;&nbsp;Upwork Inc \* | 26500 | 325 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 2679 | 108 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 4514 | 1529 |
| &nbsp;&nbsp;&nbsp;Velo3D \*(A) | 21200 | 43 |
| &nbsp;&nbsp;&nbsp;Veritiv Corp  | 2699 | 363 |
| &nbsp;&nbsp;&nbsp;Vertiv Holdings Co, Cl A  | 64900 | 899 |
| &nbsp;&nbsp;&nbsp;Viad Corp \* | 4271 | 126 |
| &nbsp;&nbsp;&nbsp;Vicor Corp \* | 4900 | 265 |
| &nbsp;&nbsp;&nbsp;View \*(A) | 31300 | 44 |
| &nbsp;&nbsp;&nbsp;Virgin Galactic Holdings Inc \*(A) | 51300 | 261 |
| &nbsp;&nbsp;&nbsp;VSE Corp  | 2500 | 123 |
| &nbsp;&nbsp;&nbsp;Wabash National Corp  | 11741 | 294 |
| &nbsp;&nbsp;&nbsp;Watsco Inc  | 7159 | 1926 |
| &nbsp;&nbsp;&nbsp;Watts Water Technologies Inc, Cl A  | 5756 | 912 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 14090 | 620 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 9565 | 1233 |
| &nbsp;&nbsp;&nbsp;Wheels Up Experience \* | 19200 | 25 |
| &nbsp;&nbsp;&nbsp;Willdan Group Inc \* | 2400 | 42 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 45011 | 2170 |
| &nbsp;&nbsp;&nbsp;Woodward Inc  | 12142 | 1163 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 21890 | 845 |
| &nbsp;&nbsp;&nbsp;Zurn Water Solutions Corp  | 27626 | 669 |
|  |  | 200527 |
| **Information Technology — 18.4%** | **Information Technology — 18.4%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 25314 | 108 |
| &nbsp;&nbsp;&nbsp;908 Devices \*(A) | 5300 | 57 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 13400 | 251 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 23812 | 498 |
| &nbsp;&nbsp;&nbsp;ACM Research Inc, Cl A \* | 12000 | 109 |
| &nbsp;&nbsp;&nbsp;Adeia  | 23950 | 265 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 15797 | 320 |
| &nbsp;&nbsp;&nbsp;Advanced Energy Industries Inc  | 7919 | 734 |
| &nbsp;&nbsp;&nbsp;Aeva Technologies \*(A) | 22800 | 38 |
| &nbsp;&nbsp;&nbsp;Affirm Holdings Inc, Cl A \*(A) | 36000 | 501 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 3900 | 259 |
| &nbsp;&nbsp;&nbsp;Akoustis Technologies Inc \*(A) | 8400 | 32 |
| &nbsp;&nbsp;&nbsp;Alarm.com Holdings Inc \* | 9600 | 479 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \*(A) | 6400 | 80 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 14600 | 455 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 4800 | 168 |
| &nbsp;&nbsp;&nbsp;Altair Engineering Inc, Cl A \* | 10200 | 501 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Alteryx Inc, Cl A \* | 12000 | $538 |
| &nbsp;&nbsp;&nbsp;Ambarella Inc \* | 8045 | 597 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 26168 | 2325 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 7072 | 105 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 22938 | 643 |
| &nbsp;&nbsp;&nbsp;Amplitude, Cl A \* | 13700 | 196 |
| &nbsp;&nbsp;&nbsp;Appfolio Inc, Cl A \* | 4300 | 491 |
| &nbsp;&nbsp;&nbsp;Appian Corp, Cl A \* | 8800 | 335 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 46600 | 672 |
| &nbsp;&nbsp;&nbsp;Arlo Technologies Inc \* | 21752 | 83 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 13725 | 1492 |
| &nbsp;&nbsp;&nbsp;Arteris \* | 1100 | 5 |
| &nbsp;&nbsp;&nbsp;Asana Inc, Cl A \*(A) | 16900 | 307 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 5770 | 1330 |
| &nbsp;&nbsp;&nbsp;Atlassian, Cl A \* | 29041 | 3820 |
| &nbsp;&nbsp;&nbsp;Atomera \*(A) | 3500 | 30 |
| &nbsp;&nbsp;&nbsp;Avaya Holdings Corp \*(A) | 17842 | 17 |
| &nbsp;&nbsp;&nbsp;AvePoint \*(A) | 32500 | 153 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 2100 | 66 |
| &nbsp;&nbsp;&nbsp;Avid Technology Inc \* | 7722 | 217 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \* | 26800 | 231 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 19199 | 867 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc \* | 7450 | 595 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 9700 | 52 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc  | 6524 | 756 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 9023 | 726 |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics Inc  | 6630 | 191 |
| &nbsp;&nbsp;&nbsp;Benefitfocus Inc \* | 5300 | 55 |
| &nbsp;&nbsp;&nbsp;Bentley Systems Inc, Cl B  | 36100 | 1430 |
| &nbsp;&nbsp;&nbsp;BigCommerce Holdings Inc \* | 14700 | 127 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 20577 | 2478 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 33437 | 2073 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc \* | 9655 | 572 |
| &nbsp;&nbsp;&nbsp;Blackline Inc \* | 11600 | 785 |
| &nbsp;&nbsp;&nbsp;Blend Labs, Cl A \*(A) | 48100 | 63 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 114409 | 7753 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 30700 | 843 |
| &nbsp;&nbsp;&nbsp;Brightcove Inc \* | 9610 | 53 |
| &nbsp;&nbsp;&nbsp;BTRS Holdings Inc, Cl 1 \* | 22100 | 209 |
| &nbsp;&nbsp;&nbsp;C3.ai Inc, Cl A \*(A) | 15500 | 202 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 12445 | 887 |
| &nbsp;&nbsp;&nbsp;Cambium Networks Corp \* | 1999 | 43 |
| &nbsp;&nbsp;&nbsp;Cantaloupe Inc \* | 14900 | 54 |
| &nbsp;&nbsp;&nbsp;Casa Systems Inc \* | 2800 | 8 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 3154 | 137 |
| &nbsp;&nbsp;&nbsp;CCC Intelligent Solutions Holdings Inc \* | 40000 | 368 |
| &nbsp;&nbsp;&nbsp;Cerence Inc \* | 8510 | 175 |
| &nbsp;&nbsp;&nbsp;CEVA Inc \* | 5138 | 140 |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | 31986 | 1438 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 12295 | 919 |
| &nbsp;&nbsp;&nbsp;Cleanspark \* | 8900 | 20 |
| &nbsp;&nbsp;&nbsp;Clear Secure, Cl A (A) | 11800 | 367 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 2600 | $342 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 59000 | 2899 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 36316 | 1808 |
| &nbsp;&nbsp;&nbsp;Coherent \* | 26001 | 953 |
| &nbsp;&nbsp;&nbsp;Cohu Inc \* | 11036 | 395 |
| &nbsp;&nbsp;&nbsp;CommScope Holding Co Inc \* | 46000 | 408 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 9284 | 613 |
| &nbsp;&nbsp;&nbsp;Comtech Telecommunications Corp  | 5832 | 68 |
| &nbsp;&nbsp;&nbsp;Concentrix Corp  | 9381 | 1148 |
| &nbsp;&nbsp;&nbsp;Conduent Inc \* | 39300 | 159 |
| &nbsp;&nbsp;&nbsp;Confluent Inc, Cl A \* | 26100 | 601 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 3585 | 204 |
| &nbsp;&nbsp;&nbsp;Core Scientific \* | 58000 | 8 |
| &nbsp;&nbsp;&nbsp;Corsair Gaming \*(A) | 6200 | 105 |
| &nbsp;&nbsp;&nbsp;Couchbase \* | 7800 | 106 |
| &nbsp;&nbsp;&nbsp;Coupa Software Inc \* | 16000 | 1012 |
| &nbsp;&nbsp;&nbsp;Credo Technology Group Holding \* | 21200 | 295 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 44721 | 5261 |
| &nbsp;&nbsp;&nbsp;CS Disco \* | 5000 | 39 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 6117 | 378 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 7545 | 321 |
| &nbsp;&nbsp;&nbsp;Cvent Holding, Cl A \* | 10600 | 59 |
| &nbsp;&nbsp;&nbsp;Cyxtera Technologies \* | 10900 | 21 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 56255 | 4263 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 55990 | 2508 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 16833 | 36 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 7601 | 323 |
| &nbsp;&nbsp;&nbsp;Digimarc Corp \*(A) | 2876 | 64 |
| &nbsp;&nbsp;&nbsp;Digital Turbine Inc \* | 20700 | 378 |
| &nbsp;&nbsp;&nbsp;DigitalOcean Holdings Inc \*(A) | 14500 | 433 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 9842 | 908 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 42680 | 2009 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 13004 | 974 |
| &nbsp;&nbsp;&nbsp;Domo Inc, Cl B \* | 6432 | 92 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc, Cl Rights \* | 18200 | 477 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 58800 | 1385 |
| &nbsp;&nbsp;&nbsp;Duck Creek Technologies Inc \* | 16400 | 184 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 41400 | 1604 |
| &nbsp;&nbsp;&nbsp;DZS \* | 3800 | 45 |
| &nbsp;&nbsp;&nbsp;E2open Parent Holdings Inc \* | 46500 | 274 |
| &nbsp;&nbsp;&nbsp;Eastman Kodak Co \*(A) | 9600 | 41 |
| &nbsp;&nbsp;&nbsp;Ebix Inc (A) | 5725 | 109 |
| &nbsp;&nbsp;&nbsp;Edgio \* | 27600 | 40 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 4900 | 43 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 16000 | 979 |
| &nbsp;&nbsp;&nbsp;Enfusion, Cl A \*(A) | 4900 | 47 |
| &nbsp;&nbsp;&nbsp;EngageSmart \* | 8200 | 139 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 32130 | 2483 |
| &nbsp;&nbsp;&nbsp;Envestnet Inc \* | 12252 | 723 |
| &nbsp;&nbsp;&nbsp;ePlus Inc \* | 5176 | 257 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 10488 | 975 |
| &nbsp;&nbsp;&nbsp;Everbridge Inc \* | 8700 | 284 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;EverCommerce \* | 7100 | $47 |
| &nbsp;&nbsp;&nbsp;EVERTEC Inc  | 13600 | 459 |
| &nbsp;&nbsp;&nbsp;Evo Payments Inc, Cl A \* | 10400 | 351 |
| &nbsp;&nbsp;&nbsp;Evolv Technologies Holdings \*(A) | 18900 | 66 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 6923 | 1296 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 28887 | 606 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 7815 | 1043 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 5291 | 3279 |
| &nbsp;&nbsp;&nbsp;FARO Technologies Inc \* | 4508 | 135 |
| &nbsp;&nbsp;&nbsp;Fastly Inc, Cl A \* | 23900 | 231 |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | 22900 | 3951 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 14100 | 904 |
| &nbsp;&nbsp;&nbsp;Flywire \* | 11700 | 254 |
| &nbsp;&nbsp;&nbsp;Focus Universal \* | 4000 | 44 |
| &nbsp;&nbsp;&nbsp;ForgeRock Inc, Cl A \*(A) | 7100 | 154 |
| &nbsp;&nbsp;&nbsp;FormFactor Inc \* | 14919 | 344 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 37750 | 1741 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 12600 | 811 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 8500 | 1593 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 32945 | 2607 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 11600 | 148 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 17269 | 1024 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 5700 | 132 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 20694 | 317 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 9873 | 2992 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 4800 | 126 |
| &nbsp;&nbsp;&nbsp;IBEX Holdings \* | 1200 | 31 |
| &nbsp;&nbsp;&nbsp;Ichor Holdings Ltd \* | 6600 | 197 |
| &nbsp;&nbsp;&nbsp;Identiv \* | 4400 | 37 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 4200 | 536 |
| &nbsp;&nbsp;&nbsp;indie Semiconductor, Cl A \*(A) | 25300 | 208 |
| &nbsp;&nbsp;&nbsp;Infinera Corp \*(A) | 41084 | 277 |
| &nbsp;&nbsp;&nbsp;Informatica Inc, Cl A \*(A) | 7200 | 124 |
| &nbsp;&nbsp;&nbsp;Information Services Group Inc  | 8000 | 43 |
| &nbsp;&nbsp;&nbsp;Inseego Corp \*(A) | 21400 | 27 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises Inc \* | 6398 | 665 |
| &nbsp;&nbsp;&nbsp;Instructure Holdings \* | 2600 | 65 |
| &nbsp;&nbsp;&nbsp;Intapp \* | 2200 | 51 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 5917 | 297 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 5400 | 117 |
| &nbsp;&nbsp;&nbsp;IonQ \*(A) | 30400 | 157 |
| &nbsp;&nbsp;&nbsp;IPG Photonics Corp \* | 7300 | 665 |
| &nbsp;&nbsp;&nbsp;Itron Inc \* | 10211 | 543 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 29000 | 2094 |
| &nbsp;&nbsp;&nbsp;Jamf Holding Corp \* | 14900 | 317 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics Inc \* | 5693 | 131 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 14900 | 368 |
| &nbsp;&nbsp;&nbsp;Knowles Corp \* | 20300 | 317 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 11900 | 571 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 44700 | 523 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 28262 | 2058 |
| &nbsp;&nbsp;&nbsp;Lightwave Logic \*(A) | 27900 | 221 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 5231 | $1289 |
| &nbsp;&nbsp;&nbsp;LivePerson Inc \* | 14991 | 176 |
| &nbsp;&nbsp;&nbsp;LiveRamp Holdings Inc \* | 15074 | 331 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 14170 | 778 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 11125 | 764 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 13080 | 1647 |
| &nbsp;&nbsp;&nbsp;Marathon Digital Holdings Inc \*(A) | 21200 | 134 |
| &nbsp;&nbsp;&nbsp;Marqeta, Cl A \* | 87200 | 583 |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc (A) | 183612 | 8542 |
| &nbsp;&nbsp;&nbsp;Matterport Inc \*(A) | 53700 | 169 |
| &nbsp;&nbsp;&nbsp;Maximus Inc  | 12716 | 894 |
| &nbsp;&nbsp;&nbsp;MaxLinear Inc, Cl A \* | 15944 | 584 |
| &nbsp;&nbsp;&nbsp;MeridianLink \*(A) | 5300 | 78 |
| &nbsp;&nbsp;&nbsp;Methode Electronics Inc  | 6784 | 310 |
| &nbsp;&nbsp;&nbsp;MicroStrategy Inc, Cl A \*(A) | 1953 | 387 |
| &nbsp;&nbsp;&nbsp;MicroVision \*(A) | 35100 | 106 |
| &nbsp;&nbsp;&nbsp;Mirion Technologies \*(A) | 33400 | 213 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 9100 | 93 |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | 12223 | 1025 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 7600 | 295 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 29200 | 232 |
| &nbsp;&nbsp;&nbsp;MoneyGram International Inc \* | 18900 | 206 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 13700 | 2092 |
| &nbsp;&nbsp;&nbsp;N-able Inc \* | 11350 | 127 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 6500 | 171 |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | 27967 | 1147 |
| &nbsp;&nbsp;&nbsp;nCino Inc \* | 15400 | 402 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 27083 | 646 |
| &nbsp;&nbsp;&nbsp;NETGEAR Inc \* | 6692 | 132 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 14158 | 528 |
| &nbsp;&nbsp;&nbsp;New Relic Inc \* | 11700 | 658 |
| &nbsp;&nbsp;&nbsp;NextNav \* | 3100 | 10 |
| &nbsp;&nbsp;&nbsp;nLight Inc \* | 10600 | 115 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 7562 | 1193 |
| &nbsp;&nbsp;&nbsp;Nutanix Inc, Cl A \* | 46000 | 1300 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 31204 | 1664 |
| &nbsp;&nbsp;&nbsp;Olo Inc, Cl A \* | 22100 | 157 |
| &nbsp;&nbsp;&nbsp;ON24 \* | 6100 | 47 |
| &nbsp;&nbsp;&nbsp;OneSpan Inc \* | 7554 | 95 |
| &nbsp;&nbsp;&nbsp;Onto Innovation Inc \* | 9972 | 797 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 3168 | 280 |
| &nbsp;&nbsp;&nbsp;Ouster \*(A) | 33500 | 40 |
| &nbsp;&nbsp;&nbsp;PagerDuty Inc \* | 18415 | 410 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 382100 | 2866 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 63455 | 10781 |
| &nbsp;&nbsp;&nbsp;PAR Technology Corp \*(A) | 5800 | 141 |
| &nbsp;&nbsp;&nbsp;Paya Holdings Inc \* | 20400 | 190 |
| &nbsp;&nbsp;&nbsp;Paycor HCM Inc \*(A) | 10900 | 315 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 8300 | 1808 |
| &nbsp;&nbsp;&nbsp;Payoneer Global \* | 43900 | 237 |
| &nbsp;&nbsp;&nbsp;Paysafe Ltd \* | 82400 | 117 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PC Connection Inc \* | 2231 | $124 |
| &nbsp;&nbsp;&nbsp;PDF Solutions Inc \* | 6753 | 212 |
| &nbsp;&nbsp;&nbsp;Pegasystems Inc  | 9336 | 338 |
| &nbsp;&nbsp;&nbsp;Perficient Inc \* | 7400 | 526 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 13129 | 247 |
| &nbsp;&nbsp;&nbsp;Plexus Corp \* | 5428 | 598 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 11978 | 964 |
| &nbsp;&nbsp;&nbsp;PowerSchool Holdings, Cl A \* | 9800 | 200 |
| &nbsp;&nbsp;&nbsp;Priority Technology Holdings Inc \* | 1600 | 10 |
| &nbsp;&nbsp;&nbsp;Procore Technologies Inc \* | 14800 | 725 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 8458 | 451 |
| &nbsp;&nbsp;&nbsp;PROS Holdings Inc \* | 9399 | 224 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 61300 | 1789 |
| &nbsp;&nbsp;&nbsp;Q2 Holdings Inc \* | 12500 | 340 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 8200 | 1011 |
| &nbsp;&nbsp;&nbsp;Rackspace Technology Inc \*(A) | 11600 | 57 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 24310 | 933 |
| &nbsp;&nbsp;&nbsp;Rapid7 Inc \* | 12800 | 376 |
| &nbsp;&nbsp;&nbsp;Remitly Global \* | 21100 | 221 |
| &nbsp;&nbsp;&nbsp;Repay Holdings Corp, Cl A \* | 20900 | 185 |
| &nbsp;&nbsp;&nbsp;Ribbon Communications Inc \* | 13520 | 34 |
| &nbsp;&nbsp;&nbsp;Rimini Street Inc \* | 10000 | 42 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 19100 | 708 |
| &nbsp;&nbsp;&nbsp;Riot Blockchain \*(A) | 29700 | 138 |
| &nbsp;&nbsp;&nbsp;Rockley Photonics Holdings \* | 22900 | 5 |
| &nbsp;&nbsp;&nbsp;Rogers Corp \* | 3993 | 435 |
| &nbsp;&nbsp;&nbsp;Sabre Corp \* | 73800 | 451 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 11966 | 791 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 7000 | 136 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 5796 | 173 |
| &nbsp;&nbsp;&nbsp;SecureWorks Corp, Cl A \* | 2000 | 14 |
| &nbsp;&nbsp;&nbsp;Semtech Corp \* | 14775 | 454 |
| &nbsp;&nbsp;&nbsp;SentinelOne Inc, Cl A \* | 39300 | 570 |
| &nbsp;&nbsp;&nbsp;Shift4 Payments Inc, Cl A \* | 10500 | 487 |
| &nbsp;&nbsp;&nbsp;ShotSpotter Inc \* | 1400 | 47 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories Inc \* | 7182 | 1045 |
| &nbsp;&nbsp;&nbsp;SiTime Corp \* | 3300 | 348 |
| &nbsp;&nbsp;&nbsp;SkyWater Technology \* | 1700 | 17 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings Inc \* | 8600 | 145 |
| &nbsp;&nbsp;&nbsp;SmartRent, Cl A \* | 30500 | 74 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 26700 | 821 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 65400 | 9346 |
| &nbsp;&nbsp;&nbsp;SolarWinds Corp \* | 7850 | 69 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 33922 | 2635 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 10200 | 605 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 7958 | 1132 |
| &nbsp;&nbsp;&nbsp;Squarespace Inc \* | 7900 | 162 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 46918 | 2522 |
| &nbsp;&nbsp;&nbsp;StoneCo Ltd, Cl A \*(A) | 57100 | 667 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 24900 | 189 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 10400 | 938 |
| &nbsp;&nbsp;&nbsp;Switch Inc, Cl A  | 30200 | 1034 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Synaptics Inc \* | 8387 | $889 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 8681 | 888 |
| &nbsp;&nbsp;&nbsp;Telos \* | 8500 | 35 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 24200 | 924 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 20700 | 707 |
| &nbsp;&nbsp;&nbsp;Thoughtworks Holding Inc \* | 20500 | 187 |
| &nbsp;&nbsp;&nbsp;Toast Inc, Cl A \* | 51100 | 938 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 4227 | 203 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 23487 | 377 |
| &nbsp;&nbsp;&nbsp;Tucows Inc, Cl A \*(A) | 2200 | 68 |
| &nbsp;&nbsp;&nbsp;Turtle Beach Corp \* | 4000 | 38 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 37142 | 1821 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc  | 1200 | 360 |
| &nbsp;&nbsp;&nbsp;UiPath Inc, Cl A \* | 76700 | 956 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 9852 | 351 |
| &nbsp;&nbsp;&nbsp;Unisys Corp \* | 15183 | 65 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \*(A) | 55200 | 2181 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 9251 | 1042 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 5700 | 43 |
| &nbsp;&nbsp;&nbsp;UserTesting \*(A) | 11100 | 82 |
| &nbsp;&nbsp;&nbsp;Varonis Systems Inc, Cl B \* | 24100 | 512 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 11010 | 219 |
| &nbsp;&nbsp;&nbsp;Velodyne Lidar \* | 17700 | 17 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 12450 | 490 |
| &nbsp;&nbsp;&nbsp;Veritone Inc \*(A) | 5500 | 37 |
| &nbsp;&nbsp;&nbsp;Verra Mobility Corp, Cl A \* | 29700 | 471 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 2600 | 10 |
| &nbsp;&nbsp;&nbsp;Viasat Inc \* | 15956 | 544 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 48000 | 544 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 26217 | 604 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 3164 | 128 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 45009 | 5468 |
| &nbsp;&nbsp;&nbsp;Vontier Corp  | 31700 | 622 |
| &nbsp;&nbsp;&nbsp;Weave Communications Inc \* | 1000 | 4 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 79600 | 1167 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 9476 | 1603 |
| &nbsp;&nbsp;&nbsp;Wix.com Ltd \* | 11000 | 995 |
| &nbsp;&nbsp;&nbsp;WM Technology \*(A) | 16900 | 20 |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | 24323 | 2211 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 41966 | 7046 |
| &nbsp;&nbsp;&nbsp;Workiva Inc, Cl A \* | 9700 | 781 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 25200 | 411 |
| &nbsp;&nbsp;&nbsp;Xperi \* | 9580 | 103 |
| &nbsp;&nbsp;&nbsp;Yext Inc \* | 25100 | 134 |
| &nbsp;&nbsp;&nbsp;Zeta Global Holdings, Cl A (A) | 24000 | 201 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 53521 | 4037 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 17500 | 2335 |
| &nbsp;&nbsp;&nbsp;Zuora Inc, Cl A \* | 26300 | 202 |
|  |  | 243607 |
| **Materials — 4.7%** | **Materials — 4.7%** |  |
| &nbsp;&nbsp;&nbsp;5E Advanced Materials \*(A) | 8300 | 93 |
| &nbsp;&nbsp;&nbsp;AdvanSix Inc  | 5900 | 243 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 38700 | $1940 |
| &nbsp;&nbsp;&nbsp;Alpha Metallurgical Resources  | 3400 | 582 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 6799 | 156 |
| &nbsp;&nbsp;&nbsp;Amyris Inc \*(A) | 37000 | 64 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 13666 | 1451 |
| &nbsp;&nbsp;&nbsp;Arconic Corp \* | 21100 | 503 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA (A) | 48350 | 216 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 11408 | 1276 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 4800 | 58 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 26100 | 796 |
| &nbsp;&nbsp;&nbsp;Avient Corp  | 19132 | 662 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 47300 | 1270 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 6988 | 984 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 26941 | 1579 |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | 11732 | 864 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology Corp  | 9401 | 386 |
| &nbsp;&nbsp;&nbsp;Century Aluminum Co \* | 12297 | 111 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 1500 | 143 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 31700 | 984 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper Corp \* | 3751 | 146 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | 110260 | 1707 |
| &nbsp;&nbsp;&nbsp;Coeur Mining Inc \* | 58261 | 204 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 25741 | 1267 |
| &nbsp;&nbsp;&nbsp;Compass Minerals International Inc  | 7840 | 348 |
| &nbsp;&nbsp;&nbsp;Constellium, Cl A \* | 28600 | 356 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 24451 | 2010 |
| &nbsp;&nbsp;&nbsp;Cryptyde \* | 2230 | 1 |
| &nbsp;&nbsp;&nbsp;Danimer Scientific \*(A) | 15100 | 40 |
| &nbsp;&nbsp;&nbsp;Diversey Holdings Ltd \* | 19500 | 100 |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | 7983 | 1088 |
| &nbsp;&nbsp;&nbsp;Ecovyst Inc \* | 12200 | 113 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 49400 | 966 |
| &nbsp;&nbsp;&nbsp;FutureFuel Corp  | 3876 | 34 |
| &nbsp;&nbsp;&nbsp;Ginkgo Bioworks Holdings Inc \*(A) | 191900 | 382 |
| &nbsp;&nbsp;&nbsp;Glatfelter  | 10271 | 36 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 65817 | 1512 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 5919 | 416 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl B  | 1300 | 98 |
| &nbsp;&nbsp;&nbsp;Hawkins Inc  | 4346 | 181 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 2823 | 141 |
| &nbsp;&nbsp;&nbsp;HB Fuller Co  | 10733 | 862 |
| &nbsp;&nbsp;&nbsp;Hecla Mining Co  | 121968 | 665 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 40924 | 1137 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 7900 | 618 |
| &nbsp;&nbsp;&nbsp;Innospec Inc  | 5513 | 611 |
| &nbsp;&nbsp;&nbsp;Intrepid Potash Inc \* | 1860 | 67 |
| &nbsp;&nbsp;&nbsp;Kaiser Aluminum Corp  | 3754 | 339 |
| &nbsp;&nbsp;&nbsp;Koppers Holdings Inc  | 4473 | 133 |
| &nbsp;&nbsp;&nbsp;Kronos Worldwide Inc  | 5084 | 47 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 34400 | 963 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 15542 | 992 |
| &nbsp;&nbsp;&nbsp;LSB Industries Inc \* | 8400 | 130 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Materion Corp  | 4574 | $368 |
| &nbsp;&nbsp;&nbsp;Mativ Holdings Inc  | 10288 | 214 |
| &nbsp;&nbsp;&nbsp;Minerals Technologies Inc  | 6224 | 375 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | 18100 | 602 |
| &nbsp;&nbsp;&nbsp;Myers Industries Inc  | 8418 | 196 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 1197 | 378 |
| &nbsp;&nbsp;&nbsp;Novagold Resources Inc \* | 55300 | 319 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 30700 | 504 |
| &nbsp;&nbsp;&nbsp;Olin Corp  | 28716 | 1636 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 1927 | 68 |
| &nbsp;&nbsp;&nbsp;Origin Materials \*(A) | 27300 | 152 |
| &nbsp;&nbsp;&nbsp;Orion Engineered Carbons SA  | 14400 | 270 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Inc  | 8700 | 101 |
| &nbsp;&nbsp;&nbsp;Perimeter Solutions \* | 28900 | 313 |
| &nbsp;&nbsp;&nbsp;Piedmont Lithium \*(A) | 3100 | 179 |
| &nbsp;&nbsp;&nbsp;PolyMet Mining \* | 6200 | 19 |
| &nbsp;&nbsp;&nbsp;PureCycle Technologies \*(A) | 26000 | 180 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 3034 | 597 |
| &nbsp;&nbsp;&nbsp;Ramaco Resources Inc  | 5500 | 63 |
| &nbsp;&nbsp;&nbsp;Ranpak Holdings Corp, Cl A \* | 8300 | 45 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 13917 | 108 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 12638 | 2670 |
| &nbsp;&nbsp;&nbsp;Resolute Forest Products Inc \* | 8800 | 186 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 13602 | 1528 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 26888 | 2786 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 4900 | 145 |
| &nbsp;&nbsp;&nbsp;Schnitzer Steel Industries Inc, Cl A  | 5956 | 204 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro Co/The, Cl A (A) | 7859 | 440 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | 8435 | 630 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 17660 | 934 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 20221 | 1241 |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | 18229 | 1112 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc (A) | 42600 | 646 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 37337 | 3880 |
| &nbsp;&nbsp;&nbsp;Stepan Co  | 4825 | 538 |
| &nbsp;&nbsp;&nbsp;Summit Materials Inc, Cl A \* | 23806 | 721 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 18646 | 158 |
| &nbsp;&nbsp;&nbsp;Sylvamo Corp  | 7000 | 379 |
| &nbsp;&nbsp;&nbsp;TimkenSteel Corp \* | 10104 | 189 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 5341 | 55 |
| &nbsp;&nbsp;&nbsp;TriMas Corp  | 9876 | 270 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 8900 | 219 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 25800 | 365 |
| &nbsp;&nbsp;&nbsp;United States Lime & Minerals Inc  | 400 | 56 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 48300 | 1270 |
| &nbsp;&nbsp;&nbsp;Valhi  | 500 | 11 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 36436 | 1202 |
| &nbsp;&nbsp;&nbsp;Warrior Met Coal Inc  | 11800 | 434 |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | 7010 | 755 |
| &nbsp;&nbsp;&nbsp;Worthington Industries Inc  | 7402 | 420 |
|  |  | 62202 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 6.4%** | **Real Estate — 6.4%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 20139 | $310 |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 16247 | 1136 |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 16191 | 320 |
| &nbsp;&nbsp;&nbsp;Alexander's Inc <sup>‡</sup> | 488 | 119 |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 11391 | 334 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 63700 | 2107 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 58700 | 1752 |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 26502 | 200 |
| &nbsp;&nbsp;&nbsp;Apartment Income <sup>‡</sup> | 33000 | 1256 |
| &nbsp;&nbsp;&nbsp;Apartment Investment and Management Co, Cl A <sup>‡</sup> | 34000 | 285 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 43400 | 740 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 13800 | 168 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 3050 | 20 |
| &nbsp;&nbsp;&nbsp;Bluerock Homes Trust \*<sup>‡</sup> | 887 | 22 |
| &nbsp;&nbsp;&nbsp;Braemar Hotels & Resorts Inc <sup>‡</sup> | 13600 | 50 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 38639 | 267 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 61800 | 1433 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 35900 | 609 |
| &nbsp;&nbsp;&nbsp;BRT Apartments Corp <sup>‡</sup> | 2400 | 50 |
| &nbsp;&nbsp;&nbsp;CareTrust Inc <sup>‡</sup> | 18353 | 363 |
| &nbsp;&nbsp;&nbsp;CBL & Associates Properties <sup>‡</sup>(A) | 6700 | 204 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 3403 | 219 |
| &nbsp;&nbsp;&nbsp;Chatham Lodging Trust \*<sup>‡</sup> | 10435 | 140 |
| &nbsp;&nbsp;&nbsp;City Office Inc <sup>‡</sup> | 11000 | 109 |
| &nbsp;&nbsp;&nbsp;Clipper Realty Inc <sup>‡</sup> | 3500 | 27 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust Inc <sup>‡</sup> | 5400 | 190 |
| &nbsp;&nbsp;&nbsp;Compass, Cl A \*(A) | 63100 | 189 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 22430 | 623 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 30645 | 808 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth Inc <sup>‡</sup>(A) | 4254 | 89 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 46822 | 1938 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 36100 | 412 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 47607 | 448 |
| &nbsp;&nbsp;&nbsp;DigitalBridge Group  | 33998 | 491 |
| &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust <sup>‡</sup> | 55107 | 55 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 15445 | 64 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 35585 | 616 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 19500 | 309 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 8985 | 1395 |
| &nbsp;&nbsp;&nbsp;Elme Communities <sup>‡</sup> | 16513 | 326 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust Inc, Cl A <sup>‡</sup> | 33000 | 254 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 14851 | 618 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth <sup>‡</sup> | 22244 | 603 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 38464 | 2555 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc <sup>‡</sup> | 30900 | 717 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc  | 13900 | 182 |
| &nbsp;&nbsp;&nbsp;Farmland Partners Inc <sup>‡</sup> | 10300 | 137 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 28253 | 1428 |
| &nbsp;&nbsp;&nbsp;Forestar Group Inc \* | 3867 | 57 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust Inc <sup>‡</sup> | 17319 | 470 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 27996 | $82 |
| &nbsp;&nbsp;&nbsp;FRP Holdings Inc \* | 1438 | 88 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 52831 | 2779 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 9189 | 303 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial Corp <sup>‡</sup> | 8919 | 169 |
| &nbsp;&nbsp;&nbsp;Gladstone Land Corp <sup>‡</sup> | 7000 | 144 |
| &nbsp;&nbsp;&nbsp;Global Medical Inc <sup>‡</sup> | 15000 | 151 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 24033 | 325 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 81805 | 1679 |
| &nbsp;&nbsp;&nbsp;Hersha Hospitality Trust, Cl A <sup>‡</sup> | 9019 | 87 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 21868 | 652 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 8017 | 598 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties Inc <sup>‡</sup> | 27870 | 322 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust Inc <sup>‡</sup> | 48901 | 886 |
| &nbsp;&nbsp;&nbsp;Indus Realty Trust <sup>‡</sup> | 1403 | 90 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 15409 | 63 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties Inc, Cl A <sup>‡</sup> | 5800 | 703 |
| &nbsp;&nbsp;&nbsp;InvenTrust Properties <sup>‡</sup> | 15900 | 409 |
| &nbsp;&nbsp;&nbsp;iStar Inc <sup>‡</sup> | 14918 | 120 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 21900 | 451 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 10347 | 1740 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 27029 | 460 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 23943 | 1035 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 46021 | 1049 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 18097 | 1812 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 18139 | 1950 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 9217 | 362 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust, Cl B <sup>‡</sup> | 58290 | 627 |
| &nbsp;&nbsp;&nbsp;Macerich Co/The <sup>‡</sup> | 48045 | 610 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 5100 | 190 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 123562 | 1621 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 8464 | 476 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 38343 | 1778 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 18000 | 717 |
| &nbsp;&nbsp;&nbsp;Necessity Retail REIT Inc/The <sup>‡</sup> | 28700 | 192 |
| &nbsp;&nbsp;&nbsp;NETSTREIT Corp <sup>‡</sup> | 13400 | 262 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 28705 | 243 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 4900 | 236 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 10391 | 159 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 49057 | 1485 |
| &nbsp;&nbsp;&nbsp;One Liberty Properties Inc <sup>‡</sup> | 3662 | 87 |
| &nbsp;&nbsp;&nbsp;Opendoor Technologies Inc \* | 103100 | 191 |
| &nbsp;&nbsp;&nbsp;Orion Office Inc <sup>‡</sup> | 11900 | 111 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 32709 | 598 |
| &nbsp;&nbsp;&nbsp;Paramount Group Inc <sup>‡</sup> | 42000 | 274 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 49059 | 630 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 29225 | 487 |
| &nbsp;&nbsp;&nbsp;Phillips Edison <sup>‡</sup> | 26000 | 838 |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 47500 | 709 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 28566 | 297 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial Inc <sup>‡</sup> | 7000 | 145 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc, Cl A <sup>‡</sup> | 2600 | 40 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 17642 | $843 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 31153 | 1118 |
| &nbsp;&nbsp;&nbsp;RE/MAX Holdings Inc, Cl A  | 4200 | 87 |
| &nbsp;&nbsp;&nbsp;Redfin Corp \*(A) | 23300 | 125 |
| &nbsp;&nbsp;&nbsp;Retail Opportunity Investments Corp <sup>‡</sup> | 26759 | 408 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 35900 | 1985 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 30754 | 373 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 4170 | 121 |
| &nbsp;&nbsp;&nbsp;RPT Realty <sup>‡</sup> | 18837 | 211 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc <sup>‡</sup> | 11460 | 1049 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care Inc <sup>‡</sup> | 46120 | 595 |
| &nbsp;&nbsp;&nbsp;Safehold Inc <sup>‡</sup> | 6142 | 181 |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 2644 | 114 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 38741 | 304 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 44107 | 599 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup>(A) | 14183 | 595 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 28013 | 1160 |
| &nbsp;&nbsp;&nbsp;St. Joe Co  | 7300 | 281 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 37056 | 1220 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 54900 | 1751 |
| &nbsp;&nbsp;&nbsp;Summit Hotel Properties Inc <sup>‡</sup> | 23629 | 202 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 25721 | 3778 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc <sup>‡</sup>(A) | 41538 | 456 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 23549 | 458 |
| &nbsp;&nbsp;&nbsp;Tejon Ranch Co \* | 4876 | 96 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 15763 | 924 |
| &nbsp;&nbsp;&nbsp;UMH Properties Inc <sup>‡</sup> | 9500 | 167 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 53860 | 410 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust <sup>‡</sup> | 3116 | 164 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 22700 | 357 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Inc, Cl A <sup>‡</sup> | 6156 | 118 |
| &nbsp;&nbsp;&nbsp;Veris Residential \*<sup>‡</sup> | 19767 | 317 |
| &nbsp;&nbsp;&nbsp;WeWork, Cl A \*(A) | 32800 | 91 |
| &nbsp;&nbsp;&nbsp;Whitestone, Cl B <sup>‡</sup> | 12377 | 120 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 41800 | 3294 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc <sup>‡</sup> | 25700 | 396 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 10891 | 407 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 34197 | 1299 |
|  |  | 84900 |
| **Utilities — 2.4%** | **Utilities — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 11970 | 792 |
| &nbsp;&nbsp;&nbsp;Altus Power, Cl A \* | 9800 | 70 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 7374 | 723 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 2184 | 119 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc (A) | 14250 | 609 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 15052 | 621 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 13202 | 946 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 20850 | 977 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A (A) | 27113 | 884 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 11841 | 769 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 3815 | 457 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl A  | 7800 | 257 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Extended Market Index Fund** (Concluded)

---

| | | | |
|:---|:---|:---|:---|
| 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;Clearway Energy Inc, Cl C  | 18300 | $| 649 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 48537 |  | 2341 |
| &nbsp;&nbsp;&nbsp;Global Water Resources Inc  | 2800 |  | 36 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 23158 |  | 951 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 10724 |  | 1185 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 8214 |  | 591 |
| &nbsp;&nbsp;&nbsp;Middlesex Water Co  | 4001 |  | 374 |
| &nbsp;&nbsp;&nbsp;Montauk Renewables \* | 11500 |  | 139 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 18788 |  | 1244 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 19494 |  | 970 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 7076 |  | 355 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 12346 |  | 721 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 41576 |  | 1682 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 10900 |  | 948 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc  | 11234 |  | 1016 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 8546 |  | 510 |
| &nbsp;&nbsp;&nbsp;PNM Resources Inc  | 18117 |  | 888 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 18900 |  | 930 |
| &nbsp;&nbsp;&nbsp;Pure Cycle Corp \* | 5900 |  | 63 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 6264 |  | 468 |
| &nbsp;&nbsp;&nbsp;South Jersey Industries Inc  | 25996 |  | 902 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc  | 14541 |  | 995 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 10803 |  | 801 |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International Inc \* | 22500 |  | 514 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 43596 |  | 1685 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 3558 |  | 195 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A  | 2000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 88868 |  | 2162 |
| &nbsp;&nbsp;&nbsp;York Water Co/The  | 2952 |  | 135 |
|  |  |  | 30687 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,032,878) ($ Thousands) |  |  | 1309707 |
|  | Number of<br> Rights |  |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| &nbsp;&nbsp;&nbsp;Pulse Biosciences Inc \*<sup>‡</sup><sup>‡</sup> | 2347 |  |  |
| &nbsp;&nbsp;&nbsp;Zogenix Inc CVR \*<sup>‡</sup><sup>‡</sup> | 13200 |  |  |
| &nbsp;&nbsp;&nbsp;Tobira Therapeutics CVR, Expires 12/31/2028 \*(B) | 2300 |  | – |
| Total Rights |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  |  | – |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **AFFILIATED PARTNERSHIP — 3.5%** | **AFFILIATED PARTNERSHIP — 3.5%** | **AFFILIATED PARTNERSHIP — 3.5%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*<sup>†</sup>(C) | 45557180 | $45562 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $45,556) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $45,556) ($ Thousands) | 45562 |
| **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 10647135 | 10647 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,647) ($ Thousands) |  | 10647 |
| Total Investments in Securities — 103.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,089,081) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,089,081) ($ Thousands)  | $1365916 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open futures contracts held by the Fund at November 30, 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 | 65 | Dec-2022 | $5930 | $6134 | $204 |
| &nbsp;&nbsp;S&P Mid Cap 400 Index E-MINI | 22 | Dec-2022 | 5330 | 5676 | 346 |
|  |  |  | $11260 | $11810 | $550 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,320,284 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $46,132 ($ Thousands). |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $45,562 ($ Thousands). |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 1309707 |  |  |  | 1309707 |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  | ^ |  |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 45562 |  |  | 45562 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 10647 | – |  |  | 10647 |
| Total Investments in Securities | 1320354 | 45562 |  | ^ | 1365916 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 550 |  |  | 550 |
| Total Other Financial Instruments | 550 |  |  | 550 |

---

^ Securities market value 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 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.

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Investments Co | $&nbsp;&nbsp;&nbsp;&nbsp;1433 | $&nbsp;&nbsp;&nbsp;&nbsp;164 | $&nbsp;&nbsp;&nbsp;&nbsp;(247) | $&nbsp;&nbsp;&nbsp;&nbsp;(19) | $&nbsp;&nbsp;&nbsp;&nbsp;78 | $&nbsp;&nbsp;&nbsp;&nbsp;1409 | $&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| SEI Liquidity Fund, LP | &nbsp;&nbsp;&nbsp;&nbsp;45524 | &nbsp;&nbsp;&nbsp;&nbsp;135812 | &nbsp;&nbsp;&nbsp;&nbsp;(135773) |  | &nbsp;&nbsp;&nbsp;&nbsp;(1) | &nbsp;&nbsp;&nbsp;&nbsp;45562 | &nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;11449 | &nbsp;&nbsp;&nbsp;&nbsp;71435 | &nbsp;&nbsp;&nbsp;&nbsp;(72237) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;10647 | &nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;58406 | $&nbsp;&nbsp;&nbsp;&nbsp;207411 | $&nbsp;&nbsp;&nbsp;&nbsp;(208257) | $&nbsp;&nbsp;&nbsp;&nbsp;(19) | $&nbsp;&nbsp;&nbsp;&nbsp;77 | $&nbsp;&nbsp;&nbsp;&nbsp;57618 | $&nbsp;&nbsp;&nbsp;&nbsp;921 | &nbsp;&nbsp;&nbsp;&nbsp;$— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap Fund**![](fp0081628-1_58.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 100.5%** | **COMMON STOCK — 100.5%** | **COMMON STOCK — 100.5%** |
| **Communication Services — 1.4%** | **Communication Services — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | 19500 | $89 |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 9100 | 182 |
| &nbsp;&nbsp;&nbsp;Anterix Inc \* | 750 | 26 |
| &nbsp;&nbsp;&nbsp;ATN International Inc  | 830 | 40 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 225180 | 65 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 2820 | 65 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 2450 | 142 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 2490 | 43 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 9424 | 110 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 5480 | 153 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 9993 | 531 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 2050 | 97 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 13687 | 106 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 3600 | 682 |
| &nbsp;&nbsp;&nbsp;Ooma Inc \* | 1500 | 24 |
| &nbsp;&nbsp;&nbsp;Playstudios Inc \* | 6600 | 28 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 8950 | 140 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 5220 | 100 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 1100 | 23 |
| &nbsp;&nbsp;&nbsp;Vimeo Inc \* | 11420 | 49 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 3207 | 256 |
|  |  | 2951 |
| **Consumer Discretionary — 11.3%** | **Consumer Discretionary — 11.3%** |  |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 5390 | 43 |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 46748 | 570 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 13182 | 665 |
| &nbsp;&nbsp;&nbsp;ADT Inc  | 26001 | 243 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 29100 | 303 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc \* | 11923 | 189 |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 5800 | 55 |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | 1690 | 209 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 20981 | $286 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc (A) | 7300 | 142 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 818 | 118 |
| &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc \* | 8040 | 258 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 12600 | 284 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 12583 | 271 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 5635 | 380 |
| &nbsp;&nbsp;&nbsp;Bowlero Corp \*(A) | 10259 | 143 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 2312 | 102 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A \* | 4180 | 99 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 7080 | 171 |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 17480 | 131 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 36480 | 214 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 8653 | 274 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 5980 | 604 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 523 | 209 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 68008 | 453 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 1316 | 157 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A (A) | 767 | 276 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 1350 | 121 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 18140 | 516 |
| &nbsp;&nbsp;&nbsp;Express Inc \*(A) | 47430 | 67 |
| &nbsp;&nbsp;&nbsp;First Watch Restaurant Group Inc \* | 24795 | 389 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 8240 | 874 |
| &nbsp;&nbsp;&nbsp;Genesco Inc \* | 5000 | 261 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 3000 | 87 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 3960 | 284 |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | 12200 | 264 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 16500 | 185 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 200 | 129 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 250 | 28 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 2750 | 532 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 8200 | 358 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 27829 | 877 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 8735 | 582 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 2071 | 136 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 11697 | 40 |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | 9000 | 245 |
| &nbsp;&nbsp;&nbsp;Legacy Housing Corp \* | 14730 | 258 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 7407 | 62 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 14019 | 365 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 4100 | 185 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 5368 | 63 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 3900 | 129 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 12000 | 309 |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | 6500 | 211 |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | 3200 | 277 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 47178 | 999 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2413 | 205 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 3780 | 43 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 13417 | 432 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 1600 | 473 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;NEOGAMES SA \* | 14470 | $200 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 12746 | 70 |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | 7800 | 164 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 9100 | 438 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 6735 | 410 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 7090 | 232 |
| &nbsp;&nbsp;&nbsp;Penske Automotive Group Inc  | 1330 | 168 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 27059 | 388 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 1760 | 35 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \*(A) | 72070 | 147 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 4100 | 275 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 23700 | 56 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 6900 | 166 |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 18110 | 317 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 20200 | 238 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 3950 | 282 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 11776 | 311 |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd (A) | 4900 | 318 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 5600 | 298 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 2250 | 86 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 1210 | 66 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \*(A) | 23395 | 338 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | 560 | 56 |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | 3300 | 284 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 24200 | 446 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 9000 | 42 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 6893 | 200 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 4330 | 121 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 56350 | 523 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 553 | 133 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 5300 | 311 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 26170 | 108 |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 9205 | 675 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 1983 | 136 |
| &nbsp;&nbsp;&nbsp;Xponential Fitness Inc, Cl A \* | 21470 | 475 |
|  |  | 25348 |
| **Consumer Staples — 6.3%** | **Consumer Staples — 6.3%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 7500 | 157 |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 13482 | 145 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 28610 | 2153 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 3500 | 367 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 1330 | 46 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 2650 | 154 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1230 | 299 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 1928 | 215 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 1810 | 71 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 298 | 147 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 4773 | 262 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 11100 | 378 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 8900 | 267 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 2400 | 66 |
| &nbsp;&nbsp;&nbsp;Fresh Mkt Inc  | 194 |  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 1800 | $54 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 7537 | 199 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 10250 | 1036 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 7690 | 753 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 840 | 80 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 840 | 138 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 1010 | 86 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 1550 | 135 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 1000 | 207 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 3338 | 417 |
| &nbsp;&nbsp;&nbsp;Mission Produce Inc \* | 3000 | 48 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 12866 | 130 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 5600 | 234 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 3269 | 199 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 2900 | 76 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 2304 | 216 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 1530 | 109 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 8600 | 135 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 18 | 71 |
| &nbsp;&nbsp;&nbsp;Seneca Foods Corp, Cl A \* | 850 | 55 |
| &nbsp;&nbsp;&nbsp;Sovos Brands Inc \* | 2860 | 41 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 13500 | 443 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 26400 | 906 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 1230 | 55 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 36515 | 1805 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 19195 | 915 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 2200 | 125 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 880 | 49 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 16844 | 380 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 3702 | 323 |
|  |  | 14147 |
| **Energy — 6.6%** | **Energy — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 56594 | 198 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 52190 | 470 |
| &nbsp;&nbsp;&nbsp;Bristow Group Inc \* | 16550 | 430 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 10490 | 571 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 9942 | 378 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 9237 | 285 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 1360 | 141 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 8600 | 579 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc  | 25771 | 473 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 28265 | 274 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \*(A) | 19021 | 301 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 13384 | 232 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 58171 | 371 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 2873 | 179 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 7211 | 311 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 22346 | 1483 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 5247 | 248 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC \* | 4939 | 183 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 6279 | 229 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 9574 | 215 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 27410 | $185 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 16410 | 384 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 4575 | 182 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 10100 | 751 |
| &nbsp;&nbsp;&nbsp;Permian Resources Corp, Cl A  | 20107 | 204 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding Corp, Cl A \* | 31370 | 740 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 15813 | 467 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 23110 | 214 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 9199 | 469 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 52910 | 518 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 34361 | 377 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 21400 | 148 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 12020 | 236 |
| &nbsp;&nbsp;&nbsp;Teekay Corp \* | 6840 | 30 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 20638 | 696 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 14690 | 56 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 6595 | 200 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 103010 | 534 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 71740 | 493 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 18000 | 512 |
|  |  | 14947 |
| **Financials — 20.4%** | **Financials — 20.4%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 4128 | 236 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc <sup>‡</sup>(A) | 4870 | 85 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 1100 | 26 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 8946 | 239 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 6100 | 247 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 1830 | 260 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 1750 | 104 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance Inc <sup>‡</sup> | 18100 | 224 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Trust Inc <sup>‡</sup> | 15600 | 232 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 3131 | 110 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 9464 | 235 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 30700 | 755 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 540 | 69 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 7809 | 225 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 3750 | 216 |
| &nbsp;&nbsp;&nbsp;Bank First Corp  | 400 | 38 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 5050 | 181 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 3060 | 107 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 1850 | 131 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 4887 | 94 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 3600 | 201 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 4500 | 268 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 1200 | 28 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5000 | 114 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 1120 | 100 |
| &nbsp;&nbsp;&nbsp;Camden National Corp  | 8200 | 359 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 5951 | 148 |
| &nbsp;&nbsp;&nbsp;Capital City Bank Group Inc  | 1200 | 42 |
| &nbsp;&nbsp;&nbsp;Capstar Financial Holdings Inc  | 1400 | 25 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 8111 | $150 |
| &nbsp;&nbsp;&nbsp;Cathay General Bancorp  | 8600 | 400 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 2240 | 284 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 9630 | 204 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 9147 | 388 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 770 | 79 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 16440 | 376 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 15460 | 395 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 40000 | 939 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 4960 | 248 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 4400 | 97 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 13670 | 655 |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 8900 | 56 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 9680 | 134 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 1300 | 189 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 5300 | 171 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 6362 | 182 |
| &nbsp;&nbsp;&nbsp;Diamond Hill Investment Group Inc  | 290 | 52 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 4668 | 167 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 1550 | 23 |
| &nbsp;&nbsp;&nbsp;Eagle Bancorp Inc  | 1900 | 90 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 1850 | 86 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 3450 | 139 |
| &nbsp;&nbsp;&nbsp;Enstar Group Ltd \* | 660 | 144 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 5689 | 298 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 6250 | 229 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 1030 | 291 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 3885 | 174 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 940 | 318 |
| &nbsp;&nbsp;&nbsp;EZCORP Inc, Cl A \* | 1597 | 16 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 670 | 309 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 12360 | 188 |
| &nbsp;&nbsp;&nbsp;Federated Hermes Inc, Cl B  | 7900 | 300 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 16088 | 407 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 3100 | 169 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 6257 | 214 |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 12830 | 335 |
| &nbsp;&nbsp;&nbsp;First Business Financial Services Inc  | 9400 | 360 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 12500 | 184 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 8090 | 299 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 14372 | 531 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 10770 | 518 |
| &nbsp;&nbsp;&nbsp;First Mid Bancshares Inc  | 1000 | 35 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 6775 | 132 |
| &nbsp;&nbsp;&nbsp;Flagstar Bancorp Inc  | 11300 | 424 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 15600 | 325 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 45555 | 642 |
| &nbsp;&nbsp;&nbsp;FS KKR Capital Corp  | 14600 | 290 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 25500 | 474 |
| &nbsp;&nbsp;&nbsp;German American Bancorp Inc  | 1700 | 68 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 4800 | 301 |
| &nbsp;&nbsp;&nbsp;Guaranty Bancshares Inc/TX  | 700 | 25 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 10255 | $758 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 6300 | 346 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 31903 | 863 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 1580 | 233 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 6489 | 95 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 8300 | 163 |
| &nbsp;&nbsp;&nbsp;Heartland Financial USA Inc  | 2400 | 117 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 24506 | 348 |
| &nbsp;&nbsp;&nbsp;Heritage Financial Corp/WA  | 2340 | 77 |
| &nbsp;&nbsp;&nbsp;Hingham Institution For Savings The  | 90 | 26 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 8400 | 229 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 5830 | 149 |
| &nbsp;&nbsp;&nbsp;Hope Bancorp Inc  | 26100 | 356 |
| &nbsp;&nbsp;&nbsp;Horace Mann Educators Corp  | 200 | 8 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 970 | 95 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 32780 | 804 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 2573 | 207 |
| &nbsp;&nbsp;&nbsp;Invesco Mortgage Capital Inc <sup>‡</sup>(A) | 7650 | 100 |
| &nbsp;&nbsp;&nbsp;Investors Title Co  | 90 | 14 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 7419 | 2287 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 27640 | 516 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A (A) | 4900 | 179 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 14760 | 164 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 16265 | 566 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 10470 | 268 |
| &nbsp;&nbsp;&nbsp;Meridian Corp  | 5800 | 196 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 5576 | 125 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 6920 | 440 |
| &nbsp;&nbsp;&nbsp;Mid Penn Bancorp Inc  | 7000 | 231 |
| &nbsp;&nbsp;&nbsp;MidCap Financial Investment Corp  | 21366 | 265 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 13400 | 361 |
| &nbsp;&nbsp;&nbsp;MidWestOne Financial Group Inc  | 1000 | 35 |
| &nbsp;&nbsp;&nbsp;MVB Financial Corp  | 350 | 8 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 1900 | 88 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 300 | 63 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc  | 6505 | 300 |
| &nbsp;&nbsp;&nbsp;New Mountain Finance Corp  | 15300 | 195 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 3232 | 267 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 7423 | 118 |
| &nbsp;&nbsp;&nbsp;Northrim BanCorp Inc  | 5350 | 298 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 39300 | 282 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 3700 | 86 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 25540 | 740 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 14400 | 275 |
| &nbsp;&nbsp;&nbsp;Old Republic International Corp  | 6600 | 162 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp Inc  | 3450 | 60 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 9828 | 409 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 3090 | 126 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 7770 | 209 |
| &nbsp;&nbsp;&nbsp;PCB Bancorp  | 10100 | 188 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp (A) | 7733 | 155 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 5103 | 210 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PennantPark Investment Corp  | 55400 | $344 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 4730 | 142 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 2923 | 166 |
| &nbsp;&nbsp;&nbsp;PJT Partners Inc  | 1950 | 150 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 9350 | 683 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 350 | 26 |
| &nbsp;&nbsp;&nbsp;Primis Financial Corp  | 14600 | 180 |
| &nbsp;&nbsp;&nbsp;ProAssurance Corp  | 900 | 18 |
| &nbsp;&nbsp;&nbsp;Prospect Capital Corp  | 19800 | 153 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 8581 | 60 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 500 | 11 |
| &nbsp;&nbsp;&nbsp;QCR Holdings Inc  | 1650 | 87 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 9420 | 212 |
| &nbsp;&nbsp;&nbsp;Redwood Trust Inc <sup>‡</sup> | 28900 | 228 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 19565 | 576 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 1372 | 198 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 2743 | 518 |
| &nbsp;&nbsp;&nbsp;Republic Bancorp Inc/KY, Cl A  | 850 | 37 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 31509 | 80 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 31400 | 284 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 1850 | 241 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 2500 | 94 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 970 | 89 |
| &nbsp;&nbsp;&nbsp;Selective Insurance Group Inc  | 2310 | 222 |
| &nbsp;&nbsp;&nbsp;Sierra Bancorp  | 900 | 20 |
| &nbsp;&nbsp;&nbsp;Simmons First National Corp, Cl A  | 9914 | 230 |
| &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc  | 10400 | 196 |
| &nbsp;&nbsp;&nbsp;SmartFinancial Inc  | 1080 | 32 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 3588 | 111 |
| &nbsp;&nbsp;&nbsp;Southern First Bancshares Inc \* | 550 | 27 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 2492 | 129 |
| &nbsp;&nbsp;&nbsp;Southside Bancshares Inc  | 2000 | 73 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 2293 | 201 |
| &nbsp;&nbsp;&nbsp;Stellar Bancorp Inc  | 8311 | 281 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 5910 | 177 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 1080 | 48 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 7480 | 481 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 2401 | 244 |
| &nbsp;&nbsp;&nbsp;Summit Financial Group Inc  | 2000 | 57 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 5800 | 244 |
| &nbsp;&nbsp;&nbsp;Tompkins Financial Corp  | 900 | 75 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 12900 | 417 |
| &nbsp;&nbsp;&nbsp;TriCo Bancshares  | 2350 | 128 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 9320 | 362 |
| &nbsp;&nbsp;&nbsp;UMB Financial Corp  | 110 | 9 |
| &nbsp;&nbsp;&nbsp;United Bankshares Inc/WV  | 4772 | 205 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 33515 | 1306 |
| &nbsp;&nbsp;&nbsp;United Fire Group Inc  | 1500 | 46 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 52750 | 580 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 10630 | 300 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 4693 | 198 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 10000 | 353 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;WesBanco Inc  | 8300 | $336 |
| &nbsp;&nbsp;&nbsp;Westamerica BanCorp  | 1610 | 99 |
| &nbsp;&nbsp;&nbsp;White Mountains Insurance Group Ltd  | 128 | 174 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 2530 | 231 |
|  |  | 45632 |
| **Health Care — 16.0%** | **Health Care — 16.0%** |  |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 5750 | 90 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 23858 | 2125 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 21890 | 193 |
| &nbsp;&nbsp;&nbsp;Addus HomeCare Corp \* | 910 | 100 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 188784 | 510 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics Inc \* | 4338 | 202 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 45640 | 387 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 7590 | 188 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \* | 31836 | 353 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 9350 | 1157 |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 25780 | 66 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 3800 | 112 |
| &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals Inc \*(A) | 4823 | 185 |
| &nbsp;&nbsp;&nbsp;AnaptysBio Inc \* | 2300 | 64 |
| &nbsp;&nbsp;&nbsp;ANI Pharmaceuticals Inc \* | 1000 | 42 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 4145 | 207 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 10598 | 211 |
| &nbsp;&nbsp;&nbsp;Arcutis Biotherapeutics Inc \* | 2300 | 40 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 38330 | 180 |
| &nbsp;&nbsp;&nbsp;Atrion Corp  | 90 | 54 |
| &nbsp;&nbsp;&nbsp;Aura Biosciences Inc \* | 1630 | 23 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 2489 | 170 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 6100 | 129 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 2416 | 205 |
| &nbsp;&nbsp;&nbsp;Bluebird Bio Inc \* | 28530 | 222 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 12569 | 40 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 12620 | 149 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 3980 | 94 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 34166 | 573 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 472 | 108 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 506 | 263 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 11164 | 253 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \* | 11587 | 146 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 21430 | 469 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 12431 | 368 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 4400 | 111 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 670 | 103 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 12914 | 462 |
| &nbsp;&nbsp;&nbsp;Cullinan Oncology Inc \* | 2510 | 31 |
| &nbsp;&nbsp;&nbsp;Day One Biopharmaceuticals Inc \* | 1930 | 41 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics Inc \*(A) | 4053 | 141 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 1050 | 38 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 1450 | 64 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 3960 | 232 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 20525 | 1950 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 18350 | $528 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 20600 | 352 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 13921 | 74 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 2300 | 170 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 3704 | 316 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 28690 | 1643 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 4890 | 292 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 3600 | 91 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 3330 | 269 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \*(A) | 26640 | 72 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 300 | 48 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 12663 | 380 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 30057 | 395 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 4397 | 1062 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \* | 41187 | 122 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 3090 | 126 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp \* | 2969 | 88 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 68700 | 832 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 18892 | 381 |
| &nbsp;&nbsp;&nbsp;IVERIC bio Inc \* | 7498 | 177 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 1670 | 262 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 1213 | 285 |
| &nbsp;&nbsp;&nbsp;Kezar Life Sciences Inc \* | 1820 | 14 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 26867 | 452 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 25410 | 188 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 3815 | 297 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 10990 | 682 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 1550 | 73 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 170 | 36 |
| &nbsp;&nbsp;&nbsp;Meridian Bioscience Inc \* | 2900 | 93 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 1600 | 115 |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 11160 | 74 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 2380 | 66 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 1250 | 77 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 3337 | 424 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 6000 | 125 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 20750 | 257 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 21662 | 64 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 2115 | 109 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 4650 | 98 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 38630 | 1163 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 77428 | 212 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 24400 | 635 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 660 | 12 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 2390 | 115 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 5400 | 174 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 3100 | 38 |
| &nbsp;&nbsp;&nbsp;Pliant Therapeutics Inc \* | 6542 | 120 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \* | 10440 | 104 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 28560 | 63 |
| &nbsp;&nbsp;&nbsp;Precigen Inc \*(A) | 97950 | 178 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 5520 | 184 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 14800 | $910 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 2830 | 68 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \*(A) | 3136 | 135 |
| &nbsp;&nbsp;&nbsp;Prometheus Biosciences Inc \* | 2407 | 99 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 17240 | 136 |
| &nbsp;&nbsp;&nbsp;Prothena Corp PLC \* | 3440 | 215 |
| &nbsp;&nbsp;&nbsp;Provention Bio Inc \* | 18833 | 170 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 2850 | 141 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 20420 | 361 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 896 | 160 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 6174 | 134 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals Inc \*(A) | 6500 | 174 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 82335 | 55 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 30140 | 150 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 1641 | 202 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 18760 | 121 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 21700 | 533 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 14802 | 96 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 4285 | 1087 |
| &nbsp;&nbsp;&nbsp;SIGA Technologies Inc \*(A) | 40040 | 368 |
| &nbsp;&nbsp;&nbsp;Simulations Plus Inc  | 1000 | 41 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 5916 | 45 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 2800 | 103 |
| &nbsp;&nbsp;&nbsp;Surmodics Inc \* | 130 | 5 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 13208 | 99 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 3100 | 74 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 32450 | 278 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 3200 | 148 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 28710 | 253 |
| &nbsp;&nbsp;&nbsp;Theravance Biopharma Inc \* | 4590 | 49 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 3087 | 191 |
| &nbsp;&nbsp;&nbsp;Travere Therapeutics Inc \* | 3660 | 74 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 2665 | 320 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 4293 | 1202 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1310 | 117 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 11140 | 122 |
| &nbsp;&nbsp;&nbsp;Varex Imaging Corp \* | 1500 | 32 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 5219 | 240 |
| &nbsp;&nbsp;&nbsp;Ventyx Biosciences Inc \* | 4739 | 137 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 3280 | 97 |
|  |  | 36000 |
| **Industrials — 16.4%** | **Industrials — 16.4%** |  |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 49600 | 276 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 1210 | 228 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6400 | 304 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 17640 | 212 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 2844 | 180 |
| &nbsp;&nbsp;&nbsp;American Woodmark Corp \* | 3200 | 173 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 7200 | 347 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc  | 4041 | 535 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 7550 | 625 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 7232 | 275 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 6874 | $144 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 5700 | 696 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 4315 | 424 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 860 | 269 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 2580 | 222 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 8237 | 409 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 3739 | 535 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 4231 | 508 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 2272 | 288 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 22000 | 292 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 15713 | 152 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 7410 | 285 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 3102 | 382 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 1700 | 180 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 1190 | 210 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 36511 | 213 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 7700 | 149 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 3206 | 161 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 5671 | 878 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 31355 | 728 |
| &nbsp;&nbsp;&nbsp;EnPro Industries Inc  | 1703 | 202 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 17380 | 1797 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 19450 | 945 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 5620 | 75 |
| &nbsp;&nbsp;&nbsp;Fluor Corp \* | 6700 | 225 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 5951 | 209 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 1810 | 203 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 9379 | 487 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 8455 | 1461 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 7068 | 105 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 595 | 63 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 7972 | 196 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 4400 | 216 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 6887 | 243 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 37360 | 625 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 8827 | 262 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 15857 | 501 |
| &nbsp;&nbsp;&nbsp;Hub Group Inc, Cl A \* | 2250 | 189 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 1150 | 292 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 60861 | 687 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 990 | 230 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 3567 | 278 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 1280 | 139 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 26854 | 291 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 18800 | 319 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 2050 | 121 |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 27675 | 198 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 1300 | 72 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 1540 | 266 |
| &nbsp;&nbsp;&nbsp;Lincoln Electric Holdings Inc  | 770 | 114 |
| &nbsp;&nbsp;&nbsp;Marten Transport Ltd  | 5800 | 124 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 1474 | $134 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 3600 | 230 |
| &nbsp;&nbsp;&nbsp;Matthews International Corp, Cl A  | 2200 | 70 |
| &nbsp;&nbsp;&nbsp;McGrath RentCorp  | 300 | 29 |
| &nbsp;&nbsp;&nbsp;MDU Resources Group Inc  | 6500 | 205 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 18205 | 925 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 1000 | 28 |
| &nbsp;&nbsp;&nbsp;MSA Safety Inc  | 1530 | 216 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 8820 | 607 |
| &nbsp;&nbsp;&nbsp;MYR Group Inc \* | 1360 | 130 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 490 | 34 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 16478 | 206 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 5958 | 861 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 11005 | 309 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Corp  | 3433 | 45 |
| &nbsp;&nbsp;&nbsp;Park-Ohio Holdings Corp  | 7900 | 106 |
| &nbsp;&nbsp;&nbsp;Parsons Corp \* | 4148 | 205 |
| &nbsp;&nbsp;&nbsp;Primoris Services Corp  | 18400 | 393 |
| &nbsp;&nbsp;&nbsp;Quad/Graphics Inc, Cl A \* | 21039 | 78 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 13870 | 330 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 56934 | 304 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 832 | 197 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 22283 | 430 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 3200 | 165 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 3500 | 327 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 114970 | 328 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 4600 | 119 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 2480 | 273 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc, Cl A \* | 7033 | 204 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 70 | 17 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 7768 | 271 |
| &nbsp;&nbsp;&nbsp;SPX Technologies Inc \* | 2813 | 188 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 1020 | 107 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 14256 | 467 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 1010 | 64 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 1740 | 269 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 18444 | 812 |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 11000 | 133 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 13200 | 891 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 9490 | 205 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 2850 | 233 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 610 | 118 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 14450 | 549 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 5272 | 213 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 755 | 256 |
| &nbsp;&nbsp;&nbsp;Wabash National Corp  | 7900 | 198 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 12200 | 537 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 41182 | 1985 |
|  |  | 36416 |
| **Information Technology — 12.1%** | **Information Technology — 12.1%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 69480 | 297 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 32968 | 617 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 5700 | $119 |
| &nbsp;&nbsp;&nbsp;Aehr Test Systems \*(A) | 6999 | 182 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 4886 | 324 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \*(A) | 23284 | 293 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 6422 | 200 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 6550 | 230 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 3390 | 301 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 3000 | 44 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 42232 | 1183 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 2140 | 233 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 390 | 90 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 6180 | 194 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \* | 7400 | 64 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 9600 | 434 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 57493 | 305 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc  | 2135 | 247 |
| &nbsp;&nbsp;&nbsp;Bel Fuse Inc, Cl B  | 10088 | 347 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 2653 | 213 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc \* | 2050 | 122 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 200 | 6 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 3989 | 284 |
| &nbsp;&nbsp;&nbsp;Cambium Networks Corp \* | 3220 | 69 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 6360 | 277 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 5880 | 439 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 8503 | 1119 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 2500 | 165 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 5800 | 359 |
| &nbsp;&nbsp;&nbsp;CTS Corp  | 2100 | 89 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 44670 | 96 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 8932 | 379 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 3870 | 357 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 260 | 19 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 27761 | 244 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 3270 | 251 |
| &nbsp;&nbsp;&nbsp;ePlus Inc \* | 1770 | 88 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 2955 | 553 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 13498 | 283 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 1180 | 182 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 1526 | 203 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 600 | 372 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 2000 | 46 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 5550 | 256 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 17890 | 228 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 23885 | 552 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 14582 | 224 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 3446 | 91 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 1907 | 243 |
| &nbsp;&nbsp;&nbsp;Information Services Group Inc  | 29800 | 160 |
| &nbsp;&nbsp;&nbsp;Insight Enterprises Inc \* | 1640 | 170 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 12474 | 271 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 1670 | 316 |
| &nbsp;&nbsp;&nbsp;Kimball Electronics Inc \* | 12100 | 279 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 4100 | $196 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 2860 | 208 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 560 | 138 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 1870 | 236 |
| &nbsp;&nbsp;&nbsp;Maximus Inc  | 2600 | 183 |
| &nbsp;&nbsp;&nbsp;MeridianLink Inc \* | 2000 | 29 |
| &nbsp;&nbsp;&nbsp;Methode Electronics Inc  | 6100 | 279 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 5894 | 60 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 5470 | 213 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 5348 | 141 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 3900 | 145 |
| &nbsp;&nbsp;&nbsp;Nova Ltd \* | 5285 | 452 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 4923 | 777 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 1140 | 101 |
| &nbsp;&nbsp;&nbsp;PC Connection Inc \* | 10505 | 584 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 10754 | 202 |
| &nbsp;&nbsp;&nbsp;Plexus Corp \* | 2016 | 222 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 2290 | 184 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 3350 | 179 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 1160 | 148 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 1580 | 195 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 7163 | 275 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 14186 | 938 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 2500 | 49 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 11210 | 335 |
| &nbsp;&nbsp;&nbsp;SMART Global Holdings Inc \* | 13000 | 220 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 11835 | 702 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 13510 | 1922 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 2989 | 270 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 17600 | 283 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 3300 | 118 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 2277 | 45 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 10325 | 406 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 12101 | 46 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 41015 | 465 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 23300 | 537 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 23645 | 959 |
|  |  | 27151 |
| **Materials — 4.3%** | **Materials — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;AdvanSix Inc  | 13000 | 535 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 2170 | 50 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 120 | 13 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 20040 | 242 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 1580 | 305 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 1670 | 235 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 3361 | 319 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper Corp \* | 11400 | 445 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 19700 | 970 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 11200 | 787 |
| &nbsp;&nbsp;&nbsp;Hawkins Inc  | 2500 | 104 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 8863 | 443 |
| &nbsp;&nbsp;&nbsp;Koppers Holdings Inc  | 10300 | 307 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 400 | $126 |
| &nbsp;&nbsp;&nbsp;Novagold Resources Inc \* | 20600 | 119 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 19200 | 315 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 7207 | 253 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 2090 | 284 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 33441 | 259 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 1310 | 277 |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 2350 | 264 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 14530 | 429 |
| &nbsp;&nbsp;&nbsp;Schnitzer Steel Industries Inc, Cl A  | 6100 | 209 |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | 830 | 62 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 13421 | 710 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 3700 | 227 |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | 11920 | 181 |
| &nbsp;&nbsp;&nbsp;Stepan Co  | 1000 | 112 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 59960 | 507 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 24170 | 250 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 6900 | 170 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 11600 | 164 |
|  |  | 9673 |
| **Real Estate — 3.6%** | **Real Estate — 3.6%** |  |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 4920 | 97 |
| &nbsp;&nbsp;&nbsp;Alexander's Inc <sup>‡</sup> | 180 | 44 |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 12160 | 356 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 5200 | 172 |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 16700 | 126 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 56575 | 965 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 5000 | 61 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 10485 | 68 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 2100 | 253 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 1120 | 72 |
| &nbsp;&nbsp;&nbsp;Community Healthcare Trust Inc <sup>‡</sup> | 1900 | 67 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 4400 | 182 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 47536 | 196 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 1330 | 206 |
| &nbsp;&nbsp;&nbsp;Elme Communities <sup>‡</sup> | 1000 | 20 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 6800 | 283 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 6140 | 166 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 3290 | 219 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 3850 | 195 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 27400 | 80 |
| &nbsp;&nbsp;&nbsp;FRP Holdings Inc \* | 450 | 27 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 3800 | 125 |
| &nbsp;&nbsp;&nbsp;Gladstone Commercial Corp <sup>‡</sup> | 15500 | 294 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 18300 | 248 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 14200 | 58 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 7000 | 160 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 2190 | 235 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 1440 | 57 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 1800 | 67 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 500 | 23 |
| &nbsp;&nbsp;&nbsp;Necessity Retail REIT Inc/The <sup>‡</sup> | 29100 | 194 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 13400 | $205 |
| &nbsp;&nbsp;&nbsp;One Liberty Properties Inc <sup>‡</sup> | 1300 | 31 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 22800 | 237 |
| &nbsp;&nbsp;&nbsp;Plymouth Industrial REIT Inc <sup>‡</sup> | 8300 | 172 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 850 | 41 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 650 | 43 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 14900 | 181 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 7380 | 213 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT Inc <sup>‡</sup> | 34700 | 448 |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 950 | 41 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 21900 | 172 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 22800 | 443 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 1950 | 114 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 34365 | 262 |
| &nbsp;&nbsp;&nbsp;Universal Health Realty Income Trust <sup>‡</sup> | 1000 | 53 |
| &nbsp;&nbsp;&nbsp;Urstadt Biddle Properties Inc, Cl A <sup>‡</sup> | 2550 | 49 |
|  |  | 8021 |
| **Utilities — 2.1%** | **Utilities — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 2750 | 182 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 2080 | 204 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 1000 | 55 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 4100 | 169 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 3350 | 240 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 3750 | 176 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 3050 | 198 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 1260 | 151 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 5250 | 216 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 2190 | 242 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 2190 | 158 |
| &nbsp;&nbsp;&nbsp;Middlesex Water Co  | 1340 | 125 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 8800 | 583 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 4450 | 221 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 3300 | 92 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 2330 | 117 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 3150 | 184 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 2630 | 229 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc  | 1940 | 175 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 2350 | 140 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 4700 | 231 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 450 | 34 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 1390 | 103 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 2000 | 77 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 4384 | 240 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A (A) | 9473 | 61 |
| &nbsp;&nbsp;&nbsp;York Water Co/The  | 1600 | 73 |
|  |  | 4676 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $193,974) ($ Thousands) |  | 224962 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **AFFILIATED PARTNERSHIP — 1.3%** | **AFFILIATED PARTNERSHIP — 1.3%** | **AFFILIATED PARTNERSHIP — 1.3%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*<sup>†</sup>(B) | 2875675 | $2876 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,875) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,875) ($ Thousands) | 2876 |
| **CASH EQUIVALENT — 2.3%** | **CASH EQUIVALENT — 2.3%** | **CASH EQUIVALENT — 2.3%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 5086214 | 5086 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,086) ($ Thousands) |  | 5086 |
| Total Investments in Securities — 104.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $201,935) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $201,935) ($ Thousands)  | $232924 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $223,833 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $2,853 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $2,876 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 224962 |  |  | 224962 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 2876 |  | 2876 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 5086 | – |  | 5086 |
| Total Investments in Securities | 230048 | 2876 |  | 232924 |

---

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value** <br>**5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;1727 | $&nbsp;&nbsp;&nbsp;&nbsp;20382 | $&nbsp;&nbsp;&nbsp;&nbsp;(19233) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$— | $&nbsp;&nbsp;&nbsp;&nbsp;2876 | $&nbsp;&nbsp;&nbsp;&nbsp;22 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;6645 | &nbsp;&nbsp;&nbsp;&nbsp;33468 | &nbsp;&nbsp;&nbsp;&nbsp;(35027) | &nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;5086 | &nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;8372 | $&nbsp;&nbsp;&nbsp;&nbsp;53850 | $&nbsp;&nbsp;&nbsp;&nbsp;(54260) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;7962 | $&nbsp;&nbsp;&nbsp;&nbsp;71 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap II Fund**![](fp0081628-1_68.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 97.0%** | **COMMON STOCK — 97.0%** | **COMMON STOCK — 97.0%** |
| **Communication Services — 3.0%** | **Communication Services — 3.0%** |  |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 191680 | $55 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 3160 | 72 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 978 | 709 |
| &nbsp;&nbsp;&nbsp;Cinemark Holdings Inc \* | 120113 | 1635 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 10575 | 614 |
| &nbsp;&nbsp;&nbsp;IDT Corp, Cl B \* | 6440 | 180 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* | 8390 | 446 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl A \* | 16087 | 125 |
| &nbsp;&nbsp;&nbsp;Lions Gate Entertainment Corp, Cl A \* | 231983 | 1772 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 3995 | 757 |
| &nbsp;&nbsp;&nbsp;PubMatic Inc, Cl A \* | 10160 | 159 |
| &nbsp;&nbsp;&nbsp;Reservoir Media Inc \*(A) | 30720 | 194 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 12229 | 658 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | 8593 | 170 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 6040 | 116 |
| &nbsp;&nbsp;&nbsp;Vimeo Inc \* | 12690 | 54 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 4381 | 350 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 4714 | 435 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 21632 | 358 |
|  |  | 8859 |
| **Consumer Discretionary — 13.0%** | **Consumer Discretionary — 13.0%** |  |
| &nbsp;&nbsp;&nbsp;2U Inc \* | 6560 | 53 |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 44175 | 539 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 7110 | 359 |
| &nbsp;&nbsp;&nbsp;ADT Inc (A) | 35790 | 334 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 3567 | 539 |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc \* | 185405 | 2933 |
| &nbsp;&nbsp;&nbsp;Beazer Homes USA Inc \* | 21259 | 290 |
| &nbsp;&nbsp;&nbsp;Biglari Holdings Inc, Cl B \* | 912 | 131 |
| &nbsp;&nbsp;&nbsp;BJ's Restaurants Inc \* | 9110 | 292 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 84105 | $1894 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 14041 | 303 |
| &nbsp;&nbsp;&nbsp;Bowlero Corp \*(A) | 14131 | 197 |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | 71661 | 2397 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 9722 | 721 |
| &nbsp;&nbsp;&nbsp;Buckle Inc/The  | 2689 | 118 |
| &nbsp;&nbsp;&nbsp;Build-A-Bear Workshop Inc, Cl A \* | 4490 | 107 |
| &nbsp;&nbsp;&nbsp;Caleres Inc  | 7960 | 192 |
| &nbsp;&nbsp;&nbsp;Canada Goose Holdings Inc \*(A) | 8481 | 159 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 12310 | 899 |
| &nbsp;&nbsp;&nbsp;Century Casinos Inc \* | 15710 | 117 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 41910 | 246 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 3977 | 883 |
| &nbsp;&nbsp;&nbsp;Chuy's Holdings Inc \* | 9590 | 304 |
| &nbsp;&nbsp;&nbsp;Clarus Corp  | 12661 | 105 |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | 3967 | 401 |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | 721 | 288 |
| &nbsp;&nbsp;&nbsp;Destination XL Group Inc \* | 76398 | 509 |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 1812 | 217 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A (A) | 740 | 266 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1578 | 613 |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | 5671 | 508 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 20160 | 574 |
| &nbsp;&nbsp;&nbsp;Express Inc \*(A) | 54200 | 77 |
| &nbsp;&nbsp;&nbsp;First Watch Restaurant Group Inc \* | 27528 | 432 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 22135 | 517 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 35415 | 397 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 2303 | 260 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 17643 | 119 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 15979 | 504 |
| &nbsp;&nbsp;&nbsp;Hibbett Inc  | 2843 | 190 |
| &nbsp;&nbsp;&nbsp;Kura Sushi USA Inc, Cl A \* | 2853 | 187 |
| &nbsp;&nbsp;&nbsp;Latham Group Inc \* | 12679 | 44 |
| &nbsp;&nbsp;&nbsp;Legacy Housing Corp \* | 16446 | 288 |
| &nbsp;&nbsp;&nbsp;Lifetime Brands Inc  | 8813 | 74 |
| &nbsp;&nbsp;&nbsp;Lovesac Co/The \* | 15911 | 414 |
| &nbsp;&nbsp;&nbsp;Marine Products Corp  | 6476 | 75 |
| &nbsp;&nbsp;&nbsp;MarineMax Inc \* | 2930 | 97 |
| &nbsp;&nbsp;&nbsp;MasterCraft Boat Holdings Inc \* | 14120 | 363 |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | 135711 | 2873 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 2640 | 224 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 12658 | 576 |
| &nbsp;&nbsp;&nbsp;Motorcar Parts of America Inc \* | 4500 | 51 |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | 15106 | 486 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 4481 | 1326 |
| &nbsp;&nbsp;&nbsp;NEOGAMES SA \* | 31968 | 441 |
| &nbsp;&nbsp;&nbsp;Noodles & Co, Cl A \* | 14580 | 80 |
| &nbsp;&nbsp;&nbsp;OneWater Marine Inc, Cl A \* | 8279 | 271 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 3413 | 385 |
| &nbsp;&nbsp;&nbsp;PlayAGS Inc \* | 37830 | 201 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 1892 | 623 |
| &nbsp;&nbsp;&nbsp;Porch Group Inc \* | 81250 | 166 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ruth's Hospitality Group Inc  | 21050 | $369 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 19717 | 232 |
| &nbsp;&nbsp;&nbsp;Shoe Carnival Inc  | 11008 | 291 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 9765 | 412 |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | 17295 | 597 |
| &nbsp;&nbsp;&nbsp;Stoneridge Inc \* | 16139 | 382 |
| &nbsp;&nbsp;&nbsp;Target Hospitality Corp \*(A) | 29967 | 433 |
| &nbsp;&nbsp;&nbsp;Topgolf Callaway Brands \* | 30586 | 641 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 16698 | 649 |
| &nbsp;&nbsp;&nbsp;Urban Outfitters Inc \* | 79349 | 2296 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 5180 | 145 |
| &nbsp;&nbsp;&nbsp;Vivint Smart Home Inc \* | 63355 | 588 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 5903 | 977 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 292 | 70 |
| &nbsp;&nbsp;&nbsp;WW International Inc \* | 30140 | 124 |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | 2732 | 187 |
| &nbsp;&nbsp;&nbsp;Xponential Fitness Inc, Cl A \* | 24510 | 543 |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | 6898 | 310 |
|  |  | 38475 |
| **Consumer Staples — 3.8%** | **Consumer Staples — 3.8%** |  |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 19128 | 206 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 3378 | 821 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 2656 | 296 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 6575 | 361 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 22968 | 430 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 37363 | 986 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 3139 | 317 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 9020 | 884 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 7891 | 752 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 1981 | 410 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 9793 | 1225 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 15185 | 153 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 17894 | 1091 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 43533 | 1139 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 2057 | 193 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 21910 | 1083 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 14119 | 311 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 8792 | 198 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 3008 | 262 |
|  |  | 11118 |
| **Energy — 8.4%** | **Energy — 8.4%** |  |
| &nbsp;&nbsp;&nbsp;Alto Ingredients Inc \* | 66540 | 232 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 58543 | 527 |
| &nbsp;&nbsp;&nbsp;Bristow Group Inc \* | 18969 | 493 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 15805 | 860 |
| &nbsp;&nbsp;&nbsp;Centrus Energy Corp, Cl A \* | 11168 | 424 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 40329 | 1244 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 1872 | 194 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 5394 | 823 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 8129 | 548 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc  | 10835 | 199 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 21686 | $605 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy (A) | 38721 | 301 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 75023 | 2324 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 23780 | 225 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 5082 | 752 |
| &nbsp;&nbsp;&nbsp;Earthstone Energy Inc, Cl A \*(A) | 22041 | 349 |
| &nbsp;&nbsp;&nbsp;Expro Group Holdings NV \* | 15442 | 268 |
| &nbsp;&nbsp;&nbsp;Helix Energy Solutions Group Inc \* | 74338 | 474 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 11033 | 564 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 37484 | 2337 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 5525 | 238 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 5176 | 343 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 7222 | 341 |
| &nbsp;&nbsp;&nbsp;NCS Multistage Holdings Inc \* | 2022 | 55 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC \* | 6804 | 253 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 33737 | 1228 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 13179 | 296 |
| &nbsp;&nbsp;&nbsp;Oil States International Inc \* | 16830 | 114 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 20958 | 491 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 6298 | 250 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 15305 | 1137 |
| &nbsp;&nbsp;&nbsp;Permian Resources Corp, Cl A  | 27679 | 281 |
| &nbsp;&nbsp;&nbsp;REX American Resources Corp \* | 16368 | 483 |
| &nbsp;&nbsp;&nbsp;RPC Inc  | 29570 | 274 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 11482 | 586 |
| &nbsp;&nbsp;&nbsp;Select Energy Services Inc, Cl A  | 39373 | 322 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 27025 | 265 |
| &nbsp;&nbsp;&nbsp;Solaris Oilfield Infrastructure Inc, Cl A  | 39352 | 432 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 214949 | 1487 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 13710 | 269 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 22421 | 756 |
| &nbsp;&nbsp;&nbsp;TETRA Technologies Inc \* | 18000 | 69 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 9078 | 276 |
| &nbsp;&nbsp;&nbsp;VAALCO Energy Inc  | 59370 | 308 |
| &nbsp;&nbsp;&nbsp;W&T Offshore Inc \* | 26020 | 179 |
|  |  | 24476 |
| **Financials — 17.5%** | **Financials — 17.5%** |  |
| &nbsp;&nbsp;&nbsp;1st Source Corp  | 3810 | 218 |
| &nbsp;&nbsp;&nbsp;AFC Gamma Inc <sup>‡</sup>(A) | 5790 | 101 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 9140 | 244 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 60841 | 2465 |
| &nbsp;&nbsp;&nbsp;Argo Group International Holdings Ltd  | 25178 | 684 |
| &nbsp;&nbsp;&nbsp;Arrow Financial Corp  | 2602 | 91 |
| &nbsp;&nbsp;&nbsp;AssetMark Financial Holdings Inc \* | 10435 | 259 |
| &nbsp;&nbsp;&nbsp;Atlanticus Holdings Corp \* | 9793 | 282 |
| &nbsp;&nbsp;&nbsp;Bank of Marin Bancorp  | 4540 | 163 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 19508 | 900 |
| &nbsp;&nbsp;&nbsp;BankUnited Inc  | 90201 | 3312 |
| &nbsp;&nbsp;&nbsp;Bridgewater Bancshares Inc \* | 3702 | 71 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5850 | 133 |
| &nbsp;&nbsp;&nbsp;Cambridge Bancorp  | 730 | 65 |
| &nbsp;&nbsp;&nbsp;Capital Bancorp Inc  | 6280 | 156 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 7118 | $132 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 9070 | 192 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 97449 | 667 |
| &nbsp;&nbsp;&nbsp;Civista Bancshares Inc  | 8775 | 201 |
| &nbsp;&nbsp;&nbsp;CNB Financial Corp/PA  | 2728 | 70 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 104900 | 2463 |
| &nbsp;&nbsp;&nbsp;Coastal Financial Corp/WA \* | 5488 | 274 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 8744 | 579 |
| &nbsp;&nbsp;&nbsp;Community Trust Bancorp Inc  | 3740 | 179 |
| &nbsp;&nbsp;&nbsp;Crawford & Co, Cl A  | 10530 | 67 |
| &nbsp;&nbsp;&nbsp;CrossFirst Bankshares Inc \* | 11480 | 159 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 1786 | 259 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 8758 | 251 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 4060 | 164 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 4927 | 258 |
| &nbsp;&nbsp;&nbsp;Equity Bancshares Inc, Cl A  | 5270 | 193 |
| &nbsp;&nbsp;&nbsp;Esquire Financial Holdings Inc  | 4618 | 207 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1641 | 757 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 10833 | 165 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 7411 | 188 |
| &nbsp;&nbsp;&nbsp;First Bancshares Inc/The  | 6808 | 233 |
| &nbsp;&nbsp;&nbsp;First Commonwealth Financial Corp  | 91129 | 1341 |
| &nbsp;&nbsp;&nbsp;First Community Bankshares Inc  | 8250 | 305 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2760 | 133 |
| &nbsp;&nbsp;&nbsp;First Interstate BancSystem Inc, Cl A  | 36393 | 1587 |
| &nbsp;&nbsp;&nbsp;First of Long Island Corp/The  | 5701 | 111 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 141006 | 1988 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 5556 | 666 |
| &nbsp;&nbsp;&nbsp;Great Southern Bancorp Inc  | 3860 | 242 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 8775 | 648 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 11088 | 300 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 7600 | 111 |
| &nbsp;&nbsp;&nbsp;HBT Financial Inc  | 8960 | 176 |
| &nbsp;&nbsp;&nbsp;Heritage Commerce Corp  | 21455 | 305 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 34975 | 890 |
| &nbsp;&nbsp;&nbsp;HomeTrust Bancshares Inc  | 5670 | 145 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp  | 11706 | 1060 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 11975 | 294 |
| &nbsp;&nbsp;&nbsp;Interactive Brokers Group Inc, Cl A  | 3542 | 284 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 1321 | 407 |
| &nbsp;&nbsp;&nbsp;Lakeland Bancorp Inc  | 14770 | 276 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 15247 | 594 |
| &nbsp;&nbsp;&nbsp;Macatawa Bank Corp  | 16403 | 182 |
| &nbsp;&nbsp;&nbsp;Mercantile Bank Corp  | 5831 | 203 |
| &nbsp;&nbsp;&nbsp;Merchants Bancorp/IN  | 9740 | 249 |
| &nbsp;&nbsp;&nbsp;Metrocity Bankshares Inc  | 5099 | 115 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 7705 | 490 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 38625 | 530 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 2722 | 667 |
| &nbsp;&nbsp;&nbsp;National Western Life Group Inc, Cl A  | 410 | 86 |
| &nbsp;&nbsp;&nbsp;NBT Bancorp Inc  | 5585 | 258 |
| &nbsp;&nbsp;&nbsp;Nicolet Bankshares Inc \* | 3307 | 274 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;NMI Holdings Inc, Cl A \* | 16981 | $366 |
| &nbsp;&nbsp;&nbsp;Northfield Bancorp Inc  | 6968 | 111 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 22412 | 649 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 154223 | 2947 |
| &nbsp;&nbsp;&nbsp;Old Second Bancorp Inc  | 3640 | 64 |
| &nbsp;&nbsp;&nbsp;Oppenheimer Holdings Inc, Cl A  | 11601 | 483 |
| &nbsp;&nbsp;&nbsp;Origin Bancorp Inc  | 1920 | 79 |
| &nbsp;&nbsp;&nbsp;Orrstown Financial Services Inc  | 8705 | 234 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 22172 | 579 |
| &nbsp;&nbsp;&nbsp;PCSB Financial Corp (A) | 6750 | 135 |
| &nbsp;&nbsp;&nbsp;Peapack-Gladstone Financial Corp  | 4504 | 186 |
| &nbsp;&nbsp;&nbsp;Peoples Bancorp Inc/OH  | 3200 | 96 |
| &nbsp;&nbsp;&nbsp;Peoples Financial Services Corp  | 3393 | 193 |
| &nbsp;&nbsp;&nbsp;Pinnacle Financial Partners Inc  | 13276 | 1114 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 8531 | 623 |
| &nbsp;&nbsp;&nbsp;Primerica Inc  | 5878 | 876 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 9564 | 723 |
| &nbsp;&nbsp;&nbsp;Provident Bancorp Inc  | 9442 | 66 |
| &nbsp;&nbsp;&nbsp;RBB Bancorp  | 9620 | 216 |
| &nbsp;&nbsp;&nbsp;Regional Management Corp  | 11884 | 350 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 1890 | 273 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 1506 | 285 |
| &nbsp;&nbsp;&nbsp;Republic First Bancorp Inc \* | 32039 | 82 |
| &nbsp;&nbsp;&nbsp;South Plains Financial Inc  | 2396 | 74 |
| &nbsp;&nbsp;&nbsp;Southern Missouri Bancorp Inc  | 2110 | 109 |
| &nbsp;&nbsp;&nbsp;SouthState Corp  | 2641 | 232 |
| &nbsp;&nbsp;&nbsp;Stellar Bancorp Inc  | 8789 | 297 |
| &nbsp;&nbsp;&nbsp;StepStone Group Inc, Cl A  | 6991 | 210 |
| &nbsp;&nbsp;&nbsp;StoneX Group Inc \* | 3305 | 335 |
| &nbsp;&nbsp;&nbsp;Summit Financial Group Inc  | 1900 | 54 |
| &nbsp;&nbsp;&nbsp;TrustCo Bank Corp NY  | 8598 | 334 |
| &nbsp;&nbsp;&nbsp;Umpqua Holdings Corp  | 133131 | 2699 |
| &nbsp;&nbsp;&nbsp;United Bankshares Inc/WV  | 6573 | 282 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 34441 | 378 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 32459 | 916 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 6460 | 272 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 17391 | 1192 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 15309 | 1400 |
| &nbsp;&nbsp;&nbsp;WisdomTree Inc  | 45368 | 253 |
|  |  | 51486 |
| **Health Care — 12.9%** | **Health Care — 12.9%** |  |
| &nbsp;&nbsp;&nbsp;2seventy bio Inc \* | 6780 | 106 |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \* | 11984 | 290 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 3944 | 351 |
| &nbsp;&nbsp;&nbsp;Accolade Inc \* | 24630 | 217 |
| &nbsp;&nbsp;&nbsp;Agenus Inc \* | 213098 | 575 |
| &nbsp;&nbsp;&nbsp;Akero Therapeutics Inc \* | 5972 | 278 |
| &nbsp;&nbsp;&nbsp;Albireo Pharma Inc \* | 6226 | 137 |
| &nbsp;&nbsp;&nbsp;Alector Inc \* | 51360 | 436 |
| &nbsp;&nbsp;&nbsp;ALX Oncology Holdings Inc \* | 35748 | 397 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 6856 | 625 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 13621 | 1685 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Amneal Pharmaceuticals Inc \* | 28670 | $73 |
| &nbsp;&nbsp;&nbsp;Amylyx Pharmaceuticals Inc \*(A) | 6639 | 255 |
| &nbsp;&nbsp;&nbsp;Arcellx Inc \* | 14520 | 290 |
| &nbsp;&nbsp;&nbsp;Arcturus Therapeutics Holdings Inc \* | 2065 | 38 |
| &nbsp;&nbsp;&nbsp;Artivion \* | 7961 | 102 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 2824 | 116 |
| &nbsp;&nbsp;&nbsp;Atea Pharmaceuticals Inc \* | 38640 | 181 |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 9136 | 100 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 3429 | 235 |
| &nbsp;&nbsp;&nbsp;BioLife Solutions Inc \* | 7210 | 153 |
| &nbsp;&nbsp;&nbsp;Bluebird Bio Inc \* | 31300 | 244 |
| &nbsp;&nbsp;&nbsp;Brookdale Senior Living Inc, Cl A \* | 14238 | 45 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 14904 | 128 |
| &nbsp;&nbsp;&nbsp;Cara Therapeutics Inc \* | 13500 | 159 |
| &nbsp;&nbsp;&nbsp;Cardiovascular Systems Inc \* | 13084 | 183 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 10187 | 132 |
| &nbsp;&nbsp;&nbsp;Castle Biosciences Inc \* | 4730 | 112 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 34556 | 580 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 16381 | 278 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 1705 | 887 |
| &nbsp;&nbsp;&nbsp;Chinook Therapeutics Inc \* | 10983 | 249 |
| &nbsp;&nbsp;&nbsp;Co-Diagnostics Inc \*(A) | 96585 | 291 |
| &nbsp;&nbsp;&nbsp;Cogent Biosciences Inc \* | 15960 | 201 |
| &nbsp;&nbsp;&nbsp;Collegium Pharmaceutical Inc \* | 38759 | 848 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 4876 | 144 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 15774 | 564 |
| &nbsp;&nbsp;&nbsp;DICE Therapeutics Inc \*(A) | 10317 | 359 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 30821 | 1802 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 10038 | 954 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 20313 | 693 |
| &nbsp;&nbsp;&nbsp;Erasca Inc \*(A) | 14197 | 107 |
| &nbsp;&nbsp;&nbsp;Generation Bio Co \* | 16330 | 87 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 5094 | 435 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 7114 | 407 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 4601 | 275 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 3772 | 239 |
| &nbsp;&nbsp;&nbsp;Heron Therapeutics Inc \*(A) | 63530 | 172 |
| &nbsp;&nbsp;&nbsp;Inhibrx Inc \* | 19849 | 595 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 15381 | 202 |
| &nbsp;&nbsp;&nbsp;Instil Bio Inc \* | 6372 | 8 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 39297 | 2159 |
| &nbsp;&nbsp;&nbsp;Invitae Corp \*(A) | 46402 | 138 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp \* | 3106 | 92 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 20640 | 416 |
| &nbsp;&nbsp;&nbsp;IVERIC bio Inc \* | 10328 | 244 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 1670 | 393 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 33896 | 570 |
| &nbsp;&nbsp;&nbsp;Kodiak Sciences Inc \* | 28570 | 211 |
| &nbsp;&nbsp;&nbsp;Krystal Biotech Inc \* | 3582 | 278 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 13521 | 633 |
| &nbsp;&nbsp;&nbsp;MaxCyte Inc \* | 29517 | 177 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 8087 | 582 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Mersana Therapeutics Inc \* | 12100 | $81 |
| &nbsp;&nbsp;&nbsp;Morphic Holding Inc \* | 2370 | 65 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 2546 | 323 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 4085 | 191 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 23410 | 290 |
| &nbsp;&nbsp;&nbsp;Nuvalent, Cl A \* | 3889 | 128 |
| &nbsp;&nbsp;&nbsp;NuVasive Inc \* | 11268 | 438 |
| &nbsp;&nbsp;&nbsp;Ocular Therapeutix Inc \* | 22906 | 68 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 2724 | 141 |
| &nbsp;&nbsp;&nbsp;OptimizeRx Corp \* | 5287 | 111 |
| &nbsp;&nbsp;&nbsp;Organogenesis Holdings Inc, Cl A \* | 87079 | 239 |
| &nbsp;&nbsp;&nbsp;Paragon 28 Inc \*(A) | 5214 | 107 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 12895 | 206 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 14864 | 479 |
| &nbsp;&nbsp;&nbsp;Pliant Therapeutics Inc \* | 9011 | 166 |
| &nbsp;&nbsp;&nbsp;PMV Pharmaceuticals Inc \* | 22028 | 220 |
| &nbsp;&nbsp;&nbsp;Praxis Precision Medicines Inc \* | 32610 | 72 |
| &nbsp;&nbsp;&nbsp;Precigen Inc \*(A) | 109750 | 200 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 25943 | 1594 |
| &nbsp;&nbsp;&nbsp;Privia Health Group Inc \* | 3300 | 79 |
| &nbsp;&nbsp;&nbsp;PROCEPT BioRobotics Corp \*(A) | 4316 | 185 |
| &nbsp;&nbsp;&nbsp;Prometheus Biosciences Inc \* | 3314 | 136 |
| &nbsp;&nbsp;&nbsp;Protagonist Therapeutics Inc \* | 19000 | 150 |
| &nbsp;&nbsp;&nbsp;Prothena Corp PLC \* | 4735 | 296 |
| &nbsp;&nbsp;&nbsp;Provention Bio Inc \* | 25940 | 234 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 4956 | 753 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 7340 | 643 |
| &nbsp;&nbsp;&nbsp;RAPT Therapeutics Inc \* | 22940 | 406 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 5949 | 111 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 8504 | 185 |
| &nbsp;&nbsp;&nbsp;Rhythm Pharmaceuticals Inc \*(A) | 8953 | 240 |
| &nbsp;&nbsp;&nbsp;Rigel Pharmaceuticals Inc \* | 91538 | 61 |
| &nbsp;&nbsp;&nbsp;Sana Biotechnology Inc \*(A) | 35378 | 177 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 1640 | 201 |
| &nbsp;&nbsp;&nbsp;Seer Inc, Cl A \* | 20930 | 135 |
| &nbsp;&nbsp;&nbsp;Seres Therapeutics Inc \* | 15590 | 101 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 1253 | 318 |
| &nbsp;&nbsp;&nbsp;SIGA Technologies Inc \*(A) | 44890 | 412 |
| &nbsp;&nbsp;&nbsp;Sight Sciences Inc \*(A) | 18580 | 208 |
| &nbsp;&nbsp;&nbsp;Silk Road Medical Inc \* | 2010 | 107 |
| &nbsp;&nbsp;&nbsp;Sonendo Inc \*(A) | 27680 | 66 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 5357 | 130 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 4072 | 756 |
| &nbsp;&nbsp;&nbsp;Stoke Therapeutics Inc \* | 6727 | 51 |
| &nbsp;&nbsp;&nbsp;Sutro Biopharma Inc \* | 15619 | 117 |
| &nbsp;&nbsp;&nbsp;Tactile Systems Technology Inc \* | 36480 | 312 |
| &nbsp;&nbsp;&nbsp;TG Therapeutics Inc \* | 30470 | 269 |
| &nbsp;&nbsp;&nbsp;TransMedics Group Inc \* | 5950 | 368 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 2569 | 308 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 4609 | 398 |
| &nbsp;&nbsp;&nbsp;Utah Medical Products Inc  | 1122 | 100 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 8260 | 90 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap II Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \*(A) | 7184 | $331 |
| &nbsp;&nbsp;&nbsp;Ventyx Biosciences Inc \* | 6522 | 189 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \* | 6864 | 190 |
|  |  | 37845 |
| **Industrials — 18.7%** | **Industrials — 18.7%** |  |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 61476 | 2900 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 325522 | 1813 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 45991 | 407 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 16635 | 642 |
| &nbsp;&nbsp;&nbsp;Alight Inc, Cl A \* | 69553 | 600 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 19097 | 856 |
| &nbsp;&nbsp;&nbsp;Alta Equipment Group Inc  | 20851 | 251 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp  | 26264 | 1540 |
| &nbsp;&nbsp;&nbsp;Applied Industrial Technologies Inc  | 2924 | 387 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 7769 | 295 |
| &nbsp;&nbsp;&nbsp;Array Technologies Inc \* | 9469 | 198 |
| &nbsp;&nbsp;&nbsp;AZEK Co Inc/The, Cl A \* | 24806 | 480 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 4253 | 418 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 6597 | 702 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 26308 | 1602 |
| &nbsp;&nbsp;&nbsp;Byrna Technologies Inc \*(A) | 26799 | 232 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 3269 | 1021 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 2298 | 605 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 5768 | 286 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 5112 | 151 |
| &nbsp;&nbsp;&nbsp;CIRCOR International Inc \* | 18198 | 501 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 12333 | 1480 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 3128 | 396 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 18535 | 178 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 7460 | 286 |
| &nbsp;&nbsp;&nbsp;CRA International Inc  | 2658 | 328 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 1638 | 289 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 40780 | 238 |
| &nbsp;&nbsp;&nbsp;Ducommun Inc \* | 3678 | 185 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 8745 | 1355 |
| &nbsp;&nbsp;&nbsp;Enerpac Tool Group Corp, Cl A  | 16632 | 416 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 18712 | 434 |
| &nbsp;&nbsp;&nbsp;EnPro Industries Inc  | 10134 | 1204 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 6339 | 308 |
| &nbsp;&nbsp;&nbsp;First Advantage Corp \* | 6470 | 86 |
| &nbsp;&nbsp;&nbsp;Fluor Corp \* | 9229 | 310 |
| &nbsp;&nbsp;&nbsp;Forrester Research Inc \* | 9021 | 317 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 3502 | 394 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 10582 | 550 |
| &nbsp;&nbsp;&nbsp;Gates Industrial Corp PLC \* | 40460 | 470 |
| &nbsp;&nbsp;&nbsp;Genco Shipping & Trading Ltd  | 4742 | 70 |
| &nbsp;&nbsp;&nbsp;GFL Environmental Inc  | 23801 | 689 |
| &nbsp;&nbsp;&nbsp;Global Industrial Co  | 8008 | 197 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 9411 | 332 |
| &nbsp;&nbsp;&nbsp;Harsco Corp \* | 26010 | 195 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 46935 | 786 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 7773 | 231 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 34713 | $1097 |
| &nbsp;&nbsp;&nbsp;Hexcel Corp  | 10851 | 650 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 12487 | 624 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 109343 | 1234 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 27318 | 2127 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 7165 | 849 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 9970 | 108 |
| &nbsp;&nbsp;&nbsp;ITT Inc  | 12307 | 1040 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 2089 | 192 |
| &nbsp;&nbsp;&nbsp;Kadant Inc  | 970 | 187 |
| &nbsp;&nbsp;&nbsp;Kelly Services Inc, Cl A  | 17731 | 301 |
| &nbsp;&nbsp;&nbsp;Kennametal Inc  | 10738 | 284 |
| &nbsp;&nbsp;&nbsp;Kimball International Inc, Cl B  | 25625 | 183 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 4945 | 345 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  | 13819 | 788 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 4293 | 743 |
| &nbsp;&nbsp;&nbsp;Legalzoom.com Inc \*(A) | 23563 | 209 |
| &nbsp;&nbsp;&nbsp;Masonite International Corp \* | 8106 | 610 |
| &nbsp;&nbsp;&nbsp;MasTec Inc \* | 1650 | 150 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 5330 | 340 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2525 | 597 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 22679 | 283 |
| &nbsp;&nbsp;&nbsp;PAM Transportation Services Inc \* | 11632 | 326 |
| &nbsp;&nbsp;&nbsp;Parsons Corp \* | 5714 | 283 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 16777 | 399 |
| &nbsp;&nbsp;&nbsp;Radiant Logistics Inc \* | 60673 | 324 |
| &nbsp;&nbsp;&nbsp;RBC Bearings Inc \* | 1147 | 272 |
| &nbsp;&nbsp;&nbsp;Regal Rexnord Corp  | 7930 | 1040 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 19943 | 385 |
| &nbsp;&nbsp;&nbsp;Ritchie Bros Auctioneers Inc  | 8810 | 483 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \* | 31628 | 133 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 126600 | 361 |
| &nbsp;&nbsp;&nbsp;Shoals Technologies Group Inc, Cl A \* | 9687 | 281 |
| &nbsp;&nbsp;&nbsp;SP Plus Corp \* | 14923 | 521 |
| &nbsp;&nbsp;&nbsp;SPX Technologies Inc \* | 3875 | 259 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 13751 | 1445 |
| &nbsp;&nbsp;&nbsp;Sterling Infrastructure Inc \* | 17741 | 581 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 4480 | 285 |
| &nbsp;&nbsp;&nbsp;Terex Corp  | 16484 | 757 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 5082 | 786 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 19506 | 859 |
| &nbsp;&nbsp;&nbsp;TPI Composites Inc \* | 12540 | 151 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 3531 | 256 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 23709 | 512 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 6850 | 561 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 2904 | 563 |
| &nbsp;&nbsp;&nbsp;Universal Logistics Holdings Inc  | 4110 | 156 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 6282 | 254 |
| &nbsp;&nbsp;&nbsp;Valmont Industries Inc  | 4290 | 1453 |
| &nbsp;&nbsp;&nbsp;WESCO International Inc \* | 3605 | 465 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 5858 | 282 |
|  |  | 54985 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Information Technology — 11.6%** | **Information Technology — 11.6%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 107607 | $461 |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 32319 | 605 |
| &nbsp;&nbsp;&nbsp;Aehr Test Systems \*(A) | 9640 | 251 |
| &nbsp;&nbsp;&nbsp;Agilysys Inc \* | 4040 | 268 |
| &nbsp;&nbsp;&nbsp;Alkami Technology Inc \*(A) | 43548 | 547 |
| &nbsp;&nbsp;&nbsp;Allegro MicroSystems Inc \* | 20180 | 628 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 7210 | 253 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 10099 | 283 |
| &nbsp;&nbsp;&nbsp;Asure Software Inc \* | 28665 | 225 |
| &nbsp;&nbsp;&nbsp;AudioCodes Ltd  | 12144 | 233 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 7300 | 230 |
| &nbsp;&nbsp;&nbsp;AvidXchange Holdings Inc \* | 8760 | 76 |
| &nbsp;&nbsp;&nbsp;AXT Inc \* | 64501 | 342 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc  | 2940 | 341 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 13604 | 1094 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 3851 | 574 |
| &nbsp;&nbsp;&nbsp;Calix Inc \* | 5491 | 391 |
| &nbsp;&nbsp;&nbsp;Cambium Networks Corp \* | 3060 | 65 |
| &nbsp;&nbsp;&nbsp;Cass Information Systems Inc  | 5440 | 237 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 3094 | 407 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 8316 | 414 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 5389 | 306 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 50370 | 108 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 12238 | 520 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 6821 | 629 |
| &nbsp;&nbsp;&nbsp;eGain Corp \* | 28374 | 250 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 7724 | 597 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 6944 | 1300 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 18593 | 390 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 2101 | 280 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 20290 | 258 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 23006 | 531 |
| &nbsp;&nbsp;&nbsp;Harmonic Inc \* | 89850 | 1378 |
| &nbsp;&nbsp;&nbsp;I3 Verticals Inc, Cl A \* | 4132 | 109 |
| &nbsp;&nbsp;&nbsp;Impinj Inc \* | 2627 | 335 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 24551 | 533 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3535 | 669 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 14299 | 686 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 3940 | 287 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 2746 | 677 |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | 10221 | 562 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 7218 | 496 |
| &nbsp;&nbsp;&nbsp;Mirion Technologies \*(A) | 37044 | 236 |
| &nbsp;&nbsp;&nbsp;Mitek Systems Inc \* | 7137 | 73 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 7529 | 293 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 44789 | 355 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd \*(A) | 2062 | 222 |
| &nbsp;&nbsp;&nbsp;Napco Security Technologies Inc \* | 7367 | 194 |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | 19815 | 813 |
| &nbsp;&nbsp;&nbsp;PagerDuty Inc \* | 5862 | 130 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PC Connection Inc \* | 9900 | $550 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 140576 | 2643 |
| &nbsp;&nbsp;&nbsp;Plexus Corp \* | 2778 | 306 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 9028 | 727 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 9867 | 379 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 6539 | 432 |
| &nbsp;&nbsp;&nbsp;ScanSource Inc \* | 2580 | 77 |
| &nbsp;&nbsp;&nbsp;Silicon Motion Technology Corp ADR  | 26030 | 1643 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 9948 | 76 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 35561 | 3209 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 12185 | 584 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 5981 | 674 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 19276 | 145 |
| &nbsp;&nbsp;&nbsp;Veeco Instruments Inc \* | 3055 | 61 |
| &nbsp;&nbsp;&nbsp;Vertex Inc, Cl A \* | 5158 | 89 |
| &nbsp;&nbsp;&nbsp;Viant Technology Inc, Cl A \* | 14228 | 54 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 68792 | 779 |
| &nbsp;&nbsp;&nbsp;Vishay Precision Group Inc \* | 13930 | 565 |
|  |  | 34135 |
| **Materials — 4.6%** | **Materials — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;Alamos Gold Inc, Cl A  | 38476 | 373 |
| &nbsp;&nbsp;&nbsp;American Vanguard Corp  | 2820 | 65 |
| &nbsp;&nbsp;&nbsp;Aspen Aerogels Inc \* | 22480 | 271 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 22292 | 598 |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | 6492 | 478 |
| &nbsp;&nbsp;&nbsp;Chase Corp  | 3206 | 304 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper Corp \* | 12840 | 501 |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | 44782 | 2204 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 28820 | 564 |
| &nbsp;&nbsp;&nbsp;Haynes International Inc  | 10210 | 510 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 9446 | 739 |
| &nbsp;&nbsp;&nbsp;Innospec Inc  | 3978 | 441 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 31503 | 882 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 52525 | 862 |
| &nbsp;&nbsp;&nbsp;Olympic Steel Inc  | 6808 | 239 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 2841 | 559 |
| &nbsp;&nbsp;&nbsp;Ranpak Holdings Corp, Cl A \* | 42095 | 228 |
| &nbsp;&nbsp;&nbsp;Rayonier Advanced Materials Inc \* | 39363 | 305 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 3723 | 787 |
| &nbsp;&nbsp;&nbsp;Ryerson Holding Corp  | 16520 | 487 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 12875 | 681 |
| &nbsp;&nbsp;&nbsp;SunCoke Energy Inc  | 69500 | 588 |
| &nbsp;&nbsp;&nbsp;Tredegar Corp  | 9790 | 101 |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | 22822 | 753 |
|  |  | 13520 |
| **Real Estate — 1.9%** | **Real Estate — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust Inc \*<sup>‡</sup> | 11720 | 76 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 25759 | 715 |
| &nbsp;&nbsp;&nbsp;Douglas Elliman Inc  | 62001 | 256 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc (A) | 33334 | 436 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 35733 | 608 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small Cap II Fund** (Concluded)

---

| | | | |
|:---|:---|:---|:---|
| 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;National Storage Affiliates Trust <sup>‡</sup> | 18513 | $| 737 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 62045 |  | 526 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 13990 |  | 673 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 4390 |  | 127 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 29947 |  | 986 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 10372 |  | 608 |
|  |  |  | 5748 |
| **Utilities — 1.6%** | **Utilities — 1.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp (A) | 37461 |  | 283 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 9413 |  | 674 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 10262 |  | 481 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 1039 |  | 125 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 7576 |  | 837 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 26008 |  | 1280 |
| &nbsp;&nbsp;&nbsp;Pure Cycle Corp \* | 15817 |  | 168 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 6845 |  | 507 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 1384 |  | 76 |
| &nbsp;&nbsp;&nbsp;Via Renewables Inc, Cl A (A) | 12168 |  | 79 |
|  |  |  | 4510 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $234,402) ($ Thousands) |  |  | 285157 |
| **EXCHANGE TRADED FUND — 0.2%** | **EXCHANGE TRADED FUND — 0.2%** | **EXCHANGE TRADED FUND — 0.2%** | **EXCHANGE TRADED FUND — 0.2%** |
| &nbsp;&nbsp;&nbsp;iShares Russell 2000 Value ETF  | 4495 |  | 672 |
| Total Exchange Traded Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $667) ($ Thousands) |  |  | 672 |
| **AFFILIATED PARTNERSHIP — 2.3%** | **AFFILIATED PARTNERSHIP — 2.3%** | **AFFILIATED PARTNERSHIP — 2.3%** | **AFFILIATED PARTNERSHIP — 2.3%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*<sup>†</sup>(B) | 6609716 |  | 6610 |
| Total Affiliated Partnership |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,609) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $6,609) ($ Thousands) |  | 6610 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT — 1.8%** | **CASH EQUIVALENT — 1.8%** | **CASH EQUIVALENT — 1.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 5144694 | $5145 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $5,145) ($ Thousands) |  | 5145 |
| Total Investments in Securities — 101.3% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $246,823) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $246,823) ($ Thousands)  | $297584 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $293,894 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $6,592 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $6,611 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments carried at value ($ Thousands): | The following is a summary of the level of inputs used as of November 30, 2022, in valuing the Fund's investments carried at value ($ Thousands): |
| **Investments in Securities** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;&nbsp;Common Stock | 285157 |  |  | 285157 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | 672 |  |  | 672 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 6610 |  | 6610 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 5145 | – |  | 5145 |
| Total Investments in Securities | 290974 | 6610 |  | 297584 |

---

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;9369 | $&nbsp;&nbsp;&nbsp;&nbsp;39390 | $&nbsp;&nbsp;&nbsp;&nbsp;(42148) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;6610 | $&nbsp;&nbsp;&nbsp;&nbsp;46 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 10858 | 53603 | (59316) |  |  | 5145 | 65 |  |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;20227 | $&nbsp;&nbsp;&nbsp;&nbsp;92993 | $&nbsp;&nbsp;&nbsp;&nbsp;(101464) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;11755 | $&nbsp;&nbsp;&nbsp;&nbsp;111 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Small/Mid Cap Equity Fund**![](fp0081628-1_76.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 96.8%** | **COMMON STOCK — 96.8%** | **COMMON STOCK — 96.8%** |
| **Communication Services — 4.4%** | **Communication Services — 4.4%** |  |
| &nbsp;&nbsp;&nbsp;AMC Networks Inc, Cl A \* | 22800 | $455 |
| &nbsp;&nbsp;&nbsp;Audacy Inc, Cl A \* | 173700 | 50 |
| &nbsp;&nbsp;&nbsp;Bandwidth Inc, Cl A \* | 50000 | 1143 |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | 4220 | 3056 |
| &nbsp;&nbsp;&nbsp;Cargurus Inc, Cl A \* | 65399 | 855 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  | 44852 | 2604 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 56892 | 893 |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | 21600 | 253 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 76942 | 3648 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 64922 | 12306 |
| &nbsp;&nbsp;&nbsp;Radius Global Infrastructure Inc, Cl A \* | 84000 | 1063 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 51814 | 2789 |
| &nbsp;&nbsp;&nbsp;Thryv Holdings Inc \* | 34009 | 652 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 82121 | 7577 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter Inc, Cl A \* | 63022 | 1044 |
|  |  | 38388 |
| **Consumer Discretionary — 11.0%** | **Consumer Discretionary — 11.0%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 15129 | 2284 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | 90600 | 943 |
| &nbsp;&nbsp;&nbsp;Big Lots Inc (A) | 25800 | 503 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | 53700 | 1209 |
| &nbsp;&nbsp;&nbsp;Bluegreen Vacations Holding Corp, Cl A  | 30900 | 666 |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | 16260 | 1095 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 34400 | 1462 |
| &nbsp;&nbsp;&nbsp;Bowlero Corp \*(A) | 67875 | 948 |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | 41237 | 3060 |
| &nbsp;&nbsp;&nbsp;Canada Goose Holdings Inc \*(A) | 29115 | 546 |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | 19108 | 1396 |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | 3842 | 882 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 30792 | 919 |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | 23561 | 5230 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A  | 50931 | 779 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | 8600 | $1028 |
| &nbsp;&nbsp;&nbsp;Dillard's Inc, Cl A (A) | 2955 | 1063 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 6694 | 2602 |
| &nbsp;&nbsp;&nbsp;Farfetch Ltd, Cl A \* | 62375 | 530 |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | 5929 | 443 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 37100 | 1477 |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | 37295 | 3957 |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | 77639 | 1814 |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | 11425 | 818 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 71642 | 804 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 8121 | 918 |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | 13900 | 2687 |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | 85751 | 576 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 42300 | 1994 |
| &nbsp;&nbsp;&nbsp;Haverty Furniture Cos Inc  | 38200 | 1205 |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | 10863 | 1070 |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc  | 9260 | 787 |
| &nbsp;&nbsp;&nbsp;International Game Technology PLC  | 35658 | 875 |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | 24700 | 792 |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | 151637 | 2214 |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | 15644 | 3744 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 43100 | 1013 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 7800 | 790 |
| &nbsp;&nbsp;&nbsp;Monarch Casino & Resort Inc \* | 11000 | 933 |
| &nbsp;&nbsp;&nbsp;Monro Inc  | 53689 | 2441 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 3143 | 930 |
| &nbsp;&nbsp;&nbsp;ODP Corp/The \* | 35698 | 1718 |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | 19445 | 1184 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 7853 | 886 |
| &nbsp;&nbsp;&nbsp;Perdoceo Education Corp \* | 45800 | 657 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 8033 | 2646 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 35200 | 1576 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 13300 | 894 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 68700 | 162 |
| &nbsp;&nbsp;&nbsp;Rent-A-Center Inc/TX, Cl A  | 17000 | 410 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 69093 | 812 |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | 35732 | 1507 |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | 16373 | 851 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive Inc, Cl A  | 20900 | 1111 |
| &nbsp;&nbsp;&nbsp;Sportradar Holding AG, Cl A \*(A) | 47960 | 550 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 21600 | 816 |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | 8900 | 884 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 39300 | 1883 |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | 70827 | 2753 |
| &nbsp;&nbsp;&nbsp;TravelCenters of America Inc \* | 14327 | 733 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 19800 | 92 |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | 92524 | 807 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 73173 | 3366 |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | 6930 | 1017 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 14400 | 2110 |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | 25037 | 4144 |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | 11200 | 656 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | 26560 | $1947 |
|  |  | 95599 |
| **Consumer Staples — 4.4%** | **Consumer Staples — 4.4%** |  |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 38900 | 418 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 71580 | 5386 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 13398 | 781 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 14326 | 3481 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 22441 | 872 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 38100 | 1447 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 21000 | 716 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 23800 | 417 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 16300 | 1648 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 19400 | 1901 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 33472 | 3189 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 44100 | 2430 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 17351 | 1058 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 21225 | 847 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 46612 | 1531 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 49733 | 2649 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 40400 | 1387 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 97565 | 4823 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 55390 | 2641 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 6271 | 547 |
|  |  | 38169 |
| **Energy — 6.1%** | **Energy — 6.1%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 30500 | 1429 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 30260 | 1646 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 22895 | 3492 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 34543 | 2327 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 31900 | 554 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 91981 | 2567 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 26549 | 978 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 21556 | 3191 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 74088 | 4470 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* | 8571 | 695 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 52100 | 3248 |
| &nbsp;&nbsp;&nbsp;Liberty Energy Inc, Cl A  | 54576 | 902 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 188024 | 4904 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 79900 | 2447 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 53615 | 3558 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 5000 | 792 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions Inc \* | 82455 | 840 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 133039 | 4841 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 21089 | 839 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 19400 | 1442 |
| &nbsp;&nbsp;&nbsp;ProFrac Holding Corp, Cl A \* | 90680 | 2138 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 85509 | 939 |
| &nbsp;&nbsp;&nbsp;Ranger Oil Corp, Cl A  | 25939 | 1130 |
| &nbsp;&nbsp;&nbsp;Viper Energy Partners LP  | 59221 | 1956 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC \*(A) | 21700 | 942 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 26900 | $765 |
|  |  | 53032 |
| **Financials — 15.6%** | **Financials — 15.6%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 5900 | 946 |
| &nbsp;&nbsp;&nbsp;AG Mortgage Investment Trust Inc <sup>‡</sup>(A) | 20500 | 123 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 40300 | 1089 |
| &nbsp;&nbsp;&nbsp;American Equity Investment Life Holding Co  | 22650 | 918 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 7500 | 1067 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 20550 | 445 |
| &nbsp;&nbsp;&nbsp;Ares Capital Corp  | 35700 | 702 |
| &nbsp;&nbsp;&nbsp;Associated Banc-Corp  | 97147 | 2390 |
| &nbsp;&nbsp;&nbsp;Banco Latinoamericano de Comercio Exterior SA, Cl E  | 30600 | 505 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 24333 | 847 |
| &nbsp;&nbsp;&nbsp;Bank OZK  | 82743 | 3819 |
| &nbsp;&nbsp;&nbsp;Banner Corp  | 15288 | 1080 |
| &nbsp;&nbsp;&nbsp;BGC Partners Inc, Cl A  | 575030 | 2478 |
| &nbsp;&nbsp;&nbsp;Blackstone Mortgage Trust Inc, Cl A <sup>‡</sup> | 34800 | 879 |
| &nbsp;&nbsp;&nbsp;Chimera Investment Corp <sup>‡</sup> | 61200 | 419 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 40500 | 1716 |
| &nbsp;&nbsp;&nbsp;CNA Financial Corp  | 18800 | 801 |
| &nbsp;&nbsp;&nbsp;CNO Financial Group Inc  | 122253 | 2871 |
| &nbsp;&nbsp;&nbsp;Cohen & Steers Inc  | 37087 | 2457 |
| &nbsp;&nbsp;&nbsp;Columbia Banking System Inc  | 91797 | 3127 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 9000 | 646 |
| &nbsp;&nbsp;&nbsp;Dime Community Bancshares Inc  | 20570 | 734 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 19300 | 737 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 19800 | 920 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 23193 | 936 |
| &nbsp;&nbsp;&nbsp;Enterprise Financial Services Corp  | 20357 | 1065 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 37000 | 1174 |
| &nbsp;&nbsp;&nbsp;Essent Group Ltd  | 17600 | 706 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd (A) | 3500 | 1183 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 6962 | 3212 |
| &nbsp;&nbsp;&nbsp;Federal Agricultural Mortgage Corp, Cl C  | 1180 | 149 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 23500 | 854 |
| &nbsp;&nbsp;&nbsp;First American Financial Corp  | 31700 | 1732 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico  | 59304 | 912 |
| &nbsp;&nbsp;&nbsp;First Busey Corp  | 27700 | 722 |
| &nbsp;&nbsp;&nbsp;First Financial Bancorp  | 38606 | 1020 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 41520 | 1534 |
| &nbsp;&nbsp;&nbsp;First Merchants Corp  | 66403 | 2936 |
| &nbsp;&nbsp;&nbsp;Flushing Financial Corp  | 32133 | 670 |
| &nbsp;&nbsp;&nbsp;FNB Corp/PA  | 81000 | 1142 |
| &nbsp;&nbsp;&nbsp;FS KKR Capital Corp (A) | 35800 | 711 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 106870 | 1987 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 23564 | 2827 |
| &nbsp;&nbsp;&nbsp;Hamilton Lane Inc, Cl A  | 66811 | 4936 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 32343 | 1774 |
| &nbsp;&nbsp;&nbsp;Hanmi Financial Corp  | 99937 | 2703 |
| &nbsp;&nbsp;&nbsp;Hannon Armstrong Sustainable Infrastructure Capital Inc <sup>‡</sup> | 21092 | 684 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Heartland Financial USA Inc  | 19345 | $944 |
| &nbsp;&nbsp;&nbsp;Home BancShares Inc/AR  | 148347 | 3775 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 25800 | 704 |
| &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc  | 26800 | 1018 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 49300 | 927 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 19191 | 5915 |
| &nbsp;&nbsp;&nbsp;KKR Real Estate Finance Trust Inc <sup>‡</sup> | 46730 | 773 |
| &nbsp;&nbsp;&nbsp;Lazard Ltd, Cl A  | 18200 | 666 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 14100 | 549 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 3981 | 942 |
| &nbsp;&nbsp;&nbsp;MGIC Investment Corp  | 81200 | 1115 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 11514 | 2822 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 20491 | 953 |
| &nbsp;&nbsp;&nbsp;Navient Corp  | 65200 | 1080 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 218200 | 1567 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 42300 | 1225 |
| &nbsp;&nbsp;&nbsp;Old National Bancorp/IN  | 43900 | 839 |
| &nbsp;&nbsp;&nbsp;Pacific Premier Bancorp Inc  | 62342 | 2304 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 188975 | 4936 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 61050 | 4458 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 11526 | 871 |
| &nbsp;&nbsp;&nbsp;Prosperity Bancshares Inc  | 40568 | 3066 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 40764 | 918 |
| &nbsp;&nbsp;&nbsp;Radian Group Inc  | 40700 | 796 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 63600 | 1476 |
| &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc, Cl A  | 4700 | 679 |
| &nbsp;&nbsp;&nbsp;Renasant Corp  | 22400 | 913 |
| &nbsp;&nbsp;&nbsp;Rithm Capital Corp <sup>‡</sup> | 85300 | 772 |
| &nbsp;&nbsp;&nbsp;RLI Corp  | 6675 | 868 |
| &nbsp;&nbsp;&nbsp;S&T Bancorp Inc  | 30135 | 1128 |
| &nbsp;&nbsp;&nbsp;Starwood Property Trust Inc <sup>‡</sup> | 188471 | 4035 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 21580 | 1387 |
| &nbsp;&nbsp;&nbsp;Synovus Financial Corp  | 19300 | 813 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 28017 | 905 |
| &nbsp;&nbsp;&nbsp;United Community Banks Inc/GA  | 96695 | 3768 |
| &nbsp;&nbsp;&nbsp;Universal Insurance Holdings Inc  | 27000 | 297 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 39000 | 1645 |
| &nbsp;&nbsp;&nbsp;Victory Capital Holdings Inc, Cl A  | 22000 | 638 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 13600 | 897 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 26041 | 918 |
| &nbsp;&nbsp;&nbsp;WisdomTree Inc  | 146426 | 816 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 44500 | 2306 |
|  |  | 134709 |
| **Health Care — 12.9%** | **Health Care — 12.9%** |  |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \*(A) | 77726 | 1000 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 60740 | 5410 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 16058 | 484 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 30913 | 766 |
| &nbsp;&nbsp;&nbsp;Allscripts Healthcare Solutions Inc \* | 51330 | 972 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 29132 | 3604 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 11975 | 598 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 9893 | 406 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Axogen Inc \* | 32714 | $358 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 12851 | 880 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 5580 | 474 |
| &nbsp;&nbsp;&nbsp;C4 Therapeutics Inc \* | 53567 | 459 |
| &nbsp;&nbsp;&nbsp;CareDx Inc \* | 36096 | 467 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 66918 | 1122 |
| &nbsp;&nbsp;&nbsp;Certara Inc \* | 58736 | 997 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 7230 | 3760 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 4524 | 1431 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 18300 | 1349 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \*(A) | 11584 | 394 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 24300 | 883 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 46191 | 2701 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 46262 | 2504 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 106584 | 10125 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 82434 | 2373 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 48584 | 830 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 12154 | 1037 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 67875 | 3887 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 15100 | 903 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 13228 | 840 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 15024 | 1216 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 9000 | 717 |
| &nbsp;&nbsp;&nbsp;Innoviva Inc \* | 97472 | 1280 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 12686 | 3065 |
| &nbsp;&nbsp;&nbsp;Intercept Pharmaceuticals Inc \* | 53443 | 797 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 16500 | 895 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 97700 | 1183 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 17200 | 2699 |
| &nbsp;&nbsp;&nbsp;Kiniksa Pharmaceuticals Ltd, Cl A \* | 59800 | 1006 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 45640 | 2833 |
| &nbsp;&nbsp;&nbsp;Legend Biotech Corp ADR \* | 9029 | 465 |
| &nbsp;&nbsp;&nbsp;LeMaitre Vascular Inc  | 57304 | 2685 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 27313 | 1512 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 3935 | 826 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 23569 | 1697 |
| &nbsp;&nbsp;&nbsp;Mirati Therapeutics Inc \* | 5942 | 543 |
| &nbsp;&nbsp;&nbsp;Mirum Pharmaceuticals Inc \* | 34753 | 648 |
| &nbsp;&nbsp;&nbsp;Nevro Corp \* | 12448 | 581 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 43400 | 903 |
| &nbsp;&nbsp;&nbsp;Nurix Therapeutics Inc \* | 51226 | 635 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 14150 | 730 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 111465 | 3356 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group Inc \* | 33274 | 532 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 62927 | 2028 |
| &nbsp;&nbsp;&nbsp;Phreesia Inc \* | 30046 | 836 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 21254 | 1306 |
| &nbsp;&nbsp;&nbsp;Progyny Inc \* | 21574 | 790 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 31620 | 4801 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 25001 | 2190 |
| &nbsp;&nbsp;&nbsp;Recursion Pharmaceuticals Inc, Cl A \* | 75000 | 705 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 21477 | 399 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 2585 | $462 |
| &nbsp;&nbsp;&nbsp;Select Medical Holdings Corp  | 34800 | 855 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 9735 | 2469 |
| &nbsp;&nbsp;&nbsp;Sotera Health Co \* | 40987 | 342 |
| &nbsp;&nbsp;&nbsp;SpringWorks Therapeutics Inc \* | 18971 | 459 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 25271 | 4694 |
| &nbsp;&nbsp;&nbsp;Stevanato Group SpA  | 10181 | 156 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 28052 | 1030 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 4328 | 1013 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 9593 | 2685 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 11300 | 1479 |
| &nbsp;&nbsp;&nbsp;US Physical Therapy Inc  | 19548 | 1689 |
| &nbsp;&nbsp;&nbsp;Veracyte Inc \*(A) | 24212 | 672 |
|  |  | 112878 |
| **Industrials — 17.5%** | **Industrials — 17.5%** |  |
| &nbsp;&nbsp;&nbsp;ABM Industries Inc  | 66944 | 3158 |
| &nbsp;&nbsp;&nbsp;Acuity Brands Inc  | 7400 | 1393 |
| &nbsp;&nbsp;&nbsp;ACV Auctions Inc, Cl A \* | 146635 | 1296 |
| &nbsp;&nbsp;&nbsp;AGCO Corp  | 24600 | 3265 |
| &nbsp;&nbsp;&nbsp;Air Lease Corp, Cl A  | 70559 | 2725 |
| &nbsp;&nbsp;&nbsp;Air Transport Services Group Inc \* | 30736 | 862 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 20810 | 987 |
| &nbsp;&nbsp;&nbsp;Albany International Corp, Cl A  | 9753 | 989 |
| &nbsp;&nbsp;&nbsp;Alight Inc, Cl A \* | 219758 | 1896 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 128302 | 5748 |
| &nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp  | 38426 | 2253 |
| &nbsp;&nbsp;&nbsp;Apogee Enterprises Inc  | 49561 | 2391 |
| &nbsp;&nbsp;&nbsp;ArcBest Corp  | 14700 | 1217 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 21000 | 2565 |
| &nbsp;&nbsp;&nbsp;Beacon Roofing Supply Inc \* | 13678 | 799 |
| &nbsp;&nbsp;&nbsp;Boise Cascade Co  | 13296 | 984 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 27982 | 2977 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 112243 | 6834 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 9774 | 2572 |
| &nbsp;&nbsp;&nbsp;Casella Waste Systems Inc, Cl A \* | 10700 | 921 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 6795 | 681 |
| &nbsp;&nbsp;&nbsp;Chart Industries Inc \* | 10789 | 1543 |
| &nbsp;&nbsp;&nbsp;Cimpress PLC \* | 16752 | 496 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 7200 | 913 |
| &nbsp;&nbsp;&nbsp;Construction Partners Inc, Cl A \* | 5950 | 170 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 62100 | 825 |
| &nbsp;&nbsp;&nbsp;Covenant Logistics Group Inc, Cl A  | 24800 | 952 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 26200 | 507 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 2479 | 226 |
| &nbsp;&nbsp;&nbsp;EMCOR Group Inc  | 5963 | 924 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 45100 | 1048 |
| &nbsp;&nbsp;&nbsp;Esab Corp  | 46053 | 2180 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 46420 | 4800 |
| &nbsp;&nbsp;&nbsp;Federal Signal Corp  | 42825 | 2081 |
| &nbsp;&nbsp;&nbsp;Forward Air Corp  | 12352 | 1388 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 24390 | 4215 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 7518 | 793 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;GFL Environmental Inc  | 100951 | $2925 |
| &nbsp;&nbsp;&nbsp;GMS Inc \* | 16589 | 814 |
| &nbsp;&nbsp;&nbsp;GXO Logistics Inc \* | 59515 | 2789 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services Inc  | 26600 | 1115 |
| &nbsp;&nbsp;&nbsp;Heartland Express Inc  | 71556 | 1198 |
| &nbsp;&nbsp;&nbsp;Heritage-Crystal Clean Inc \* | 27583 | 872 |
| &nbsp;&nbsp;&nbsp;Hillenbrand Inc  | 23200 | 1160 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 3200 | 742 |
| &nbsp;&nbsp;&nbsp;Huron Consulting Group Inc \* | 12300 | 958 |
| &nbsp;&nbsp;&nbsp;IAA Inc \* | 51791 | 1935 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 30392 | 3603 |
| &nbsp;&nbsp;&nbsp;Interface Inc, Cl A  | 60500 | 655 |
| &nbsp;&nbsp;&nbsp;Janus International Group Inc \* | 59507 | 652 |
| &nbsp;&nbsp;&nbsp;John Bean Technologies Corp  | 6866 | 631 |
| &nbsp;&nbsp;&nbsp;Kaman Corp  | 40452 | 824 |
| &nbsp;&nbsp;&nbsp;KAR Auction Services Inc \* | 205005 | 2817 |
| &nbsp;&nbsp;&nbsp;Kirby Corp \* | 16095 | 1123 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 18209 | 3150 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 14300 | 1252 |
| &nbsp;&nbsp;&nbsp;Matson Inc  | 18100 | 1154 |
| &nbsp;&nbsp;&nbsp;Mercury Systems Inc \* | 52535 | 2670 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 2516 | 363 |
| &nbsp;&nbsp;&nbsp;Moog Inc, Cl A  | 10200 | 888 |
| &nbsp;&nbsp;&nbsp;MRC Global Inc \* | 42280 | 497 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 9800 | 841 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 10711 | 2533 |
| &nbsp;&nbsp;&nbsp;NOW Inc \* | 80957 | 1010 |
| &nbsp;&nbsp;&nbsp;NV5 Global Inc \* | 17191 | 2484 |
| &nbsp;&nbsp;&nbsp;Owens Corning  | 18500 | 1644 |
| &nbsp;&nbsp;&nbsp;PGT Innovations Inc \* | 39214 | 776 |
| &nbsp;&nbsp;&nbsp;Quad/Graphics Inc, Cl A \* | 86600 | 320 |
| &nbsp;&nbsp;&nbsp;Quanex Building Products Corp  | 71008 | 1688 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 46892 | 905 |
| &nbsp;&nbsp;&nbsp;Ritchie Bros Auctioneers Inc  | 32046 | 1758 |
| &nbsp;&nbsp;&nbsp;Rocket Lab USA Inc \*(A) | 81358 | 341 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 18446 | 951 |
| &nbsp;&nbsp;&nbsp;RXO Inc \* | 31563 | 600 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 15400 | 1440 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies Holding PLC  | 47678 | 2150 |
| &nbsp;&nbsp;&nbsp;SkyWest Inc \* | 4200 | 77 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 7400 | 1780 |
| &nbsp;&nbsp;&nbsp;Standex International Corp  | 27313 | 2869 |
| &nbsp;&nbsp;&nbsp;Sterling Check Corp \* | 19848 | 289 |
| &nbsp;&nbsp;&nbsp;Tennant Co  | 15573 | 989 |
| &nbsp;&nbsp;&nbsp;Terex Corp  | 23000 | 1056 |
| &nbsp;&nbsp;&nbsp;Tetra Tech Inc  | 21556 | 3332 |
| &nbsp;&nbsp;&nbsp;Timken Co/The  | 12700 | 965 |
| &nbsp;&nbsp;&nbsp;Titan Machinery Inc \* | 25045 | 1103 |
| &nbsp;&nbsp;&nbsp;TriNet Group Inc \* | 12214 | 885 |
| &nbsp;&nbsp;&nbsp;Triton International Ltd  | 42600 | 2874 |
| &nbsp;&nbsp;&nbsp;UFP Industries Inc  | 29054 | 2378 |
| &nbsp;&nbsp;&nbsp;UniFirst Corp/MA  | 12318 | 2387 |

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------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;United Airlines Holdings Inc \* | 16200 | $716 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 12800 | 517 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 106555 | 5137 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc \* | 31563 | 1219 |
|  |  | 152375 |
| **Information Technology — 12.2%** | **Information Technology — 12.2%** |  |
| &nbsp;&nbsp;&nbsp;8x8 Inc \* | 125540 | 537 |
| &nbsp;&nbsp;&nbsp;ACI Worldwide Inc \* | 130979 | 2738 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 10300 | 915 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 104400 | 2925 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 18900 | 2055 |
| &nbsp;&nbsp;&nbsp;AudioCodes Ltd  | 51413 | 987 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 8900 | 280 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 17482 | 790 |
| &nbsp;&nbsp;&nbsp;Axcelis Technologies Inc \* | 12400 | 990 |
| &nbsp;&nbsp;&nbsp;Badger Meter Inc  | 8100 | 938 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 12622 | 1015 |
| &nbsp;&nbsp;&nbsp;Benchmark Electronics Inc  | 36426 | 1052 |
| &nbsp;&nbsp;&nbsp;Blackbaud Inc \* | 15000 | 889 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 16334 | 2436 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 10700 | 799 |
| &nbsp;&nbsp;&nbsp;Clearfield Inc \* | 17285 | 2275 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 33874 | 1686 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 40106 | 2278 |
| &nbsp;&nbsp;&nbsp;Diodes Inc \* | 10278 | 948 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 10727 | 505 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 19160 | 742 |
| &nbsp;&nbsp;&nbsp;Ebix Inc (A) | 16200 | 308 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 9430 | 723 |
| &nbsp;&nbsp;&nbsp;EngageSmart Inc \* | 46200 | 784 |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | 32669 | 2525 |
| &nbsp;&nbsp;&nbsp;Euronet Worldwide Inc \* | 31849 | 2960 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 4746 | 888 |
| &nbsp;&nbsp;&nbsp;GLOBALFOUNDRIES Inc \*(A) | 27653 | 1780 |
| &nbsp;&nbsp;&nbsp;International Money Express Inc \* | 36610 | 795 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 42700 | 3082 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 14995 | 2839 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 60651 | 2908 |
| &nbsp;&nbsp;&nbsp;Littelfuse Inc  | 11648 | 2871 |
| &nbsp;&nbsp;&nbsp;MACOM Technology Solutions Holdings Inc \* | 14673 | 1008 |
| &nbsp;&nbsp;&nbsp;Model N Inc \* | 26894 | 1046 |
| &nbsp;&nbsp;&nbsp;Momentive Global Inc \* | 167247 | 1326 |
| &nbsp;&nbsp;&nbsp;Monday.com Ltd \*(A) | 7465 | 803 |
| &nbsp;&nbsp;&nbsp;N-able Inc \* | 117809 | 1323 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 16200 | 387 |
| &nbsp;&nbsp;&nbsp;Nova Ltd \* | 15255 | 1305 |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | 14200 | 2240 |
| &nbsp;&nbsp;&nbsp;Okta Inc, Cl A \* | 11526 | 615 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 26182 | 1969 |
| &nbsp;&nbsp;&nbsp;Payoneer Global Inc \* | 134962 | 729 |
| &nbsp;&nbsp;&nbsp;Power Integrations Inc  | 38292 | 3082 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 20178 | $1076 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 11500 | 1141 |
| &nbsp;&nbsp;&nbsp;Qualtrics International Inc, Cl A \* | 46627 | 478 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 6099 | 752 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 24470 | 939 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 38599 | 2551 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 27000 | 1430 |
| &nbsp;&nbsp;&nbsp;Smartsheet Inc, Cl A \* | 28334 | 871 |
| &nbsp;&nbsp;&nbsp;Sprout Social Inc, Cl A \* | 34150 | 2025 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 34277 | 4876 |
| &nbsp;&nbsp;&nbsp;Sumo Logic Inc \* | 47551 | 361 |
| &nbsp;&nbsp;&nbsp;Super Micro Computer Inc \* | 11269 | 1017 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 7400 | 757 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 4156 | 1746 |
| &nbsp;&nbsp;&nbsp;Tenable Holdings Inc \* | 32157 | 1228 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 33504 | 2002 |
| &nbsp;&nbsp;&nbsp;TTEC Holdings Inc  | 51547 | 2472 |
| &nbsp;&nbsp;&nbsp;TTM Technologies Inc \* | 51900 | 834 |
| &nbsp;&nbsp;&nbsp;Ultra Clean Holdings Inc \* | 16600 | 591 |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | 25305 | 2850 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 133633 | 5256 |
| &nbsp;&nbsp;&nbsp;Verra Mobility Corp, Cl A \* | 81567 | 1293 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 118340 | 1341 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 81064 | 1868 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 32400 | 475 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings Corp  | 43900 | 716 |
|  |  | 107022 |
| **Materials — 5.7%** | **Materials — 5.7%** |  |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 38993 | 4362 |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | 27583 | 842 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 138788 | 3725 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 26700 | 1565 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 5100 | 547 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 26400 | 820 |
| &nbsp;&nbsp;&nbsp;Clearwater Paper Corp \* | 19800 | 773 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 9800 | 849 |
| &nbsp;&nbsp;&nbsp;Ecovyst Inc \* | 84779 | 788 |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | 122239 | 2391 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 26723 | 3491 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 47176 | 1084 |
| &nbsp;&nbsp;&nbsp;Greif Inc, Cl A  | 13191 | 927 |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | 48000 | 1333 |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | 12953 | 1014 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 34875 | 976 |
| &nbsp;&nbsp;&nbsp;Mativ Holdings Inc  | 22500 | 467 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 34700 | 1780 |
| &nbsp;&nbsp;&nbsp;Myers Industries Inc  | 9500 | 222 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 54500 | 894 |
| &nbsp;&nbsp;&nbsp;Quaker Chemical Corp  | 12050 | 2371 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 28599 | 6043 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 164496 | 8702 |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | 13000 | 1351 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 14600 | $360 |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | 33100 | 468 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 49900 | 1892 |
|  |  | 50037 |
| **Real Estate — 5.4%** | **Real Estate — 5.4%** |  |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 56500 | 1655 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 163700 | 2793 |
| &nbsp;&nbsp;&nbsp;Armada Hoffler Properties Inc <sup>‡</sup> | 63999 | 778 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 80600 | 557 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 45100 | 1045 |
| &nbsp;&nbsp;&nbsp;City Office REIT Inc <sup>‡</sup> | 72700 | 719 |
| &nbsp;&nbsp;&nbsp;CTO Realty Growth Inc <sup>‡</sup>(A) | 36630 | 768 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 88779 | 835 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 18000 | 749 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth \*<sup>‡</sup> | 87929 | 2382 |
| &nbsp;&nbsp;&nbsp;eXp World Holdings Inc (A) | 141385 | 1848 |
| &nbsp;&nbsp;&nbsp;Farmland Partners Inc <sup>‡</sup> | 64033 | 850 |
| &nbsp;&nbsp;&nbsp;Franklin Street Properties Corp <sup>‡</sup> | 107000 | 313 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 112710 | 5930 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 49370 | 668 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 38400 | 727 |
| &nbsp;&nbsp;&nbsp;Industrial Logistics Properties Trust <sup>‡</sup> | 35900 | 146 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 13800 | 750 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 198402 | 3377 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup>(A) | 70500 | 1607 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 306227 | 4018 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 177354 | 1504 |
| &nbsp;&nbsp;&nbsp;NexPoint Residential Trust Inc <sup>‡</sup> | 60342 | 2902 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 45400 | 694 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 29900 | 905 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 55300 | 576 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care REIT Inc <sup>‡</sup> | 50600 | 653 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 48500 | 381 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 123818 | 2408 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 44049 | 2583 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 198260 | 1511 |
|  |  | 46632 |
| **Utilities — 1.6%** | **Utilities — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Algonquin Power & Utilities Corp (A) | 158791 | 1199 |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 13989 | 926 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A (A) | 43513 | 2040 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 4418 | 529 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 24700 | 875 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 15900 | 1053 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 19964 | 993 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 59700 | 2534 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 10600 | 922 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 16989 | 837 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 22900 | 885 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 61700 | 1501 |
|  |  | 14294 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $711,247) ($ Thousands) |  | $843135 |
| **AFFILIATED PARTNERSHIP — 1.1%** | **AFFILIATED PARTNERSHIP — 1.1%** | **AFFILIATED PARTNERSHIP — 1.1%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*<sup>†</sup>(B) | 9537254 | 9529 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,537) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $9,537) ($ Thousands) | 9529 |
| **CASH EQUIVALENT — 2.8%** | **CASH EQUIVALENT — 2.8%** | **CASH EQUIVALENT — 2.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 24503192 | 24503 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,503) ($ Thousands) |  | 24503 |
| Total Investments in Securities — 100.7% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $745,287) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $745,287) ($ Thousands)  | $877167 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $870,925 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <sup>‡</sup> | Real Estate Investment Trust. |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $9,545 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $9,529 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 843135 |  |  | 843135 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 9529 |  | 9529 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 24503 | – |  | 24503 |
| Total Investments in Securities | 867638 | 9529 |  | 877167 |

---

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value** <br>**5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain(Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;8942 | $&nbsp;&nbsp;&nbsp;&nbsp;60418 | $&nbsp;&nbsp;&nbsp;&nbsp;(59830) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(1) | $&nbsp;&nbsp;&nbsp;&nbsp;9529 | $&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| SEI Daily Income Trust, Government Fund, Cl F | 27482 | &nbsp;&nbsp;&nbsp;&nbsp;127582 | &nbsp;&nbsp;&nbsp;&nbsp;(130561) | &nbsp;&nbsp;&nbsp;&nbsp;— |  | &nbsp;&nbsp;&nbsp;&nbsp;24503 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;36424 | $&nbsp;&nbsp;&nbsp;&nbsp;188000 | $&nbsp;&nbsp;&nbsp;&nbsp;(190391) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;(1) | $&nbsp;&nbsp;&nbsp;&nbsp;34032 | $&nbsp;&nbsp;&nbsp;&nbsp;337 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**U.S. Equity Factor Allocation Fund**![](fp0081628-1_83.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.1%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.1%** | **COMMON STOCK<sup>†</sup><sup>†</sup> — 98.1%** |
| **Communication Services — 7.2%** | **Communication Services — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 138092 | $13946 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 73486 | 7455 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 411282 | 7929 |
| &nbsp;&nbsp;&nbsp;Cars.com Inc \* | 39875 | 589 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* | 78524 | 89 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 202193 | 7408 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 21353 | 372 |
| &nbsp;&nbsp;&nbsp;Gogo Inc \* | 16569 | 260 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 58878 | 2023 |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | 1114 | 53 |
| &nbsp;&nbsp;&nbsp;Liberty Latin America Ltd, Cl C \* | 28148 | 219 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 53542 | 6323 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 40553 | 777 |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | 1846 | 350 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 48936 | 3903 |
| &nbsp;&nbsp;&nbsp;Playtika Holding Corp \* | 58167 | 550 |
| &nbsp;&nbsp;&nbsp;Sinclair Broadcast Group Inc, Cl A  | 25234 | 468 |
| &nbsp;&nbsp;&nbsp;Sirius XM Holdings Inc  | 74610 | 484 |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | 1801 | 94 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 172809 | 6736 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 600 | 59 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 18445 | 1473 |
| &nbsp;&nbsp;&nbsp;Yelp Inc, Cl A \* | 19776 | 612 |
| &nbsp;&nbsp;&nbsp;Ziff Davis Inc \* | 28512 | 2631 |
|  |  | 64803 |
| **Consumer Discretionary — 8.9%** | **Consumer Discretionary — 8.9%** |  |
| &nbsp;&nbsp;&nbsp;Aaron's Co Inc/The  | 17437 | 213 |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | 35240 | 1779 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 64875 | 6263 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 1842 | 4750 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 94338 | 4009 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 467 | 971 |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | 16119 | 989 |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | 52965 | 1580 |
| &nbsp;&nbsp;&nbsp;Chico's FAS Inc \* | 28686 | 168 |

---

---

| | | |
|:---|:---|:---|
| 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;Choice Hotels International Inc  | 3213 | $396 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 5433 | 1389 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 3230 | 1256 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 102256 | 4646 |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | 12766 | 363 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 45797 | 637 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 23105 | 937 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 24769 | 4541 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | 56423 | 633 |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | 47836 | 262 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 2370 | 1526 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 4377 | 495 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 129437 | 5658 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 6559 | 309 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 2389 | 774 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 24704 | 2170 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | 8719 | 633 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 6979 | 1483 |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | 5863 | 2230 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 30535 | 717 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 4022 | 665 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 18264 | 333 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 4584 | 1250 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 740 | 219 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 5960 | 654 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 60 | 278 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 2357 | 2038 |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | 4232 | 478 |
| &nbsp;&nbsp;&nbsp;PetMed Express Inc  | 4931 | 98 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 39283 | 1759 |
| &nbsp;&nbsp;&nbsp;Qurate Retail Inc \* | 222372 | 523 |
| &nbsp;&nbsp;&nbsp;Sally Beauty Holdings Inc \* | 28163 | 331 |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands Inc  | 30104 | 354 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 26320 | 258 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 8473 | 866 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 11571 | 410 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 71149 | 2162 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 8913 | 1735 |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | 67031 | 3211 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 8467 | 1916 |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | 71459 | 1318 |
| &nbsp;&nbsp;&nbsp;Tupperware Brands Corp \* | 27570 | 128 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 6137 | 2853 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | 32900 | 920 |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | 4751 | 555 |
| &nbsp;&nbsp;&nbsp;Winmark Corp  | 240 | 58 |
| &nbsp;&nbsp;&nbsp;Xometry, Cl A \* | 14393 | 608 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 14135 | 1819 |
|  |  | 79574 |
| **Consumer Staples — 8.2%** | **Consumer Staples — 8.2%** |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  | 42909 | 899 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 48018 | 2237 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Archer-Daniels-Midland Co  | 10113 | $986 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 44865 | 3376 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 1567 | 114 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 6171 | 451 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 16846 | 1766 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 6437 | 345 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1332 | 324 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 9500 | 369 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 6938 | 568 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 34089 | 2168 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 60857 | 4715 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 4709 | 2539 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 13748 | 756 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 1442 | 340 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 6001 | 180 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 55364 | 4723 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 21432 | 649 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 34085 | 597 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 11001 | 2587 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 16876 | 446 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 2279 | 223 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 11439 | 1762 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 61576 | 2381 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 34485 | 1357 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 35556 | 1749 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 39557 | 3437 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 7512 | 1556 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 1769 | 221 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 3042 | 168 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 1263 | 130 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 53459 | 9917 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 21626 | 2155 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 44935 | 703 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 24452 | 3647 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 27798 | 913 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 8849 | 587 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 4874 | 110 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 159172 | 6606 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 26949 | 4108 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 823 | 72 |
|  |  | 72937 |
| **Energy — 2.9%** | **Energy — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 31259 | 1465 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 17568 | 797 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 7759 | 1422 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 9311 | 1420 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 5038 | 715 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 51548 | 5740 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 72305 | 2740 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 20261 | 1035 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 11546 | 1406 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 21292 | 847 |

---

---

| | | |
|:---|:---|:---|
| 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;Permian Resources Corp, Cl A  | 62426 | $634 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 73820 | 3805 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 8998 | 459 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 31893 | 312 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 18640 | 1231 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC \* | 42540 | 1846 |
|  |  | 25874 |
| **Financials — 13.4%** | **Financials — 13.4%** |  |
| &nbsp;&nbsp;&nbsp;Affiliated Managers Group Inc  | 13291 | 2132 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 58030 | 4174 |
| &nbsp;&nbsp;&nbsp;AGNC Investment Corp <sup>‡</sup> | 145716 | 1456 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 18040 | 2416 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 132547 | 3580 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 2192 | 312 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 705 | 234 |
| &nbsp;&nbsp;&nbsp;Apollo Global Management Inc  | 38091 | 2643 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 4728 | 179 |
| &nbsp;&nbsp;&nbsp;Bank of NT Butterfield & Son Ltd/The  | 11877 | 414 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 1354 | 431 |
| &nbsp;&nbsp;&nbsp;Blackstone Inc, Cl A  | 1891 | 173 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Inc \* | 51616 | 2877 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 59016 | 6093 |
| &nbsp;&nbsp;&nbsp;Carter Bankshares Inc \* | 14706 | 273 |
| &nbsp;&nbsp;&nbsp;Central Pacific Financial Corp  | 6448 | 137 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 46589 | 3845 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 4172 | 425 |
| &nbsp;&nbsp;&nbsp;Credit Acceptance Corp \* | 585 | 277 |
| &nbsp;&nbsp;&nbsp;Cullen/Frost Bankers Inc  | 17080 | 2478 |
| &nbsp;&nbsp;&nbsp;Customers Bancorp Inc \* | 17437 | 563 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 5163 | 559 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 8224 | 122 |
| &nbsp;&nbsp;&nbsp;Donnelley Financial Solutions Inc \* | 17404 | 665 |
| &nbsp;&nbsp;&nbsp;East West Bancorp Inc  | 8670 | 609 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 8663 | 2928 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 4337 | 2001 |
| &nbsp;&nbsp;&nbsp;Fidelity National Financial Inc  | 7369 | 297 |
| &nbsp;&nbsp;&nbsp;Financial Institutions Inc  | 9146 | 232 |
| &nbsp;&nbsp;&nbsp;First BanCorp/Puerto Rico  | 167627 | 2578 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 2631 | 126 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 69084 | 1284 |
| &nbsp;&nbsp;&nbsp;Genworth Financial Inc, Cl A \* | 299785 | 1508 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 15526 | 122 |
| &nbsp;&nbsp;&nbsp;Hancock Whitney Corp  | 51484 | 2823 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 5041 | 743 |
| &nbsp;&nbsp;&nbsp;HomeStreet Inc  | 10890 | 297 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 1261 | 124 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 12535 | 308 |
| &nbsp;&nbsp;&nbsp;Jackson Financial, Cl A  | 78317 | 2925 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 210581 | 3961 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 6033 | 1859 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 9855 | 384 |
| &nbsp;&nbsp;&nbsp;LPL Financial Holdings Inc  | 5733 | 1357 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;MetLife Inc  | 54072 | $4147 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank Holding Corp \* | 2732 | 174 |
| &nbsp;&nbsp;&nbsp;MFA Financial Inc <sup>‡</sup> | 63102 | 705 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 12831 | 345 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 706 | 359 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 425 | 42 |
| &nbsp;&nbsp;&nbsp;New York Community Bancorp Inc  | 280115 | 2619 |
| &nbsp;&nbsp;&nbsp;OFG Bancorp  | 29379 | 851 |
| &nbsp;&nbsp;&nbsp;PacWest Bancorp  | 70655 | 1846 |
| &nbsp;&nbsp;&nbsp;Palomar Holdings Inc, Cl A \* | 3242 | 203 |
| &nbsp;&nbsp;&nbsp;Pathward Financial  | 7238 | 315 |
| &nbsp;&nbsp;&nbsp;Popular Inc  | 69398 | 5068 |
| &nbsp;&nbsp;&nbsp;Preferred Bank/Los Angeles CA  | 3677 | 278 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 23204 | 2081 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 25626 | 2996 |
| &nbsp;&nbsp;&nbsp;RenaissanceRe Holdings Ltd  | 9672 | 1827 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Holdings Inc, Cl A \* | 35225 | 1419 |
| &nbsp;&nbsp;&nbsp;Sculptor Capital Management Inc, Cl A  | 12468 | 125 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 1709 | 238 |
| &nbsp;&nbsp;&nbsp;SiriusPoint Ltd \* | 45402 | 296 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 13085 | 228 |
| &nbsp;&nbsp;&nbsp;Stifel Financial Corp  | 6364 | 409 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 1394 | 323 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 7369 | 277 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 24817 | 4711 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 137650 | 5806 |
| &nbsp;&nbsp;&nbsp;UWM Holdings Corp  | 8839 | 39 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 15999 | 355 |
| &nbsp;&nbsp;&nbsp;Voya Financial Inc  | 10341 | 682 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 39254 | 2994 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 202010 | 9686 |
| &nbsp;&nbsp;&nbsp;Western Alliance Bancorp  | 10238 | 702 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 91637 | 4749 |
|  |  | 119819 |
| **Health Care — 15.6%** | **Health Care — 15.6%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 18769 | 3025 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 7519 | 670 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 1306 | 202 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 44967 | 7676 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 16278 | 4662 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 5418 | 670 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 8390 | 574 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 22212 | 297 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 4153 | 1267 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 56567 | 4541 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 1156 | 78 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 111061 | 8904 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 10963 | 3606 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 6922 | 248 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 116312 | 11850 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 18250 | 4990 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 5427 | 419 |

---

---

| | | |
|:---|:---|:---|
| 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;Eli Lilly & Co  | 5298 | $1966 |
| &nbsp;&nbsp;&nbsp;Evolent Health Inc, Cl A \* | 6349 | 183 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 37802 | 646 |
| &nbsp;&nbsp;&nbsp;Fulgent Genetics Inc \* | 12403 | 450 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 80353 | 7057 |
| &nbsp;&nbsp;&nbsp;Glaukos Corp \* | 14858 | 692 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 7519 | 641 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 4489 | 363 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 19767 | 1505 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 7198 | 3958 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 2764 | 220 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1801 | 393 |
| &nbsp;&nbsp;&nbsp;IVERIC bio Inc \* | 47397 | 1119 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 36356 | 6471 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 9590 | 2308 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 12082 | 750 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 29026 | 11079 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 2807 | 589 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 75780 | 8345 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 5583 | 402 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 2023 | 2973 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 9485 | 286 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 16799 | 437 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 6975 | 144 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 30012 | 1505 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 3708 | 124 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 2596 | 160 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 20554 | 3121 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 7833 | 5888 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 360 | 83 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 15444 | 335 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 13191 | 580 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 3272 | 830 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 1111 | 63 |
| &nbsp;&nbsp;&nbsp;Supernus Pharmaceuticals Inc \* | 13973 | 513 |
| &nbsp;&nbsp;&nbsp;Syndax Pharmaceuticals Inc \* | 10491 | 251 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 10811 | 6056 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 12470 | 6831 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 3542 | 674 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 6424 | 2033 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 150255 | 1657 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 4728 | 1639 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 2521 | 389 |
|  |  | 139388 |
| **Industrials — 7.2%** | **Industrials — 7.2%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 10195 | 1284 |
| &nbsp;&nbsp;&nbsp;ACCO Brands Corp  | 55338 | 308 |
| &nbsp;&nbsp;&nbsp;Advanced Drainage Systems Inc  | 3767 | 366 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 14140 | 894 |
| &nbsp;&nbsp;&nbsp;Argan Inc  | 8554 | 325 |
| &nbsp;&nbsp;&nbsp;Atkore Inc \* | 2236 | 273 |
| &nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings Inc \* | 16667 | 1680 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 \* | 921 | $206 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 11016 | 1172 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource Inc \* | 8780 | 561 |
| &nbsp;&nbsp;&nbsp;Caesarstone Ltd  | 12128 | 76 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 5244 | 1380 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 2626 | 1213 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc \* | 21837 | 2621 |
| &nbsp;&nbsp;&nbsp;Comfort Systems USA Inc  | 14198 | 1800 |
| &nbsp;&nbsp;&nbsp;CoreCivic Inc \*<sup>‡</sup> | 28722 | 382 |
| &nbsp;&nbsp;&nbsp;Costamare Inc  | 29379 | 283 |
| &nbsp;&nbsp;&nbsp;Daseke Inc \* | 24672 | 144 |
| &nbsp;&nbsp;&nbsp;Deluxe Corp  | 26221 | 507 |
| &nbsp;&nbsp;&nbsp;Donaldson Co Inc  | 4004 | 244 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 4126 | 586 |
| &nbsp;&nbsp;&nbsp;Dycom Industries Inc \* | 5688 | 518 |
| &nbsp;&nbsp;&nbsp;Eagle Bulk Shipping Inc  | 5001 | 257 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 9219 | 883 |
| &nbsp;&nbsp;&nbsp;Encore Wire Corp  | 11713 | 1711 |
| &nbsp;&nbsp;&nbsp;Evoqua Water Technologies Corp \* | 9155 | 398 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 13078 | 1518 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 23592 | 1215 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 470 | 81 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 9960 | 2514 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 15655 | 1095 |
| &nbsp;&nbsp;&nbsp;GrafTech International Ltd  | 95312 | 515 |
| &nbsp;&nbsp;&nbsp;Griffon Corp  | 7369 | 260 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 3221 | 707 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 18739 | 4761 |
| &nbsp;&nbsp;&nbsp;ICF International Inc  | 7864 | 852 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 2325 | 552 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 8016 | 1823 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 6777 | 450 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 4636 | 802 |
| &nbsp;&nbsp;&nbsp;Lennox International Inc  | 1043 | 272 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 2150 | 1043 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 27028 | 1373 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 1342 | 115 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 57167 | 3931 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 1810 | 428 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 1424 | 760 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 25383 | 1982 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 5119 | 234 |
| &nbsp;&nbsp;&nbsp;Pitney Bowes Inc  | 104852 | 401 |
| &nbsp;&nbsp;&nbsp;Preformed Line Products Co  | 1678 | 158 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 8442 | 1176 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 16585 | 1307 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 6892 | 279 |
| &nbsp;&nbsp;&nbsp;Rush Enterprises Inc, Cl A  | 7414 | 382 |
| &nbsp;&nbsp;&nbsp;Ryder System Inc  | 30403 | 2842 |
| &nbsp;&nbsp;&nbsp;Safe Bulkers Inc  | 35049 | 100 |
| &nbsp;&nbsp;&nbsp;Science Applications International Corp  | 7812 | 860 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 5720 | 1376 |

---

---

| | | |
|:---|:---|:---|
| 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;Toro Co/The  | 3336 | $370 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corp \* | 24511 | 175 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 7689 | 1459 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 4645 | 779 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 54375 | 2622 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 5043 | 3041 |
|  |  | 64682 |
| **Information Technology — 27.0%** | **Information Technology — 27.0%** |  |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 39908 | 747 |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 4941 | 1487 |
| &nbsp;&nbsp;&nbsp;Adeia  | 62082 | 686 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 2729 | 941 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 19976 | 405 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 20231 | 1571 |
| &nbsp;&nbsp;&nbsp;Alpha & Omega Semiconductor Ltd \* | 12305 | 432 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 87045 | 7735 |
| &nbsp;&nbsp;&nbsp;Amkor Technology Inc  | 59517 | 1668 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 9824 | 790 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 238445 | 35297 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 18821 | 2622 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 2146 | 233 |
| &nbsp;&nbsp;&nbsp;Asana Inc, Cl A \* | 31353 | 569 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 2041 | 470 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 2489 | 503 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 19883 | 5252 |
| &nbsp;&nbsp;&nbsp;Belden Inc  | 10119 | 814 |
| &nbsp;&nbsp;&nbsp;Box Inc, Cl A \* | 59538 | 1634 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 12615 | 6951 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 20403 | 3510 |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | 12370 | 924 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 41798 | 2078 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 45097 | 2806 |
| &nbsp;&nbsp;&nbsp;CommScope Holding Co Inc \* | 171103 | 1519 |
| &nbsp;&nbsp;&nbsp;Conduent Inc \* | 72643 | 293 |
| &nbsp;&nbsp;&nbsp;Consensus Cloud Solutions Inc \* | 9706 | 551 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 3287 | 387 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 19662 | 1216 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 10806 | 819 |
| &nbsp;&nbsp;&nbsp;Diebold Nixdorf Inc \* | 41055 | 88 |
| &nbsp;&nbsp;&nbsp;Digi International Inc \* | 9740 | 414 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 7987 | 598 |
| &nbsp;&nbsp;&nbsp;DoubleVerify Holdings Inc, Cl Rights \* | 8990 | 236 |
| &nbsp;&nbsp;&nbsp;Dropbox Inc, Cl A \* | 200771 | 4730 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 109229 | 3241 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 3482 | 135 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 5208 | 1670 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 13793 | 2582 |
| &nbsp;&nbsp;&nbsp;Extreme Networks Inc \* | 130005 | 2726 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 1852 | 286 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 5798 | 3593 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 10461 | 1092 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 24839 | 1320 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;Gartner Inc \* | 7133 | $2499 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 239121 | 5490 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 5612 | 259 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 42960 | 3399 |
| &nbsp;&nbsp;&nbsp;Grid Dynamics Holdings Inc \* | 13493 | 172 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 138686 | 4166 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 115880 | 3485 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 18654 | 936 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 54466 | 8110 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 2356 | 960 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 48483 | 3500 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 39507 | 1313 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 8884 | 1607 |
| &nbsp;&nbsp;&nbsp;Kulicke & Soffa Industries Inc  | 33163 | 1590 |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | 33349 | 2429 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 13818 | 1740 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 3758 | 1339 |
| &nbsp;&nbsp;&nbsp;MaxLinear Inc, Cl A \* | 3992 | 146 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 128443 | 32771 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 1171 | 447 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 3543 | 964 |
| &nbsp;&nbsp;&nbsp;NCR Corp \* | 76262 | 1820 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 33262 | 2249 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 16149 | 2733 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 55166 | 4148 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 99973 | 8301 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 20063 | 3409 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 34331 | 4258 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 855 | 186 |
| &nbsp;&nbsp;&nbsp;Paysafe Ltd \* | 81694 | 116 |
| &nbsp;&nbsp;&nbsp;Photronics Inc \* | 36716 | 690 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 20301 | 1082 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 35930 | 1049 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 7234 | 915 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 16419 | 2025 |
| &nbsp;&nbsp;&nbsp;Rambus Inc \* | 46676 | 1791 |
| &nbsp;&nbsp;&nbsp;Rimini Street Inc \* | 24672 | 104 |
| &nbsp;&nbsp;&nbsp;RingCentral Inc, Cl A \* | 14243 | 528 |
| &nbsp;&nbsp;&nbsp;Riot Blockchain \* | 27932 | 130 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 61143 | 4041 |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories Inc \* | 2146 | 312 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 765 | 260 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX Corp  | 4875 | 499 |
| &nbsp;&nbsp;&nbsp;Teradata Corp \* | 26869 | 918 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 4198 | 392 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 10942 | 1975 |
| &nbsp;&nbsp;&nbsp;Ubiquiti Inc  | 3155 | 947 |
| &nbsp;&nbsp;&nbsp;Unisys Corp \* | 40105 | 172 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 7340 | 1467 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 18132 | 3935 |
| &nbsp;&nbsp;&nbsp;Vishay Intertechnology Inc  | 59818 | 1378 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 243218 | 3566 |

---

---

| | | |
|:---|:---|:---|
| 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;Zeta Global Holdings, Cl A  | 20633 | $173 |
|  |  | 240512 |
| **Materials — 2.6%** | **Materials — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | 24543 | 1230 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 2571 | 497 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 29946 | 1755 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 7404 | 801 |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | 27841 | 865 |
| &nbsp;&nbsp;&nbsp;Coeur Mining Inc \* | 52604 | 184 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 47189 | 3169 |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | 1813 | 149 |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | 79304 | 1823 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 122335 | 4541 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 7219 | 202 |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | 9550 | 609 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 161 | 51 |
| &nbsp;&nbsp;&nbsp;O-I Glass Inc, Cl I \* | 139745 | 2293 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 1960 | 414 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 9838 | 524 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 41328 | 2186 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 2854 | 175 |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | 63069 | 1658 |
|  |  | 23126 |
| **Real Estate — 1.6%** | **Real Estate — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Anywhere Real Estate Inc \* | 63234 | 477 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 10926 | 253 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 26640 | 2121 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 24584 | 281 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 2326 | 361 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth <sup>‡</sup> | 67215 | 1821 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 12277 | 1973 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 90831 | 1720 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 7474 | 1257 |
| &nbsp;&nbsp;&nbsp;Marcus & Millichap Inc  | 6574 | 245 |
| &nbsp;&nbsp;&nbsp;Newmark Group Inc, Cl A  | 9992 | 85 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 14108 | 1662 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 6784 | 2021 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 2326 | 96 |
|  |  | 14373 |
| **Utilities — 3.5%** | **Utilities — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 84407 | 2441 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 3287 | 499 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 10461 | 1257 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 18956 | 590 |
| &nbsp;&nbsp;&nbsp;Edison International  | 1588 | 106 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 17935 | 2085 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 107085 | 4430 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 2996 | 198 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 16464 | 819 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 16359 | 1386 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 7459 | 317 |

---

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;PG&E Corp \* | 368931 | $5792 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 180309 | 5323 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 18310 | 3043 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 35060 | 2371 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 6593 | 255 |
|  |  | 30912 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $752,258) ($ Thousands) |  | 876000 |
| **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 6750819 | 6751 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $6,751) ($ Thousands) |  | 6751 |
| Total Investments in Securities — 98.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $759,009) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $759,009) ($ Thousands)  | $882751 |

---

A list of the open future contracts held by the Fund at November 30, 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 | 72 | Dec-2022 | $14491 | $14693 | $202 |

---

---

| | |
|:---|:---|
|  | Percentages are based on a Net Assets of $892,448 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |

---

Cl — Class <br> PLC — Public Limited Company <br> S&P — Standard & Poor's

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 876000 |  |  | 876000 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 6751 |  |  | 6751 |
| Total Investments in Securities | 882751 |  |  | 882751 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 202 |  |  | 202 |
| Total Other Financial Instruments | 202 |  |  | 202 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in the Notes to Financial Statements.

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;42882 | $&nbsp;&nbsp;&nbsp;&nbsp;90191 | $&nbsp;&nbsp;&nbsp;&nbsp;(126322) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;6751 | $&nbsp;&nbsp;&nbsp;&nbsp;105 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi - Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**U.S. Managed Volatility Fund**![](fp0081628-1_90.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 97.1%** | **COMMON STOCK — 97.1%** | **COMMON STOCK — 97.1%** |
| **Communication Services — 6.8%** | **Communication Services — 6.8%** |  |
| &nbsp;&nbsp;&nbsp;Advantage Solutions Inc \* | 8818 | $22 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 15823 | 1598 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 17542 | 1780 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 503800 | 9713 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 141117 | 5170 |
| &nbsp;&nbsp;&nbsp;EchoStar Corp, Cl A \* | 9343 | 163 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 149023 | 4756 |
| &nbsp;&nbsp;&nbsp;IMAX Corp \* | 11438 | 193 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 18150 | 624 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp ADR  | 140100 | 3888 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 91924 | 7332 |
| &nbsp;&nbsp;&nbsp;Playstudios Inc \*(A) | 26344 | 110 |
| &nbsp;&nbsp;&nbsp;Scholastic Corp  | 7462 | 307 |
| &nbsp;&nbsp;&nbsp;Shutterstock Inc  | 4628 | 249 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd ADR  | 86124 | 1848 |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | 148000 | 2921 |
| &nbsp;&nbsp;&nbsp;United States Cellular Corp \* | 853 | 18 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 461255 | 17980 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  | 42357 | 3383 |
|  |  | 62055 |
| **Consumer Discretionary — 6.2%** | **Consumer Discretionary — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;Arko Corp  | 28627 | 270 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 2780 | 7170 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 23900 | 2686 |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | 7331 | 102 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 5434 | 1389 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 41800 | 3595 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 72222 | 3282 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 31108 | 899 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 22410 | 2534 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 141031 | 6165 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd ADR  | 112200 | 2749 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 16900 | 3592 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 11836 | 1957 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 11810 | $3493 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 47057 | 3362 |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | 1052 | 40 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 5306 | 188 |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | 29762 | 1635 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 25440 | 4250 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Corp ADR  | 17700 | 2614 |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | 9865 | 2541 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 12800 | 1876 |
|  |  | 56389 |
| **Consumer Staples — 16.7%** | **Consumer Staples — 16.7%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 109191 | 5086 |
| &nbsp;&nbsp;&nbsp;Andersons Inc/The  | 9789 | 377 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 64800 | 6318 |
| &nbsp;&nbsp;&nbsp;Benson Hill Inc \*(A) | 70700 | 220 |
| &nbsp;&nbsp;&nbsp;BRC Inc, Cl A \* | 8082 | 49 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 22018 | 2308 |
| &nbsp;&nbsp;&nbsp;Calavo Growers Inc  | 1805 | 63 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 7855 | 458 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 105832 | 5680 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 36711 | 3006 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 23858 | 3546 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 58277 | 3707 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 680 | 334 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 61744 | 4784 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 224037 | 8509 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 6902 | 3722 |
| &nbsp;&nbsp;&nbsp;Duckhorn Portfolio Inc/The \* | 13942 | 224 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 151679 | 4558 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 2556 | 71 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 129094 | 11012 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 3813 | 71 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 8938 | 157 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 2767 | 651 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 83562 | 3927 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 21772 | 575 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 1428 | 144 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 43100 | 4222 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 1131 | 108 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 3467 | 569 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 71492 | 11010 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 7079 | 600 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 105026 | 7662 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 41209 | 1594 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 8242 | 1118 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 166500 | 6552 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 316690 | 15578 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 1553 | 322 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 132800 | 7319 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp \* | 1505 | 78 |
| &nbsp;&nbsp;&nbsp;Natural Grocers by Vitamin Cottage Inc  | 6148 | 62 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 5015 | 209 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 10323 | $1915 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 96770 | 2531 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 1236 | 88 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 35938 | 5360 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 24668 | 788 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 91 | 360 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 9518 | 380 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 12464 | 409 |
| &nbsp;&nbsp;&nbsp;Tootsie Roll Industries Inc  | 10831 | 487 |
| &nbsp;&nbsp;&nbsp;Turning Point Brands Inc  | 13715 | 302 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 135709 | 8995 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 9377 | 534 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 6432 | 354 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc (A) | 30501 | 581 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 31149 | 346 |
| &nbsp;&nbsp;&nbsp;Village Super Market Inc, Cl A  | 14348 | 323 |
| &nbsp;&nbsp;&nbsp;Vital Farms Inc \* | 18529 | 264 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 2586 | 433 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 6276 | 547 |
| &nbsp;&nbsp;&nbsp;Whole Earth Brands Inc \* | 49161 | 213 |
|  |  | 151770 |
| **Energy — 4.0%** | **Energy — 4.0%** |  |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc (A) | 260 | 40 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 4977 | 226 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 6515 | 1143 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 56700 | 5868 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 51400 | 9422 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 15500 | 935 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 266 | 38 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 103410 | 11514 |
| &nbsp;&nbsp;&nbsp;HighPeak Energy Inc (A) | 4940 | 119 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 231700 | 4430 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 46865 | 1435 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 7959 | 78 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 111585 | 772 |
|  |  | 36020 |
| **Financials — 10.8%** | **Financials — 10.8%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 164900 | 11861 |
| &nbsp;&nbsp;&nbsp;Alerus Financial Corp  | 4574 | 108 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 42000 | 5624 |
| &nbsp;&nbsp;&nbsp;Amalgamated Financial Corp  | 8896 | 237 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 32000 | 4551 |
| &nbsp;&nbsp;&nbsp;AMERISAFE Inc  | 2689 | 160 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc <sup>‡</sup> | 67775 | 1469 |
| &nbsp;&nbsp;&nbsp;Axis Capital Holdings Ltd  | 19317 | 1112 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 155100 | 7119 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 22200 | 7073 |
| &nbsp;&nbsp;&nbsp;Blue Ridge Bankshares Inc  | 19571 | 255 |
| &nbsp;&nbsp;&nbsp;Business First Bancshares Inc  | 715 | 17 |
| &nbsp;&nbsp;&nbsp;Byline Bancorp Inc  | 5811 | 132 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 88200 | 4215 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 22907 | $2906 |
| &nbsp;&nbsp;&nbsp;City Holding Co  | 689 | 70 |
| &nbsp;&nbsp;&nbsp;Columbia Financial Inc \* | 25149 | 555 |
| &nbsp;&nbsp;&nbsp;Community Bank System Inc  | 5891 | 384 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 11662 | 334 |
| &nbsp;&nbsp;&nbsp;Donegal Group Inc, Cl A  | 17414 | 259 |
| &nbsp;&nbsp;&nbsp;Eastern Bankshares Inc  | 19918 | 391 |
| &nbsp;&nbsp;&nbsp;Employers Holdings Inc  | 12806 | 595 |
| &nbsp;&nbsp;&nbsp;Erie Indemnity Co, Cl A  | 4186 | 1182 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 14000 | 4731 |
| &nbsp;&nbsp;&nbsp;Farmers National Banc Corp  | 11179 | 170 |
| &nbsp;&nbsp;&nbsp;First Financial Bankshares Inc  | 3148 | 116 |
| &nbsp;&nbsp;&nbsp;First Financial Corp/IN  | 8099 | 389 |
| &nbsp;&nbsp;&nbsp;Five Star Bancorp  | 801 | 22 |
| &nbsp;&nbsp;&nbsp;Greenlight Capital Re Ltd, Cl A \* | 28118 | 220 |
| &nbsp;&nbsp;&nbsp;Hanover Insurance Group Inc/The  | 7492 | 1104 |
| &nbsp;&nbsp;&nbsp;HarborOne Bancorp Inc  | 11345 | 166 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 104000 | 7943 |
| &nbsp;&nbsp;&nbsp;Independent Bank Corp/MI  | 913 | 22 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 24078 | 2608 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 60300 | 5400 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 8693 | 2329 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 19988 | 3462 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 66800 | 5124 |
| &nbsp;&nbsp;&nbsp;Midland States Bancorp Inc  | 6966 | 187 |
| &nbsp;&nbsp;&nbsp;Morningstar Inc  | 10229 | 2507 |
| &nbsp;&nbsp;&nbsp;National Bank Holdings Corp, Cl A  | 6358 | 296 |
| &nbsp;&nbsp;&nbsp;NI Holdings Inc \* | 997 | 13 |
| &nbsp;&nbsp;&nbsp;OceanFirst Financial Corp  | 75865 | 1772 |
| &nbsp;&nbsp;&nbsp;Safety Insurance Group Inc  | 4225 | 388 |
| &nbsp;&nbsp;&nbsp;SLM Corp  | 4454 | 78 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services Corp  | 4027 | 178 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 6800 | 220 |
| &nbsp;&nbsp;&nbsp;TPG RE Finance Trust Inc <sup>‡</sup> | 2896 | 21 |
| &nbsp;&nbsp;&nbsp;Univest Financial Corp  | 9160 | 258 |
| &nbsp;&nbsp;&nbsp;Virtu Financial Inc, Cl A  | 151212 | 3354 |
| &nbsp;&nbsp;&nbsp;Washington Federal Inc  | 73200 | 2582 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 33104 | 1715 |
|  |  | 97984 |
| **Health Care — 20.7%** | **Health Care — 20.7%** |  |
| &nbsp;&nbsp;&nbsp;4D Molecular Therapeutics Inc \* | 1905 | 46 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 7310 | 786 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 51087 | 8234 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \* | 12319 | 158 |
| &nbsp;&nbsp;&nbsp;Aclaris Therapeutics Inc \* | 10537 | 160 |
| &nbsp;&nbsp;&nbsp;AdaptHealth Corp, Cl A \* | 7059 | 158 |
| &nbsp;&nbsp;&nbsp;Adicet Bio Inc \* | 9544 | 174 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 3726 | 578 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 1163 | 29 |
| &nbsp;&nbsp;&nbsp;Alpine Immune Sciences Inc \*(A) | 23346 | 147 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 47900 | 13719 |
| &nbsp;&nbsp;&nbsp;Amphastar Pharmaceuticals Inc \* | 9161 | 270 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Anika Therapeutics Inc \* | 7215 | $228 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 3541 | 883 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6011 | 1834 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 271 | 112 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 9144 | 777 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 235500 | 18906 |
| &nbsp;&nbsp;&nbsp;Catalyst Pharmaceuticals Inc \* | 22487 | 377 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 126 | 42 |
| &nbsp;&nbsp;&nbsp;Computer Programs and Systems Inc \* | 2393 | 71 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 8300 | 210 |
| &nbsp;&nbsp;&nbsp;Cross Country Healthcare Inc \* | 856 | 31 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 138888 | 14150 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 2515 | 688 |
| &nbsp;&nbsp;&nbsp;DocGo Inc \* | 2349 | 17 |
| &nbsp;&nbsp;&nbsp;Dynavax Technologies Corp, Cl A \* | 13573 | 169 |
| &nbsp;&nbsp;&nbsp;Eagle Pharmaceuticals Inc/DE \* | 11669 | 424 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 46427 | 793 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 285944 | 25114 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 878 | 50 |
| &nbsp;&nbsp;&nbsp;Harmony Biosciences Holdings Inc \* | 5003 | 299 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 4807 | 389 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 19725 | 1502 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 45866 | 4600 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 797 | 339 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 49544 | 3947 |
| &nbsp;&nbsp;&nbsp;iRadimed Corp  | 9536 | 282 |
| &nbsp;&nbsp;&nbsp;Ironwood Pharmaceuticals Inc, Cl A \* | 27989 | 339 |
| &nbsp;&nbsp;&nbsp;iTeos Therapeutics Inc \* | 7896 | 159 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 56849 | 10119 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 14500 | 3490 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 5582 | 809 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 17300 | 6603 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 194303 | 21397 |
| &nbsp;&nbsp;&nbsp;Mesa Laboratories Inc  | 1075 | 182 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 1012 | 1487 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 28286 | 3594 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 28260 | 735 |
| &nbsp;&nbsp;&nbsp;Orthofix Medical Inc \* | 707 | 13 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 5288 | 255 |
| &nbsp;&nbsp;&nbsp;Patterson Cos Inc  | 10848 | 309 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 2727 | 381 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 297063 | 14892 |
| &nbsp;&nbsp;&nbsp;Phibro Animal Health Corp, Cl A  | 8481 | 104 |
| &nbsp;&nbsp;&nbsp;Point Biopharma Global Inc, Cl A \* | 5646 | 39 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 74285 | 2477 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 2445 | 150 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 75275 | 3729 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 28100 | 4266 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 3780 | 155 |
| &nbsp;&nbsp;&nbsp;Tango Therapeutics Inc \*(A) | 4108 | 31 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 2758 | 1545 |
| &nbsp;&nbsp;&nbsp;UFP Technologies Inc \* | 4480 | 538 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 9974 | $2792 |
| &nbsp;&nbsp;&nbsp;Vanda Pharmaceuticals Inc \* | 31927 | 348 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W  | 277535 | 3061 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 8137 | 1909 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 9587 | 1151 |
|  |  | 187752 |
| **Industrials — 8.7%** | **Industrials — 8.7%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 24992 | 3148 |
| &nbsp;&nbsp;&nbsp;AerSale Corp \* | 6248 | 99 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 169542 | 7595 |
| &nbsp;&nbsp;&nbsp;AMERCO  | 40970 | 2588 |
| &nbsp;&nbsp;&nbsp;Barrett Business Services Inc  | 922 | 91 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 13177 | 1402 |
| &nbsp;&nbsp;&nbsp;BWX Technologies Inc  | 12362 | 753 |
| &nbsp;&nbsp;&nbsp;CBIZ Inc \* | 10624 | 527 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 39073 | 3916 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 31900 | 8012 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 22072 | 513 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 41567 | 4824 |
| &nbsp;&nbsp;&nbsp;Exponent Inc  | 415 | 43 |
| &nbsp;&nbsp;&nbsp;Franklin Covey Co \* | 2670 | 139 |
| &nbsp;&nbsp;&nbsp;FTI Consulting Inc \* | 19429 | 3358 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 12444 | 3141 |
| &nbsp;&nbsp;&nbsp;Golden Ocean Group Ltd (A) | 20180 | 170 |
| &nbsp;&nbsp;&nbsp;Heidrick & Struggles International Inc  | 9218 | 274 |
| &nbsp;&nbsp;&nbsp;Hudson Technologies Inc \* | 36545 | 413 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 8141 | 1888 |
| &nbsp;&nbsp;&nbsp;Kforce Inc  | 4436 | 262 |
| &nbsp;&nbsp;&nbsp;Landstar System Inc  | 4320 | 747 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 17320 | 8404 |
| &nbsp;&nbsp;&nbsp;ManpowerGroup Inc  | 18761 | 1642 |
| &nbsp;&nbsp;&nbsp;Miller Industries Inc/TN  | 1588 | 44 |
| &nbsp;&nbsp;&nbsp;Mueller Industries Inc  | 3053 | 210 |
| &nbsp;&nbsp;&nbsp;National Presto Industries Inc  | 5746 | 397 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 6522 | 3478 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 12204 | 953 |
| &nbsp;&nbsp;&nbsp;Resources Connection Inc  | 17315 | 334 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 29874 | 2353 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 47393 | 1917 |
| &nbsp;&nbsp;&nbsp;Schneider National Inc, Cl B  | 159352 | 4105 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 23500 | 5654 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 18460 | 2049 |
| &nbsp;&nbsp;&nbsp;TrueBlue Inc \* | 6130 | 132 |
| &nbsp;&nbsp;&nbsp;V2X Inc \* | 4822 | 195 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 74342 | 3270 |
|  |  | 79040 |
| **Information Technology — 14.5%** | **Information Technology — 14.5%** |  |
| &nbsp;&nbsp;&nbsp;A10 Networks Inc  | 19818 | 371 |
| &nbsp;&nbsp;&nbsp;Adeia  | 2730 | 30 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 620 | 214 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 207835 | 18468 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 38100 | $4143 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 4547 | 918 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 7128 | 1883 |
| &nbsp;&nbsp;&nbsp;Aviat Networks Inc \* | 6050 | 190 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 95600 | 4318 |
| &nbsp;&nbsp;&nbsp;Brightcove Inc \* | 10923 | 60 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 13112 | 1955 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 11908 | 2049 |
| &nbsp;&nbsp;&nbsp;Canon Inc ADR  | 118860 | 2776 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 240100 | 11938 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 108699 | 6722 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 38100 | 1706 |
| &nbsp;&nbsp;&nbsp;E2open Parent Holdings Inc \* | 22083 | 130 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 14531 | 1150 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 7993 | 474 |
| &nbsp;&nbsp;&nbsp;Hackett Group Inc/The  | 12637 | 292 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 321700 | 5398 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 371200 | 11162 |
| &nbsp;&nbsp;&nbsp;InterDigital Inc  | 8348 | 419 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 99500 | 14816 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 2145 | 406 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 9031 | 300 |
| &nbsp;&nbsp;&nbsp;KnowBe4 Inc, Cl A \* | 6751 | 167 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 7793 | 1988 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 8713 | 589 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 181189 | 15044 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 28237 | 2498 |
| &nbsp;&nbsp;&nbsp;Progress Software Corp  | 9577 | 511 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 6909 | 874 |
| &nbsp;&nbsp;&nbsp;Sapiens International Corp NV  | 12332 | 240 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 66900 | 3544 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 13832 | 1323 |
| &nbsp;&nbsp;&nbsp;SPS Commerce Inc \* | 1151 | 164 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 7136 | 384 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 7520 | 2553 |
| &nbsp;&nbsp;&nbsp;Upland Software Inc \* | 3412 | 26 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 655905 | 9615 |
| &nbsp;&nbsp;&nbsp;Xperi \* | 910 | 10 |
|  |  | 131818 |
| **Materials — 3.5%** | **Materials — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging SA  | 75209 | 336 |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | 1573 | 222 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 63044 | 3694 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 67900 | 2521 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 21655 | 6843 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 27400 | 3723 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 40100 | 2135 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 162068 | 8573 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 64500 | 3958 |
|  |  | 32005 |

---

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Real Estate — 0.8%** | **Real Estate — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 3282 | $| 230 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 18843 |  | 320 |
| &nbsp;&nbsp;&nbsp;BRT Apartments Corp <sup>‡</sup> | 13691 |  | 282 |
| &nbsp;&nbsp;&nbsp;City Office REIT Inc <sup>‡</sup> | 10593 |  | 105 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 4956 |  | 78 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth <sup>‡</sup> | 20740 |  | 562 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 9578 |  | 1611 |
| &nbsp;&nbsp;&nbsp;Postal Realty Trust Inc, Cl A <sup>‡</sup> | 31783 |  | 492 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 10204 |  | 3040 |
| &nbsp;&nbsp;&nbsp;RMR Group Inc/The, Cl A  | 11476 |  | 332 |
|  |  |  | 7052 |
| **Utilities — 4.4%** | **Utilities — 4.4%** |  |  |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 6255 |  | 613 |
| &nbsp;&nbsp;&nbsp;Artesian Resources Corp, Cl A  | 6994 |  | 382 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 5506 |  | 227 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 4058 |  | 291 |
| &nbsp;&nbsp;&nbsp;Chesapeake Utilities Corp  | 4569 |  | 547 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 9448 |  | 926 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 24800 |  | 2877 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 33400 |  | 3883 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 135100 |  | 7999 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 9531 |  | 392 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 1899 |  | 137 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 101129 |  | 6698 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 847 |  | 42 |
| &nbsp;&nbsp;&nbsp;Northwest Natural Holding Co  | 5265 |  | 264 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 2420 |  | 141 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 50738 |  | 3026 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 97100 |  | 4780 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 4392 |  | 328 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 6384 |  | 473 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 144100 |  | 5570 |
| &nbsp;&nbsp;&nbsp;Unitil Corp  | 6173 |  | 338 |
|  |  |  | 39934 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $694,057) ($ Thousands) |  |  | 881819 |
| **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;3.810% \*\*<sup>†</sup>(B) | 749563 |  | 743 |
| Total Affiliated Partnership |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $749) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $749) ($ Thousands) |  | 743 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT — 1.0%** | **CASH EQUIVALENT — 1.0%** | **CASH EQUIVALENT — 1.0%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 9306665 | $9307 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **CASH EQUIVALENT (continued)** | **CASH EQUIVALENT (continued)** | **CASH EQUIVALENT (continued)** |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,307) ($ Thousands) |  | $9307 |
| Total Investments in Securities — 98.2% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $704,113) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $704,113) ($ Thousands)  | $891869 |

---

A list of the open futures contracts held at November 30, 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 | 81 | Dec-2022 | $16255 | $16529 | $274 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $907,878 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $757 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $743 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 881819 |  |  | 881819 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 743 |  | 743 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 9307 | – |  | 9307 |
| Total Investments in Securities | 891126 | 743 |  | 891869 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 274 |  |  | 274 |
| Total Other Financial Instruments | 274 |  |  | 274 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost** | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $3225 | $15650 | $(18132) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $743 | $18 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 8509 | 171077 | (170279) | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | 9307 | 188 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $11734 | $186727 | $(188411) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $10050 | $206 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Global Managed Volatility Fund**![](fp0081628-1_95.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** | **COMMON STOCK — 98.1%** |
| **Australia — 0.4%** | **Australia — 0.4%** | **Australia — 0.4%** |
| &nbsp;&nbsp;&nbsp;Coles Group Ltd  | 35485 | $404 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 217877 | 1469 |
| &nbsp;&nbsp;&nbsp;JB Hi-Fi Ltd  | 135300 | 4106 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 48972 | 490 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd  | 42750 | 3149 |
| &nbsp;&nbsp;&nbsp;Telstra Corp Ltd  | 61038 | 163 |
|  |  | 9781 |
| **Austria — 0.0%** | **Austria — 0.0%** | **Austria — 0.0%** |
| &nbsp;&nbsp;&nbsp;Oberbank AG  | 175 | 19 |
| &nbsp;&nbsp;&nbsp;Telekom Austria AG, Cl A  | 38558 | 233 |
|  |  | 252 |
| **Belgium — 0.5%** | **Belgium — 0.5%** | **Belgium — 0.5%** |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV  | 146595 | 5873 |
| &nbsp;&nbsp;&nbsp;Deme Group \* | 153 | 19 |
| &nbsp;&nbsp;&nbsp;Etablissements Franz Colruyt NV  | 116173 | 3037 |
| &nbsp;&nbsp;&nbsp;Solvay SA  | 39793 | 3906 |
| &nbsp;&nbsp;&nbsp;TINC Comm VA  | 2195 | 28 |
|  |  | 12863 |
| **Brazil — 0.1%** | **Brazil — 0.1%** | **Brazil — 0.1%** |
| &nbsp;&nbsp;&nbsp;Yara International ASA (A) | 68571 | 3128 |
| **Canada — 4.0%** | **Canada — 4.0%** | **Canada — 4.0%** |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 1600 | 51 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  | 52300 | 5068 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia/The  | 106000 | 5487 |
| &nbsp;&nbsp;&nbsp;BCE Inc  | 145959 | 6954 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 202800 | 9692 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 59600 | 6697 |
| &nbsp;&nbsp;&nbsp;Canadian Utilities Ltd, Cl A (A) | 70911 | 1924 |
| &nbsp;&nbsp;&nbsp;Cogeco Communications Inc  | 58200 | 3231 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 29900 | 1816 |
| &nbsp;&nbsp;&nbsp;Emera Inc  | 127600 | 4929 |
| &nbsp;&nbsp;&nbsp;Empire Co Ltd, Cl A  | 80800 | 2183 |
| &nbsp;&nbsp;&nbsp;George Weston Ltd  | 46314 | 5755 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Great-West Lifeco Inc  | 172100 | $| 4072 |
| &nbsp;&nbsp;&nbsp;Hydro One Ltd  | 44400 |  | 1232 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 154651 |  | 13849 |
| &nbsp;&nbsp;&nbsp;Metro Inc/CN, Cl A  | 85000 |  | 4850 |
| &nbsp;&nbsp;&nbsp;Power Corp of Canada  | 239200 |  | 5971 |
| &nbsp;&nbsp;&nbsp;Quebecor Inc, Cl B  | 197400 |  | 4221 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd  | 10200 |  | 1061 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp  | 70700 |  | 4270 |
|  |  |  | 93313 |
| **China — 0.4%** | **China — 0.4%** | **China — 0.4%** | **China — 0.4%** |
| &nbsp;&nbsp;&nbsp;BOC Hong Kong Holdings Ltd  | 2014000 |  | 6433 |
| &nbsp;&nbsp;&nbsp;CITIC Telecom International Holdings Ltd  | 872000 |  | 288 |
| &nbsp;&nbsp;&nbsp;Fountain SET Holdings Ltd  | 174279 |  | 18 |
| &nbsp;&nbsp;&nbsp;Kerry Logistics Network Ltd  | 48965 |  | 86 |
| &nbsp;&nbsp;&nbsp;Wilmar International Ltd  | 738100 |  | 2224 |
|  |  |  | 9049 |
| **Denmark — 0.7%** | **Denmark — 0.7%** | **Denmark — 0.7%** | **Denmark — 0.7%** |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 43680 |  | 5463 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S  | 99869 |  | 1779 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 68373 |  | 8486 |
| &nbsp;&nbsp;&nbsp;Sparekassen Sjaelland-Fyn A/S  | 1199 |  | 31 |
|  |  |  | 15759 |
| **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** |
| &nbsp;&nbsp;&nbsp;Aspo Oyj  | 27 |  |  |
| &nbsp;&nbsp;&nbsp;Elisa Oyj, Cl A  | 122619 |  | 6311 |
| &nbsp;&nbsp;&nbsp;Kemira  | 34311 |  | 492 |
| &nbsp;&nbsp;&nbsp;Nordea Bank Abp  | 13387 |  | 139 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 48040 |  | 2509 |
| &nbsp;&nbsp;&nbsp;Sampo Oyj, Cl A  | 119140 |  | 5970 |
| &nbsp;&nbsp;&nbsp;TietoEVRY Oyj  | 147700 |  | 3987 |
|  |  |  | 19408 |
| **France — 3.3%** | **France — 3.3%** | **France — 3.3%** | **France — 3.3%** |
| &nbsp;&nbsp;&nbsp;ABC arbitrage  | 10682 |  | 74 |
| &nbsp;&nbsp;&nbsp;Air Liquide SA  | 5781 |  | 833 |
| &nbsp;&nbsp;&nbsp;Boiron SA  | 56 |  | 3 |
| &nbsp;&nbsp;&nbsp;Bouygues SA  | 169200 |  | 5178 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 699440 |  | 11847 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 1247 |  | 46 |
| &nbsp;&nbsp;&nbsp;Fountaine Pajot SA  | 344 |  | 37 |
| &nbsp;&nbsp;&nbsp;Orange SA (A) | 1953141 |  | 19637 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 12002 |  | 2356 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 273220 |  | 24420 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 77200 |  | 5046 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE (A) | 133400 |  | 8250 |
|  |  |  | 77727 |
| **Germany — 1.0%** | **Germany — 1.0%** | **Germany — 1.0%** | **Germany — 1.0%** |
| &nbsp;&nbsp;&nbsp;Allianz SE  | 16900 |  | 3570 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 72351 |  | 6500 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 615200 |  | 12383 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;McKesson Europe AG  | 1563 | $| 33 |
|  |  |  | 22486 |
| **Hong Kong — 1.6%** | **Hong Kong — 1.6%** | **Hong Kong — 1.6%** | **Hong Kong — 1.6%** |
| &nbsp;&nbsp;&nbsp;Bank of East Asia Ltd/The  | 16792 |  | 20 |
| &nbsp;&nbsp;&nbsp;Chinney Investments Ltd  | 88000 |  | 12 |
| &nbsp;&nbsp;&nbsp;CK Infrastructure Holdings Ltd  | 533500 |  | 2698 |
| &nbsp;&nbsp;&nbsp;CLP Holdings Ltd  | 671680 |  | 4878 |
| &nbsp;&nbsp;&nbsp;Dah Sing Banking Group Ltd  | 58680 |  | 41 |
| &nbsp;&nbsp;&nbsp;HK Electric Investments & HK Electric Investments Ltd  | 5650021 |  | 4179 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd  | 3762000 |  | 4590 |
| &nbsp;&nbsp;&nbsp;Jardine Matheson Holdings Ltd  | 52800 |  | 2559 |
| &nbsp;&nbsp;&nbsp;Link <sup>‡</sup> | 362800 |  | 2452 |
| &nbsp;&nbsp;&nbsp;MTR Corp Ltd  | 320500 |  | 1546 |
| &nbsp;&nbsp;&nbsp;New World Development  | 475000 |  | 1131 |
| &nbsp;&nbsp;&nbsp;PCCW Ltd  | 3158000 |  | 1382 |
| &nbsp;&nbsp;&nbsp;Plover Bay Technologies Ltd  | 80000 |  | 26 |
| &nbsp;&nbsp;&nbsp;Power Assets Holdings Ltd  | 1591500 |  | 8216 |
| &nbsp;&nbsp;&nbsp;Prosperity <sup>‡</sup> | 219000 |  | 49 |
| &nbsp;&nbsp;&nbsp;Regal Hotels International Holdings Ltd \* | 41818 |  | 13 |
| &nbsp;&nbsp;&nbsp;SmarTone Telecommunications Holdings Ltd  | 110513 |  | 56 |
| &nbsp;&nbsp;&nbsp;Sun Hung Kai Properties Ltd  | 239000 |  | 2885 |
| &nbsp;&nbsp;&nbsp;Taylor Maritime Investments \* | 23496 |  | 25 |
| &nbsp;&nbsp;&nbsp;Transport International Holdings Ltd  | 13200 |  | 15 |
| &nbsp;&nbsp;&nbsp;VTech Holdings Ltd  | 62233 |  | 397 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 1374500 |  | 806 |
| &nbsp;&nbsp;&nbsp;Yue Yuen Industrial Holdings Ltd  | 22 |  | – |
|  |  |  | 37976 |
| **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** | **Ireland — 0.2%** |
| &nbsp;&nbsp;&nbsp;Kerry Group PLC, Cl A  | 37217 |  | 3500 |
| **Israel — 1.0%** | **Israel — 1.0%** | **Israel — 1.0%** | **Israel — 1.0%** |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 115254 |  | 1108 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 263580 |  | 2389 |
| &nbsp;&nbsp;&nbsp;Bezeq The Israeli Telecommunication Corp Ltd  | 918876 |  | 1690 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 85033 |  | 11295 |
| &nbsp;&nbsp;&nbsp;FIBI Holdings Ltd  | 3769 |  | 175 |
| &nbsp;&nbsp;&nbsp;First International Bank of Israel  | 20983 |  | 914 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 283297 |  | 2350 |
| &nbsp;&nbsp;&nbsp;Isracard Ltd  | 1 |  |  |
| &nbsp;&nbsp;&nbsp;Neto ME Holdings Ltd \* | 194 |  | 8 |
| &nbsp;&nbsp;&nbsp;Radware Ltd \* | 59034 |  | 1218 |
| &nbsp;&nbsp;&nbsp;Rami Levy Chain Stores Hashikma Marketing 2006 Ltd  | 14424 |  | 1024 |
| &nbsp;&nbsp;&nbsp;Shufersal Ltd  | 26804 |  | 174 |
| &nbsp;&nbsp;&nbsp;Silicom Ltd \* | 1294 |  | 59 |
| &nbsp;&nbsp;&nbsp;Strauss Group Ltd  | 34839 |  | 866 |
|  |  |  | 23270 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Italy — 1.3%** | **Italy — 1.3%** | **Italy — 1.3%** |
| &nbsp;&nbsp;&nbsp;A2A SpA  | 3102200 | $4121 |
| &nbsp;&nbsp;&nbsp;ACEA SpA  | 1883 | 26 |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali SpA  | 11038 | 194 |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 948500 | 13993 |
| &nbsp;&nbsp;&nbsp;Hera SpA  | 1645100 | 4522 |
| &nbsp;&nbsp;&nbsp;Iren SpA  | 598802 | 984 |
| &nbsp;&nbsp;&nbsp;Italgas SpA  | 263377 | 1534 |
| &nbsp;&nbsp;&nbsp;Orsero SpA  | 4664 | 68 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 1236 | 52 |
| &nbsp;&nbsp;&nbsp;Snam SpA  | 822904 | 4156 |
|  |  | 29650 |
| **Japan — 8.1%** | **Japan — 8.1%** | **Japan — 8.1%** |
| &nbsp;&nbsp;&nbsp;Achilles Corp  | 2300 | 22 |
| &nbsp;&nbsp;&nbsp;AGC Inc  | 208900 | 6981 |
| &nbsp;&nbsp;&nbsp;Ahjikan Co Ltd  | 5308 | 34 |
| &nbsp;&nbsp;&nbsp;Akita Bank Ltd  | 5600 | 68 |
| &nbsp;&nbsp;&nbsp;Amano  | 6100 | 110 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 37100 | 395 |
| &nbsp;&nbsp;&nbsp;Aozora Bank Ltd  | 85300 | 1596 |
| &nbsp;&nbsp;&nbsp;Araya Industrial Co Ltd  | 3800 | 63 |
| &nbsp;&nbsp;&nbsp;Arcs Co Ltd  | 32800 | 497 |
| &nbsp;&nbsp;&nbsp;Asante Inc  | 5600 | 65 |
| &nbsp;&nbsp;&nbsp;Atsugi Co Ltd  | 8850 | 24 |
| &nbsp;&nbsp;&nbsp;Autobacs Seven  | 21700 | 228 |
| &nbsp;&nbsp;&nbsp;Belc Co Ltd  | 4500 | 186 |
| &nbsp;&nbsp;&nbsp;Benesse Holdings Inc  | 6600 | 95 |
| &nbsp;&nbsp;&nbsp;Bridgestone Corp  | 135100 | 5043 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 291700 | 4688 |
| &nbsp;&nbsp;&nbsp;Calbee Inc  | 3400 | 71 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 339000 | 7842 |
| &nbsp;&nbsp;&nbsp;Cawachi Ltd  | 24600 | 375 |
| &nbsp;&nbsp;&nbsp;C'BON COSMETICS Co Ltd  | 3200 | 38 |
| &nbsp;&nbsp;&nbsp;Choushimaru Co Ltd  | 7894 | 64 |
| &nbsp;&nbsp;&nbsp;Chugin Financial Group  | 20000 | 140 |
| &nbsp;&nbsp;&nbsp;CI Takiron  | 25400 | 93 |
| &nbsp;&nbsp;&nbsp;Computer Engineering & Consulting  | 14200 | 156 |
| &nbsp;&nbsp;&nbsp;CONEXIO  | 8600 | 74 |
| &nbsp;&nbsp;&nbsp;Create Medic Co Ltd  | 2784 | 18 |
| &nbsp;&nbsp;&nbsp;Dai Nippon Toryo  | 4300 | 24 |
| &nbsp;&nbsp;&nbsp;Daihatsu Diesel Manufacturing Co Ltd  | 6400 | 27 |
| &nbsp;&nbsp;&nbsp;Doshisha Co Ltd  | 6100 | 67 |
| &nbsp;&nbsp;&nbsp;Earth Corp  | 12000 | 462 |
| &nbsp;&nbsp;&nbsp;Ebara Foods Industry Inc  | 1600 | 37 |
| &nbsp;&nbsp;&nbsp;ENEOS Holdings Inc  | 1100600 | 3676 |
| &nbsp;&nbsp;&nbsp;ESTELLE Holdings Co Ltd  | 6000 | 27 |
| &nbsp;&nbsp;&nbsp;Ezaki Glico Co Ltd  | 33300 | 860 |
| &nbsp;&nbsp;&nbsp;Feed One Co Ltd  | 5900 | 28 |
| &nbsp;&nbsp;&nbsp;FJ Next  | 10100 | 70 |
| &nbsp;&nbsp;&nbsp;Fujicco Co Ltd  | 11100 | 151 |
| &nbsp;&nbsp;&nbsp;Fujiya Co Ltd  | 3500 | 66 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Fukuda Denshi Co Ltd  | 800 | $24 |
| &nbsp;&nbsp;&nbsp;Fukuoka REIT Corp <sup>‡</sup> | 21 | 26 |
| &nbsp;&nbsp;&nbsp;Gakken Holdings Co Ltd  | 5400 | 40 |
| &nbsp;&nbsp;&nbsp;Gakkyusha  | 6100 | 78 |
| &nbsp;&nbsp;&nbsp;Heiwado Co Ltd  | 37500 | 549 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 525 | 28 |
| &nbsp;&nbsp;&nbsp;Hokkan Holdings  | 5800 | 55 |
| &nbsp;&nbsp;&nbsp;Hokuto Corp  | 24700 | 336 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 233100 | 5622 |
| &nbsp;&nbsp;&nbsp;House Foods  | 9700 | 190 |
| &nbsp;&nbsp;&nbsp;Hulic Reit Inc <sup>‡</sup> | 116 | 144 |
| &nbsp;&nbsp;&nbsp;Inpex Corp  | 39900 | 435 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp  | 126500 | 3932 |
| &nbsp;&nbsp;&nbsp;Itochu Enex Co Ltd  | 13400 | 98 |
| &nbsp;&nbsp;&nbsp;Itochu-Shokuhin Co Ltd  | 953 | 36 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc  | 806200 | 16323 |
| &nbsp;&nbsp;&nbsp;J-Oil Mills Inc  | 1400 | 15 |
| &nbsp;&nbsp;&nbsp;JSP  | 11300 | 121 |
| &nbsp;&nbsp;&nbsp;Kaken Pharmaceutical Co Ltd  | 29400 | 837 |
| &nbsp;&nbsp;&nbsp;Kato Sangyo Co Ltd  | 12700 | 322 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 347300 | 10223 |
| &nbsp;&nbsp;&nbsp;Kenedix Retail REIT Corp <sup>‡</sup> | 156 | 298 |
| &nbsp;&nbsp;&nbsp;Key Coffee Inc  | 6400 | 95 |
| &nbsp;&nbsp;&nbsp;Kinden Corp  | 267500 | 2844 |
| &nbsp;&nbsp;&nbsp;Kitano Construction Corp  | 1300 | 23 |
| &nbsp;&nbsp;&nbsp;Kohnan Shoji Co Ltd  | 138458 | 3308 |
| &nbsp;&nbsp;&nbsp;Komeri Co Ltd  | 22700 | 424 |
| &nbsp;&nbsp;&nbsp;K's Holdings Corp  | 404800 | 3326 |
| &nbsp;&nbsp;&nbsp;Kyokuyo Co Ltd  | 13100 | 349 |
| &nbsp;&nbsp;&nbsp;KYORIN Holdings Inc  | 24100 | 308 |
| &nbsp;&nbsp;&nbsp;Kyosan Electric Manufacturing  | 7800 | 23 |
| &nbsp;&nbsp;&nbsp;Maezawa Kasei Industries  | 2400 | 24 |
| &nbsp;&nbsp;&nbsp;Marimo Regional Revitalization <sup>‡</sup> | 33 | 32 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 188700 | 2112 |
| &nbsp;&nbsp;&nbsp;Marvelous  | 6600 | 32 |
| &nbsp;&nbsp;&nbsp;McDonald's Holdings Co Japan Ltd  | 44500 | 1631 |
| &nbsp;&nbsp;&nbsp;Megmilk Snow Brand Co Ltd  | 16000 | 200 |
| &nbsp;&nbsp;&nbsp;Ministop Co Ltd  | 4200 | 43 |
| &nbsp;&nbsp;&nbsp;Miroku Jyoho Service Co Ltd  | 9400 | 102 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp  | 55800 | 1860 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Shokuhin Co Ltd  | 7400 | 173 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co Ltd  | 259800 | 7462 |
| &nbsp;&nbsp;&nbsp;Mitsui Sugar Co Ltd  | 2100 | 30 |
| &nbsp;&nbsp;&nbsp;Miyoshi Oil & Fat Co Ltd  | 10118 | 72 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc  | 769640 | 9506 |
| &nbsp;&nbsp;&nbsp;Mochida Pharmaceutical Co Ltd  | 10800 | 264 |
| &nbsp;&nbsp;&nbsp;Morinaga & Co Ltd/Japan  | 2500 | 67 |
| &nbsp;&nbsp;&nbsp;Morinaga Milk Industry Co Ltd  | 6100 | 196 |
| &nbsp;&nbsp;&nbsp;Morozoff Ltd  | 2522 | 65 |
| &nbsp;&nbsp;&nbsp;NEC Capital Solutions  | 1800 | 27 |
| &nbsp;&nbsp;&nbsp;NH Foods Ltd  | 9300 | 248 |
| &nbsp;&nbsp;&nbsp;Nichirei Corp  | 34400 | 689 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Nichirin Co Ltd  | 4100 | $56 |
| &nbsp;&nbsp;&nbsp;Nihon Chouzai Co Ltd  | 11100 | 96 |
| &nbsp;&nbsp;&nbsp;Nikko  | 7600 | 34 |
| &nbsp;&nbsp;&nbsp;Nippn Corp  | 63800 | 729 |
| &nbsp;&nbsp;&nbsp;Nippon Air Conditioning Services  | 5300 | 27 |
| &nbsp;&nbsp;&nbsp;Nippon Electric Glass Co Ltd (A) | 177000 | 3248 |
| &nbsp;&nbsp;&nbsp;NIPPON EXPRESS HOLDINGS INC  | 63900 | 3746 |
| &nbsp;&nbsp;&nbsp;NIPPON Investment Corp <sup>‡</sup> | 148 | 390 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 657500 | 18043 |
| &nbsp;&nbsp;&nbsp;Nisshin Oillio Group Ltd/The  | 1449 | 35 |
| &nbsp;&nbsp;&nbsp;Nissin Foods Holdings Co Ltd  | 9700 | 732 |
| &nbsp;&nbsp;&nbsp;Nittoc Construction  | 10800 | 71 |
| &nbsp;&nbsp;&nbsp;NSD CO  | 1500 | 28 |
| &nbsp;&nbsp;&nbsp;Okamoto Industries  | 1200 | 33 |
| &nbsp;&nbsp;&nbsp;Okinawa Cellular Telephone Co  | 10822 | 214 |
| &nbsp;&nbsp;&nbsp;Okinawa Electric Power Co Inc/The  | 5800 | 44 |
| &nbsp;&nbsp;&nbsp;Osaki Electric  | 7300 | 28 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co Ltd  | 37300 | 1265 |
| &nbsp;&nbsp;&nbsp;OUG Holdings Inc  | 2682 | 47 |
| &nbsp;&nbsp;&nbsp;Ozu Corp  | 2400 | 25 |
| &nbsp;&nbsp;&nbsp;San ju San Financial Group  | 3400 | 37 |
| &nbsp;&nbsp;&nbsp;San-A Co Ltd, Cl A  | 11100 | 349 |
| &nbsp;&nbsp;&nbsp;Sanki Engineering  | 5900 | 68 |
| &nbsp;&nbsp;&nbsp;Sankyo Co Ltd  | 16700 | 647 |
| &nbsp;&nbsp;&nbsp;Secom Co Ltd  | 12200 | 746 |
| &nbsp;&nbsp;&nbsp;Senko Group Holdings Co Ltd  | 429100 | 3152 |
| &nbsp;&nbsp;&nbsp;Shinmaywa Industries  | 22700 | 166 |
| &nbsp;&nbsp;&nbsp;Showa Sangyo Co Ltd  | 13700 | 242 |
| &nbsp;&nbsp;&nbsp;SKY Perfect JSAT Holdings Inc  | 661600 | 2430 |
| &nbsp;&nbsp;&nbsp;SoftBank Corp  | 672800 | 7244 |
| &nbsp;&nbsp;&nbsp;Sojitz Corp  | 449600 | 7929 |
| &nbsp;&nbsp;&nbsp;SRA Holdings  | 8100 | 182 |
| &nbsp;&nbsp;&nbsp;ST Corp  | 5400 | 60 |
| &nbsp;&nbsp;&nbsp;Sugi Holdings Co Ltd  | 3800 | 170 |
| &nbsp;&nbsp;&nbsp;Sumitomo Corp  | 302400 | 4906 |
| &nbsp;&nbsp;&nbsp;Sundrug Co Ltd  | 54300 | 1434 |
| &nbsp;&nbsp;&nbsp;Takamatsu Construction Group Co Ltd  | 3300 | 47 |
| &nbsp;&nbsp;&nbsp;Takasago International  | 1300 | 27 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 130700 | 3803 |
| &nbsp;&nbsp;&nbsp;Teijin Ltd  | 579200 | 5562 |
| &nbsp;&nbsp;&nbsp;Tenpos Holdings Co Ltd  | 1300 | 22 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 1911 | 29 |
| &nbsp;&nbsp;&nbsp;TOKAI Holdings  | 27900 | 176 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co Ltd  | 66000 | 1201 |
| &nbsp;&nbsp;&nbsp;Tokyo Seimitsu  | 9400 | 298 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan  | 122200 | 6068 |
| &nbsp;&nbsp;&nbsp;Unicafe Inc  | 9700 | 69 |
| &nbsp;&nbsp;&nbsp;United Super Markets Holdings Inc  | 81400 | 646 |
| &nbsp;&nbsp;&nbsp;Uoriki  | 1400 | 22 |
| &nbsp;&nbsp;&nbsp;USS  | 14700 | 245 |
| &nbsp;&nbsp;&nbsp;Valor Holdings Co Ltd  | 8300 | 105 |
| &nbsp;&nbsp;&nbsp;Vital KSK Holdings Inc  | 14300 | 85 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Wowow Inc  | 6276 | $| 57 |
| &nbsp;&nbsp;&nbsp;XYMAX REIT Investment Corp <sup>‡</sup> | 48 |  | 42 |
| &nbsp;&nbsp;&nbsp;Yamaguchi Financial Group Inc  | 365000 |  | 2148 |
| &nbsp;&nbsp;&nbsp;Yamaya  | 2100 |  | 37 |
| &nbsp;&nbsp;&nbsp;Yaoko Co Ltd  | 11600 |  | 560 |
| &nbsp;&nbsp;&nbsp;Yokorei  | 12800 |  | 92 |
| &nbsp;&nbsp;&nbsp;Zaoh Co Ltd  | 2000 |  | 26 |
| &nbsp;&nbsp;&nbsp;Zenkoku Hosho Co Ltd  | 3000 |  | 111 |
|  |  |  | 189859 |
| **Netherlands — 2.5%** | **Netherlands — 2.5%** | **Netherlands — 2.5%** | **Netherlands — 2.5%** |
| &nbsp;&nbsp;&nbsp;ASR Nederland NV  | 149500 |  | 6770 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 3172 |  | 238 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 16774 |  | 1537 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  | 15981 |  | 490 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 822680 |  | 23722 |
| &nbsp;&nbsp;&nbsp;Koninklijke KPN NV  | 669276 |  | 2037 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 100600 |  | 4254 |
| &nbsp;&nbsp;&nbsp;OCI NV  | 49195 |  | 2061 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 438619 |  | 12684 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 47039 |  | 5130 |
|  |  |  | 58923 |
| **New Zealand — 0.3%** | **New Zealand — 0.3%** | **New Zealand — 0.3%** | **New Zealand — 0.3%** |
| &nbsp;&nbsp;&nbsp;Auckland International Airport Ltd \* | 108422 |  | 545 |
| &nbsp;&nbsp;&nbsp;Freightways Ltd  | 25359 |  | 158 |
| &nbsp;&nbsp;&nbsp;Investore Property Ltd <sup>‡</sup> | 188 |  |  |
| &nbsp;&nbsp;&nbsp;Spark New Zealand Ltd  | 1844272 |  | 5926 |
|  |  |  | 6629 |
| **Norway — 0.9%** | **Norway — 0.9%** | **Norway — 0.9%** | **Norway — 0.9%** |
| &nbsp;&nbsp;&nbsp;AF Gruppen ASA  | 582 |  | 8 |
| &nbsp;&nbsp;&nbsp;AMSC  | 9120 |  | 39 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 249302 |  | 9482 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 6641 |  | 127 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen ASA  | 3672 |  | 150 |
| &nbsp;&nbsp;&nbsp;Orkla ASA  | 758557 |  | 5342 |
| &nbsp;&nbsp;&nbsp;Sparebank 1 Oestlandet  | 16398 |  | 187 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SMN  | 14884 |  | 175 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 Sorost-Norge  | 1460 |  | 8 |
| &nbsp;&nbsp;&nbsp;SpareBank 1 SR-Bank ASA  | 21294 |  | 255 |
| &nbsp;&nbsp;&nbsp;Sparebanken More  | 280 |  | 2 |
| &nbsp;&nbsp;&nbsp;Sparebanken Vest  | 6233 |  | 55 |
| &nbsp;&nbsp;&nbsp;Telenor ASA  | 476409 |  | 4565 |
| &nbsp;&nbsp;&nbsp;Veidekke ASA  | 7635 |  | 74 |
|  |  |  | 20469 |
| **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** | **Portugal — 0.4%** |
| &nbsp;&nbsp;&nbsp;Corticeira Amorim SGPS  | 45159 |  | 414 |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 352050 |  | 7772 |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 200146 |  | 804 |
| &nbsp;&nbsp;&nbsp;NOS SGPS SA  | 29840 |  | 119 |
| &nbsp;&nbsp;&nbsp;REN - Redes Energeticas Nacionais SGPS SA  | 377746 |  | 990 |
|  |  |  | 10099 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Singapore — 1.5%** | **Singapore — 1.5%** | **Singapore — 1.5%** |
| &nbsp;&nbsp;&nbsp;Bukit Sembawang Estates Ltd  | 9700 | $30 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 129200 | 3346 |
| &nbsp;&nbsp;&nbsp;Great Eastern Holdings Ltd  | 4800 | 63 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 149200 | 3305 |
| &nbsp;&nbsp;&nbsp;Oversea-Chinese Banking Corp Ltd  | 904900 | 8282 |
| &nbsp;&nbsp;&nbsp;Sheng Siong Group Ltd  | 1456233 | 1754 |
| &nbsp;&nbsp;&nbsp;Singapore Exchange Ltd  | 317700 | 2112 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd  | 1000700 | 2520 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 2130 | 82 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd  | 616700 | 14120 |
|  |  | 35614 |
| **Spain — 0.9%** | **Spain — 0.9%** | **Spain — 0.9%** |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA  | 327218 | 1908 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA  | 131628 | 389 |
| &nbsp;&nbsp;&nbsp;Cia de Distribucion Integral Logista Holdings SA  | 270826 | 6320 |
| &nbsp;&nbsp;&nbsp;Endesa SA  | 330764 | 6056 |
| &nbsp;&nbsp;&nbsp;Financiera Alba  | 2011 | 93 |
| &nbsp;&nbsp;&nbsp;Miquel y Costas & Miquel  | 2889 | 33 |
| &nbsp;&nbsp;&nbsp;Red Electrica Corp SA  | 349951 | 6063 |
|  |  | 20862 |
| **Sweden — 1.1%** | **Sweden — 1.1%** | **Sweden — 1.1%** |
| &nbsp;&nbsp;&nbsp;Axfood AB  | 263848 | 7009 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 122743 | 2960 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken AB, Cl A  | 492100 | 4923 |
| &nbsp;&nbsp;&nbsp;Swedbank, Cl A  | 468200 | 7503 |
| &nbsp;&nbsp;&nbsp;Swedish Orphan Biovitrum AB \* | 37378 | 796 |
| &nbsp;&nbsp;&nbsp;Telia Co AB  | 1204960 | 3243 |
|  |  | 26434 |
| **Switzerland — 2.8%** | **Switzerland — 2.8%** | **Switzerland — 2.8%** |
| &nbsp;&nbsp;&nbsp;Basellandschaftliche Kantonalbank  | 120 | 116 |
| &nbsp;&nbsp;&nbsp;Berner Kantonalbank AG  | 2152 | 506 |
| &nbsp;&nbsp;&nbsp;Crealogix Holding AG \* | 301 | 13 |
| &nbsp;&nbsp;&nbsp;Emmi AG  | 875 | 757 |
| &nbsp;&nbsp;&nbsp;Graubuendner Kantonalbank  | 61 | 108 |
| &nbsp;&nbsp;&nbsp;Helvetia Holding AG  | 24300 | 2714 |
| &nbsp;&nbsp;&nbsp;Huber + Suhner  | 764 | 71 |
| &nbsp;&nbsp;&nbsp;Intershop Holding AG  | 220 | 146 |
| &nbsp;&nbsp;&nbsp;Investis Holding SA  | 813 | 88 |
| &nbsp;&nbsp;&nbsp;Luzerner Kantonalbank AG  | 1005 | 442 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 239797 | 21186 |
| &nbsp;&nbsp;&nbsp;Orior AG  | 617 | 48 |
| &nbsp;&nbsp;&nbsp;PSP Swiss Property AG  | 53629 | 5901 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 8874 | 2288 |
| &nbsp;&nbsp;&nbsp;St. Galler Kantonalbank  | 1917 | 972 |
| &nbsp;&nbsp;&nbsp;Swiss Life Holding AG  | 10100 | 5362 |
| &nbsp;&nbsp;&nbsp;Swiss Prime Site AG  | 4976 | 412 |
| &nbsp;&nbsp;&nbsp;Swisscom AG  | 28931 | 15495 |
| &nbsp;&nbsp;&nbsp;TX Group AG  | 175 | 26 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 395700 | 7252 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Valiant Holding AG  | 5633 | $| 600 |
| &nbsp;&nbsp;&nbsp;Walliser Kantonalbank  | 687 |  | 76 |
| &nbsp;&nbsp;&nbsp;Zug Estates Holding, Cl B  | 48 |  | 84 |
|  |  |  | 64663 |
| **United Kingdom — 4.7%** | **United Kingdom — 4.7%** | **United Kingdom — 4.7%** | **United Kingdom — 4.7%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC  | 241600 |  | 3922 |
| &nbsp;&nbsp;&nbsp;Aferian PLC  | 28544 |  | 31 |
| &nbsp;&nbsp;&nbsp;Alliance Pharma PLC  | 118812 |  | 68 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 468600 |  | 4586 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 233600 |  | 9464 |
| &nbsp;&nbsp;&nbsp;Bunzl PLC  | 81298 |  | 2971 |
| &nbsp;&nbsp;&nbsp;CK Hutchison Holdings Ltd  | 824000 |  | 4793 |
| &nbsp;&nbsp;&nbsp;Computacenter PLC  | 19974 |  | 479 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 1865 |  | 85 |
| &nbsp;&nbsp;&nbsp;FDM Group Holdings  | 5402 |  | 47 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 918400 |  | 3154 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  | 1993088 |  | 12066 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 809277 |  | 20568 |
| &nbsp;&nbsp;&nbsp;Kingfisher PLC  | 1329900 |  | 3843 |
| &nbsp;&nbsp;&nbsp;Liberty Global PLC \* | 94005 |  | 1944 |
| &nbsp;&nbsp;&nbsp;Liberty Global PLC, Cl A \* | 50866 |  | 1021 |
| &nbsp;&nbsp;&nbsp;Odfjell Technology \* | 214 |  | 1 |
| &nbsp;&nbsp;&nbsp;Polar Capital Holdings  | 24065 |  | 140 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC  | 147349 |  | 10448 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 249897 |  | 6924 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 752229 |  | 7209 |
| &nbsp;&nbsp;&nbsp;Spirent Communications PLC  | 331032 |  | 1140 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  | 82902 |  | 610 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 1682045 |  | 4579 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 208759 |  | 10314 |
| &nbsp;&nbsp;&nbsp;VH Global Sustainable Energy Opportunities  | 16004 |  | 20 |
|  |  |  | 110427 |
| **United States — 59.6%** | **United States — 59.6%** | **United States — 59.6%** | **United States — 59.6%** |
| &nbsp;&nbsp;&nbsp;3M Co  | 25587 |  | 3223 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 59087 |  | 9524 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 37268 |  | 5627 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 175772 |  | 12643 |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 2303 |  | 714 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 20051 |  | 1129 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 162700 |  | 7289 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 49100 |  | 6575 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 53256 |  | 5378 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 31120 |  | 3157 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 209177 |  | 9743 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 488245 |  | 6030 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 232357 |  | 20647 |
| &nbsp;&nbsp;&nbsp;AMERCO \* | 5110 |  | 323 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 37435 |  | 3624 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 26600 |  | 3783 |
| &nbsp;&nbsp;&nbsp;American Software Inc/GA, Cl A  | 1583 |  | 23 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 20187 |  | 2875 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 112880 | $32329 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 9436 | 759 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc  | 135125 | 2928 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 14117 | 4352 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 46713 | 6915 |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | 14366 | 1525 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 100900 | 9838 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 77445 | 8421 |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | 12954 | 1449 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 1570459 | 30278 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 11538 | 29756 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 146400 | 6720 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 21971 | 5478 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway, Cl A \* | 6 | 2882 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 40223 | 12815 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 65400 | 3832 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 4831 | 2003 |
| &nbsp;&nbsp;&nbsp;BlackRock TCP Capital Corp  | 7211 | 96 |
| &nbsp;&nbsp;&nbsp;Booz Allen Hamilton Holding Corp, Cl A  | 3327 | 354 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 448515 | 36007 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 14356 | 856 |
| &nbsp;&nbsp;&nbsp;CACI International Inc, Cl A \* | 1286 | 402 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 4291 | 250 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 143635 | 7709 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 15782 | 1265 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 6961 | 1692 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 50546 | 6411 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 48014 | 5195 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 72571 | 7273 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 10924 | 5681 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 58800 | 10779 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 174151 | 14258 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 11842 | 3895 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 693507 | 34481 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 33806 | 5025 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 16277 | 2873 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 111449 | 7089 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 56500 | 3515 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 110073 | 8528 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 207160 | 7591 |
| &nbsp;&nbsp;&nbsp;CommVault Systems Inc \* | 59319 | 3915 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 13865 | 259 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 222484 | 8450 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 55255 | 5417 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 13646 | 3512 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 22424 | 12092 |
| &nbsp;&nbsp;&nbsp;Crane Holdings Co  | 61016 | 6464 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 46100 | 2851 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 22700 | 5701 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 168822 | 17199 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 167400 | 7498 |
| &nbsp;&nbsp;&nbsp;Dolby Laboratories Inc, Cl A  | 55767 | 4175 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Global Managed Volatility Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 3525 | $901 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 25152 | 3780 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 16830 | 6542 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 49100 | 4223 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 28882 | 1742 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 56992 | 6612 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 36928 | 3690 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 76000 | 3453 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 29003 | 4346 |
| &nbsp;&nbsp;&nbsp;Ennis Inc  | 10961 | 255 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 77600 | 9022 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 2635 | 374 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 29820 | 10077 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 148000 | 8763 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 23473 | 2724 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 138150 | 15382 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 5303 | 3286 |
| &nbsp;&nbsp;&nbsp;Ferguson  | 1134 | 133 |
| &nbsp;&nbsp;&nbsp;Fidus Investment Corp  | 485 | 10 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 169975 | 5108 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 12377 | 1617 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 233500 | 3246 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 196286 | 6180 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 10668 | 2692 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 312829 | 26684 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 76100 | 3087 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 7673 | 1407 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 340341 | 29892 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 21286 | 1489 |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | 1701 | 1095 |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | 12133 | 1372 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 1003480 | 16860 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 126900 | 9691 |
| &nbsp;&nbsp;&nbsp;HealthStream Inc \* | 3215 | 82 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 54594 | 4418 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 38640 | 9087 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 122668 | 7647 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 4547 | 346 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 25890 | 1217 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 122400 | 3677 |
| &nbsp;&nbsp;&nbsp;Hubbell Inc, Cl B  | 2029 | 515 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 8667 | 4766 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 49738 | 3963 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 49600 | 4859 |
| &nbsp;&nbsp;&nbsp;Insperity Inc  | 1066 | 126 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 424100 | 12753 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 67158 | 7274 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 185702 | 27651 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 101461 | 15626 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 11997 | 2272 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 30576 | 3869 |
| &nbsp;&nbsp;&nbsp;John B Sanfilippo & Son Inc  | 6873 | 582 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 145982 | $25985 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 268906 | 8938 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 323287 | 23584 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 117238 | 15901 |
| &nbsp;&nbsp;&nbsp;Knight-Swift Transportation Holdings Inc, Cl A  | 28280 | 1568 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 234900 | 9243 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 468553 | 23048 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 2324 | 202 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Braves, Cl C \* | 3684 | 120 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 40105 | 19459 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 29000 | 6164 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 42564 | 7371 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 34343 | 13108 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 357927 | 39415 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 33655 | 8587 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 8133 | 2739 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 169100 | 9319 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 108876 | 7361 |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | 23510 | 782 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 98400 | 6517 |
| &nbsp;&nbsp;&nbsp;Nelnet Inc, Cl A  | 376 | 37 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 59473 | 7030 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 13544 | 916 |
| &nbsp;&nbsp;&nbsp;NetScout Systems Inc \* | 22706 | 847 |
| &nbsp;&nbsp;&nbsp;New Mountain Finance Corp  | 10264 | 131 |
| &nbsp;&nbsp;&nbsp;NewMarket Corp  | 30559 | 9657 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 11234 | 533 |
| &nbsp;&nbsp;&nbsp;NextGen Healthcare Inc \* | 19364 | 403 |
| &nbsp;&nbsp;&nbsp;Noram Drilling \* | 9714 | 54 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 11055 | 5896 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 266 | 2 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 14012 | 1118 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 255025 | 21175 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 2445 | 2114 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 30990 | 806 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital  | 15433 | 199 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 51919 | 5499 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 59472 | 8082 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 41414 | 7683 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 598107 | 29983 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 72163 | 7193 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 146162 | 4315 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 18854 | 1159 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 100687 | 15019 |
| &nbsp;&nbsp;&nbsp;Provident Financial Holdings Inc (A) | 2655 | 38 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 18088 | 5390 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 580 | 29 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 57600 | 8745 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 6423 | 4828 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 15600 | 3296 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 51610 | 17004 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | 63869 | $7174 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 70988 | 3121 |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | 44754 | 4637 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 99000 | 5244 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 72882 | 3880 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 24251 | 1733 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 23691 | 5903 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 78500 | 2653 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 288575 | 15266 |
| &nbsp;&nbsp;&nbsp;Sixth Street Specialty Lending Inc  | 17274 | 326 |
| &nbsp;&nbsp;&nbsp;SLR Investment Corp  | 94 | 1 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 81497 | 5001 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies Holdings Inc  | 37084 | 1994 |
| &nbsp;&nbsp;&nbsp;Stellus Capital Investment Corp  | 100 | 1 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 2813 | 955 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 33000 | 5513 |
| &nbsp;&nbsp;&nbsp;Taro Pharmaceutical Industries Ltd \* | 7891 | 238 |
| &nbsp;&nbsp;&nbsp;Toro Co/The  | 3433 | 381 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 25134 | 4771 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 160648 | 10648 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 143450 | 5544 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 6655 | 3645 |
| &nbsp;&nbsp;&nbsp;USANA Health Sciences Inc \* | 10958 | 603 |
| &nbsp;&nbsp;&nbsp;Verint Systems Inc \* | 24865 | 978 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 944842 | 36830 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 22638 | 7163 |
| &nbsp;&nbsp;&nbsp;Viavi Solutions Inc \* | 20839 | 236 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 1525 | 185 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 139562 | 5792 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 61248 | 9335 |
| &nbsp;&nbsp;&nbsp;Waste Connections Inc  | 34786 | 4986 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 8646 | 1450 |
| &nbsp;&nbsp;&nbsp;Waterstone Financial Inc  | 39055 | 654 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 10476 | 1039 |
| &nbsp;&nbsp;&nbsp;Werner Enterprises Inc  | 182200 | 8013 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 569617 | 8351 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 31400 | $4601 |
|  |  | 1397247 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,198,046) ($ Thousands) |  | 2299388 |
| **PREFERRED STOCK — 0.0%** | **PREFERRED STOCK — 0.0%** | **PREFERRED STOCK — 0.0%** |
| **Germany — 0.0%** | **Germany — 0.0%** | **Germany — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 6069 | 521 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $427) ($ Thousands) |  | 521 |
| **AFFILIATED PARTNERSHIP — 0.9%** | **AFFILIATED PARTNERSHIP — 0.9%** | **AFFILIATED PARTNERSHIP — 0.9%** |
| &nbsp;&nbsp;&nbsp;SEI Liquidity Fund, LP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810% \*\*<sup>†</sup>(B) | 21267961 | 21284 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $21,271) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $21,271) ($ Thousands) | 21284 |
| **CASH EQUIVALENT — 1.4%** | **CASH EQUIVALENT — 1.4%** | **CASH EQUIVALENT — 1.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 32875054 | 32875 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $32,875) ($ Thousands) |  | 32875 |
| Total Investments in Securities — 100.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,252,619) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,252,619) ($ Thousands)  | $2354068 |

---

A list of the open futures contracts held by the Fund at November 30, 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;Euro STOXX 50 | 65 | Dec-2022 | $2620 | $2654 | $36 |
| &nbsp;&nbsp;FTSE 100 Index | 14 | Dec-2022 | 1242 | 1267 | 21 |
| &nbsp;&nbsp;Hang Seng Index | 1 | Dec-2022 | 117 | 119 | 2 |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 94 | Dec-2022 | 18706 | 19182 | 476 |
| &nbsp;&nbsp;SPI 200 Index | 12 | Dec-2022 | 1439 | 1468 | 28 |
| &nbsp;&nbsp;TOPIX Index | 13 | Dec-2022 | 1828 | 1854 | 19 |
|  |  |  | $25952 | $26544 | $582 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Global Managed Volatility Fund** (Concluded)

A list of the open forward foreign currency contracts held by the Fund at November 30, 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 | 12/12/22 | SGD | 24267 | USD | 17304 | $(408) |
| Barclays PLC | 12/12/22 | CHF | 42468 | USD | 43077 | (1581) |
| Barclays PLC | 12/12/22 | SEK | 164735 | USD | 15215 | (250) |
| BNP Paribas | 12/12/22 | AUD | 2780 | USD | 1802 | (60) |
| BNP Paribas | 12/12/22 | DKK | 54333 | USD | 7324 | (207) |
| BNP Paribas | 12/12/22 | CAD | 67819 | USD | 50260 | 219 |
| BNP Paribas | 12/12/22 | NOK | 116619 | USD | 11348 | (355) |
| Brown Brothers Harriman | 12/12/22 | USD | 72 | AUD | 109 | 1 |
| Brown Brothers Harriman | 12/12/22 | USD | 64 | AUD | 96 |  |
| Brown Brothers Harriman | 12/12/22 | AUD | 42 | USD | 29 |  |
| Brown Brothers Harriman | 12/12/22 | AUD | 151 | USD | 100 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 195 | NZD | 320 | 4 |
| Brown Brothers Harriman | 12/12/22 | USD | 57 | NZD | 92 |  |
| Brown Brothers Harriman | 12/12/22 | NZD | 2 | USD | 1 |  |
| Brown Brothers Harriman | 12/12/22 | NZD | 329 | USD | 200 | (4) |
| Brown Brothers Harriman | 12/12/22 | USD | 208 | DKK | 1519 | 2 |
| Brown Brothers Harriman | 12/12/22 | USD | 180 | DKK | 1288 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 775 | HKD | 6064 | 2 |
| Brown Brothers Harriman | 12/12/22 | USD | 25 | HKD | 198 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 645 | NOK | 6496 | 7 |
| Brown Brothers Harriman | 12/12/22 | USD | 217 | NOK | 2158 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 833 | SGD | 1148 | 5 |
| Brown Brothers Harriman | 12/12/22 | USD | 72 | SGD | 98 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 108 | SEK | 1153 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 861 | SEK | 9073 | (9) |
| Brown Brothers Harriman | 12/12/22 | SGD | 250 | USD | 183 |  |
| Brown Brothers Harriman | 12/12/22 | SGD | 1161 | USD | 842 | (5) |
| Brown Brothers Harriman | 12/12/22 | USD | 331 | CAD | 449 | 1 |
| Brown Brothers Harriman | 12/12/22 | USD | 1366 | CAD | 1822 | (22) |
| Brown Brothers Harriman | 12/12/22 | CHF | 959 | USD | 1017 | 9 |
| Brown Brothers Harriman | 12/12/22 | CHF | 1161 | USD | 1216 | (5) |
| Brown Brothers Harriman | 12/12/22 | USD | 1445 | CHF | 1398 | 25 |
| Brown Brothers Harriman | 12/12/22 | USD | 1104 | CHF | 1046 | (4) |
| Brown Brothers Harriman | 12/12/22 | DKK | 1404 | USD | 196 | 1 |
| Brown Brothers Harriman | 12/12/22 | DKK | 1203 | USD | 166 | (1) |
| Brown Brothers Harriman | 12/12/22 | GBP | 265 | USD | 318 | 3 |
| Brown Brothers Harriman | 12/12/22 | GBP | 3437 | USD | 4041 | (54) |
| Brown Brothers Harriman | 12/12/22 | CAD | 4597 | USD | 3438 | 45 |
| Brown Brothers Harriman | 12/12/22 | USD | 3724 | GBP | 3166 | 49 |
| Brown Brothers Harriman | 12/12/22 | USD | 1356 | GBP | 1131 | (8) |
| Brown Brothers Harriman | 12/12/22 | EUR | 3020 | USD | 3136 | 23 |
| Brown Brothers Harriman | 12/12/22 | EUR | 2637 | USD | 2704 | (15) |
| Brown Brothers Harriman | 12/12/22 | USD | 3312 | EUR | 3249 | 36 |
| Brown Brothers Harriman | 12/12/22 | USD | 2863 | EUR | 2762 | (17) |
| Brown Brothers Harriman | 12/12/22 | USD | 4602 | JPY | 650796 | 70 |
| Brown Brothers Harriman | 12/12/22 | USD | 2947 | JPY | 408015 | (17) |
| Brown Brothers Harriman | 12/12/22 | NOK |  | USD |  |  |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | 12/12/22 | NOK | 8128 | USD | 800 | $(15) |
| Brown Brothers Harriman | 12/12/22 | HKD | 1144 | USD | 147 |  |
| Brown Brothers Harriman | 12/12/22 | HKD | 9562 | USD | 1222 | (3) |
| Brown Brothers Harriman | 12/12/22 | SEK | 3840 | USD | 367 | 6 |
| Brown Brothers Harriman | 12/12/22 | SEK | 7146 | USD | 668 | (3) |
| Brown Brothers Harriman | 12/12/22 | JPY | 221484 | USD | 1595 | 5 |
| Brown Brothers Harriman | 12/12/22 | JPY | 620157 | USD | 4398 | (55) |
| Standard Chartered | 12/12/22 | NZD | 5312 | USD | 3152 | (147) |
| Standard Chartered | 12/12/22 | GBP | 53047 | USD | 60795 | (2406) |
| Standard Chartered | 12/12/22 | EUR | 115924 | USD | 116068 | (3422) |
| Standard Chartered | 12/12/22 | HKD | 171809 | USD | 21909 | (99) |
| Standard Chartered | 12/12/22 | JPY | 12878290 | USD | 88326 | (4136) |
|  |  |  |  |  |  | $(12798) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $2,345,298 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $20,223 ($ Thousands). |
| (B) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $21,284 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 2299348 | 40 |  | 2299388 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 521 |  |  | 521 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 21284 |  | 21284 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 32875 | – |  | 32875 |
| Total Investments in Securities | 2332744 | 21324 |  | 2354068 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 582 |  |  | 582 |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 513 |  | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (13311) |  | (13311) |
| Total Other Financial Instruments | 582 | (12798) |  | (12216) |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;39904 | $&nbsp;&nbsp;&nbsp;&nbsp;148234 | $&nbsp;&nbsp;&nbsp;&nbsp;(166855) | $&nbsp;&nbsp;&nbsp;&nbsp;(2) | $&nbsp;&nbsp;&nbsp;&nbsp;3 | $&nbsp;&nbsp;&nbsp;&nbsp;21284 | $&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;$— |
| SEI Daily Income Trust, Government Fund, Cl F | &nbsp;&nbsp;&nbsp;&nbsp;18237 | &nbsp;&nbsp;&nbsp;&nbsp;217514 | &nbsp;&nbsp;&nbsp;&nbsp;(202876) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;32875 | &nbsp;&nbsp;&nbsp;&nbsp;367 | &nbsp;&nbsp;&nbsp;&nbsp;— |
| Totals | $&nbsp;&nbsp;&nbsp;&nbsp;58141 | $&nbsp;&nbsp;&nbsp;&nbsp;365748 | $&nbsp;&nbsp;&nbsp;&nbsp;(369731) | &nbsp;&nbsp;&nbsp;&nbsp;$(2) | $&nbsp;&nbsp;&nbsp;&nbsp;3 | $&nbsp;&nbsp;&nbsp;&nbsp;54159 | $&nbsp;&nbsp;&nbsp;&nbsp;510 | &nbsp;&nbsp;&nbsp;&nbsp;$— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Equity Ex-US Fund**![](fp0081628-1_104.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 94.7%** | **COMMON STOCK — 94.7%** | **COMMON STOCK — 94.7%** |
| **Argentina — 0.2%** | **Argentina — 0.2%** | **Argentina — 0.2%** |
| &nbsp;&nbsp;&nbsp;Tenaris SA ADR  | 425513 | $14667 |
| **Australia — 3.9%** | **Australia — 3.9%** | **Australia — 3.9%** |
| &nbsp;&nbsp;&nbsp;Adbri Ltd  | 443263 | 517 |
| &nbsp;&nbsp;&nbsp;Allkem Ltd \* | 410831 | 3835 |
| &nbsp;&nbsp;&nbsp;Aristocrat Leisure Ltd  | 103161 | 2446 |
| &nbsp;&nbsp;&nbsp;ASX Ltd  | 253266 | 12046 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd  | 1602462 | 26696 |
| &nbsp;&nbsp;&nbsp;Beach Energy Ltd  | 99164 | 118 |
| &nbsp;&nbsp;&nbsp;BGP Holdings \*(A) | 239898 |  |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd  | 1108316 | 33960 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 1826988 | 21727 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 1174211 | 21962 |
| &nbsp;&nbsp;&nbsp;CSL Ltd  | 41080 | 8328 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd/Australia  | 1133660 | 5312 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 1164673 | 15295 |
| &nbsp;&nbsp;&nbsp;Grange Resources Ltd  | 19068 | 10 |
| &nbsp;&nbsp;&nbsp;IGO Ltd  | 518468 | 5463 |
| &nbsp;&nbsp;&nbsp;Iluka Resources Ltd  | 105802 | 726 |
| &nbsp;&nbsp;&nbsp;Incitec Pivot Ltd  | 2258871 | 6103 |
| &nbsp;&nbsp;&nbsp;Karoon Energy Ltd \* | 173077 | 270 |
| &nbsp;&nbsp;&nbsp;Lynas Rare Earths Ltd \* | 33373 | 195 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 39850 | 4835 |
| &nbsp;&nbsp;&nbsp;Mineral Resources Ltd  | 167910 | 9979 |
| &nbsp;&nbsp;&nbsp;Nufarm Ltd/Australia  | 36310 | 148 |
| &nbsp;&nbsp;&nbsp;Orora Ltd  | 848712 | 1784 |
| &nbsp;&nbsp;&nbsp;Pilbara Minerals Ltd \* | 3006969 | 9625 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd \* | 8019061 | 33980 |
| &nbsp;&nbsp;&nbsp;Ridley Corp Ltd  | 27537 | 36 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Ltd  | 637447 | 46954 |
| &nbsp;&nbsp;&nbsp;RPMGlobal Holdings Ltd \* | 31213 | 37 |
| &nbsp;&nbsp;&nbsp;Sierra Rutile Holdings Ltd \* | 105802 | 15 |
| &nbsp;&nbsp;&nbsp;South32 Ltd  | 10045865 | 27530 |
| &nbsp;&nbsp;&nbsp;Symbio Holdings Ltd  | 21545 | 43 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Telstra Group Ltd  | 2128212 | $| 5697 |
| &nbsp;&nbsp;&nbsp;Terracom Ltd \* | 1063784 |  | 621 |
| &nbsp;&nbsp;&nbsp;Whitehaven Coal Ltd  | 1138974 |  | 7668 |
| &nbsp;&nbsp;&nbsp;WiseTech Global Ltd  | 102750 |  | 4054 |
|  |  |  | 318015 |
| **Austria — 0.3%** | **Austria — 0.3%** | **Austria — 0.3%** | **Austria — 0.3%** |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 104561 |  | 5662 |
| &nbsp;&nbsp;&nbsp;OMV AG  | 386772 |  | 20311 |
| &nbsp;&nbsp;&nbsp;Raiffeisen Bank International AG \* | 115996 |  | 1806 |
| &nbsp;&nbsp;&nbsp;Wienerberger AG  | 8362 |  | 219 |
|  |  |  | 27998 |
| **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** | **Belgium — 0.0%** |
| &nbsp;&nbsp;&nbsp;Barco NV  | 6667 |  | 152 |
| &nbsp;&nbsp;&nbsp;Solvay SA  | 6864 |  | 674 |
|  |  |  | 826 |
| **Brazil — 2.2%** | **Brazil — 2.2%** | **Brazil — 2.2%** | **Brazil — 2.2%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 7581000 |  | 22907 |
| &nbsp;&nbsp;&nbsp;B3 SA - Brasil Bolsa Balcao  | 5396384 |  | 13094 |
| &nbsp;&nbsp;&nbsp;Banco do Brasil SA  | 5023916 |  | 33848 |
| &nbsp;&nbsp;&nbsp;Cia de Saneamento de Minas Gerais-COPASA \* | 94500 |  | 284 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 2253000 |  | 14729 |
| &nbsp;&nbsp;&nbsp;Cyrela Brazil Realty SA Empreendimentos e Participacoes  | 3144762 |  | 8587 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR (B) | 2402482 |  | 14655 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 3721100 |  | 15595 |
| &nbsp;&nbsp;&nbsp;Locaweb Servicos de Internet SA \* | 6500668 |  | 10421 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc \* | 2950 |  | 2746 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 687744 |  | 1628 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR  | 374681 |  | 4380 |
| &nbsp;&nbsp;&nbsp;Telefonica Brasil SA  | 4332018 |  | 31287 |
| &nbsp;&nbsp;&nbsp;Yara International ASA (B) | 101833 |  | 4645 |
|  |  |  | 178806 |
| **Canada — 2.4%** | **Canada — 2.4%** | **Canada — 2.4%** | **Canada — 2.4%** |
| &nbsp;&nbsp;&nbsp;Advantage Energy Ltd \* | 350800 |  | 2991 |
| &nbsp;&nbsp;&nbsp;Algoma Steel Group Inc  | 7455 |  | 49 |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 52100 |  | 1655 |
| &nbsp;&nbsp;&nbsp;Athabasca Oil Corp \* | 118000 |  | 241 |
| &nbsp;&nbsp;&nbsp;Birchcliff Energy Ltd  | 604500 |  | 4789 |
| &nbsp;&nbsp;&nbsp;BRP Inc  | 157147 |  | 11668 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 109500 |  | 6487 |
| &nbsp;&nbsp;&nbsp;Canfor Corp \* | 177499 |  | 3120 |
| &nbsp;&nbsp;&nbsp;Cascades Inc  | 8978 |  | 55 |
| &nbsp;&nbsp;&nbsp;Celestica Inc \* | 67521 |  | 748 |
| &nbsp;&nbsp;&nbsp;CES Energy Solutions Corp  | 67926 |  | 144 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy Corp  | 1232377 |  | 9499 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 300087 |  | 18224 |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals Inc  | 5200 |  | 24 |
| &nbsp;&nbsp;&nbsp;Empire Co Ltd, Cl A  | 44000 |  | 1189 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc  | 146800 |  | 6015 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Enerplus Corp  | 16800 | $| 310 |
| &nbsp;&nbsp;&nbsp;Enghouse Systems Ltd  | 15069 |  | 346 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd  | 1500 |  | 854 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 127000 |  | 3192 |
| &nbsp;&nbsp;&nbsp;Gear Energy Ltd  | 270600 |  | 233 |
| &nbsp;&nbsp;&nbsp;George Weston Ltd  | 11900 |  | 1479 |
| &nbsp;&nbsp;&nbsp;iA Financial Corp Inc  | 47500 |  | 2659 |
| &nbsp;&nbsp;&nbsp;Interfor Corp \* | 48800 |  | 907 |
| &nbsp;&nbsp;&nbsp;International Petroleum Corp \* | 8784 |  | 100 |
| &nbsp;&nbsp;&nbsp;Kelt Exploration Ltd \* | 158400 |  | 636 |
| &nbsp;&nbsp;&nbsp;Major Drilling Group International Inc \* | 7100 |  | 48 |
| &nbsp;&nbsp;&nbsp;Manulife Financial Corp  | 708100 |  | 12656 |
| &nbsp;&nbsp;&nbsp;Martinrea International Inc  | 32475 |  | 285 |
| &nbsp;&nbsp;&nbsp;MEG Energy Corp \* | 228200 |  | 3223 |
| &nbsp;&nbsp;&nbsp;Methanex Corp  | 57500 |  | 2230 |
| &nbsp;&nbsp;&nbsp;MTY Food Group Inc  | 3600 |  | 163 |
| &nbsp;&nbsp;&nbsp;Mullen Group Ltd  | 49395 |  | 558 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 206486 |  | 14611 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 25600 |  | 714 |
| &nbsp;&nbsp;&nbsp;NuVista Energy Ltd \* | 424127 |  | 4317 |
| &nbsp;&nbsp;&nbsp;Obsidian Energy Ltd \* | 8410 |  | 63 |
| &nbsp;&nbsp;&nbsp;Pason Systems Inc  | 68300 |  | 809 |
| &nbsp;&nbsp;&nbsp;Pet Valu Holdings Ltd  | 8352 |  | 242 |
| &nbsp;&nbsp;&nbsp;Peyto Exploration & Development Corp (B) | 203513 |  | 2252 |
| &nbsp;&nbsp;&nbsp;Power Corp of Canada  | 238800 |  | 5961 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 22107 |  | 343 |
| &nbsp;&nbsp;&nbsp;SNC-Lavalin Group Inc  | 1281600 |  | 22943 |
| &nbsp;&nbsp;&nbsp;Spartan Delta Corp \* | 13897 |  | 158 |
| &nbsp;&nbsp;&nbsp;Stella-Jones Inc  | 1695 |  | 60 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc  | 28400 |  | 1335 |
| &nbsp;&nbsp;&nbsp;TMX Group Ltd  | 162300 |  | 16885 |
| &nbsp;&nbsp;&nbsp;Torex Gold Resources Inc \* | 38877 |  | 357 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 170936 |  | 12909 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp (B) | 149100 |  | 9004 |
| &nbsp;&nbsp;&nbsp;Transcontinental Inc  | 4043 |  | 51 |
| &nbsp;&nbsp;&nbsp;Uni-Select Inc \* | 8336 |  | 280 |
| &nbsp;&nbsp;&nbsp;Winpak Ltd  | 2700 |  | 87 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc  | 46200 |  | 5498 |
|  |  |  | 195656 |
| **China — 5.1%** | **China — 5.1%** | **China — 5.1%** | **China — 5.1%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 9679000 |  | 3238 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 3101700 |  | 33780 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 116864 |  | 10233 |
| &nbsp;&nbsp;&nbsp;Baidu Inc, Cl A \* | 994750 |  | 13434 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 20444000 |  | 7250 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 166500 |  | 4242 |
| &nbsp;&nbsp;&nbsp;C&D Property Management Group Co Ltd  | 66000 |  | 37 |
| &nbsp;&nbsp;&nbsp;China Cinda Asset Management Co Ltd, Cl H  | 1686000 |  | 222 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 5089000 |  | 2265 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 6935645 |  | 6453 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 49450000 |  | 29948 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 292906 |  | 87 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;China Minsheng Banking Corp Ltd, Cl H  | 1934500 | $| 669 |
| &nbsp;&nbsp;&nbsp;China Overseas Land & Investment Ltd  | 9717000 |  | 26571 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl H  | 2494886 |  | 5686 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 4170000 |  | 19383 |
| &nbsp;&nbsp;&nbsp;China Sanjiang Fine Chemicals Co Ltd  | 629092 |  | 116 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 510000 |  | 1582 |
| &nbsp;&nbsp;&nbsp;Chongqing Rural Commercial Bank Co Ltd, Cl H  | 1115627 |  | 374 |
| &nbsp;&nbsp;&nbsp;FIH Mobile Ltd \* | 597000 |  | 65 |
| &nbsp;&nbsp;&nbsp;GF Securities Co Ltd, Cl H  | 6700600 |  | 9783 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 35526181 |  | 17818 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A \* | 164985 |  | 4713 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 2696000 |  | 2093 |
| &nbsp;&nbsp;&nbsp;Lee & Man Chemical Co Ltd  | 34000 |  | 25 |
| &nbsp;&nbsp;&nbsp;Lee & Man Paper Manufacturing Ltd  | 1034243 |  | 401 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 12076000 |  | 10321 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A \* | 4022978 |  | 26097 |
| &nbsp;&nbsp;&nbsp;Lonking Holdings Ltd  | 990732 |  | 177 |
| &nbsp;&nbsp;&nbsp;Midea Group Co Ltd, Cl A  | 4763636 |  | 32414 |
| &nbsp;&nbsp;&nbsp;Morimatsu International Holdings Co Ltd \* | 73000 |  | 76 |
| &nbsp;&nbsp;&nbsp;NetDragon Websoft Holdings Ltd  | 270760 |  | 540 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl H  | 1672400 |  | 3928 |
| &nbsp;&nbsp;&nbsp;Oppein Home Group Inc, Cl A  | 992870 |  | 15213 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 1164000 |  | 393 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 37686045 |  | 17160 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 9836000 |  | 9972 |
| &nbsp;&nbsp;&nbsp;Pinduoduo Inc ADR \* | 86740 |  | 7116 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 1847500 |  | 11414 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 2229670 |  | 4950 |
| &nbsp;&nbsp;&nbsp;TCL Electronics Holdings Ltd \* | 540000 |  | 222 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 349100 |  | 13211 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings Ltd  | 25541000 |  | 16412 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd \* | 93000 |  | 2945 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd ADR \* | 815004 |  | 26039 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 5125000 |  | 9932 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group Co Ltd, Cl H  | 228000 |  | 766 |
|  |  |  | 409766 |
| **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** | **Denmark — 3.0%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 12797 |  | 27449 |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 45253 |  | 5660 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 68110 |  | 7966 |
| &nbsp;&nbsp;&nbsp;D/S Norden A/S  | 22741 |  | 1183 |
| &nbsp;&nbsp;&nbsp;Danske Bank A/S \* | 484727 |  | 8637 |
| &nbsp;&nbsp;&nbsp;Demant A/S \* | 337101 |  | 9527 |
| &nbsp;&nbsp;&nbsp;Genmab A/S \* | 121426 |  | 55672 |
| &nbsp;&nbsp;&nbsp;ISS A/S \* | 1331 |  | 29 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 820286 |  | 101805 |
| &nbsp;&nbsp;&nbsp;Orsted AS  | 135673 |  | 11754 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Pandora A/S  | 137522 | $| 10359 |
| &nbsp;&nbsp;&nbsp;Solar A/S, Cl B  | 1206 |  | 101 |
|  |  |  | 240142 |
| **Finland — 1.2%** | **Finland — 1.2%** | **Finland — 1.2%** | **Finland — 1.2%** |
| &nbsp;&nbsp;&nbsp;Kesko Oyj, Cl B  | 319069 |  | 6786 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj  | 15410973 |  | 75130 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 153847 |  | 8037 |
| &nbsp;&nbsp;&nbsp;Sampo Oyj, Cl A  | 81630 |  | 4091 |
| &nbsp;&nbsp;&nbsp;Uponor Oyj  | 13877 |  | 211 |
|  |  |  | 94255 |
| **France — 7.2%** | **France — 7.2%** | **France — 7.2%** | **France — 7.2%** |
| &nbsp;&nbsp;&nbsp;Accor SA \* | 668945 |  | 17435 |
| &nbsp;&nbsp;&nbsp;Air Liquide SA  | 313919 |  | 45223 |
| &nbsp;&nbsp;&nbsp;Alten SA  | 4094 |  | 512 |
| &nbsp;&nbsp;&nbsp;Amundi SA  | 553735 |  | 30831 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 121340 |  | 6745 |
| &nbsp;&nbsp;&nbsp;Bouygues SA  | 186019 |  | 5692 |
| &nbsp;&nbsp;&nbsp;Christian Dior SE  | 252 |  | 190 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 95672 |  | 4365 |
| &nbsp;&nbsp;&nbsp;Cie des Alpes \* | 1404 |  | 20 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA  | 1130758 |  | 31521 |
| &nbsp;&nbsp;&nbsp;Criteo SA ADR \* | 81729 |  | 2212 |
| &nbsp;&nbsp;&nbsp;Danone SA  | 1232977 |  | 64120 |
| &nbsp;&nbsp;&nbsp;Dassault Aviation SA  | 23390 |  | 3679 |
| &nbsp;&nbsp;&nbsp;Derichebourg SA  | 3009 |  | 16 |
| &nbsp;&nbsp;&nbsp;Engie SA  | 662051 |  | 9958 |
| &nbsp;&nbsp;&nbsp;Esker SA  | 935 |  | 148 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA  | 35260 |  | 6515 |
| &nbsp;&nbsp;&nbsp;Euroapi SA \* | 1 |  |  |
| &nbsp;&nbsp;&nbsp;Hermes International  | 5287 |  | 8502 |
| &nbsp;&nbsp;&nbsp;Ipsen SA  | 62126 |  | 6872 |
| &nbsp;&nbsp;&nbsp;La Francaise des Jeux SAEM  | 22460 |  | 891 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 142913 |  | 11522 |
| &nbsp;&nbsp;&nbsp;L'Oreal SA  | 44447 |  | 16517 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 43250 |  | 33210 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 957580 |  | 9628 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 118004 |  | 23164 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 329242 |  | 21442 |
| &nbsp;&nbsp;&nbsp;Rexel SA  | 1704085 |  | 30985 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 700656 |  | 62624 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 46571 |  | 15728 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 320000 |  | 20918 |
| &nbsp;&nbsp;&nbsp;Societe pour l'Informatique Industrielle  | 319 |  | 15 |
| &nbsp;&nbsp;&nbsp;Sodexo SA  | 529987 |  | 50225 |
| &nbsp;&nbsp;&nbsp;SPIE SA  | 44128 |  | 1080 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 90723 |  | 11484 |
| &nbsp;&nbsp;&nbsp;Vinci SA  | 41170 |  | 4113 |
| &nbsp;&nbsp;&nbsp;Wavestone  | 1906 |  | 87 |
| &nbsp;&nbsp;&nbsp;Worldline SA/France \* | 536187 |  | 25133 |
|  |  |  | 583322 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Germany — 7.4%** | **Germany — 7.4%** | **Germany — 7.4%** |
| &nbsp;&nbsp;&nbsp;adidas AG  | 157650 | $20109 |
| &nbsp;&nbsp;&nbsp;BASF SE  | 563267 | 28377 |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 1148567 | 65958 |
| &nbsp;&nbsp;&nbsp;Carl Zeiss Meditec AG  | 81372 | 10977 |
| &nbsp;&nbsp;&nbsp;Continental AG  | 846555 | 50695 |
| &nbsp;&nbsp;&nbsp;Covestro AG  | 2045569 | 81343 |
| &nbsp;&nbsp;&nbsp;Daimler Truck Holding AG \* | 716149 | 23358 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank AG  | 265876 | 2796 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 269200 | 48952 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 390190 | 7854 |
| &nbsp;&nbsp;&nbsp;Duerr AG  | 9989 | 336 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care AG & Co KGaA  | 920171 | 28477 |
| &nbsp;&nbsp;&nbsp;GEA Group AG  | 2613 | 106 |
| &nbsp;&nbsp;&nbsp;HUGO BOSS AG  | 619814 | 34501 |
| &nbsp;&nbsp;&nbsp;Knorr-Bremse AG  | 224880 | 12684 |
| &nbsp;&nbsp;&nbsp;Koenig & Bauer AG \* | 1160 | 19 |
| &nbsp;&nbsp;&nbsp;Krones AG  | 2291 | 258 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 121184 | 21969 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 559694 | 27666 |
| &nbsp;&nbsp;&nbsp;Rational AG  | 1381 | 859 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 163070 | 32977 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 612544 | 26681 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 385842 | 42361 |
| &nbsp;&nbsp;&nbsp;Scout24 SE  | 182664 | 9921 |
| &nbsp;&nbsp;&nbsp;Siemens AG  | 38528 | 5287 |
| &nbsp;&nbsp;&nbsp;Siemens Energy AG  | 72759 | 1209 |
| &nbsp;&nbsp;&nbsp;Stabilus SE  | 505 | 32 |
| &nbsp;&nbsp;&nbsp;Talanx AG  | 6479 | 285 |
| &nbsp;&nbsp;&nbsp;Vitesco Technologies Group AG \* | 4008 | 210 |
| &nbsp;&nbsp;&nbsp;Wacker Chemie AG  | 57645 | 7326 |
| &nbsp;&nbsp;&nbsp;Washtec AG  | 1439 | 57 |
|  |  | 593640 |
| **Greece — 0.0%** | **Greece — 0.0%** | **Greece — 0.0%** |
| &nbsp;&nbsp;&nbsp;HELLENIQ ENERGY HOLDINGS S.A.  | 10419 | 77 |
| &nbsp;&nbsp;&nbsp;Motor Oil Hellas Corinth Refineries SA  | 9557 | 191 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece SA \* | 31804 | 129 |
|  |  | 397 |
| **Hong Kong — 1.2%** | **Hong Kong — 1.2%** | **Hong Kong — 1.2%** |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 1838400 | 18681 |
| &nbsp;&nbsp;&nbsp;ASMPT Ltd  | 105900 | 789 |
| &nbsp;&nbsp;&nbsp;Bank of East Asia Ltd/The  | 43480 | 50 |
| &nbsp;&nbsp;&nbsp;Chaoda Modern Agriculture Holdings Ltd \* | 52790 |  |
| &nbsp;&nbsp;&nbsp;NWS Holdings Ltd  | 22625 | 19 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 583503 | 11095 |
| &nbsp;&nbsp;&nbsp;Pacific Basin Shipping Ltd  | 2596000 | 877 |
| &nbsp;&nbsp;&nbsp;Perennial Energy Holdings Ltd  | 460000 | 42 |
| &nbsp;&nbsp;&nbsp;Samsonite International SA \* | 12434300 | 33728 |
| &nbsp;&nbsp;&nbsp;Swire Pacific Ltd, Cl A  | 4240500 | 33351 |
|  |  | 98632 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 86492 | $618 |
| **India — 1.3%** | **India — 1.3%** | **India — 1.3%** |
| &nbsp;&nbsp;&nbsp;Ahluwalia Contracts India Ltd  | 4490 | 24 |
| &nbsp;&nbsp;&nbsp;AIA Engineering Ltd  | 5788 | 192 |
| &nbsp;&nbsp;&nbsp;Bank of Baroda  | 3477408 | 7161 |
| &nbsp;&nbsp;&nbsp;Bank of India  | 372150 | 379 |
| &nbsp;&nbsp;&nbsp;Bharat Dynamics Ltd  | 40011 | 481 |
| &nbsp;&nbsp;&nbsp;Castrol India Ltd  | 169647 | 275 |
| &nbsp;&nbsp;&nbsp;CESC Ltd  | 235251 | 216 |
| &nbsp;&nbsp;&nbsp;City Union Bank Ltd  | 90795 | 212 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 2435742 | 6864 |
| &nbsp;&nbsp;&nbsp;Federal Bank Ltd  | 945928 | 1537 |
| &nbsp;&nbsp;&nbsp;GAIL India Ltd  | 3447129 | 4041 |
| &nbsp;&nbsp;&nbsp;Gillette India Ltd  | 648 | 41 |
| &nbsp;&nbsp;&nbsp;Godfrey Phillips India Ltd  | 11843 | 264 |
| &nbsp;&nbsp;&nbsp;Gujarat Industries Power Co Ltd  | 42932 | 47 |
| &nbsp;&nbsp;&nbsp;Gujarat Pipavav Port Ltd  | 147209 | 166 |
| &nbsp;&nbsp;&nbsp;Gujarat State Petronet Ltd  | 87691 | 291 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd ADR  | 335491 | 23676 |
| &nbsp;&nbsp;&nbsp;Hindustan Aeronautics Ltd  | 135113 | 4607 |
| &nbsp;&nbsp;&nbsp;Indian Bank  | 77796 | 257 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand India Ltd  | 2967 | 80 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 2071397 | 8677 |
| &nbsp;&nbsp;&nbsp;J Kumar Infraprojects Ltd  | 22779 | 79 |
| &nbsp;&nbsp;&nbsp;Karnataka Bank Ltd/The  | 166869 | 297 |
| &nbsp;&nbsp;&nbsp;Karur Vysya Bank Ltd/The  | 467036 | 578 |
| &nbsp;&nbsp;&nbsp;Kewal Kiran Clothing Ltd  | 9323 | 56 |
| &nbsp;&nbsp;&nbsp;Kirloskar Pneumatic Co Ltd  | 8014 | 61 |
| &nbsp;&nbsp;&nbsp;KRBL Ltd  | 28450 | 144 |
| &nbsp;&nbsp;&nbsp;Lakshmi Machine Works Ltd  | 647 | 106 |
| &nbsp;&nbsp;&nbsp;Larsen & Toubro Ltd GDR  | 476817 | 12183 |
| &nbsp;&nbsp;&nbsp;Mazagon Dock Shipbuilders Ltd  | 38620 | 433 |
| &nbsp;&nbsp;&nbsp;Multi Commodity Exchange of India Ltd  | 19754 | 381 |
| &nbsp;&nbsp;&nbsp;Nava Ltd  | 28192 | 64 |
| &nbsp;&nbsp;&nbsp;Oracle Financial Services Software Ltd  | 17989 | 691 |
| &nbsp;&nbsp;&nbsp;Orient Green Power Co Ltd \* | 39573 | 4 |
| &nbsp;&nbsp;&nbsp;Precision Wires India Ltd  | 15991 | 21 |
| &nbsp;&nbsp;&nbsp;Ram Ratna Wires Ltd  | 11455 | 25 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 195820 | 6587 |
| &nbsp;&nbsp;&nbsp;RITES Ltd  | 22517 | 102 |
| &nbsp;&nbsp;&nbsp;Shanthi Gears Ltd  | 17918 | 84 |
| &nbsp;&nbsp;&nbsp;SJVN Ltd  | 703982 | 346 |
| &nbsp;&nbsp;&nbsp;South Indian Bank Ltd/The \* | 48714 | 10 |
| &nbsp;&nbsp;&nbsp;Tech Mahindra Ltd  | 1557636 | 20786 |
| &nbsp;&nbsp;&nbsp;Techno Electric & Engineering Co Ltd  | 6253 | 24 |
| &nbsp;&nbsp;&nbsp;Torrent Power Ltd  | 24007 | 159 |
| &nbsp;&nbsp;&nbsp;Transport Corp of India Ltd  | 6094 | 52 |
| &nbsp;&nbsp;&nbsp;Triveni Turbine Ltd  | 36384 | 129 |
| &nbsp;&nbsp;&nbsp;Ujjivan Financial Services Ltd \* | 97734 | 345 |
| &nbsp;&nbsp;&nbsp;Union Bank of India Ltd  | 280643 | 282 |
| &nbsp;&nbsp;&nbsp;VST Tillers Tractors Ltd  | 829 | 24 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;WNS Holdings Ltd ADR \* | 11264 | $| 950 |
| &nbsp;&nbsp;&nbsp;Wonderla Holidays Ltd \* | 60863 |  | 293 |
|  |  |  | 104784 |
| **Indonesia — 0.6%** | **Indonesia — 0.6%** | **Indonesia — 0.6%** | **Indonesia — 0.6%** |
| &nbsp;&nbsp;&nbsp;ABM Investama Tbk PT  | 841567 |  | 197 |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 27575900 |  | 6824 |
| &nbsp;&nbsp;&nbsp;AKR Corporindo Tbk PT  | 5213900 |  | 461 |
| &nbsp;&nbsp;&nbsp;Alam Sutera Realty Tbk PT \* | 2571500 |  | 29 |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 10352100 |  | 6150 |
| &nbsp;&nbsp;&nbsp;Bank Danamon Indonesia Tbk PT  | 360600 |  | 69 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri Persero Tbk PT  | 2775000 |  | 1872 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 39891934 |  | 12690 |
| &nbsp;&nbsp;&nbsp;Bank Tabungan Negara Persero Tbk PT  | 1173300 |  | 115 |
| &nbsp;&nbsp;&nbsp;BFI Finance Indonesia Tbk PT  | 1402400 |  | 102 |
| &nbsp;&nbsp;&nbsp;Bukit Asam Tbk PT  | 2143554 |  | 520 |
| &nbsp;&nbsp;&nbsp;Champ Resto Indonesia Tbk PT \* | 92800 |  | 11 |
| &nbsp;&nbsp;&nbsp;Ciputra Development Tbk PT  | 1228383 |  | 79 |
| &nbsp;&nbsp;&nbsp;Dharma Satya Nusantara Tbk PT  | 1371800 |  | 53 |
| &nbsp;&nbsp;&nbsp;Elnusa Tbk PT  | 3901400 |  | 81 |
| &nbsp;&nbsp;&nbsp;Energi Mega Persada Tbk PT \* | 5896700 |  | 127 |
| &nbsp;&nbsp;&nbsp;First Pacific Co Ltd  | 202000 |  | 63 |
| &nbsp;&nbsp;&nbsp;First Resources Ltd  | 32800 |  | 39 |
| &nbsp;&nbsp;&nbsp;Gudang Garam Tbk PT  | 61552 |  | 78 |
| &nbsp;&nbsp;&nbsp;Hanjaya Mandala Sampoerna Tbk PT  | 2199259 |  | 135 |
| &nbsp;&nbsp;&nbsp;Indo Tambangraya Megah Tbk PT  | 341200 |  | 909 |
| &nbsp;&nbsp;&nbsp;Jaya Konstruksi Manggala Pratama Tbk PT \* | 2342500 |  | 23 |
| &nbsp;&nbsp;&nbsp;Medco Energi Internasional Tbk PT  | 2893700 |  | 197 |
| &nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk PT \* | 1021800 |  | 94 |
| &nbsp;&nbsp;&nbsp;Paninvest Tbk PT \* | 258364 |  | 25 |
| &nbsp;&nbsp;&nbsp;Perusahaan Gas Negara Tbk PT  | 9339563 |  | 1124 |
| &nbsp;&nbsp;&nbsp;Prima Andalan Mandiri Tbk PT  | 235775 |  | 103 |
| &nbsp;&nbsp;&nbsp;Rmk Energy Tbk PT \* | 220500 |  | 14 |
| &nbsp;&nbsp;&nbsp;Samudera Indonesia Tbk PT  | 96750 |  | 14 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 14751700 |  | 3806 |
| &nbsp;&nbsp;&nbsp;Triputra Agro Persada PT  | 7307227 |  | 316 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 4476000 |  | 8804 |
|  |  |  | 45124 |
| **Ireland — 1.1%** | **Ireland — 1.1%** | **Ireland — 1.1%** | **Ireland — 1.1%** |
| &nbsp;&nbsp;&nbsp;AIB Group PLC  | 10417119 |  | 33472 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC  | 1536067 |  | 12603 |
| &nbsp;&nbsp;&nbsp;Greencore Group PLC \* | 6842715 |  | 5248 |
| &nbsp;&nbsp;&nbsp;ICON PLC \* | 162070 |  | 34916 |
|  |  |  | 86239 |
| **Israel — 1.2%** | **Israel — 1.2%** | **Israel — 1.2%** | **Israel — 1.2%** |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 850484 |  | 8177 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 1853386 |  | 16800 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 480300 |  | 63798 |
| &nbsp;&nbsp;&nbsp;Dor Alon Energy in Israel 1988 Ltd  | 484 |  | 16 |
| &nbsp;&nbsp;&nbsp;First International Bank Of Israel Ltd/The  | 2362 |  | 103 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 987882 |  | 8196 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Isracard Ltd  | 18 | $|  |
| &nbsp;&nbsp;&nbsp;Israel Discount Bank Ltd, Cl A  | 547866 |  | 3244 |
|  |  |  | 100334 |
| **Italy — 1.3%** | **Italy — 1.3%** | **Italy — 1.3%** | **Italy — 1.3%** |
| &nbsp;&nbsp;&nbsp;Azimut Holding SpA  | 125634 |  | 2533 |
| &nbsp;&nbsp;&nbsp;Banca IFIS SpA  | 54106 |  | 738 |
| &nbsp;&nbsp;&nbsp;Banca Mediolanum SpA  | 28669 |  | 240 |
| &nbsp;&nbsp;&nbsp;Coca-Cola HBC AG \* | 58393 |  | 1411 |
| &nbsp;&nbsp;&nbsp;Danieli & C Officine Meccaniche SpA  | 5930 |  | 92 |
| &nbsp;&nbsp;&nbsp;Enel SpA  | 3203732 |  | 17102 |
| &nbsp;&nbsp;&nbsp;ERG SpA  | 1518 |  | 48 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA  | 1056977 |  | 36857 |
| &nbsp;&nbsp;&nbsp;Recordati Industria Chimica e Farmaceutica SpA  | 61283 |  | 2595 |
| &nbsp;&nbsp;&nbsp;Sanlorenzo SpA/Ameglia  | 1602 |  | 58 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 346870 |  | 5414 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 252490 |  | 4337 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 2166682 |  | 29281 |
|  |  |  | 100706 |
| **Japan — 9.6%** | **Japan — 9.6%** | **Japan — 9.6%** | **Japan — 9.6%** |
| &nbsp;&nbsp;&nbsp;A&D HOLON Holdings Co Ltd  | 7000 |  | 53 |
| &nbsp;&nbsp;&nbsp;Adastria Co Ltd  | 24400 |  | 354 |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 287105 |  | 19338 |
| &nbsp;&nbsp;&nbsp;Adways Inc  | 12600 |  | 50 |
| &nbsp;&nbsp;&nbsp;Aeon Delight Co Ltd  | 6400 |  | 135 |
| &nbsp;&nbsp;&nbsp;AEON Financial Service Co Ltd  | 174400 |  | 1857 |
| &nbsp;&nbsp;&nbsp;Ain Holdings Inc  | 500 |  | 24 |
| &nbsp;&nbsp;&nbsp;Aisan Industry Co Ltd  | 12800 |  | 65 |
| &nbsp;&nbsp;&nbsp;AIT Corp  | 2100 |  | 22 |
| &nbsp;&nbsp;&nbsp;Akita Bank Ltd/The  | 2200 |  | 27 |
| &nbsp;&nbsp;&nbsp;Alfresa Holdings Corp  | 44800 |  | 540 |
| &nbsp;&nbsp;&nbsp;Alps Alpine Co Ltd  | 24600 |  | 234 |
| &nbsp;&nbsp;&nbsp;Alps Logistics Co Ltd  | 3300 |  | 28 |
| &nbsp;&nbsp;&nbsp;Amano Corp  | 3100 |  | 56 |
| &nbsp;&nbsp;&nbsp;Anritsu Corp  | 29100 |  | 310 |
| &nbsp;&nbsp;&nbsp;AOKI Holdings Inc  | 9600 |  | 48 |
| &nbsp;&nbsp;&nbsp;Arealink Co Ltd  | 2000 |  | 28 |
| &nbsp;&nbsp;&nbsp;Argo Graphics Inc  | 1200 |  | 33 |
| &nbsp;&nbsp;&nbsp;ARTERIA Networks Corp  | 15000 |  | 135 |
| &nbsp;&nbsp;&nbsp;Asahi Co Ltd  | 3400 |  | 33 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd  | 1412900 |  | 44843 |
| &nbsp;&nbsp;&nbsp;ASAHI YUKIZAI CORP  | 2000 |  | 39 |
| &nbsp;&nbsp;&nbsp;ASKUL Corp  | 40400 |  | 462 |
| &nbsp;&nbsp;&nbsp;Ateam Inc  | 13100 |  | 79 |
| &nbsp;&nbsp;&nbsp;Avant Group Corp  | 13200 |  | 144 |
| &nbsp;&nbsp;&nbsp;Awa Bank Ltd/The  | 12700 |  | 187 |
| &nbsp;&nbsp;&nbsp;Axial Retailing Inc  | 1100 |  | 27 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 67200 |  | 4406 |
| &nbsp;&nbsp;&nbsp;Bank of Iwate Ltd/The  | 5400 |  | 75 |
| &nbsp;&nbsp;&nbsp;Bank of Nagoya Ltd/The  | 2400 |  | 56 |
| &nbsp;&nbsp;&nbsp;Bank of Saga Ltd/The  | 1800 |  | 21 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bank of the Ryukyus Ltd  | 6400 | $39 |
| &nbsp;&nbsp;&nbsp;Base Co Ltd  | 1600 | 45 |
| &nbsp;&nbsp;&nbsp;Benefit One Inc  | 2900 | 46 |
| &nbsp;&nbsp;&nbsp;BIPROGY Inc  | 91100 | 2170 |
| &nbsp;&nbsp;&nbsp;BrainPad Inc \* | 10700 | 70 |
| &nbsp;&nbsp;&nbsp;Brother Industries Ltd  | 1511100 | 24287 |
| &nbsp;&nbsp;&nbsp;Business Engineering Corp  | 1600 | 26 |
| &nbsp;&nbsp;&nbsp;BuySell Technologies Co Ltd  | 1800 | 89 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 45000 | 1041 |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd (B) | 163760 | 4938 |
| &nbsp;&nbsp;&nbsp;Central Security Patrols Co Ltd  | 6900 | 121 |
| &nbsp;&nbsp;&nbsp;Chino Corp  | 2200 | 29 |
| &nbsp;&nbsp;&nbsp;Chuo Warehouse Co Ltd  | 3900 | 26 |
| &nbsp;&nbsp;&nbsp;CKD Corp  | 4700 | 70 |
| &nbsp;&nbsp;&nbsp;COLOPL Inc  | 130700 | 649 |
| &nbsp;&nbsp;&nbsp;Creek & River Co Ltd  | 2600 | 39 |
| &nbsp;&nbsp;&nbsp;CTS Co Ltd  | 3600 | 22 |
| &nbsp;&nbsp;&nbsp;Dai-Dan Co Ltd  | 1600 | 25 |
| &nbsp;&nbsp;&nbsp;Daihatsu Diesel Manufacturing Co Ltd  | 22200 | 93 |
| &nbsp;&nbsp;&nbsp;Daihen Corp  | 900 | 27 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings Inc  | 210000 | 3855 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 179400 | 5880 |
| &nbsp;&nbsp;&nbsp;Daisue Construction Co Ltd  | 7500 | 65 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 28300 | 3125 |
| &nbsp;&nbsp;&nbsp;Daiwa House Industry Co Ltd  | 172200 | 3924 |
| &nbsp;&nbsp;&nbsp;Digital Arts Inc  | 6000 | 286 |
| &nbsp;&nbsp;&nbsp;Digital Information Technologies Corp  | 4800 | 69 |
| &nbsp;&nbsp;&nbsp;Doshisha Co Ltd  | 1200 | 13 |
| &nbsp;&nbsp;&nbsp;Ehime Bank Ltd/The  | 6800 | 43 |
| &nbsp;&nbsp;&nbsp;Eiken Chemical Co Ltd  | 25600 | 353 |
| &nbsp;&nbsp;&nbsp;Elecom Co Ltd  | 29600 | 313 |
| &nbsp;&nbsp;&nbsp;Elematec Corp  | 2700 | 30 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 17000 | 303 |
| &nbsp;&nbsp;&nbsp;Enigmo Inc  | 22100 | 96 |
| &nbsp;&nbsp;&nbsp;ESPEC Corp  | 1700 | 25 |
| &nbsp;&nbsp;&nbsp;Fast Retailing Co Ltd  | 3000 | 1765 |
| &nbsp;&nbsp;&nbsp;FINDEX Inc  | 7700 | 31 |
| &nbsp;&nbsp;&nbsp;Frontier Management Inc \* | 2800 | 29 |
| &nbsp;&nbsp;&nbsp;Fudo Tetra Corp  | 2000 | 22 |
| &nbsp;&nbsp;&nbsp;Fuji Corp/Aichi  | 21700 | 328 |
| &nbsp;&nbsp;&nbsp;Fuji Corp/Miyagi  | 3000 | 28 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 156800 | 21056 |
| &nbsp;&nbsp;&nbsp;Fukui Computer Holdings Inc  | 3300 | 70 |
| &nbsp;&nbsp;&nbsp;Fukuoka Financial Group Inc  | 432400 | 8384 |
| &nbsp;&nbsp;&nbsp;Funai Soken Holdings Inc  | 2300 | 47 |
| &nbsp;&nbsp;&nbsp;Gakken Holdings Co Ltd  | 6300 | 47 |
| &nbsp;&nbsp;&nbsp;Gakujo Co Ltd  | 4500 | 49 |
| &nbsp;&nbsp;&nbsp;Glory Ltd  | 4500 | 75 |
| &nbsp;&nbsp;&nbsp;GMO GlobalSign Holdings KK  | 900 | 26 |
| &nbsp;&nbsp;&nbsp;GS Yuasa Corp  | 11100 | 174 |
| &nbsp;&nbsp;&nbsp;GungHo Online Entertainment Inc \* | 128800 | 1943 |
| &nbsp;&nbsp;&nbsp;Gunze Ltd  | 3200 | 92 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Hino Motors Ltd \* | 103400 | $465 |
| &nbsp;&nbsp;&nbsp;Hirose Electric Co Ltd  | 4900 | 649 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 891200 | 47166 |
| &nbsp;&nbsp;&nbsp;Hito Communications Holdings Inc  | 2700 | 32 |
| &nbsp;&nbsp;&nbsp;Hodogaya Chemical Co Ltd  | 1000 | 23 |
| &nbsp;&nbsp;&nbsp;Hokuhoku Financial Group Inc  | 20100 | 135 |
| &nbsp;&nbsp;&nbsp;Horiba Ltd  | 7600 | 346 |
| &nbsp;&nbsp;&nbsp;Hosokawa Micron Corp  | 3800 | 81 |
| &nbsp;&nbsp;&nbsp;Hotland Co Ltd  | 11600 | 128 |
| &nbsp;&nbsp;&nbsp;Hoya Corp  | 120800 | 12370 |
| &nbsp;&nbsp;&nbsp;Hyakujushi Bank Ltd/The  | 9400 | 122 |
| &nbsp;&nbsp;&nbsp;Ichikoh Industries Ltd  | 12400 | 38 |
| &nbsp;&nbsp;&nbsp;Ichinen Holdings Co Ltd  | 2900 | 26 |
| &nbsp;&nbsp;&nbsp;Inaba Denki Sangyo Co Ltd  | 2100 | 42 |
| &nbsp;&nbsp;&nbsp;I-PEX Inc  | 6700 | 64 |
| &nbsp;&nbsp;&nbsp;ISB Corp  | 4200 | 40 |
| &nbsp;&nbsp;&nbsp;Ishihara Sangyo Kaisha Ltd  | 3800 | 31 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd  | 1322300 | 17146 |
| &nbsp;&nbsp;&nbsp;Izumi Co Ltd  | 3000 | 65 |
| &nbsp;&nbsp;&nbsp;Japan Electronic Materials Corp  | 10500 | 119 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group Inc  | 2200 | 32 |
| &nbsp;&nbsp;&nbsp;Japan Lifeline Co Ltd  | 29300 | 202 |
| &nbsp;&nbsp;&nbsp;Japan Medical Dynamic Marketing Inc  | 20400 | 153 |
| &nbsp;&nbsp;&nbsp;Japan Post Holdings Co Ltd  | 6415100 | 49760 |
| &nbsp;&nbsp;&nbsp;Japan Post Insurance Co Ltd  | 294300 | 4844 |
| &nbsp;&nbsp;&nbsp;Japan Transcity Corp  | 6000 | 22 |
| &nbsp;&nbsp;&nbsp;JCU Corp  | 2300 | 57 |
| &nbsp;&nbsp;&nbsp;JINS Holdings Inc  | 3300 | 103 |
| &nbsp;&nbsp;&nbsp;JK Holdings Co Ltd  | 3500 | 26 |
| &nbsp;&nbsp;&nbsp;JP-Holdings Inc  | 43000 | 86 |
| &nbsp;&nbsp;&nbsp;JTEKT Corp  | 24600 | 181 |
| &nbsp;&nbsp;&nbsp;Kanaden Corp  | 3400 | 27 |
| &nbsp;&nbsp;&nbsp;Kanamoto Co Ltd  | 5200 | 85 |
| &nbsp;&nbsp;&nbsp;Kandenko Co Ltd  | 5900 | 37 |
| &nbsp;&nbsp;&nbsp;Kanematsu Corp  | 9600 | 106 |
| &nbsp;&nbsp;&nbsp;Kao Corp  | 543000 | 21506 |
| &nbsp;&nbsp;&nbsp;KAWADA TECHNOLOGIES Inc  | 2700 | 66 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 292800 | 8619 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 53078 | 22226 |
| &nbsp;&nbsp;&nbsp;Kimura Unity Co Ltd  | 4900 | 27 |
| &nbsp;&nbsp;&nbsp;Koatsu Gas Kogyo Co Ltd  | 5100 | 24 |
| &nbsp;&nbsp;&nbsp;Komatsu Ltd  | 1346600 | 30960 |
| &nbsp;&nbsp;&nbsp;Konica Minolta Inc  | 527500 | 2173 |
| &nbsp;&nbsp;&nbsp;Konoike Transport Co Ltd  | 4400 | 50 |
| &nbsp;&nbsp;&nbsp;Kumagai Gumi Co Ltd  | 24800 | 454 |
| &nbsp;&nbsp;&nbsp;Kyodo Printing Co Ltd  | 1700 | 36 |
| &nbsp;&nbsp;&nbsp;Kyokuto Kaihatsu Kogyo Co Ltd  | 4300 | 42 |
| &nbsp;&nbsp;&nbsp;LAC Co Ltd  | 6400 | 36 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp  | 17000 | 3171 |
| &nbsp;&nbsp;&nbsp;Lawson Inc  | 11400 | 404 |
| &nbsp;&nbsp;&nbsp;Lifedrink Co Inc  | 2700 | 38 |
| &nbsp;&nbsp;&nbsp;M&A Research Institute Inc \* | 7600 | 410 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Makita Corp  | 575500 | $13119 |
| &nbsp;&nbsp;&nbsp;Mandom Corp  | 5600 | 58 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 772500 | 8648 |
| &nbsp;&nbsp;&nbsp;Maruzen Showa Unyu Co Ltd  | 1200 | 28 |
| &nbsp;&nbsp;&nbsp;Mazda Motor Corp  | 420900 | 3312 |
| &nbsp;&nbsp;&nbsp;MCJ Co Ltd  | 8700 | 60 |
| &nbsp;&nbsp;&nbsp;Media Do Co Ltd \* | 17800 | 249 |
| &nbsp;&nbsp;&nbsp;Medical Data Vision Co Ltd  | 14200 | 105 |
| &nbsp;&nbsp;&nbsp;Medipal Holdings Corp  | 38500 | 509 |
| &nbsp;&nbsp;&nbsp;Megachips Corp \* | 2700 | 52 |
| &nbsp;&nbsp;&nbsp;Meidensha Corp  | 6800 | 98 |
| &nbsp;&nbsp;&nbsp;MEIJI Holdings Co Ltd  | 1800 | 85 |
| &nbsp;&nbsp;&nbsp;Meisei Industrial Co Ltd  | 17100 | 89 |
| &nbsp;&nbsp;&nbsp;Menicon Co Ltd  | 8200 | 174 |
| &nbsp;&nbsp;&nbsp;METAWATER Co Ltd  | 2500 | 32 |
| &nbsp;&nbsp;&nbsp;Micronics Japan Co Ltd  | 9000 | 96 |
| &nbsp;&nbsp;&nbsp;Mimasu Semiconductor Industry Co Ltd  | 3800 | 71 |
| &nbsp;&nbsp;&nbsp;MIRAIT ONE corp  | 18600 | 203 |
| &nbsp;&nbsp;&nbsp;Miroku Jyoho Service Co Ltd  | 11800 | 129 |
| &nbsp;&nbsp;&nbsp;Mito Securities Co Ltd  | 10400 | 17 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Electric Corp  | 849700 | 8427 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Heavy Industries Ltd  | 169400 | 6673 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Shokuhin Co Ltd  | 8400 | 197 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc  | 8774000 | 47352 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co Ltd  | 196000 | 5630 |
| &nbsp;&nbsp;&nbsp;MIXI Inc  | 264700 | 4718 |
| &nbsp;&nbsp;&nbsp;Miyazaki Bank Ltd/The  | 1800 | 30 |
| &nbsp;&nbsp;&nbsp;Monogatari Corp/The  | 5100 | 259 |
| &nbsp;&nbsp;&nbsp;Morita Holdings Corp  | 3900 | 36 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc  | 64500 | 1895 |
| &nbsp;&nbsp;&nbsp;Musashino Bank Ltd/The  | 7600 | 103 |
| &nbsp;&nbsp;&nbsp;Nachi-Fujikoshi Corp  | 3900 | 109 |
| &nbsp;&nbsp;&nbsp;Nagano Keiki Co Ltd  | 3000 | 25 |
| &nbsp;&nbsp;&nbsp;NEC Corp  | 61600 | 2170 |
| &nbsp;&nbsp;&nbsp;NEOJAPAN Inc  | 3000 | 22 |
| &nbsp;&nbsp;&nbsp;Nice Corp  | 2600 | 25 |
| &nbsp;&nbsp;&nbsp;Nichias Corp  | 13500 | 237 |
| &nbsp;&nbsp;&nbsp;Nihon Chouzai Co Ltd  | 5600 | 49 |
| &nbsp;&nbsp;&nbsp;Nihon M&A Center Holdings Inc  | 78500 | 1064 |
| &nbsp;&nbsp;&nbsp;Nikon Corp  | 4062500 | 39309 |
| &nbsp;&nbsp;&nbsp;Nippon Ceramic Co Ltd  | 2600 | 50 |
| &nbsp;&nbsp;&nbsp;Nippon Road Co Ltd/The  | 1100 | 49 |
| &nbsp;&nbsp;&nbsp;Nippon Seisen Co Ltd  | 900 | 28 |
| &nbsp;&nbsp;&nbsp;Nippon Thompson Co Ltd  | 24700 | 110 |
| &nbsp;&nbsp;&nbsp;Nissan Tokyo Sales Holdings Co Ltd  | 86600 | 186 |
| &nbsp;&nbsp;&nbsp;Nisshinbo Holdings Inc  | 20100 | 148 |
| &nbsp;&nbsp;&nbsp;Nissin Corp  | 2100 | 31 |
| &nbsp;&nbsp;&nbsp;Nissin Electric Co Ltd  | 16100 | 157 |
| &nbsp;&nbsp;&nbsp;Nisso Corp  | 8500 | 37 |
| &nbsp;&nbsp;&nbsp;Nitto Boseki Co Ltd  | 10600 | 169 |
| &nbsp;&nbsp;&nbsp;Nitto Kohki Co Ltd  | 2900 | 32 |
| &nbsp;&nbsp;&nbsp;Nitto Seiko Co Ltd  | 5400 | 20 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Nittoc Construction Co Ltd  | 10500 | $69 |
| &nbsp;&nbsp;&nbsp;Nittoku Co Ltd  | 4300 | 72 |
| &nbsp;&nbsp;&nbsp;Nohmi Bosai Ltd  | 2700 | 31 |
| &nbsp;&nbsp;&nbsp;Nojima Corp  | 13400 | 135 |
| &nbsp;&nbsp;&nbsp;Nomura Co Ltd  | 8700 | 65 |
| &nbsp;&nbsp;&nbsp;Noritz Corp  | 7900 | 85 |
| &nbsp;&nbsp;&nbsp;NS Solutions Corp  | 6100 | 152 |
| &nbsp;&nbsp;&nbsp;Obara Group Inc  | 1400 | 35 |
| &nbsp;&nbsp;&nbsp;OBIC Business Consultants Co Ltd  | 1500 | 51 |
| &nbsp;&nbsp;&nbsp;Okabe Co Ltd  | 6100 | 32 |
| &nbsp;&nbsp;&nbsp;Okamura Corp  | 11400 | 117 |
| &nbsp;&nbsp;&nbsp;Omron Corp  | 10600 | 546 |
| &nbsp;&nbsp;&nbsp;One Career Inc \* | 1400 | 39 |
| &nbsp;&nbsp;&nbsp;Optim Corp \* | 17100 | 146 |
| &nbsp;&nbsp;&nbsp;Oracle Corp Japan \* | 10400 | 610 |
| &nbsp;&nbsp;&nbsp;ORIX Corp  | 1332700 | 21368 |
| &nbsp;&nbsp;&nbsp;Oro Co Ltd  | 2800 | 38 |
| &nbsp;&nbsp;&nbsp;Pack Corp/The  | 2500 | 46 |
| &nbsp;&nbsp;&nbsp;Pegasus Sewing Machine Manufacturing Co Ltd  | 4100 | 29 |
| &nbsp;&nbsp;&nbsp;Persol Holdings Co Ltd  | 7100 | 163 |
| &nbsp;&nbsp;&nbsp;Pickles Holdings Co Ltd  | 3100 | 24 |
| &nbsp;&nbsp;&nbsp;Pigeon Corp  | 225200 | 3340 |
| &nbsp;&nbsp;&nbsp;Prestige International Inc  | 15900 | 82 |
| &nbsp;&nbsp;&nbsp;Pronexus Inc  | 16200 | 113 |
| &nbsp;&nbsp;&nbsp;Proto Corp  | 3800 | 35 |
| &nbsp;&nbsp;&nbsp;QB Net Holdings Co Ltd  | 3500 | 38 |
| &nbsp;&nbsp;&nbsp;Qol Holdings Co Ltd  | 12600 | 104 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 395600 | 12667 |
| &nbsp;&nbsp;&nbsp;Resona Holdings Inc  | 5309800 | 25289 |
| &nbsp;&nbsp;&nbsp;Ricoh Co Ltd  | 24800 | 195 |
| &nbsp;&nbsp;&nbsp;Riso Kagaku Corp  | 2300 | 40 |
| &nbsp;&nbsp;&nbsp;Rock Field Co Ltd  | 3700 | 39 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co Ltd  | 90900 | 959 |
| &nbsp;&nbsp;&nbsp;S Foods Inc  | 3300 | 69 |
| &nbsp;&nbsp;&nbsp;Sakai Heavy Industries Ltd  | 1000 | 25 |
| &nbsp;&nbsp;&nbsp;Sakai Moving Service Co Ltd  | 1000 | 33 |
| &nbsp;&nbsp;&nbsp;San ju San Financial Group Inc  | 5300 | 57 |
| &nbsp;&nbsp;&nbsp;Sanyo Denki Co Ltd  | 700 | 32 |
| &nbsp;&nbsp;&nbsp;Sato Holdings Corp  | 4200 | 60 |
| &nbsp;&nbsp;&nbsp;SB Technology Corp  | 5100 | 77 |
| &nbsp;&nbsp;&nbsp;Scroll Corp  | 27900 | 143 |
| &nbsp;&nbsp;&nbsp;Secom Co Ltd  | 5400 | 330 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 105800 | 1648 |
| &nbsp;&nbsp;&nbsp;Seino Holdings Co Ltd  | 9200 | 80 |
| &nbsp;&nbsp;&nbsp;Sekisui Jushi Corp  | 5200 | 68 |
| &nbsp;&nbsp;&nbsp;Seria Co Ltd  | 4000 | 73 |
| &nbsp;&nbsp;&nbsp;Seven & i Holdings Co Ltd  | 193100 | 7775 |
| &nbsp;&nbsp;&nbsp;Shibaura Machine Co Ltd  | 8200 | 164 |
| &nbsp;&nbsp;&nbsp;Shibusawa Warehouse Co Ltd/The  | 2400 | 36 |
| &nbsp;&nbsp;&nbsp;Shimamura Co Ltd  | 67800 | 6092 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 42400 | 7248 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Shimojima Co Ltd  | 3500 | $24 |
| &nbsp;&nbsp;&nbsp;Shinagawa Refractories Co Ltd  | 1300 | 37 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co Ltd  | 28700 | 3675 |
| &nbsp;&nbsp;&nbsp;Shinnihon Corp  | 3800 | 21 |
| &nbsp;&nbsp;&nbsp;Shinnihonseiyaku Co Ltd  | 6200 | 61 |
| &nbsp;&nbsp;&nbsp;Shofu Inc  | 1700 | 30 |
| &nbsp;&nbsp;&nbsp;Showa Denko KK  | 1733000 | 27628 |
| &nbsp;&nbsp;&nbsp;SIGMAXYZ Holdings Inc  | 10700 | 105 |
| &nbsp;&nbsp;&nbsp;SMK Corp  | 1400 | 27 |
| &nbsp;&nbsp;&nbsp;SMS Co Ltd \* | 435000 | 11561 |
| &nbsp;&nbsp;&nbsp;Sodick Co Ltd  | 12000 | 66 |
| &nbsp;&nbsp;&nbsp;Sohgo Security Services Co Ltd  | 10400 | 280 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 84900 | 3706 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 185859 | 15237 |
| &nbsp;&nbsp;&nbsp;Sprix Ltd  | 2400 | 17 |
| &nbsp;&nbsp;&nbsp;Star Micronics Co Ltd  | 14100 | 179 |
| &nbsp;&nbsp;&nbsp;Studio Alice Co Ltd  | 4400 | 66 |
| &nbsp;&nbsp;&nbsp;Subaru Corp  | 1033300 | 17514 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Construction Co Ltd  | 95000 | 289 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc  | 171500 | 5760 |
| &nbsp;&nbsp;&nbsp;Sun-Wa Technos Corp  | 2900 | 32 |
| &nbsp;&nbsp;&nbsp;Suzuken Co Ltd/Aichi Japan  | 7200 | 192 |
| &nbsp;&nbsp;&nbsp;Syuppin Co Ltd  | 3400 | 36 |
| &nbsp;&nbsp;&nbsp;T&D Holdings Inc  | 484600 | 5830 |
| &nbsp;&nbsp;&nbsp;Tadano Ltd  | 14000 | 100 |
| &nbsp;&nbsp;&nbsp;Takamatsu Construction Group Co Ltd  | 1600 | 23 |
| &nbsp;&nbsp;&nbsp;Takaoka Toko Co Ltd  | 4000 | 54 |
| &nbsp;&nbsp;&nbsp;Takara Holdings Inc  | 27000 | 209 |
| &nbsp;&nbsp;&nbsp;Takara Standard Co Ltd  | 15500 | 148 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 492500 | 14331 |
| &nbsp;&nbsp;&nbsp;Takuma Co Ltd  | 12000 | 111 |
| &nbsp;&nbsp;&nbsp;Tayca Corp  | 4400 | 41 |
| &nbsp;&nbsp;&nbsp;Teikoku Electric Manufacturing Co Ltd  | 6900 | 118 |
| &nbsp;&nbsp;&nbsp;Temairazu Inc  | 1400 | 53 |
| &nbsp;&nbsp;&nbsp;TIS Inc  | 126200 | 3573 |
| &nbsp;&nbsp;&nbsp;Tocalo Co Ltd  | 4000 | 36 |
| &nbsp;&nbsp;&nbsp;Tochigi Bank Ltd/The  | 17500 | 41 |
| &nbsp;&nbsp;&nbsp;Toei Animation Co Ltd  | 95200 | 10131 |
| &nbsp;&nbsp;&nbsp;Toho Bank Ltd/The  | 22100 | 33 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 52200 | 804 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 572800 | 11693 |
| &nbsp;&nbsp;&nbsp;Tokyo Seimitsu Co Ltd  | 31900 | 1012 |
| &nbsp;&nbsp;&nbsp;Tokyotokeiba Co Ltd  | 14400 | 421 |
| &nbsp;&nbsp;&nbsp;Tokyu Construction Co Ltd  | 20900 | 99 |
| &nbsp;&nbsp;&nbsp;Tomy Co Ltd  | 33000 | 300 |
| &nbsp;&nbsp;&nbsp;Topcon Corp  | 22500 | 272 |
| &nbsp;&nbsp;&nbsp;Toray Industries Inc  | 2154900 | 11481 |
| &nbsp;&nbsp;&nbsp;Toyo Engineering Corp \* | 8200 | 35 |
| &nbsp;&nbsp;&nbsp;Transcosmos Inc \* | 4500 | 106 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan \* | 63500 | 3153 |
| &nbsp;&nbsp;&nbsp;Trusco Nakayama Corp  | 2400 | 36 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Chain Co  | 4700 | 107 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Tsuruha Holdings Inc  | 3800 | $| 244 |
| &nbsp;&nbsp;&nbsp;Ubicom Holdings Inc \* | 2300 |  | 39 |
| &nbsp;&nbsp;&nbsp;Ushio Inc  | 31000 |  | 403 |
| &nbsp;&nbsp;&nbsp;USS Co Ltd  | 17100 |  | 284 |
| &nbsp;&nbsp;&nbsp;UT Group Co Ltd  | 2700 |  | 53 |
| &nbsp;&nbsp;&nbsp;V Technology Co Ltd  | 7200 |  | 141 |
| &nbsp;&nbsp;&nbsp;Valor Holdings Co Ltd  | 3300 |  | 42 |
| &nbsp;&nbsp;&nbsp;ValueCommerce Co Ltd  | 4900 |  | 75 |
| &nbsp;&nbsp;&nbsp;Vector Inc  | 21500 |  | 201 |
| &nbsp;&nbsp;&nbsp;VINX Corp  | 3200 |  | 39 |
| &nbsp;&nbsp;&nbsp;Visional Inc \* | 2200 |  | 166 |
| &nbsp;&nbsp;&nbsp;Waseda Academy Co Ltd  | 3800 |  | 32 |
| &nbsp;&nbsp;&nbsp;Will Group Inc  | 3600 |  | 36 |
| &nbsp;&nbsp;&nbsp;Wowow Inc  | 2300 |  | 21 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 13700 |  | 93 |
| &nbsp;&nbsp;&nbsp;YAMABIKO Corp  | 11700 |  | 96 |
| &nbsp;&nbsp;&nbsp;YAMADA Consulting Group Co Ltd  | 2000 |  | 16 |
| &nbsp;&nbsp;&nbsp;Yamae Group Holdings Co Ltd  | 4100 |  | 42 |
| &nbsp;&nbsp;&nbsp;Yamaichi Electronics Co Ltd  | 10700 |  | 144 |
| &nbsp;&nbsp;&nbsp;Yamazen Corp  | 12800 |  | 93 |
| &nbsp;&nbsp;&nbsp;Yokogawa Electric Corp  | 6800 |  | 127 |
| &nbsp;&nbsp;&nbsp;Yokowo Co Ltd  | 11200 |  | 196 |
| &nbsp;&nbsp;&nbsp;Yondenko Corp  | 1900 |  | 24 |
| &nbsp;&nbsp;&nbsp;Yossix Holdings Co Ltd  | 3400 |  | 52 |
| &nbsp;&nbsp;&nbsp;Yushin Precision Equipment Co Ltd  | 5700 |  | 28 |
| &nbsp;&nbsp;&nbsp;Zenrin Co Ltd  | 6200 |  | 39 |
| &nbsp;&nbsp;&nbsp;ZIGExN Co Ltd  | 23400 |  | 61 |
|  |  |  | 776084 |
| **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 874930 |  | 23737 |
| **Macao — 0.9%** | **Macao — 0.9%** | **Macao — 0.9%** | **Macao — 0.9%** |
| &nbsp;&nbsp;&nbsp;Galaxy Entertainment Group Ltd \* | 5202000 |  | 31647 |
| &nbsp;&nbsp;&nbsp;Sands China Ltd \* | 16053600 |  | 43921 |
|  |  |  | 75568 |
| **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Alliance Bank Malaysia Bhd  | 315700 |  | 276 |
| &nbsp;&nbsp;&nbsp;Berjaya Food Bhd  | 289400 |  | 67 |
| &nbsp;&nbsp;&nbsp;British American Tobacco Malaysia Bhd  | 27100 |  | 69 |
| &nbsp;&nbsp;&nbsp;Carlsberg Brewery Malaysia Bhd  | 19300 |  | 99 |
| &nbsp;&nbsp;&nbsp;Gamuda Bhd  | 410000 |  | 368 |
| &nbsp;&nbsp;&nbsp;Gas Malaysia Bhd  | 125900 |  | 95 |
| &nbsp;&nbsp;&nbsp;Genting Plantations Bhd (Malaysia)  | 49600 |  | 69 |
| &nbsp;&nbsp;&nbsp;Heineken Malaysia Bhd  | 32700 |  | 185 |
| &nbsp;&nbsp;&nbsp;Hong Leong Financial Group Bhd  | 142120 |  | 593 |
| &nbsp;&nbsp;&nbsp;IOI Corp Bhd  | 446900 |  | 385 |
| &nbsp;&nbsp;&nbsp;Pantech Group Holdings Bhd  | 216400 |  | 35 |
| &nbsp;&nbsp;&nbsp;Petron Malaysia Refining & Marketing Bhd  | 15700 |  | 15 |
| &nbsp;&nbsp;&nbsp;Petronas Gas Bhd  | 143900 |  | 544 |
| &nbsp;&nbsp;&nbsp;RHB Bank Bhd  | 819100 |  | 1038 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 807800 |  | 775 |
|  |  |  | 4613 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Mexico — 0.5%** | **Mexico — 0.5%** | **Mexico — 0.5%** |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 113310 | $939 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte SAB de CV ADR (B) | 177684 | 12353 |
| &nbsp;&nbsp;&nbsp;Ternium SA ADR  | 221585 | 6978 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 4854207 | 19105 |
|  |  | 39375 |
| **Netherlands — 4.7%** | **Netherlands — 4.7%** | **Netherlands — 4.7%** |
| &nbsp;&nbsp;&nbsp;Adyen NV \* | 3990 | 6219 |
| &nbsp;&nbsp;&nbsp;Argenx SE ADR \* | 8420 | 3351 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV  | 63267 | 38220 |
| &nbsp;&nbsp;&nbsp;EXOR NV \* | 42585 | 3308 |
| &nbsp;&nbsp;&nbsp;HAL Trust  | 1071 | 138 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 39809 | 2982 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 5234148 | 62806 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 1217070 | 35095 |
| &nbsp;&nbsp;&nbsp;Koninklijke Philips NV  | 2141084 | 31746 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 750094 | 31719 |
| &nbsp;&nbsp;&nbsp;OCI NV  | 246186 | 10312 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 843878 | 48366 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 1392867 | 47073 |
| &nbsp;&nbsp;&nbsp;TomTom NV \* | 3305 | 27 |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV  | 539974 | 12706 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 412438 | 44977 |
|  |  | 379045 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| &nbsp;&nbsp;&nbsp;Mainfreight Ltd  | 641 | 29 |
| **Norway — 1.1%** | **Norway — 1.1%** | **Norway — 1.1%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA  | 158610 | 5450 |
| &nbsp;&nbsp;&nbsp;AutoStore Holdings Ltd \* | 2599057 | 4761 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA  | 1695846 | 32704 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 906288 | 34470 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 479855 | 9148 |
| &nbsp;&nbsp;&nbsp;Hoegh Autoliners ASA  | 23870 | 139 |
| &nbsp;&nbsp;&nbsp;Kongsberg Gruppen ASA  | 16965 | 695 |
| &nbsp;&nbsp;&nbsp;MPC Container Ships ASA  | 291948 | 548 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro ASA  | 115991 | 863 |
|  |  | 88778 |
| **Philippines — 0.0%** | **Philippines — 0.0%** | **Philippines — 0.0%** |
| &nbsp;&nbsp;&nbsp;LT Group Inc  | 410700 | 68 |
| &nbsp;&nbsp;&nbsp;Puregold Price Club Inc  | 120000 | 76 |
| &nbsp;&nbsp;&nbsp;Semirara Mining & Power Corp, Cl A  | 206500 | 123 |
|  |  | 267 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| &nbsp;&nbsp;&nbsp;Bank Handlowy w Warszawie SA  | 10916 | 179 |
| &nbsp;&nbsp;&nbsp;Cognor Holding SA  | 41096 | 36 |
| &nbsp;&nbsp;&nbsp;Enea SA \* | 159279 | 205 |
| &nbsp;&nbsp;&nbsp;Orange Polska SA \* | 329556 | 465 |
| &nbsp;&nbsp;&nbsp;PGE Polska Grupa Energetyczna SA \* | 730635 | 1056 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Powszechny Zaklad Ubezpieczen SA  | 1033569 | $| 7313 |
|  |  |  | 9254 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 338651 |  | 7476 |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 11586 |  | 47 |
|  |  |  | 7523 |
| **Qatar — 0.2%** | **Qatar — 0.2%** | **Qatar — 0.2%** | **Qatar — 0.2%** |
| &nbsp;&nbsp;&nbsp;Aamal Co  | 623035 |  | 176 |
| &nbsp;&nbsp;&nbsp;Gulf International Services QSC \* | 152244 |  | 66 |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 937623 |  | 3857 |
| &nbsp;&nbsp;&nbsp;Mekdam Holding Group  | 11947 |  | 26 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 654105 |  | 1593 |
| &nbsp;&nbsp;&nbsp;Qatar Insurance Co SAQ  | 283249 |  | 156 |
| &nbsp;&nbsp;&nbsp;Qatar National Bank QPSC  | 1134214 |  | 6132 |
| &nbsp;&nbsp;&nbsp;Qatari Investors Group QSC  | 229054 |  | 117 |
|  |  |  | 12123 |
| **Saudi Arabia — 0.8%** | **Saudi Arabia — 0.8%** | **Saudi Arabia — 0.8%** | **Saudi Arabia — 0.8%** |
| &nbsp;&nbsp;&nbsp;Abdullah Al Othaim Markets Co  | 2479 |  | 76 |
| &nbsp;&nbsp;&nbsp;Al Hammadi Holding  | 38218 |  | 429 |
| &nbsp;&nbsp;&nbsp;Alamar Foods  | 1279 |  | 49 |
| &nbsp;&nbsp;&nbsp;Alinma Bank  | 442817 |  | 4099 |
| &nbsp;&nbsp;&nbsp;Arab National Bank  | 198187 |  | 1832 |
| &nbsp;&nbsp;&nbsp;Arabian Cement Co/Saudi Arabia  | 79732 |  | 731 |
| &nbsp;&nbsp;&nbsp;Arabian Centres Co Ltd  | 19631 |  | 104 |
| &nbsp;&nbsp;&nbsp;Arabian Internet & Communications Services Co  | 26293 |  | 1736 |
| &nbsp;&nbsp;&nbsp;Astra Industrial Group  | 142790 |  | 2006 |
| &nbsp;&nbsp;&nbsp;Banque Saudi Fransi  | 83085 |  | 952 |
| &nbsp;&nbsp;&nbsp;Bawan Co  | 143143 |  | 1320 |
| &nbsp;&nbsp;&nbsp;Dar Al Arkan Real Estate Development Co \* | 664375 |  | 2453 |
| &nbsp;&nbsp;&nbsp;Etihad Etisalat Co  | 980982 |  | 9568 |
| &nbsp;&nbsp;&nbsp;Kingdom Holding Co  | 113492 |  | 241 |
| &nbsp;&nbsp;&nbsp;Mobile Telecommunications Co Saudi Arabia \* | 103552 |  | 309 |
| &nbsp;&nbsp;&nbsp;Nahdi Medical Co  | 5133 |  | 261 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 327434 |  | 3172 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 952255 |  | 21207 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 1190718 |  | 7896 |
| &nbsp;&nbsp;&nbsp;Saudi Investment Bank/The  | 206609 |  | 1038 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 490964 |  | 5047 |
| &nbsp;&nbsp;&nbsp;Saudia Dairy & Foodstuff Co  | 7370 |  | 428 |
| &nbsp;&nbsp;&nbsp;Savola Group/The  | 28214 |  | 216 |
|  |  |  | 65170 |
| **Singapore — 0.4%** | **Singapore — 0.4%** | **Singapore — 0.4%** | **Singapore — 0.4%** |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 441900 |  | 11444 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 103200 |  | 2286 |
| &nbsp;&nbsp;&nbsp;Sembcorp Industries Ltd  | 271900 |  | 639 |
| &nbsp;&nbsp;&nbsp;Singapore Technologies Engineering Ltd  | 171700 |  | 432 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 401229 |  | 15367 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;STMicroelectronics NV, Cl Y  | 29966 | $| 1165 |
|  |  |  | 31333 |
| **South Africa — 0.5%** | **South Africa — 0.5%** | **South Africa — 0.5%** | **South Africa — 0.5%** |
| &nbsp;&nbsp;&nbsp;ArcelorMittal South Africa Ltd \* | 135846 |  | 37 |
| &nbsp;&nbsp;&nbsp;Astral Foods Ltd  | 5512 |  | 55 |
| &nbsp;&nbsp;&nbsp;Clicks Group Ltd  | 823622 |  | 14292 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 32917 |  | 437 |
| &nbsp;&nbsp;&nbsp;Investec Ltd  | 16991 |  | 104 |
| &nbsp;&nbsp;&nbsp;Motus Holdings Ltd  | 28520 |  | 196 |
| &nbsp;&nbsp;&nbsp;Ninety One Ltd  | 52579 |  | 125 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd  | 106592 |  | 308 |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings Ltd  | 284540 |  | 4257 |
| &nbsp;&nbsp;&nbsp;Thungela Resources Ltd  | 34843 |  | 638 |
| &nbsp;&nbsp;&nbsp;Tiger Brands Ltd  | 1763545 |  | 20127 |
|  |  |  | 40576 |
| **South Korea — 4.8%** | **South Korea — 4.8%** | **South Korea — 4.8%** | **South Korea — 4.8%** |
| &nbsp;&nbsp;&nbsp;BNK Financial Group Inc  | 875082 |  | 4959 |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 265819 |  | 11703 |
| &nbsp;&nbsp;&nbsp;Daishin Securities Co Ltd  | 13242 |  | 149 |
| &nbsp;&nbsp;&nbsp;DGB Financial Group Inc  | 160918 |  | 975 |
| &nbsp;&nbsp;&nbsp;Fila Holdings Corp  | 1070000 |  | 27240 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 1691840 |  | 57864 |
| &nbsp;&nbsp;&nbsp;Hanwha Aerospace Co Ltd  | 10965 |  | 608 |
| &nbsp;&nbsp;&nbsp;Ilshin Spinning Co Ltd  | 206 |  | 16 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 250766 |  | 9957 |
| &nbsp;&nbsp;&nbsp;KT Corp  | 220354 |  | 6290 |
| &nbsp;&nbsp;&nbsp;KT Corp ADR  | 444846 |  | 6344 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 554420 |  | 42069 |
| &nbsp;&nbsp;&nbsp;LG Corp  | 595460 |  | 38402 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 166569 |  | 12569 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings Inc  | 28860 |  | 6606 |
| &nbsp;&nbsp;&nbsp;Sajodaerim Corp  | 1585 |  | 31 |
| &nbsp;&nbsp;&nbsp;Samsung Card Co Ltd  | 11760 |  | 290 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 1954236 |  | 93899 |
| &nbsp;&nbsp;&nbsp;Shinhan Financial Group Co Ltd  | 663732 |  | 19242 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 1153214 |  | 43967 |
| &nbsp;&nbsp;&nbsp;SPC Samlip Co Ltd  | 642 |  | 34 |
| &nbsp;&nbsp;&nbsp;Taeyoung Engineering & Construction Co Ltd  | 9553 |  | 36 |
| &nbsp;&nbsp;&nbsp;Unid Co Ltd  | 3050 |  | 230 |
| &nbsp;&nbsp;&nbsp;UNIDBTPLUS CO LTD \* | 4782 |  | 23 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 202484 |  | 2023 |
|  |  |  | 385526 |
| **Spain — 1.2%** | **Spain — 1.2%** | **Spain — 1.2%** | **Spain — 1.2%** |
| &nbsp;&nbsp;&nbsp;Amadeus IT Group SA, Cl A \* | 602400 |  | 32228 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA  | 6383225 |  | 23482 |
| &nbsp;&nbsp;&nbsp;Cia de Distribucion Integral Logista Holdings SA  | 1410 |  | 33 |
| &nbsp;&nbsp;&nbsp;Corp ACCIONA Energias Renovables SA  | 113182 |  | 4442 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 1348679 |  | 34835 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Laboratorios Farmaceuticos Rovi SA  | 3391 | $| 129 |
|  |  |  | 95149 |
| **Sweden — 1.2%** | **Sweden — 1.2%** | **Sweden — 1.2%** | **Sweden — 1.2%** |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Cl B  | 637469 |  | 14395 |
| &nbsp;&nbsp;&nbsp;Bilia AB, Cl A  | 9595 |  | 106 |
| &nbsp;&nbsp;&nbsp;Clas Ohlson AB, Cl B  | 11877 |  | 87 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 919990 |  | 22185 |
| &nbsp;&nbsp;&nbsp;H & M Hennes & Mauritz AB, Cl B  | 950690 |  | 10498 |
| &nbsp;&nbsp;&nbsp;Hexagon AB, Cl B  | 1218451 |  | 13722 |
| &nbsp;&nbsp;&nbsp;Inwido AB  | 8333 |  | 82 |
| &nbsp;&nbsp;&nbsp;Securitas AB, Cl B  | 3185669 |  | 25735 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B  | 1507439 |  | 9370 |
| &nbsp;&nbsp;&nbsp;Volvo AB, Cl B  | 30084 |  | 544 |
|  |  |  | 96724 |
| **Switzerland — 4.7%** | **Switzerland — 4.7%** | **Switzerland — 4.7%** | **Switzerland — 4.7%** |
| &nbsp;&nbsp;&nbsp;Belimo Holding AG  | 516 |  | 237 |
| &nbsp;&nbsp;&nbsp;Calida Holding AG  | 1116 |  | 55 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 109563 |  | 14425 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group AG  | 1354824 |  | 4116 |
| &nbsp;&nbsp;&nbsp;dormakaba Holding AG  | 273 |  | 97 |
| &nbsp;&nbsp;&nbsp;Georg Fischer AG  | 678 |  | 41 |
| &nbsp;&nbsp;&nbsp;Julius Baer Group Ltd  | 99372 |  | 5685 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 80680 |  | 19467 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 25310 |  | 13225 |
| &nbsp;&nbsp;&nbsp;Nestle SA  | 371870 |  | 43959 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 141086 |  | 12465 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 29950 |  | 29638 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 327000 |  | 106078 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 57868 |  | 14923 |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG  | 105168 |  | 12190 |
| &nbsp;&nbsp;&nbsp;Swatch Group AG/The, Cl B  | 252283 |  | 67047 |
| &nbsp;&nbsp;&nbsp;u-blox Holding AG  | 3173 |  | 410 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 1658674 |  | 30398 |
| &nbsp;&nbsp;&nbsp;Zehnder Group AG  | 2587 |  | 153 |
|  |  |  | 374609 |
| **Taiwan — 2.3%** | **Taiwan — 2.3%** | **Taiwan — 2.3%** | **Taiwan — 2.3%** |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 1139000 |  | 9900 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 1945800 |  | 10446 |
| &nbsp;&nbsp;&nbsp;General Interface Solution Holding Ltd  | 777184 |  | 2261 |
| &nbsp;&nbsp;&nbsp;Grape King Bio Ltd  | 41000 |  | 189 |
| &nbsp;&nbsp;&nbsp;Holtek Semiconductor Inc  | 364000 |  | 849 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 13164000 |  | 43103 |
| &nbsp;&nbsp;&nbsp;Lanner Electronics Inc  | 44000 |  | 137 |
| &nbsp;&nbsp;&nbsp;Largan Precision Co Ltd  | 560000 |  | 42194 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp  | 1636000 |  | 3491 |
| &nbsp;&nbsp;&nbsp;Novatek Microelectronics Corp  | 505000 |  | 4948 |
| &nbsp;&nbsp;&nbsp;Pacific Construction Co  | 21000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 4924000 |  | 5186 |
| &nbsp;&nbsp;&nbsp;Radiant Opto-Electronics Corp  | 35000 |  | 120 |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp  | 658000 |  | 6841 |
| &nbsp;&nbsp;&nbsp;Rodex Fasteners Corp  | 34000 |  | 82 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Simplo Technology Co Ltd  | 425000 | $| 4212 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 1703000 |  | 27350 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 232073 |  | 19257 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 1938922 |  | 1427 |
|  |  |  | 181999 |
| **Thailand — 1.6%** | **Thailand — 1.6%** | **Thailand — 1.6%** | **Thailand — 1.6%** |
| &nbsp;&nbsp;&nbsp;Bangchak Corp PCL NVDR  | 1013100 |  | 923 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 1761600 |  | 7238 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL NVDR  | 1225100 |  | 5033 |
| &nbsp;&nbsp;&nbsp;Bangkok Chain Hospital PCL  | 306500 |  | 177 |
| &nbsp;&nbsp;&nbsp;Bank of Ayudhya PCL  | 37100 |  | 33 |
| &nbsp;&nbsp;&nbsp;Banpu PCL NVDR  | 15688300 |  | 5866 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital PCL NVDR  | 114200 |  | 739 |
| &nbsp;&nbsp;&nbsp;Eastern Water Resources Development and Management PCL NVDR  | 230700 |  | 36 |
| &nbsp;&nbsp;&nbsp;Electricity Generating PCL NVDR  | 11100 |  | 54 |
| &nbsp;&nbsp;&nbsp;Esso Thailand PCL NVDR  | 2776700 |  | 958 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL  | 953300 |  | 1156 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL NVDR  | 160800 |  | 195 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL  | 1015300 |  | 509 |
| &nbsp;&nbsp;&nbsp;Lam Soon Thailand PCL  | 90000 |  | 13 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL NVDR  | 342700 |  | 169 |
| &nbsp;&nbsp;&nbsp;Minor International PCL \* | 37802700 |  | 33278 |
| &nbsp;&nbsp;&nbsp;Pruksa Holding PCL  | 108900 |  | 37 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL  | 1111900 |  | 5929 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL NVDR  | 2746600 |  | 14645 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL  | 14400 |  | 20 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 3245500 |  | 3071 |
| &nbsp;&nbsp;&nbsp;Rajthanee Hospital PCL  | 27400 |  | 24 |
| &nbsp;&nbsp;&nbsp;Regional Container Lines PCL  | 185900 |  | 159 |
| &nbsp;&nbsp;&nbsp;Sabina PCL NVDR  | 51100 |  | 34 |
| &nbsp;&nbsp;&nbsp;SCB X PCL  | 15212900 |  | 45676 |
| &nbsp;&nbsp;&nbsp;SISB PCL NVDR  | 259600 |  | 146 |
| &nbsp;&nbsp;&nbsp;Star Petroleum Refining PCL NVDR  | 8984700 |  | 2970 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL  | 75169 |  | 119 |
| &nbsp;&nbsp;&nbsp;Thoresen Thai Agencies PCL NVDR  | 191400 |  | 44 |
| &nbsp;&nbsp;&nbsp;TTW PCL NVDR  | 216100 |  | 54 |
|  |  |  | 129305 |
| **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** |
| &nbsp;&nbsp;&nbsp;Agesa Hayat ve Emeklilik AS \* | 111784 |  | 248 |
| &nbsp;&nbsp;&nbsp;Akbank TAS  | 6100352 |  | 5679 |
| &nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik Ve Malt Sanayii AS  | 367358 |  | 1275 |
| &nbsp;&nbsp;&nbsp;Migros Ticaret AS \* | 17656 |  | 127 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi AS  | 1263232 |  | 822 |
|  |  |  | 8151 |
| **United Arab Emirates — 0.4%** | **United Arab Emirates — 0.4%** | **United Arab Emirates — 0.4%** | **United Arab Emirates — 0.4%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Commercial Bank PJSC  | 3365006 |  | 8979 |
| &nbsp;&nbsp;&nbsp;Air Arabia PJSC  | 1261348 |  | 714 |
| &nbsp;&nbsp;&nbsp;Dubai Electricity & Water Authority PJSC  | 1306482 |  | 829 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Dubai Islamic Bank PJSC  | 2347497 | $| 3642 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 9225779 |  | 15339 |
| &nbsp;&nbsp;&nbsp;Emirates NBD Bank PJSC  | 390550 |  | 1410 |
| &nbsp;&nbsp;&nbsp;Multiply Group \* | 2907369 |  | 3868 |
| &nbsp;&nbsp;&nbsp;Sharjah Islamic Bank  | 85564 |  | 47 |
|  |  |  | 34828 |
| **United Kingdom — 16.2%** | **United Kingdom — 16.2%** | **United Kingdom — 16.2%** | **United Kingdom — 16.2%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 50785 |  | 15283 |
| &nbsp;&nbsp;&nbsp;AG Barr PLC  | 5335 |  | 32 |
| &nbsp;&nbsp;&nbsp;Allfunds Group Plc  | 575802 |  | 4265 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 715810 |  | 29406 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 85402 |  | 26328 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 138113 |  | 14732 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC  | 288633 |  | 17407 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 184686 |  | 24698 |
| &nbsp;&nbsp;&nbsp;Aviva PLC  | 8223697 |  | 43873 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 415980 |  | 4071 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  | 5711210 |  | 11039 |
| &nbsp;&nbsp;&nbsp;BP PLC  | 7818031 |  | 46131 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 214860 |  | 8705 |
| &nbsp;&nbsp;&nbsp;Centrica PLC  | 3805021 |  | 4340 |
| &nbsp;&nbsp;&nbsp;Clarkson PLC  | 1023 |  | 38 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 1890672 |  | 30151 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC (B) | 248295 |  | 13182 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 842013 |  | 18968 |
| &nbsp;&nbsp;&nbsp;ConvaTec Group PLC  | 10167104 |  | 28107 |
| &nbsp;&nbsp;&nbsp;Dechra Pharmaceuticals PLC  | 227157 |  | 7413 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 1148239 |  | 52397 |
| &nbsp;&nbsp;&nbsp;Diploma PLC  | 146184 |  | 4940 |
| &nbsp;&nbsp;&nbsp;dotdigital group plc  | 7099 |  | 8 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 41826 |  | 3208 |
| &nbsp;&nbsp;&nbsp;Entain PLC  | 1208854 |  | 20449 |
| &nbsp;&nbsp;&nbsp;FDM Group Holdings PLC  | 9669 |  | 85 |
| &nbsp;&nbsp;&nbsp;Ferguson PLC  | 144419 |  | 16268 |
| &nbsp;&nbsp;&nbsp;Ferrexpo PLC  | 2445271 |  | 4208 |
| &nbsp;&nbsp;&nbsp;Fertiglobe PLC  | 9389008 |  | 11819 |
| &nbsp;&nbsp;&nbsp;Firstgroup PLC  | 96128 |  | 119 |
| &nbsp;&nbsp;&nbsp;Frasers Group PLC \* | 30969 |  | 335 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 4110102 |  | 27714 |
| &nbsp;&nbsp;&nbsp;Globaltrans Investment PLC GDR \*(A) | 6013 |  |  |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 4590911 |  | 77135 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 194905 |  | 6742 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 709082 |  | 2435 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  | 3408888 |  | 20637 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 1902219 |  | 48345 |
| &nbsp;&nbsp;&nbsp;Inchcape PLC  | 41188 |  | 412 |
| &nbsp;&nbsp;&nbsp;Indivior PLC \* | 49018 |  | 1004 |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 6002610 |  | 44479 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 93640 |  | 5385 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 565683 |  | 27405 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 807235 |  | 5037 |
| &nbsp;&nbsp;&nbsp;ITV PLC  | 40019153 |  | 35969 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;J Sainsbury PLC  | 8402347 | $| 22394 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 62562 |  | 20850 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC  | 304753 |  | 30153 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 46253 |  | 116 |
| &nbsp;&nbsp;&nbsp;Morgan Sindall Group PLC  | 1255 |  | 24 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 17024032 |  | 53497 |
| &nbsp;&nbsp;&nbsp;Ninety One PLC (B) | 246179 |  | 580 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd \* | 1785836 |  | 31234 |
| &nbsp;&nbsp;&nbsp;OTP Bank Nyrt  | 95988 |  | 2614 |
| &nbsp;&nbsp;&nbsp;Pagegroup PLC  | 123008 |  | 702 |
| &nbsp;&nbsp;&nbsp;QinetiQ Group PLC  | 12037 |  | 50 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Group PLC  | 152803 |  | 10835 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 849788 |  | 23720 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 4179736 |  | 120876 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC  | 2277740 |  | 29666 |
| &nbsp;&nbsp;&nbsp;Smiths News PLC  | 201 |  |  |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 258030 |  | 5288 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  | 7920633 |  | 58299 |
| &nbsp;&nbsp;&nbsp;SThree PLC  | 3037 |  | 15 |
| &nbsp;&nbsp;&nbsp;TechnipFMC PLC \* | 825149 |  | 10232 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 8183677 |  | 22280 |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC  | 1198831 |  | 13300 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 814697 |  | 40326 |
| &nbsp;&nbsp;&nbsp;WPP PLC  | 4291278 |  | 44563 |
|  |  |  | 1306318 |
| **United States — 3.2%** | **United States — 3.2%** | **United States — 3.2%** | **United States — 3.2%** |
| &nbsp;&nbsp;&nbsp;Atlassian Corp Ltd, Cl A \* | 73580 |  | 9680 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 1018779 |  | 27344 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 893177 |  | 25920 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 252190 |  | 14778 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 388894 |  | 19359 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 510708 |  | 14759 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 64096 |  | 12010 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | 656056 |  | 30920 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd \* | 115483 |  | 4434 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 937321 |  | 28185 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc \* | 3303862 |  | 38688 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 1905069 |  | 27929 |
|  |  |  | 254006 |
| **Vietnam — 0.1%** | **Vietnam — 0.1%** | **Vietnam — 0.1%** | **Vietnam — 0.1%** |
| &nbsp;&nbsp;&nbsp;Vietnam Dairy Products JSC  | 2710800 |  | 9145 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,203,675) ($ Thousands) |  |  | 7623162 |
| **PREFERRED STOCK — 2.2%** | **PREFERRED STOCK — 2.2%** | **PREFERRED STOCK — 2.2%** | **PREFERRED STOCK — 2.2%** |
| **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais (C) | 2964100 |  | 6459 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA \*(C) | 2267600 |  | 11181 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA ADR \*(C) | 1941166 |  | 9667 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (C) | 3006000 | $| 15091 |
|  |  |  | 42398 |
| **Germany — 1.5%** | **Germany — 1.5%** | **Germany — 1.5%** | **Germany — 1.5%** |
| &nbsp;&nbsp;&nbsp;Henkel AG & Co KGaA (C) | 679848 |  | 48115 |
| &nbsp;&nbsp;&nbsp;Sartorius AG (C) | 22857 |  | 8503 |
| &nbsp;&nbsp;&nbsp;Schaeffler AG (C) | 8465 |  | 57 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (C) | 442273 |  | 64641 |
|  |  |  | 121316 |
| **South Korea — 0.2%** | **South Korea — 0.2%** | **South Korea — 0.2%** | **South Korea — 0.2%** |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd (C) | 312729 |  | 13448 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $175,505) ($ Thousands) |  |  | 177162 |
| **EXCHANGE TRADED FUNDS — 0.6%** | **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%** | **United States — 0.6%** |
| &nbsp;&nbsp;&nbsp;iShares MSCI ACWI ex US ETF  | 832783 |  | 39108 |
| &nbsp;&nbsp;&nbsp;iShares Trust iShares ESG Aware MSCI EAFE ETF  | 93970 |  | 6324 |
| Total Exchange Traded Funds  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $40,424) ($ Thousands) |  |  | 45432 |
|  | Number of<br> Rights |  |  |
| **RIGHTS — 0.0%** | **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) |  |  | – |
|  | <br> Shares |  |  |
| **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;3.810% \*\*<sup>†</sup>(D) | 10131087 |  | 10141 |
| Total Affiliated Partnership |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $10,125) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $10,125) ($ Thousands) |  | 10141 |

---

---

| | | |
|:---|:---|:---|
| 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;3.370%\*\*<sup>†</sup> | 31149830 | $31150 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $31,150) ($ Thousands) |  | 31150 |
| Total Investments in Securities — 98.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $7,460,879) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $7,460,879) ($ Thousands)  | $7887047 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

A list of the open futures contracts held by the Fund at November 30, 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 | 294 | Dec-2022 | $10555 | $12003 | $1008 |
| &nbsp;&nbsp;FTSE 100 Index | 67 | Dec-2022 | 5527 | 6063 | 326 |
| &nbsp;&nbsp;Hang Seng Index | 9 | Dec-2022 | 1023 | 1073 | 49 |
| &nbsp;&nbsp;S&P TSX 60 Index | 26 | Dec-2022 | 4493 | 4757 | 251 |
| &nbsp;&nbsp;SPI 200 Index | 31 | Dec-2022 | 3470 | 3794 | 193 |
| &nbsp;&nbsp;TOPIX Index | 58 | Dec-2022 | 7605 | 8272 | 263 |
|  |  |  | $32673 | $35962 | $2090 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $8,050,746 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <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 November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $9,608 ($ Thousands). |
| (C) | No interest rate available. |
| (D) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $10,141 ($ Thousands). |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 7589077 | 34085 |  |  | 7623162 |  |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 177162 |  |  |  | 177162 |  |
| &nbsp;&nbsp;&nbsp;Exchange Traded Funds | 45432 |  |  |  | 45432 |  |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  | ^ |  | ^ |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 10141 |  |  | 10141 |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 31150 | – |  |  | 31150 |  |
| Total Investments in Securities | 7842821 | 44226 |  | ^ | 7887047 |  |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 2090 |  |  | 2090 |
| Total Other Financial Instruments | 2090 |  |  | 2090 |

---

(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 are valued at the unrealized appreciation on the instrument.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $109095 | $252713 | $(351660) | $&nbsp;&nbsp;&nbsp;&nbsp;(4) | $&nbsp;&nbsp;&nbsp;&nbsp;(3) | $10141 | $583 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 182384 | 421353 | (572587) |  |  | 31150 | 1593 |  |
| Totals | $291479 | $674066 | $(924247) | $(4) | $(3) | $41291 | $2176 | $— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Screened World Equity Ex-US Fund**![](fp0081628-1_117.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 94.1%** | **COMMON STOCK — 94.1%** | **COMMON STOCK — 94.1%** |
| **Australia — 5.8%** | **Australia — 5.8%** | **Australia — 5.8%** |
| &nbsp;&nbsp;&nbsp;AIC Mines Ltd \* | 24992 | $8 |
| &nbsp;&nbsp;&nbsp;Ansarada Group Ltd \* | 2656 | 3 |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd  | 43466 | 724 |
| &nbsp;&nbsp;&nbsp;Bathurst Resources Ltd \* | 13502 | 7 |
| &nbsp;&nbsp;&nbsp;BGP Holdings \*(A) | 4500 |  |
| &nbsp;&nbsp;&nbsp;BHP Group Ltd  | 28529 | 874 |
| &nbsp;&nbsp;&nbsp;BlueScope Steel Ltd  | 33687 | 401 |
| &nbsp;&nbsp;&nbsp;ClearView Wealth Ltd/Australia  | 18183 | 6 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 49833 | 932 |
| &nbsp;&nbsp;&nbsp;CSL Ltd  | 1940 | 393 |
| &nbsp;&nbsp;&nbsp;Endeavour Group Ltd/Australia  | 53280 | 250 |
| &nbsp;&nbsp;&nbsp;Enero Group Ltd  | 5703 | 10 |
| &nbsp;&nbsp;&nbsp;GR Engineering Services Ltd  | 49227 | 67 |
| &nbsp;&nbsp;&nbsp;Grange Resources Ltd  | 28832 | 15 |
| &nbsp;&nbsp;&nbsp;IGO Ltd  | 44050 | 464 |
| &nbsp;&nbsp;&nbsp;Image Resources NL  | 124190 | 12 |
| &nbsp;&nbsp;&nbsp;IPD Group  | 6538 | 14 |
| &nbsp;&nbsp;&nbsp;Lindsay Australia  | 31817 | 14 |
| &nbsp;&nbsp;&nbsp;Macmahon Holdings Ltd  | 286343 | 30 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 1860 | 226 |
| &nbsp;&nbsp;&nbsp;Mader Group Ltd  | 10186 | 25 |
| &nbsp;&nbsp;&nbsp;Mineral Resources Ltd  | 8269 | 491 |
| &nbsp;&nbsp;&nbsp;MMA Offshore Ltd \* | 26297 | 13 |
| &nbsp;&nbsp;&nbsp;MotorCycle Holdings Ltd  | 5621 | 9 |
| &nbsp;&nbsp;&nbsp;OM Holdings Ltd  | 112120 | 55 |
| &nbsp;&nbsp;&nbsp;Orica Ltd  | 981 | 10 |
| &nbsp;&nbsp;&nbsp;Pilbara Minerals Ltd \* | 81586 | 261 |
| &nbsp;&nbsp;&nbsp;Propel Funeral Partners  | 4563 | 14 |
| &nbsp;&nbsp;&nbsp;Qantas Airways Ltd \* | 468360 | 1985 |
| &nbsp;&nbsp;&nbsp;ReadyTech Holdings Ltd \* | 3543 | 9 |
| &nbsp;&nbsp;&nbsp;Ridley Corp Ltd  | 37248 | 48 |
| &nbsp;&nbsp;&nbsp;Shaver Shop Group Ltd  | 20315 | 15 |
| &nbsp;&nbsp;&nbsp;South32 Ltd  | 239012 | 655 |
| &nbsp;&nbsp;&nbsp;Sunland Group Ltd  | 12739 | 15 |
| &nbsp;&nbsp;&nbsp;Symbio Holdings Ltd  | 6873 | 14 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Vulcan Steel Ltd  | 557 | $| 3 |
| &nbsp;&nbsp;&nbsp;WiseTech Global Ltd  | 4850 |  | 191 |
| &nbsp;&nbsp;&nbsp;Zimplats Holdings Ltd  | 484 |  | 9 |
|  |  |  | 8272 |
| **Austria — 0.6%** | **Austria — 0.6%** | **Austria — 0.6%** | **Austria — 0.6%** |
| &nbsp;&nbsp;&nbsp;ANDRITZ AG  | 2906 |  | 157 |
| &nbsp;&nbsp;&nbsp;Frequentis AG  | 188 |  | 6 |
| &nbsp;&nbsp;&nbsp;OMV AG  | 8804 |  | 463 |
| &nbsp;&nbsp;&nbsp;Strabag SE  | 389 |  | 16 |
| &nbsp;&nbsp;&nbsp;Wienerberger AG  | 9182 |  | 240 |
|  |  |  | 882 |
| **Belgium — 0.2%** | **Belgium — 0.2%** | **Belgium — 0.2%** | **Belgium — 0.2%** |
| &nbsp;&nbsp;&nbsp;Ion Beam Applications  | 1530 |  | 23 |
| &nbsp;&nbsp;&nbsp;Jensen-Group NV  | 345 |  | 10 |
| &nbsp;&nbsp;&nbsp;Solvay SA  | 1481 |  | 145 |
| &nbsp;&nbsp;&nbsp;Van de Velde NV  | 1911 |  | 64 |
|  |  |  | 242 |
| **Brazil — 1.2%** | **Brazil — 1.2%** | **Brazil — 1.2%** | **Brazil — 1.2%** |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 81800 |  | 535 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 46248 |  | 282 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 72100 |  | 302 |
| &nbsp;&nbsp;&nbsp;MercadoLibre Inc \* | 140 |  | 130 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR  | 28213 |  | 330 |
| &nbsp;&nbsp;&nbsp;Yara International ASA  | 3292 |  | 150 |
|  |  |  | 1729 |
| **Canada — 4.3%** | **Canada — 4.3%** | **Canada — 4.3%** | **Canada — 4.3%** |
| &nbsp;&nbsp;&nbsp;Amerigo Resources Ltd  | 54300 |  | 52 |
| &nbsp;&nbsp;&nbsp;Atco Ltd/Canada, Cl I  | 1200 |  | 38 |
| &nbsp;&nbsp;&nbsp;Bonterra Energy Corp \* | 22600 |  | 130 |
| &nbsp;&nbsp;&nbsp;BRP Inc  | 5215 |  | 387 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 5200 |  | 308 |
| &nbsp;&nbsp;&nbsp;Canfor Corp \* | 17300 |  | 304 |
| &nbsp;&nbsp;&nbsp;Crescent Point Energy Corp  | 28000 |  | 216 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 9960 |  | 605 |
| &nbsp;&nbsp;&nbsp;E-L Financial Corp Ltd, Cl L  | 100 |  | 65 |
| &nbsp;&nbsp;&nbsp;Enbridge Inc  | 6900 |  | 283 |
| &nbsp;&nbsp;&nbsp;Finning International Inc  | 10100 |  | 254 |
| &nbsp;&nbsp;&nbsp;Gear Energy Ltd  | 32300 |  | 28 |
| &nbsp;&nbsp;&nbsp;Hammond Power Solutions Inc, Cl A  | 5300 |  | 85 |
| &nbsp;&nbsp;&nbsp;InPlay Oil Corp  | 15100 |  | 36 |
| &nbsp;&nbsp;&nbsp;Lucara Diamond Corp \* | 31055 |  | 12 |
| &nbsp;&nbsp;&nbsp;Martinrea International Inc  | 2400 |  | 21 |
| &nbsp;&nbsp;&nbsp;Medical Facilities Corp  | 2500 |  | 15 |
| &nbsp;&nbsp;&nbsp;Molson Coors Canada Inc, Cl B  | 600 |  | 32 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 6854 |  | 485 |
| &nbsp;&nbsp;&nbsp;Neo Performance Materials Inc  | 2000 |  | 15 |
| &nbsp;&nbsp;&nbsp;North West Co Inc/The  | 13400 |  | 374 |
| &nbsp;&nbsp;&nbsp;NuVista Energy Ltd \* | 14249 |  | 145 |
| &nbsp;&nbsp;&nbsp;Peyto Exploration & Development Corp  | 1700 |  | 19 |
| &nbsp;&nbsp;&nbsp;PHX Energy Services Corp  | 12429 |  | 71 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Pipestone Energy Corp  | 3400 | $| 8 |
| &nbsp;&nbsp;&nbsp;Pizza Pizza Royalty Corp  | 2700 |  | 27 |
| &nbsp;&nbsp;&nbsp;Polaris Renewable Energy Inc  | 1719 |  | 18 |
| &nbsp;&nbsp;&nbsp;Power Corp of Canada  | 10800 |  | 270 |
| &nbsp;&nbsp;&nbsp;Russel Metals Inc  | 1593 |  | 34 |
| &nbsp;&nbsp;&nbsp;SNC-Lavalin Group Inc  | 59700 |  | 1069 |
| &nbsp;&nbsp;&nbsp;Torex Gold Resources Inc \* | 2701 |  | 25 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 5699 |  | 430 |
| &nbsp;&nbsp;&nbsp;Total Energy Services Inc  | 7500 |  | 48 |
| &nbsp;&nbsp;&nbsp;Trilogy Metals Inc \* | 13000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Uni-Select Inc \* | 1000 |  | 34 |
| &nbsp;&nbsp;&nbsp;WSP Global Inc  | 2250 |  | 268 |
|  |  |  | 6218 |
| **China — 7.6%** | **China — 7.6%** | **China — 7.6%** | **China — 7.6%** |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 94000 |  | 32 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 3869 |  | 339 |
| &nbsp;&nbsp;&nbsp;Anton Oilfield Services Group \* | 492000 |  | 20 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 240000 |  | 85 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 8000 |  | 204 |
| &nbsp;&nbsp;&nbsp;China CITIC Bank Corp Ltd, Cl H  | 166000 |  | 74 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 123000 |  | 114 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 1288000 |  | 780 |
| &nbsp;&nbsp;&nbsp;China Index Holdings Ltd ADR \* | 5937 |  | 5 |
| &nbsp;&nbsp;&nbsp;China Pacific Insurance Group Co Ltd, Cl H  | 138000 |  | 314 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 242000 |  | 1125 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 1251000 |  | 627 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 7790 |  | 223 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 88000 |  | 68 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 240000 |  | 205 |
| &nbsp;&nbsp;&nbsp;LONGi Green Energy Technology Co Ltd, Cl A  | 187108 |  | 1214 |
| &nbsp;&nbsp;&nbsp;Midea Group Co Ltd, Cl A  | 194400 |  | 1323 |
| &nbsp;&nbsp;&nbsp;New China Life Insurance Co Ltd, Cl H  | 68300 |  | 160 |
| &nbsp;&nbsp;&nbsp;Oppein Home Group Inc, Cl A  | 50363 |  | 772 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 944000 |  | 430 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 300000 |  | 304 |
| &nbsp;&nbsp;&nbsp;Pinduoduo Inc ADR \* | 4100 |  | 336 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 2500 |  | 16 |
| &nbsp;&nbsp;&nbsp;SITC International Holdings Co Ltd  | 91000 |  | 202 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 11500 |  | 435 |
| &nbsp;&nbsp;&nbsp;Topsports International Holdings Ltd  | 879000 |  | 565 |
| &nbsp;&nbsp;&nbsp;Trip.com Group Ltd \* | 4400 |  | 139 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 373000 |  | 723 |
|  |  |  | 10834 |
| **Denmark — 3.2%** | **Denmark — 3.2%** | **Denmark — 3.2%** | **Denmark — 3.2%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 203 |  | 436 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 2252 |  | 263 |
| &nbsp;&nbsp;&nbsp;Demant A/S \* | 11189 |  | 316 |
| &nbsp;&nbsp;&nbsp;Genmab A/S \* | 3641 |  | 1669 |
| &nbsp;&nbsp;&nbsp;ISS A/S \* | 4009 |  | 87 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Novo Nordisk A/S, Cl B  | 14866 | $| 1845 |
|  |  |  | 4616 |
| **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** | **Egypt — 0.1%** |
| &nbsp;&nbsp;&nbsp;Abou Kir Fertilizers & Chemical Industries  | 62600 |  | 87 |
| &nbsp;&nbsp;&nbsp;Orascom Construction PLC  | 15067 |  | 50 |
|  |  |  | 137 |
| **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 |  | 10 |
| &nbsp;&nbsp;&nbsp;Sampo Oyj, Cl A  | 3854 |  | 193 |
|  |  |  | 214 |
| **France — 5.7%** | **France — 5.7%** | **France — 5.7%** | **France — 5.7%** |
| &nbsp;&nbsp;&nbsp;Adlpartner SACA  | 321 |  | 10 |
| &nbsp;&nbsp;&nbsp;BNP Paribas SA  | 5731 |  | 319 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 3693 |  | 169 |
| &nbsp;&nbsp;&nbsp;Cie des Alpes \* | 4939 |  | 72 |
| &nbsp;&nbsp;&nbsp;Clasquin  | 533 |  | 32 |
| &nbsp;&nbsp;&nbsp;Criteo SA ADR \* | 432 |  | 12 |
| &nbsp;&nbsp;&nbsp;Ekinops SAS \* | 1159 |  | 8 |
| &nbsp;&nbsp;&nbsp;Engie SA  | 31769 |  | 478 |
| &nbsp;&nbsp;&nbsp;ESI Group \* | 256 |  | 19 |
| &nbsp;&nbsp;&nbsp;EssilorLuxottica SA  | 1663 |  | 307 |
| &nbsp;&nbsp;&nbsp;Fnac Darty SA  | 353 |  | 13 |
| &nbsp;&nbsp;&nbsp;GL Events \* | 2060 |  | 32 |
| &nbsp;&nbsp;&nbsp;Groupe SFPI  | 6521 |  | 15 |
| &nbsp;&nbsp;&nbsp;Guerbet  | 864 |  | 15 |
| &nbsp;&nbsp;&nbsp;Hermes International  | 282 |  | 453 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 4732 |  | 382 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 1612 |  | 1238 |
| &nbsp;&nbsp;&nbsp;Neopost  | 4454 |  | 67 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 4326 |  | 849 |
| &nbsp;&nbsp;&nbsp;Poujoulat  | 560 |  | 13 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 9571 |  | 855 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 237 |  | 80 |
| &nbsp;&nbsp;&nbsp;Sodexo SA  | 12322 |  | 1168 |
| &nbsp;&nbsp;&nbsp;SPIE SA  | 416 |  | 10 |
| &nbsp;&nbsp;&nbsp;Thales SA  | 1890 |  | 239 |
| &nbsp;&nbsp;&nbsp;Vente-Unique.Com SA  | 1514 |  | 16 |
| &nbsp;&nbsp;&nbsp;Vetoquinol SA  | 206 |  | 18 |
| &nbsp;&nbsp;&nbsp;Vinci SA  | 1950 |  | 195 |
| &nbsp;&nbsp;&nbsp;Worldline SA/France \* | 22098 |  | 1036 |
|  |  |  | 8120 |
| **Germany — 4.5%** | **Germany — 4.5%** | **Germany — 4.5%** | **Germany — 4.5%** |
| &nbsp;&nbsp;&nbsp;Bastei Luebbe AG  | 2568 |  | 13 |
| &nbsp;&nbsp;&nbsp;Bayer AG  | 6490 |  | 373 |
| &nbsp;&nbsp;&nbsp;Bijou Brigitte AG \* | 2156 |  | 82 |
| &nbsp;&nbsp;&nbsp;Carl Zeiss Meditec AG  | 1255 |  | 169 |
| &nbsp;&nbsp;&nbsp;CENIT AG  | 619 |  | 8 |
| &nbsp;&nbsp;&nbsp;Clearvise AG \* | 4156 |  | 10 |
| &nbsp;&nbsp;&nbsp;Deutsche Boerse AG  | 6026 |  | 1096 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Deutsche Telekom AG  | 18340 | $| 369 |
| &nbsp;&nbsp;&nbsp;Ecotel Communication AG  | 483 |  | 17 |
| &nbsp;&nbsp;&nbsp;Gesco AG  | 807 |  | 21 |
| &nbsp;&nbsp;&nbsp;Koenig & Bauer AG \* | 439 |  | 7 |
| &nbsp;&nbsp;&nbsp;KSB SE & Co KGaA  | 47 |  | 20 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 3586 |  | 650 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 10748 |  | 532 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 6931 |  | 1402 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 18704 |  | 815 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 4394 |  | 483 |
| &nbsp;&nbsp;&nbsp;Scout24 SE  | 6060 |  | 329 |
| &nbsp;&nbsp;&nbsp;Wacker Chemie AG  | 899 |  | 114 |
|  |  |  | 6510 |
| **Greece — 0.0%** | **Greece — 0.0%** | **Greece — 0.0%** | **Greece — 0.0%** |
| &nbsp;&nbsp;&nbsp;Piraeus Port Authority SA  | 1814 |  | 30 |
| **Hong Kong — 2.2%** | **Hong Kong — 2.2%** | **Hong Kong — 2.2%** | **Hong Kong — 2.2%** |
| &nbsp;&nbsp;&nbsp;361 Degrees International Ltd \* | 81000 |  | 35 |
| &nbsp;&nbsp;&nbsp;A8 New Media Group \* | 432000 |  | 18 |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 68800 |  | 699 |
| &nbsp;&nbsp;&nbsp;Analogue Holdings Ltd  | 242000 |  | 32 |
| &nbsp;&nbsp;&nbsp;Build King Holdings Ltd  | 229010 |  | 22 |
| &nbsp;&nbsp;&nbsp;China Aircraft Leasing Group Holdings  | 33000 |  | 18 |
| &nbsp;&nbsp;&nbsp;China Boqi Environmental Holding Co Ltd  | 121000 |  | 15 |
| &nbsp;&nbsp;&nbsp;Chuang's China Investments Ltd  | 180000 |  | 6 |
| &nbsp;&nbsp;&nbsp;CPMC Holdings Ltd  | 31000 |  | 17 |
| &nbsp;&nbsp;&nbsp;Goodbaby International Holdings Ltd \* | 215000 |  | 16 |
| &nbsp;&nbsp;&nbsp;HKT Trust & HKT Ltd  | 2800 |  | 3 |
| &nbsp;&nbsp;&nbsp;Inner Mongolia Yitai Coal Co Ltd, Cl H  | 31000 |  | 44 |
| &nbsp;&nbsp;&nbsp;Johnson Electric Holdings Ltd  | 19000 |  | 24 |
| &nbsp;&nbsp;&nbsp;Justin Allen Holdings  | 230000 |  | 17 |
| &nbsp;&nbsp;&nbsp;Launch Tech Co Ltd, Cl H \* | 77500 |  | 24 |
| &nbsp;&nbsp;&nbsp;Lee's Pharmaceutical Holdings Ltd  | 130500 |  | 24 |
| &nbsp;&nbsp;&nbsp;Midland Holdings Ltd \* | 468304 |  | 36 |
| &nbsp;&nbsp;&nbsp;Nameson Holdings Ltd  | 94000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Natural Food International Holding \* | 96000 |  | 6 |
| &nbsp;&nbsp;&nbsp;New Times Energy \* | 578000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 13500 |  | 257 |
| &nbsp;&nbsp;&nbsp;PAX Global Technology Ltd  | 137000 |  | 118 |
| &nbsp;&nbsp;&nbsp;Perennial Energy Holdings Ltd  | 390000 |  | 35 |
| &nbsp;&nbsp;&nbsp;Plover Bay Technologies Ltd  | 64000 |  | 21 |
| &nbsp;&nbsp;&nbsp;Samson Holding Ltd  | 185000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Samsonite International SA \* | 519800 |  | 1410 |
| &nbsp;&nbsp;&nbsp;Shenguan Holdings Group Ltd  | 1084000 |  | 38 |
| &nbsp;&nbsp;&nbsp;Stella International Holdings Ltd  | 34500 |  | 32 |
| &nbsp;&nbsp;&nbsp;Sundart Holdings Ltd  | 274000 |  | 11 |
| &nbsp;&nbsp;&nbsp;Texwinca Holdings Ltd  | 629257 |  | 105 |
| &nbsp;&nbsp;&nbsp;Tianjin Development Holdings Ltd  | 58000 |  | 11 |
| &nbsp;&nbsp;&nbsp;Time Watch Investments Ltd  | 263233 |  | 13 |
| &nbsp;&nbsp;&nbsp;TK Group Holdings Ltd  | 30000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Xingye Alloy Materials Group \* | 61000 |  | 8 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;YTO Express Holdings Ltd  | 84000 | $| 22 |
|  |  |  | 3163 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp;Alteo Nyrt  | 1295 |  | 10 |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 6055 |  | 43 |
|  |  |  | 53 |
| **India — 2.4%** | **India — 2.4%** | **India — 2.4%** | **India — 2.4%** |
| &nbsp;&nbsp;&nbsp;Andhra Sugars Ltd/The  | 29055 |  | 46 |
| &nbsp;&nbsp;&nbsp;Bank of Baroda  | 94570 |  | 195 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 5853 |  | 16 |
| &nbsp;&nbsp;&nbsp;DB Corp Ltd  | 63687 |  | 92 |
| &nbsp;&nbsp;&nbsp;Dwarikesh Sugar Industries Ltd  | 46720 |  | 56 |
| &nbsp;&nbsp;&nbsp;Forbes & Co Ltd  | 596 |  | 5 |
| &nbsp;&nbsp;&nbsp;GHCL Ltd  | 17444 |  | 124 |
| &nbsp;&nbsp;&nbsp;Gujarat Pipavav Port Ltd  | 79791 |  | 90 |
| &nbsp;&nbsp;&nbsp;Gulf Oil Lubricants India Ltd  | 11462 |  | 64 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd ADR  | 11136 |  | 786 |
| &nbsp;&nbsp;&nbsp;IIFL Securities Ltd  | 43051 |  | 37 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 59570 |  | 249 |
| &nbsp;&nbsp;&nbsp;J Kumar Infraprojects Ltd  | 18171 |  | 63 |
| &nbsp;&nbsp;&nbsp;Jagran Prakashan Ltd  | 11086 |  | 10 |
| &nbsp;&nbsp;&nbsp;Kirloskar Pneumatic Co Ltd  | 6648 |  | 50 |
| &nbsp;&nbsp;&nbsp;MPS  | 3190 |  | 38 |
| &nbsp;&nbsp;&nbsp;PTC India Ltd  | 19285 |  | 21 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 9240 |  | 311 |
| &nbsp;&nbsp;&nbsp;South Indian Bank Ltd/The \* | 640661 |  | 133 |
| &nbsp;&nbsp;&nbsp;Tech Mahindra Ltd  | 77779 |  | 1038 |
|  |  |  | 3424 |
| **Indonesia — 1.3%** | **Indonesia — 1.3%** | **Indonesia — 1.3%** | **Indonesia — 1.3%** |
| &nbsp;&nbsp;&nbsp;ABM Investama Tbk PT  | 209600 |  | 49 |
| &nbsp;&nbsp;&nbsp;Adira Dinamika Multi Finance Tbk PT  | 44200 |  | 25 |
| &nbsp;&nbsp;&nbsp;Agung Podomoro Land Tbk PT \* | 870600 |  | 9 |
| &nbsp;&nbsp;&nbsp;Alam Sutera Realty Tbk PT \* | 806600 |  | 9 |
| &nbsp;&nbsp;&nbsp;Arwana Citramulia Tbk PT  | 245900 |  | 16 |
| &nbsp;&nbsp;&nbsp;Asahimas Flat Glass Tbk PT  | 33200 |  | 13 |
| &nbsp;&nbsp;&nbsp;Astra Otoparts Tbk PT  | 108900 |  | 11 |
| &nbsp;&nbsp;&nbsp;Asuransi Tugu Pratama Indonesia Tbk PT  | 89700 |  | 12 |
| &nbsp;&nbsp;&nbsp;Austindo Nusantara Jaya Tbk PT  | 198800 |  | 9 |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 489000 |  | 291 |
| &nbsp;&nbsp;&nbsp;Bank Danamon Indonesia Tbk PT  | 164900 |  | 32 |
| &nbsp;&nbsp;&nbsp;Bank OCBC Nisp Tbk PT  | 220300 |  | 10 |
| &nbsp;&nbsp;&nbsp;Baramulti Suksessarana Tbk PT  | 143400 |  | 40 |
| &nbsp;&nbsp;&nbsp;Bayan Resources Tbk PT  | 10700 |  | 63 |
| &nbsp;&nbsp;&nbsp;Bekasi Fajar Industrial Estate Tbk PT \* | 2257100 |  | 20 |
| &nbsp;&nbsp;&nbsp;BISI International Tbk PT  | 370703 |  | 38 |
| &nbsp;&nbsp;&nbsp;Blue Bird Tbk PT  | 262100 |  | 26 |
| &nbsp;&nbsp;&nbsp;Bukit Asam Tbk PT  | 987000 |  | 239 |
| &nbsp;&nbsp;&nbsp;Cisadane Sawit Raya Tbk PT  | 517300 |  | 19 |
| &nbsp;&nbsp;&nbsp;Delta Djakarta Tbk PT  | 36800 |  | 9 |
| &nbsp;&nbsp;&nbsp;Elnusa Tbk PT  | 4519600 |  | 94 |
| &nbsp;&nbsp;&nbsp;Hexindo Adiperkasa Tbk PT  | 44000 |  | 15 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Indika Energy Tbk PT  | 774800 | $| 144 |
| &nbsp;&nbsp;&nbsp;Indo-Rama Synthetics Tbk PT  | 19800 |  | 8 |
| &nbsp;&nbsp;&nbsp;Jasa Armada Indonesia Tbk PT  | 995800 |  | 18 |
| &nbsp;&nbsp;&nbsp;Mandala Multifinance Tbk PT  | 272500 |  | 30 |
| &nbsp;&nbsp;&nbsp;Mitrabahtera Segara Sejati Tbk PT \* | 409600 |  | 31 |
| &nbsp;&nbsp;&nbsp;Mitrabara Adiperdana Tbk PT  | 36000 |  | 18 |
| &nbsp;&nbsp;&nbsp;Nippon Indosari Corpindo Tbk PT  | 179000 |  | 15 |
| &nbsp;&nbsp;&nbsp;Pelita Samudera Shipping Tbk PT  | 866400 |  | 31 |
| &nbsp;&nbsp;&nbsp;Prima Andalan Mandiri Tbk PT  | 48500 |  | 21 |
| &nbsp;&nbsp;&nbsp;Resource Alam Indonesia Tbk PT  | 611300 |  | 20 |
| &nbsp;&nbsp;&nbsp;Salim Ivomas Pratama Tbk PT  | 323500 |  | 9 |
| &nbsp;&nbsp;&nbsp;Samudera Indonesia Tbk PT  | 129698 |  | 19 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 689200 |  | 178 |
| &nbsp;&nbsp;&nbsp;Tunas Baru Lampung Tbk PT  | 296000 |  | 13 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 99800 |  | 196 |
| &nbsp;&nbsp;&nbsp;Victoria Care Indonesia Tbk PT  | 160300 |  | 5 |
|  |  |  | 1805 |
| **Ireland — 0.7%** | **Ireland — 0.7%** | **Ireland — 0.7%** | **Ireland — 0.7%** |
| &nbsp;&nbsp;&nbsp;Greencore Group PLC \* | 198947 |  | 153 |
| &nbsp;&nbsp;&nbsp;ICON PLC \* | 4036 |  | 869 |
|  |  |  | 1022 |
| **Israel — 2.1%** | **Israel — 2.1%** | **Israel — 2.1%** | **Israel — 2.1%** |
| &nbsp;&nbsp;&nbsp;Almogim Holdings Ltd  | 3099 |  | 6 |
| &nbsp;&nbsp;&nbsp;Bank Hapoalim BM  | 30514 |  | 294 |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 56837 |  | 515 |
| &nbsp;&nbsp;&nbsp;Carasso Motors Ltd  | 11399 |  | 74 |
| &nbsp;&nbsp;&nbsp;Check Point Software Technologies Ltd \* | 15347 |  | 2038 |
| &nbsp;&nbsp;&nbsp;ICL Group Ltd  | 9438 |  | 78 |
| &nbsp;&nbsp;&nbsp;Ilex Medical Ltd  | 2134 |  | 58 |
|  |  |  | 3063 |
| **Italy — 2.6%** | **Italy — 2.6%** | **Italy — 2.6%** | **Italy — 2.6%** |
| &nbsp;&nbsp;&nbsp;Gefran SpA  | 2660 |  | 26 |
| &nbsp;&nbsp;&nbsp;Orsero SpA  | 5429 |  | 80 |
| &nbsp;&nbsp;&nbsp;Prysmian SpA  | 57303 |  | 1998 |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 16236 |  | 253 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 11943 |  | 205 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 83913 |  | 1134 |
|  |  |  | 3696 |
| **Japan — 10.0%** | **Japan — 10.0%** | **Japan — 10.0%** | **Japan — 10.0%** |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 2700 |  | 182 |
| &nbsp;&nbsp;&nbsp;AGS Corp  | 1700 |  | 8 |
| &nbsp;&nbsp;&nbsp;Ainavo Holdings Co Ltd  | 1875 |  | 13 |
| &nbsp;&nbsp;&nbsp;Asahi Group Holdings Ltd  | 50400 |  | 1600 |
| &nbsp;&nbsp;&nbsp;Asahi Kogyosha Co Ltd  | 1200 |  | 18 |
| &nbsp;&nbsp;&nbsp;Asia Air Survey Co Ltd  | 3900 |  | 22 |
| &nbsp;&nbsp;&nbsp;Atled Corp  | 1100 |  | 12 |
| &nbsp;&nbsp;&nbsp;Avant Group Corp  | 2400 |  | 26 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 3200 |  | 210 |
| &nbsp;&nbsp;&nbsp;Business Brain Showa-Ota Inc  | 3300 |  | 46 |
| &nbsp;&nbsp;&nbsp;Capcom Co Ltd  | 2746 |  | 83 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Central Security Patrols Co Ltd  | 800 | $14 |
| &nbsp;&nbsp;&nbsp;Chilled & Frozen Logistics Holdings Co Ltd  | 1500 | 13 |
| &nbsp;&nbsp;&nbsp;Chino Corp  | 1200 | 16 |
| &nbsp;&nbsp;&nbsp;Dai-ichi Life Holdings Inc  | 25200 | 463 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 8500 | 279 |
| &nbsp;&nbsp;&nbsp;Daiken Medical Co Ltd  | 2800 | 9 |
| &nbsp;&nbsp;&nbsp;Digital Arts Inc  | 1100 | 52 |
| &nbsp;&nbsp;&nbsp;Earth Corp  | 1800 | 69 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 1400 | 25 |
| &nbsp;&nbsp;&nbsp;Enshu Truck Co Ltd  | 600 | 11 |
| &nbsp;&nbsp;&nbsp;Entrust Inc  | 2800 | 16 |
| &nbsp;&nbsp;&nbsp;Fixstars Corp  | 2800 | 28 |
| &nbsp;&nbsp;&nbsp;FTGroup Co Ltd  | 3800 | 28 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 1674 | 225 |
| &nbsp;&nbsp;&nbsp;Gecoss Corp  | 1500 | 9 |
| &nbsp;&nbsp;&nbsp;GL Sciences Inc  | 500 | 9 |
| &nbsp;&nbsp;&nbsp;Hitachi Ltd  | 43100 | 2281 |
| &nbsp;&nbsp;&nbsp;Hito Communications Holdings Inc  | 3100 | 37 |
| &nbsp;&nbsp;&nbsp;Hokkaido Gas Co Ltd  | 2900 | 35 |
| &nbsp;&nbsp;&nbsp;Hokuriku Gas Co Ltd  | 500 | 11 |
| &nbsp;&nbsp;&nbsp;Hotland Co Ltd  | 5400 | 59 |
| &nbsp;&nbsp;&nbsp;Hoya Corp  | 4000 | 410 |
| &nbsp;&nbsp;&nbsp;IHI Corp  | 11100 | 303 |
| &nbsp;&nbsp;&nbsp;IR Japan Holdings Ltd  | 700 | 9 |
| &nbsp;&nbsp;&nbsp;IwaiCosmo Holdings Inc  | 1700 | 16 |
| &nbsp;&nbsp;&nbsp;Iwaki Co Ltd  | 2600 | 25 |
| &nbsp;&nbsp;&nbsp;Japan Exchange Group Inc  | 24400 | 350 |
| &nbsp;&nbsp;&nbsp;Japan Post Holdings Co Ltd  | 28000 | 217 |
| &nbsp;&nbsp;&nbsp;JMS Co Ltd  | 4800 | 18 |
| &nbsp;&nbsp;&nbsp;Kanefusa Corp  | 2300 | 13 |
| &nbsp;&nbsp;&nbsp;Keyence Corp  | 700 | 293 |
| &nbsp;&nbsp;&nbsp;Kimura Unity Co Ltd  | 2700 | 15 |
| &nbsp;&nbsp;&nbsp;Kita-Nippon Bank Ltd/The  | 1200 | 17 |
| &nbsp;&nbsp;&nbsp;Koa Shoji Holdings  | 3800 | 17 |
| &nbsp;&nbsp;&nbsp;Kozo Keikaku Engineering Inc  | 500 | 10 |
| &nbsp;&nbsp;&nbsp;Kyowa Electronic Instruments Co Ltd  | 9800 | 25 |
| &nbsp;&nbsp;&nbsp;Lasertec Corp  | 800 | 149 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 37500 | 420 |
| &nbsp;&nbsp;&nbsp;Matching Service Japan Co Ltd  | 2300 | 18 |
| &nbsp;&nbsp;&nbsp;Matsui Construction  | 2500 | 10 |
| &nbsp;&nbsp;&nbsp;Meiji Electric Industries Co Ltd  | 1100 | 8 |
| &nbsp;&nbsp;&nbsp;Meiko Network Japan Co Ltd  | 3200 | 14 |
| &nbsp;&nbsp;&nbsp;MIMAKI ENGINEERING CO LTD  | 2300 | 11 |
| &nbsp;&nbsp;&nbsp;Morito Co Ltd  | 1800 | 10 |
| &nbsp;&nbsp;&nbsp;Nicca Chemical Co Ltd  | 1500 | 10 |
| &nbsp;&nbsp;&nbsp;Nihon Trim Co Ltd  | 1900 | 34 |
| &nbsp;&nbsp;&nbsp;Nippon Rietec  | 2200 | 12 |
| &nbsp;&nbsp;&nbsp;NJS Co Ltd  | 1900 | 28 |
| &nbsp;&nbsp;&nbsp;OBIC Business Consultants Co Ltd  | 1000 | 34 |
| &nbsp;&nbsp;&nbsp;Ochi Holdings Co Ltd  | 1200 | 11 |
| &nbsp;&nbsp;&nbsp;Optim Corp \* | 7000 | 60 |
| &nbsp;&nbsp;&nbsp;ORIX Corp  | 50800 | 815 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Oro Co Ltd  | 4200 | $| 57 |
| &nbsp;&nbsp;&nbsp;Otsuka Holdings Co Ltd  | 1000 |  | 34 |
| &nbsp;&nbsp;&nbsp;Pasco Corp  | 1300 |  | 12 |
| &nbsp;&nbsp;&nbsp;Persol Holdings Co Ltd  | 5700 |  | 131 |
| &nbsp;&nbsp;&nbsp;Pigeon Corp  | 7700 |  | 114 |
| &nbsp;&nbsp;&nbsp;Pronexus Inc  | 1200 |  | 8 |
| &nbsp;&nbsp;&nbsp;Recruit Holdings Co Ltd  | 300 |  | 10 |
| &nbsp;&nbsp;&nbsp;Resona Holdings Inc  | 70800 |  | 337 |
| &nbsp;&nbsp;&nbsp;Riken Technos Corp  | 9200 |  | 33 |
| &nbsp;&nbsp;&nbsp;Secom Co Ltd  | 2000 |  | 122 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 1300 |  | 222 |
| &nbsp;&nbsp;&nbsp;Shin-Etsu Chemical Co Ltd  | 1400 |  | 179 |
| &nbsp;&nbsp;&nbsp;Shionogi & Co Ltd  | 9100 |  | 453 |
| &nbsp;&nbsp;&nbsp;SHL-Japan Ltd  | 100 |  | 2 |
| &nbsp;&nbsp;&nbsp;Showa Denko KK  | 81200 |  | 1294 |
| &nbsp;&nbsp;&nbsp;SK-Electronics Co Ltd  | 6400 |  | 52 |
| &nbsp;&nbsp;&nbsp;SMK Corp  | 1200 |  | 23 |
| &nbsp;&nbsp;&nbsp;SMS Co Ltd  | 14100 |  | 375 |
| &nbsp;&nbsp;&nbsp;Sompo Holdings Inc  | 6400 |  | 279 |
| &nbsp;&nbsp;&nbsp;Space Co Ltd  | 7200 |  | 46 |
| &nbsp;&nbsp;&nbsp;ST Corp  | 1500 |  | 17 |
| &nbsp;&nbsp;&nbsp;Step Co Ltd  | 2500 |  | 32 |
| &nbsp;&nbsp;&nbsp;Sun Corp  | 800 |  | 13 |
| &nbsp;&nbsp;&nbsp;Toei Animation Co Ltd  | 3100 |  | 330 |
| &nbsp;&nbsp;&nbsp;Toell  | 2700 |  | 14 |
| &nbsp;&nbsp;&nbsp;Tokio Marine Holdings Inc  | 25600 |  | 523 |
| &nbsp;&nbsp;&nbsp;Tokyo Rakutenchi  | 700 |  | 22 |
| &nbsp;&nbsp;&nbsp;Tonami Holdings Co Ltd  | 600 |  | 16 |
| &nbsp;&nbsp;&nbsp;Toyo Machinery & Metal Co Ltd  | 1800 |  | 7 |
| &nbsp;&nbsp;&nbsp;Trend Micro Inc/Japan \* | 100 |  | 5 |
| &nbsp;&nbsp;&nbsp;Tsubakimoto Kogyo Co Ltd  | 700 |  | 20 |
| &nbsp;&nbsp;&nbsp;UNITED Inc/Japan  | 4800 |  | 48 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 8900 |  | 61 |
| &nbsp;&nbsp;&nbsp;YAMADA Consulting Group Co Ltd  | 3600 |  | 30 |
| &nbsp;&nbsp;&nbsp;Yamato  | 2600 |  | 13 |
| &nbsp;&nbsp;&nbsp;Yondenko Corp  | 1700 |  | 22 |
| &nbsp;&nbsp;&nbsp;ZIGExN Co Ltd  | 29400 |  | 76 |
|  |  |  | 14323 |
| **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** | **Malaysia — 0.6%** |
| &nbsp;&nbsp;&nbsp;Allianz Malaysia Bhd  | 15800 |  | 49 |
| &nbsp;&nbsp;&nbsp;Berjaya Food Bhd  | 185500 |  | 43 |
| &nbsp;&nbsp;&nbsp;Bermaz Auto Bhd  | 126800 |  | 56 |
| &nbsp;&nbsp;&nbsp;CB Industrial Product Holding Bhd  | 175800 |  | 43 |
| &nbsp;&nbsp;&nbsp;Chin Well Holdings Bhd  | 65400 |  | 22 |
| &nbsp;&nbsp;&nbsp;DKSH Holdings Malaysia Bhd  | 30600 |  | 30 |
| &nbsp;&nbsp;&nbsp;Favelle Favco Bhd  | 25000 |  | 9 |
| &nbsp;&nbsp;&nbsp;Gas Malaysia Bhd  | 36400 |  | 27 |
| &nbsp;&nbsp;&nbsp;Heineken Malaysia Bhd  | 6200 |  | 35 |
| &nbsp;&nbsp;&nbsp;Innoprise Plantations BHD  | 116300 |  | 39 |
| &nbsp;&nbsp;&nbsp;Kawan Food Bhd  | 194100 |  | 96 |
| &nbsp;&nbsp;&nbsp;Kim Loong Resources Bhd  | 164100 |  | 65 |
| &nbsp;&nbsp;&nbsp;MKH Bhd  | 99700 |  | 29 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Padini Holdings Bhd  | 63800 | $| 50 |
| &nbsp;&nbsp;&nbsp;Power Root Bhd  | 61400 |  | 32 |
| &nbsp;&nbsp;&nbsp;Scicom MSC Bhd  | 60700 |  | 15 |
| &nbsp;&nbsp;&nbsp;Sime Darby Plantation Bhd  | 154500 |  | 148 |
| &nbsp;&nbsp;&nbsp;Taliworks Corp Bhd  | 347900 |  | 70 |
| &nbsp;&nbsp;&nbsp;United Malacca Bhd  | 6900 |  | 8 |
| &nbsp;&nbsp;&nbsp;Wellcall Holdings Bhd  | 91400 |  | 25 |
|  |  |  | 891 |
| **Mexico — 0.2%** | **Mexico — 0.2%** | **Mexico — 0.2%** | **Mexico — 0.2%** |
| &nbsp;&nbsp;&nbsp;Cia Minera Autlan SAB de CV  | 26241 |  | 22 |
| &nbsp;&nbsp;&nbsp;Ternium SA ADR  | 1430 |  | 45 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 62600 |  | 246 |
|  |  |  | 313 |
| **Netherlands — 4.9%** | **Netherlands — 4.9%** | **Netherlands — 4.9%** | **Netherlands — 4.9%** |
| &nbsp;&nbsp;&nbsp;Adyen NV \* | 189 |  | 295 |
| &nbsp;&nbsp;&nbsp;Argenx SE ADR \* | 400 |  | 159 |
| &nbsp;&nbsp;&nbsp;ASML Holding NV  | 2301 |  | 1390 |
| &nbsp;&nbsp;&nbsp;EXOR NV \* | 146 |  | 11 |
| &nbsp;&nbsp;&nbsp;Heineken Holding NV  | 2924 |  | 219 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 545 |  | 50 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 130497 |  | 1566 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 29753 |  | 1258 |
| &nbsp;&nbsp;&nbsp;OCI NV  | 8566 |  | 359 |
| &nbsp;&nbsp;&nbsp;SNS Reaal \*(A) | 1762 |  |  |
| &nbsp;&nbsp;&nbsp;Universal Music Group NV  | 17913 |  | 421 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 12232 |  | 1334 |
|  |  |  | 7062 |
| **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** | **New Zealand — 0.1%** |
| &nbsp;&nbsp;&nbsp;Briscoe Group Ltd  | 10569 |  | 32 |
| &nbsp;&nbsp;&nbsp;Mainfreight Ltd  | 247 |  | 11 |
| &nbsp;&nbsp;&nbsp;PGG Wrightson Ltd  | 3979 |  | 10 |
| &nbsp;&nbsp;&nbsp;Rakon Ltd \* | 49213 |  | 37 |
| &nbsp;&nbsp;&nbsp;Steel & Tube Holdings Ltd  | 53444 |  | 43 |
| &nbsp;&nbsp;&nbsp;Synlait Milk \* | 10393 |  | 20 |
|  |  |  | 153 |
| **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** | **Norway — 1.2%** |
| &nbsp;&nbsp;&nbsp;Aker BP ASA  | 7502 |  | 258 |
| &nbsp;&nbsp;&nbsp;AutoStore Holdings Ltd \* | 81689 |  | 150 |
| &nbsp;&nbsp;&nbsp;Equinor ASA  | 22223 |  | 845 |
| &nbsp;&nbsp;&nbsp;Gjensidige Forsikring ASA  | 15929 |  | 304 |
| &nbsp;&nbsp;&nbsp;Odfjell, Cl A  | 2100 |  | 18 |
| &nbsp;&nbsp;&nbsp;Wallenius Wilhelmsen ASA, Cl B  | 4163 |  | 38 |
| &nbsp;&nbsp;&nbsp;Western Bulk Chartering AS  | 6344 |  | 23 |
| &nbsp;&nbsp;&nbsp;Wilh Wilhelmsen Holding ASA, Cl B  | 397 |  | 10 |
| &nbsp;&nbsp;&nbsp;Wilson ASA  | 2535 |  | 16 |
|  |  |  | 1662 |
| **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** | **Peru — 0.0%** |
| &nbsp;&nbsp;&nbsp;Empresa Siderurgica del Peru SAA  | 28617 |  | 12 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Philippines — 0.1%** | **Philippines — 0.1%** | **Philippines — 0.1%** |
| &nbsp;&nbsp;&nbsp;Ginebra San Miguel Inc  | 5020 | $10 |
| &nbsp;&nbsp;&nbsp;LT Group Inc  | 115700 | 19 |
| &nbsp;&nbsp;&nbsp;San Miguel Food and Beverage Inc  | 31700 | 21 |
| &nbsp;&nbsp;&nbsp;Semirara Mining & Power Corp, Cl A  | 60100 | 36 |
|  |  | 86 |
| **Poland — 0.5%** | **Poland — 0.5%** | **Poland — 0.5%** |
| &nbsp;&nbsp;&nbsp;AB SA  | 838 | 9 |
| &nbsp;&nbsp;&nbsp;Arctic Paper SA  | 9241 | 42 |
| &nbsp;&nbsp;&nbsp;Bank Handlowy w Warszawie SA  | 4489 | 74 |
| &nbsp;&nbsp;&nbsp;ComArch SA  | 1972 | 69 |
| &nbsp;&nbsp;&nbsp;LiveChat Software  | 1678 | 41 |
| &nbsp;&nbsp;&nbsp;Lubelski Wegiel Bogdanka SA  | 18366 | 175 |
| &nbsp;&nbsp;&nbsp;PKP Cargo SA \* | 2651 | 8 |
| &nbsp;&nbsp;&nbsp;PlayWay  | 289 | 21 |
| &nbsp;&nbsp;&nbsp;Polimex-Mostostal SA \* | 14870 | 13 |
| &nbsp;&nbsp;&nbsp;Stalprodukt SA  | 672 | 36 |
| &nbsp;&nbsp;&nbsp;Tim SA/Siechnice  | 8326 | 51 |
| &nbsp;&nbsp;&nbsp;Unimot SA \* | 3081 | 61 |
| &nbsp;&nbsp;&nbsp;Votum SA  | 3349 | 33 |
| &nbsp;&nbsp;&nbsp;VRG SA  | 9417 | 7 |
| &nbsp;&nbsp;&nbsp;Wielton SA \* | 5143 | 8 |
|  |  | 648 |
| **Portugal — 0.0%** | **Portugal — 0.0%** | **Portugal — 0.0%** |
| &nbsp;&nbsp;&nbsp;Navigator Co SA/The  | 10511 | 42 |
| **Qatar — 0.6%** | **Qatar — 0.6%** | **Qatar — 0.6%** |
| &nbsp;&nbsp;&nbsp;Commercial Bank PQSC  | 86683 | 142 |
| &nbsp;&nbsp;&nbsp;Doha Insurance QSC  | 18972 | 11 |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 63419 | 261 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 146969 | 358 |
| &nbsp;&nbsp;&nbsp;Qatar National Cement Co QSC  | 35899 | 45 |
|  |  | 817 |
| **Singapore — 0.8%** | **Singapore — 0.8%** | **Singapore — 0.8%** |
| &nbsp;&nbsp;&nbsp;Boustead Singapore Ltd  | 35165 | 20 |
| &nbsp;&nbsp;&nbsp;BRC Asia Ltd  | 77500 | 103 |
| &nbsp;&nbsp;&nbsp;Bumitama Agri Ltd  | 39200 | 18 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 10100 | 262 |
| &nbsp;&nbsp;&nbsp;Delfi Ltd  | 31900 | 18 |
| &nbsp;&nbsp;&nbsp;Geo Energy Resources Ltd  | 192600 | 52 |
| &nbsp;&nbsp;&nbsp;HRnetgroup Ltd  | 61100 | 36 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 11800 | 261 |
| &nbsp;&nbsp;&nbsp;Pacific Century Regional Developments Ltd  | 56000 | 16 |
| &nbsp;&nbsp;&nbsp;Samudera Shipping Line Ltd  | 78200 | 55 |
| &nbsp;&nbsp;&nbsp;Sing Investments & Finance Ltd  | 21700 | 23 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 9193 | 352 |
| &nbsp;&nbsp;&nbsp;Tiong Seng Holdings Ltd  | 7037 | – |
|  |  | 1216 |
| **South Africa — 0.9%** | **South Africa — 0.9%** | **South Africa — 0.9%** |
| &nbsp;&nbsp;&nbsp;Blue Label Telecoms Ltd \* | 37155 | 11 |
| &nbsp;&nbsp;&nbsp;Clicks Group Ltd  | 27386 | 475 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Combined Motor Holdings Ltd  | 9481 | $| 16 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 7219 |  | 96 |
| &nbsp;&nbsp;&nbsp;Ninety One Ltd  | 9910 |  | 24 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd  | 46269 |  | 134 |
| &nbsp;&nbsp;&nbsp;Shoprite Holdings Ltd  | 13554 |  | 203 |
| &nbsp;&nbsp;&nbsp;Thungela Resources Ltd  | 18798 |  | 344 |
|  |  |  | 1303 |
| **South Korea — 3.1%** | **South Korea — 3.1%** | **South Korea — 3.1%** | **South Korea — 3.1%** |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 10232 |  | 450 |
| &nbsp;&nbsp;&nbsp;CROWNHAITAI Holdings Co Ltd  | 6658 |  | 35 |
| &nbsp;&nbsp;&nbsp;Dongwon F&B Co Ltd  | 1867 |  | 197 |
| &nbsp;&nbsp;&nbsp;Dongwon Industries Co Ltd  | 1635 |  | 59 |
| &nbsp;&nbsp;&nbsp;Eusu Holdings Co Ltd  | 11497 |  | 63 |
| &nbsp;&nbsp;&nbsp;Hana Financial Group Inc  | 40365 |  | 1381 |
| &nbsp;&nbsp;&nbsp;Hansol Holdings Co Ltd  | 13363 |  | 34 |
| &nbsp;&nbsp;&nbsp;Hitejinro Holdings Co Ltd  | 1571 |  | 12 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 406 |  | 16 |
| &nbsp;&nbsp;&nbsp;Korea District Heating Corp  | 664 |  | 14 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 1610 |  | 122 |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 5003 |  | 158 |
| &nbsp;&nbsp;&nbsp;Maeil Holdings Co Ltd  | 10365 |  | 70 |
| &nbsp;&nbsp;&nbsp;Mirae Asset Life Insurance Co Ltd  | 4310 |  | 9 |
| &nbsp;&nbsp;&nbsp;Multicampus Co Ltd  | 530 |  | 15 |
| &nbsp;&nbsp;&nbsp;Sajodaerim Corp  | 1514 |  | 30 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 1577 |  | 76 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd GDR  | 1350 |  | 1603 |
| &nbsp;&nbsp;&nbsp;SeAH Holdings Corp  | 282 |  | 23 |
| &nbsp;&nbsp;&nbsp;SGC e Tec E&C Co Ltd  | 1860 |  | 59 |
| &nbsp;&nbsp;&nbsp;WiSoL  | 5409 |  | 29 |
|  |  |  | 4455 |
| **Spain — 0.9%** | **Spain — 0.9%** | **Spain — 0.9%** | **Spain — 0.9%** |
| &nbsp;&nbsp;&nbsp;Applus Services  | 7465 |  | 49 |
| &nbsp;&nbsp;&nbsp;CaixaBank SA  | 83790 |  | 308 |
| &nbsp;&nbsp;&nbsp;Industria de Diseno Textil SA  | 36604 |  | 946 |
|  |  |  | 1303 |
| **Sweden — 1.1%** | **Sweden — 1.1%** | **Sweden — 1.1%** | **Sweden — 1.1%** |
| &nbsp;&nbsp;&nbsp;Arise \* | 7566 |  | 35 |
| &nbsp;&nbsp;&nbsp;Assa Abloy AB, Cl B  | 21156 |  | 478 |
| &nbsp;&nbsp;&nbsp;B3 Consulting Group AB  | 2485 |  | 38 |
| &nbsp;&nbsp;&nbsp;FM Mattsson Mora Group AB, Cl B  | 1866 |  | 9 |
| &nbsp;&nbsp;&nbsp;Hexagon AB, Cl B  | 40321 |  | 454 |
| &nbsp;&nbsp;&nbsp;Rottneros AB  | 9775 |  | 12 |
| &nbsp;&nbsp;&nbsp;Skandinaviska Enskilda Banken AB, Cl A  | 15063 |  | 171 |
| &nbsp;&nbsp;&nbsp;Telefonaktiebolaget LM Ericsson, Cl B  | 70479 |  | 438 |
|  |  |  | 1635 |
| **Switzerland — 3.2%** | **Switzerland — 3.2%** | **Switzerland — 3.2%** | **Switzerland — 3.2%** |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 75 |  | 10 |
| &nbsp;&nbsp;&nbsp;Implenia AG  | 851 |  | 36 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 1975 |  | 477 |
| &nbsp;&nbsp;&nbsp;Mobilezone Holding  | 1005 |  | 17 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Nestle SA  | 3550 | $| 419 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 2370 |  | 209 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 612 |  | 606 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 3655 |  | 1186 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 1584 |  | 408 |
| &nbsp;&nbsp;&nbsp;Straumann Holding AG  | 3210 |  | 372 |
| &nbsp;&nbsp;&nbsp;Swatch Group AG/The, Cl B  | 1686 |  | 448 |
| &nbsp;&nbsp;&nbsp;UBS Group AG  | 19200 |  | 352 |
|  |  |  | 4540 |
| **Taiwan — 1.5%** | **Taiwan — 1.5%** | **Taiwan — 1.5%** | **Taiwan — 1.5%** |
| &nbsp;&nbsp;&nbsp;104 Corp  | 6000 |  | 38 |
| &nbsp;&nbsp;&nbsp;Asia Tech Image Inc  | 14000 |  | 26 |
| &nbsp;&nbsp;&nbsp;Axiomtek Co Ltd  | 4000 |  | 8 |
| &nbsp;&nbsp;&nbsp;Chien Kuo Construction Co Ltd  | 42000 |  | 16 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 53200 |  | 286 |
| &nbsp;&nbsp;&nbsp;General Plastic Industrial Co Ltd  | 16000 |  | 15 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 118000 |  | 386 |
| &nbsp;&nbsp;&nbsp;Insyde Software Corp  | 18000 |  | 48 |
| &nbsp;&nbsp;&nbsp;Ju Teng International Holdings Ltd  | 59000 |  | 12 |
| &nbsp;&nbsp;&nbsp;Lida Holdings Ltd  | 13000 |  | 12 |
| &nbsp;&nbsp;&nbsp;Nova Technology  | 8000 |  | 22 |
| &nbsp;&nbsp;&nbsp;Realtek Semiconductor Corp  | 23000 |  | 239 |
| &nbsp;&nbsp;&nbsp;Rich Honour International Designs Co Ltd  | 11000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 21000 |  | 337 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 7703 |  | 639 |
| &nbsp;&nbsp;&nbsp;Tofu Restaurant  | 3000 |  | 18 |
| &nbsp;&nbsp;&nbsp;Topco Technologies  | 6000 |  | 14 |
|  |  |  | 2135 |
| **Thailand — 3.3%** | **Thailand — 3.3%** | **Thailand — 3.3%** | **Thailand — 3.3%** |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 12400 |  | 51 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL NVDR  | 3500 |  | 15 |
| &nbsp;&nbsp;&nbsp;Esso Thailand PCL NVDR  | 381100 |  | 132 |
| &nbsp;&nbsp;&nbsp;Haad Thip PCL  | 24600 |  | 20 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL NVDR  | 80200 |  | 97 |
| &nbsp;&nbsp;&nbsp;Kang Yong Electric PCL  | 1600 |  | 14 |
| &nbsp;&nbsp;&nbsp;Ladprao General Hospital PCL  | 109600 |  | 18 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL  | 410900 |  | 202 |
| &nbsp;&nbsp;&nbsp;Lanna Resources PCL NVDR  | 217700 |  | 107 |
| &nbsp;&nbsp;&nbsp;LPN Development PCL NVDR  | 151000 |  | 20 |
| &nbsp;&nbsp;&nbsp;Minor International PCL \* | 1481700 |  | 1304 |
| &nbsp;&nbsp;&nbsp;Netbay PCL  | 42700 |  | 32 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production PCL NVDR  | 47300 |  | 252 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL  | 91800 |  | 126 |
| &nbsp;&nbsp;&nbsp;PTT Global Chemical PCL NVDR  | 43300 |  | 59 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 33000 |  | 31 |
| &nbsp;&nbsp;&nbsp;Ratchaphruek Hospital PCL  | 177100 |  | 31 |
| &nbsp;&nbsp;&nbsp;SCB X PCL  | 690300 |  | 2073 |
| &nbsp;&nbsp;&nbsp;Srivichai Vejvivat PCL  | 91400 |  | 24 |
| &nbsp;&nbsp;&nbsp;Thai Oil PCL NVDR  | 25062 |  | 40 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Thai Stanley Electric PCL  | 10300 | $| 54 |
| &nbsp;&nbsp;&nbsp;Thantawan Industry PCL  | 8900 |  | 10 |
| &nbsp;&nbsp;&nbsp;Univanich Palm Oil PCL  | 158800 |  | 34 |
|  |  |  | 4746 |
| **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** | **Turkey — 0.1%** |
| &nbsp;&nbsp;&nbsp;Agesa Hayat ve Emeklilik AS \* | 26486 |  | 59 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi AS  | 30967 |  | 20 |
|  |  |  | 79 |
| **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 |  | 18 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi National Insurance Co PSC  | 12018 |  | 19 |
| &nbsp;&nbsp;&nbsp;Air Arabia PJSC  | 41698 |  | 24 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 22199 |  | 37 |
| &nbsp;&nbsp;&nbsp;Ras Al Khaimah Ceramics  | 55449 |  | 41 |
|  |  |  | 139 |
| **United Kingdom — 13.4%** | **United Kingdom — 13.4%** | **United Kingdom — 13.4%** | **United Kingdom — 13.4%** |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 2080 |  | 626 |
| &nbsp;&nbsp;&nbsp;Allfunds Group Plc  | 19103 |  | 142 |
| &nbsp;&nbsp;&nbsp;Anglo American PLC  | 283 |  | 12 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 2836 |  | 874 |
| &nbsp;&nbsp;&nbsp;Ashtead Technology Holdings \* | 5292 |  | 19 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  | 3192 |  | 427 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 19664 |  | 192 |
| &nbsp;&nbsp;&nbsp;Breedon Group PLC  | 132876 |  | 97 |
| &nbsp;&nbsp;&nbsp;Cerillion PLC  | 3698 |  | 51 |
| &nbsp;&nbsp;&nbsp;Chesnara PLC  | 11116 |  | 39 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 34993 |  | 558 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Europacific Partners PLC  | 10455 |  | 555 |
| &nbsp;&nbsp;&nbsp;Compass Group PLC  | 11050 |  | 249 |
| &nbsp;&nbsp;&nbsp;ConvaTec Group PLC  | 418649 |  | 1157 |
| &nbsp;&nbsp;&nbsp;Dechra Pharmaceuticals PLC  | 7500 |  | 245 |
| &nbsp;&nbsp;&nbsp;Diageo PLC  | 12853 |  | 586 |
| &nbsp;&nbsp;&nbsp;Diploma PLC  | 4926 |  | 166 |
| &nbsp;&nbsp;&nbsp;Entain PLC  | 53514 |  | 905 |
| &nbsp;&nbsp;&nbsp;Exillon Energy PLC \* | 4819 |  |  |
| &nbsp;&nbsp;&nbsp;Ferrexpo PLC  | 7137 |  | 12 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 157682 |  | 1063 |
| &nbsp;&nbsp;&nbsp;Gresham Technologies PLC  | 9760 |  | 20 |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 14044 |  | 236 |
| &nbsp;&nbsp;&nbsp;GSK PLC ADR  | 14210 |  | 492 |
| &nbsp;&nbsp;&nbsp;Gulf Keystone Petroleum Ltd  | 17361 |  | 45 |
| &nbsp;&nbsp;&nbsp;H&T Group PLC  | 2723 |  | 17 |
| &nbsp;&nbsp;&nbsp;Hargreaves Services PLC  | 2957 |  | 12 |
| &nbsp;&nbsp;&nbsp;Impellam Group PLC \* | 3091 |  | 22 |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 249187 |  | 1847 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 4430 |  | 255 |
| &nbsp;&nbsp;&nbsp;Intertek Group PLC  | 6861 |  | 332 |
| &nbsp;&nbsp;&nbsp;Investec PLC  | 72074 |  | 450 |
| &nbsp;&nbsp;&nbsp;Kitwave Group PLC  | 1068 |  | 2 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 964 |  | 321 |
| &nbsp;&nbsp;&nbsp;London Stock Exchange Group PLC  | 4744 |  | 469 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

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

---

| | | | |
|:---|:---|:---|:---|
| 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;Macfarlane Group PLC  | 19861 | $| 25 |
| &nbsp;&nbsp;&nbsp;Man Group PLC/Jersey  | 39857 |  | 100 |
| &nbsp;&nbsp;&nbsp;Mears Group PLC  | 19138 |  | 44 |
| &nbsp;&nbsp;&nbsp;Mercia Asset Management PLC  | 54167 |  | 19 |
| &nbsp;&nbsp;&nbsp;Morgan Sindall Group PLC  | 2919 |  | 57 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  | 655857 |  | 2061 |
| &nbsp;&nbsp;&nbsp;Ninety One PLC  | 12821 |  | 30 |
| &nbsp;&nbsp;&nbsp;Nomad Foods Ltd \* | 75428 |  | 1319 |
| &nbsp;&nbsp;&nbsp;Norcros PLC  | 15712 |  | 35 |
| &nbsp;&nbsp;&nbsp;NWF Group PLC  | 8792 |  | 28 |
| &nbsp;&nbsp;&nbsp;Petra Diamonds Ltd \* | 35674 |  | 40 |
| &nbsp;&nbsp;&nbsp;Record PLC  | 10583 |  | 11 |
| &nbsp;&nbsp;&nbsp;RELX PLC  | 28541 |  | 796 |
| &nbsp;&nbsp;&nbsp;Robert Walters PLC  | 4945 |  | 34 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 62236 |  | 1800 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 12130 |  | 249 |
| &nbsp;&nbsp;&nbsp;Wilmington PLC  | 5140 |  | 18 |
|  |  |  | 19161 |
| **United States — 2.8%** | **United States — 2.8%** | **United States — 2.8%** | **United States — 2.8%** |
| &nbsp;&nbsp;&nbsp;Atlassian Corp Ltd, Cl A \* | 2146 |  | 282 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | 42356 |  | 1137 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 9784 |  | 573 |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | 16072 |  | 800 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 25997 |  | 751 |
| &nbsp;&nbsp;&nbsp;Inmode Ltd \* | 2577 |  | 99 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 4248 |  | 424 |
|  |  |  | 4066 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $132,812) ($ Thousands) |  |  | 134817 |
| **EXCHANGE TRADED FUND — 1.2%** | **EXCHANGE TRADED FUND — 1.2%** | **EXCHANGE TRADED FUND — 1.2%** | **EXCHANGE TRADED FUND — 1.2%** |
| **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** |
| &nbsp;&nbsp;&nbsp;iShares MSCI ACWI ex US ETF  | 35149 |  | 1650 |
| Total Exchange Traded Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,604) ($ Thousands) |  |  | 1650 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK — 0.5%** | **PREFERRED STOCK — 0.5%** | **PREFERRED STOCK — 0.5%** |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| &nbsp;&nbsp;&nbsp;Cia de Saneamento do Parana (B) | 184500 | $132 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA (B) | 48900 | 241 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (B) | 26500 | 133 |
|  |  | 506 |
| **Germany — 0.2%** | **Germany — 0.2%** | **Germany — 0.2%** |
| &nbsp;&nbsp;&nbsp;Sartorius AG (B) | 764 | 284 |
| Total Preferred Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $860) ($ Thousands) |  | 790 |
|  | 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 — 1.6%** | **CASH EQUIVALENT — 1.6%** | **CASH EQUIVALENT — 1.6%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 2256046 | 2256 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,256) ($ Thousands) |  | 2256 |
| Total Investments in Securities — 97.4% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $137,532) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $137,532) ($ Thousands)  | $139513 |

---

A list of the open futures contracts held by the Fund at November 30, 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 | 18 | Dec-2022 | $671 | $735 | $49 |
| &nbsp;&nbsp;FTSE 100 Index | 3 | Dec-2022 | 266 | 271 | 6 |
| &nbsp;&nbsp;Hang Seng Index | 2 | Dec-2022 | 227 | 239 | 11 |
| &nbsp;&nbsp;S&P TSX 60 Index | 1 | Dec-2022 | 185 | 183 |  |
| &nbsp;&nbsp;SPI 200 Index | 3 | Dec-2022 | 361 | 367 | 6 |
| &nbsp;&nbsp;TOPIX Index | 5 | Dec-2022 | 708 | 713 | 4 |
|  |  |  | $2418 | $2508 | $76 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $143,246 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 133353 | 1464 |  | 134817 |
| &nbsp;&nbsp;&nbsp;Exchange Traded Fund | 1650 |  |  | 1650 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 790 |  |  | 790 |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 2256 | – |  | 2256 |
| Total Investments in Securities | 138049 | 1464 |  | 139513 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 76 |  |  | 76 |
| Total Other Financial Instruments | 76 |  |  | 76 |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in the Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $5306 | $4721 | $(7771) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $2256 | $31 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Select Equity Fund**![](fp0081628-1_126.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 94.2%** | **COMMON STOCK — 94.2%** | **COMMON STOCK — 94.2%** |
| **Argentina — 0.0%** | **Argentina — 0.0%** | **Argentina — 0.0%** |
| &nbsp;&nbsp;&nbsp;YPF SA ADR \* | 1168 | $10 |
| **Australia — 0.2%** | **Australia — 0.2%** | **Australia — 0.2%** |
| &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd  | 1387 | 23 |
| &nbsp;&nbsp;&nbsp;Challenger Ltd  | 9835 | 49 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  | 307 | 22 |
| &nbsp;&nbsp;&nbsp;Computershare Ltd  | 6412 | 120 |
| &nbsp;&nbsp;&nbsp;Fortescue Metals Group Ltd  | 1230 | 16 |
| &nbsp;&nbsp;&nbsp;Goodman Group <sup>‡</sup> | 1257 | 16 |
| &nbsp;&nbsp;&nbsp;GrainCorp Ltd, Cl A  | 3124 | 17 |
| &nbsp;&nbsp;&nbsp;Harvey Norman Holdings Ltd  | 8114 | 23 |
| &nbsp;&nbsp;&nbsp;Incitec Pivot Ltd  | 6958 | 19 |
| &nbsp;&nbsp;&nbsp;Macquarie Group Ltd  | 257 | 31 |
| &nbsp;&nbsp;&nbsp;National Australia Bank  | 2248 | 48 |
| &nbsp;&nbsp;&nbsp;Steadfast Group  | 18078 | 65 |
| &nbsp;&nbsp;&nbsp;Suncorp Group Ltd  | 1135 | 9 |
| &nbsp;&nbsp;&nbsp;Telstra Corp Ltd  | 3547 | 10 |
| &nbsp;&nbsp;&nbsp;Wesfarmers Ltd  | 504 | 17 |
| &nbsp;&nbsp;&nbsp;Woolworths Group Ltd  | 490 | 11 |
|  |  | 496 |
| **Austria — 0.2%** | **Austria — 0.2%** | **Austria — 0.2%** |
| &nbsp;&nbsp;&nbsp;BAWAG Group  | 591 | 31 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 9871 | 306 |
| &nbsp;&nbsp;&nbsp;Verbund AG, Cl A  | 72 | 6 |
| &nbsp;&nbsp;&nbsp;Vienna Insurance Group AG Wiener Versicherung Gruppe  | 6400 | 148 |
|  |  | 491 |
| **Belgium — 0.3%** | **Belgium — 0.3%** | **Belgium — 0.3%** |
| &nbsp;&nbsp;&nbsp;Ageas SA/NV  | 2482 | 100 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev SA/NV  | 10358 | 604 |
| &nbsp;&nbsp;&nbsp;Etablissements Franz Colruyt NV  | 2100 | 55 |
| &nbsp;&nbsp;&nbsp;Groupe Bruxelles Lambert SA  | 86 | 7 |
|  |  | 766 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Brazil — 0.4%** | **Brazil — 0.4%** | **Brazil — 0.4%** |
| &nbsp;&nbsp;&nbsp;Alupar Investimento  | 3500 | $18 |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 69173 | 209 |
| &nbsp;&nbsp;&nbsp;Banco BTG Pactual SA  | 34000 | 162 |
| &nbsp;&nbsp;&nbsp;Iochpe Maxion  | 52900 | 133 |
| &nbsp;&nbsp;&nbsp;JBS SA  | 48934 | 205 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 18300 | 43 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA  | 1500 | 9 |
| &nbsp;&nbsp;&nbsp;Positivo Tecnologia  | 26600 | 43 |
| &nbsp;&nbsp;&nbsp;Telefonica Brasil SA  | 10500 | 76 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil  | 18400 | 45 |
| &nbsp;&nbsp;&nbsp;Vale SA  | 900 | 15 |
| &nbsp;&nbsp;&nbsp;Wiz Solucoes e Corretagem de Seguros  | 28447 | 43 |
| &nbsp;&nbsp;&nbsp;Zamp \* | 53055 | 60 |
|  |  | 1061 |
| **Canada — 1.3%** | **Canada — 1.3%** | **Canada — 1.3%** |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  | 2005 | 91 |
| &nbsp;&nbsp;&nbsp;AltaGas Ltd  | 431 | 7 |
| &nbsp;&nbsp;&nbsp;Aritzia Inc \* | 1426 | 54 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  | 3780 | 366 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia/The  | 153 | 8 |
| &nbsp;&nbsp;&nbsp;Barrick Gold  | 43905 | 716 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  | 3926 | 188 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd  | 2236 | 132 |
| &nbsp;&nbsp;&nbsp;Canadian Tire Corp Ltd, Cl A  | 1280 | 144 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy  | 645 | 13 |
| &nbsp;&nbsp;&nbsp;Cogeco Communications Inc  | 1500 | 83 |
| &nbsp;&nbsp;&nbsp;Dollarama Inc  | 1234 | 75 |
| &nbsp;&nbsp;&nbsp;Element Fleet Management Corp  | 6972 | 98 |
| &nbsp;&nbsp;&nbsp;Franco-Nevada Corp  | 70 | 10 |
| &nbsp;&nbsp;&nbsp;Gildan Activewear Inc  | 3364 | 97 |
| &nbsp;&nbsp;&nbsp;Imperial Oil Ltd  | 553 | 31 |
| &nbsp;&nbsp;&nbsp;Intact Financial Corp  | 538 | 80 |
| &nbsp;&nbsp;&nbsp;Loblaw Cos Ltd  | 3226 | 289 |
| &nbsp;&nbsp;&nbsp;National Bank of Canada  | 2475 | 175 |
| &nbsp;&nbsp;&nbsp;Nutrien Ltd  | 392 | 31 |
| &nbsp;&nbsp;&nbsp;Russel Metals Inc  | 1056 | 22 |
| &nbsp;&nbsp;&nbsp;Shaw Communications Inc, Cl B  | 439 | 12 |
| &nbsp;&nbsp;&nbsp;Sun Life Financial Inc  | 276 | 13 |
| &nbsp;&nbsp;&nbsp;Suncor Energy Inc  | 218 | 7 |
| &nbsp;&nbsp;&nbsp;TFI International Inc  | 1556 | 168 |
| &nbsp;&nbsp;&nbsp;Thomson Reuters Corp  | 245 | 29 |
| &nbsp;&nbsp;&nbsp;Toromont Industries Ltd  | 97 | 7 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank/The  | 500 | 33 |
| &nbsp;&nbsp;&nbsp;Tourmaline Oil Corp  | 4336 | 262 |
|  |  | 3241 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| &nbsp;&nbsp;&nbsp;Antofagasta PLC  | 596 | 10 |
| &nbsp;&nbsp;&nbsp;Cencosud SA  | 112180 | 166 |
| &nbsp;&nbsp;&nbsp;Engie Energia Chile \* | 14637 | 7 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Quinenco SA  | 5912 | $| 18 |
|  |  |  | 201 |
| **China — 2.7%** | **China — 2.7%** | **China — 2.7%** | **China — 2.7%** |
| &nbsp;&nbsp;&nbsp;3SBio  | 52000 |  | 55 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 23852 |  | 260 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 246000 |  | 139 |
| &nbsp;&nbsp;&nbsp;Beijing Capital International Airport, Cl H  | 60172 |  | 39 |
| &nbsp;&nbsp;&nbsp;Beijing Enterprises Holdings Ltd  | 54500 |  | 173 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 13000 |  | 331 |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 660000 |  | 400 |
| &nbsp;&nbsp;&nbsp;China Merchants Bank Co Ltd, Cl H  | 66000 |  | 335 |
| &nbsp;&nbsp;&nbsp;China Oilfield Services Ltd, Cl H  | 6000 |  | 8 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical Corp, Cl H  | 600000 |  | 283 |
| &nbsp;&nbsp;&nbsp;China Power International Development  | 34093 |  | 13 |
| &nbsp;&nbsp;&nbsp;China Railway Signal & Communication Corp Ltd, Cl H  | 384000 |  | 123 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 127192 |  | 395 |
| &nbsp;&nbsp;&nbsp;China State Construction International Holdings Ltd  | 36850 |  | 45 |
| &nbsp;&nbsp;&nbsp;China Tower, Cl H  | 1904000 |  | 206 |
| &nbsp;&nbsp;&nbsp;China United Network Communications, Cl A  | 507300 |  | 314 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 1200 |  | 66 |
| &nbsp;&nbsp;&nbsp;ENN Energy Holdings Ltd  | 900 |  | 13 |
| &nbsp;&nbsp;&nbsp;FinVolution Group ADR  | 2806 |  | 13 |
| &nbsp;&nbsp;&nbsp;Fufeng Group  | 180226 |  | 115 |
| &nbsp;&nbsp;&nbsp;Greentown China Holdings Ltd  | 14828 |  | 26 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group Co Ltd, Cl H  | 26000 |  | 19 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 227000 |  | 114 |
| &nbsp;&nbsp;&nbsp;JD Health International \* | 1100 |  | 10 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR  | 1129 |  | 65 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 300 |  | 9 |
| &nbsp;&nbsp;&nbsp;JNBY Design Ltd  | 19999 |  | 21 |
| &nbsp;&nbsp;&nbsp;Kingnet Network, Cl A \* | 141700 |  | 141 |
| &nbsp;&nbsp;&nbsp;Li Auto Inc ADR \* | 973 |  | 21 |
| &nbsp;&nbsp;&nbsp;Luxshare Precision Industry Co Ltd, Cl A  | 7800 |  | 34 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B \* | 24626 |  | 531 |
| &nbsp;&nbsp;&nbsp;NetDragon Websoft Holdings Ltd  | 3000 |  | 6 |
| &nbsp;&nbsp;&nbsp;Nongfu Spring, Cl H  | 11200 |  | 65 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV  | 62 |  | 11 |
| &nbsp;&nbsp;&nbsp;Offshore Oil Engineering, Cl A  | 30600 |  | 25 |
| &nbsp;&nbsp;&nbsp;People's Insurance Co Group of China Ltd/The, Cl H  | 489000 |  | 165 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 604000 |  | 275 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 266000 |  | 270 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 1500 |  | 9 |
| &nbsp;&nbsp;&nbsp;Prosus NV  | 3161 |  | 205 |
| &nbsp;&nbsp;&nbsp;Shaanxi Coal Industry Co Ltd, Cl A  | 9800 |  | 28 |
| &nbsp;&nbsp;&nbsp;Shenzhen Expressway Co Ltd, Cl H  | 138000 |  | 116 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Shenzhen Salubris Pharmaceuticals, Cl A  | 53100 | $| 260 |
| &nbsp;&nbsp;&nbsp;Shenzhen SED Industry, Cl A  | 3900 |  | 14 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings Ltd  | 800 |  | 7 |
| &nbsp;&nbsp;&nbsp;Shougang Fushan Resources Group Ltd  | 416000 |  | 141 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings Ltd  | 11490 |  | 435 |
| &nbsp;&nbsp;&nbsp;TravelSky Technology Ltd, Cl H  | 26323 |  | 54 |
| &nbsp;&nbsp;&nbsp;Trina Solar, Cl A  | 3520 |  | 32 |
| &nbsp;&nbsp;&nbsp;Wens Foodstuffs Group Co Ltd  | 21900 |  | 55 |
| &nbsp;&nbsp;&nbsp;Xinxiang Richful Lube Additive, Cl A  | 2200 |  | 42 |
| &nbsp;&nbsp;&nbsp;Xinyi Glass Holdings Ltd  | 38000 |  | 74 |
| &nbsp;&nbsp;&nbsp;Yangtze Optical Fibre and Cable Joint Stock Ltd Co, Cl H  | 67500 |  | 124 |
| &nbsp;&nbsp;&nbsp;Yankuang Energy Group, Cl H  | 26817 |  | 90 |
|  |  |  | 6820 |
| **Czech Republic — 0.2%** | **Czech Republic — 0.2%** | **Czech Republic — 0.2%** | **Czech Republic — 0.2%** |
| &nbsp;&nbsp;&nbsp;CEZ AS  | 10494 |  | 357 |
| &nbsp;&nbsp;&nbsp;Komercni Banka  | 7167 |  | 210 |
|  |  |  | 567 |
| **Denmark — 0.2%** | **Denmark — 0.2%** | **Denmark — 0.2%** | **Denmark — 0.2%** |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl A  | 4 |  | 8 |
| &nbsp;&nbsp;&nbsp;AP Moller - Maersk A/S, Cl B  | 6 |  | 13 |
| &nbsp;&nbsp;&nbsp;Carlsberg AS, Cl B  | 87 |  | 11 |
| &nbsp;&nbsp;&nbsp;Coloplast A/S, Cl B  | 97 |  | 11 |
| &nbsp;&nbsp;&nbsp;Novo Nordisk A/S, Cl B  | 2835 |  | 352 |
| &nbsp;&nbsp;&nbsp;Novozymes A/S, Cl B  | 157 |  | 9 |
| &nbsp;&nbsp;&nbsp;Scandinavian Tobacco Group A/S  | 8800 |  | 155 |
|  |  |  | 559 |
| **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** | **Egypt — 0.0%** |
| &nbsp;&nbsp;&nbsp;Abou Kir Fertilizers & Chemical Industries  | 21611 |  | 30 |
| &nbsp;&nbsp;&nbsp;Oriental Weavers  | 19694 |  | 7 |
| &nbsp;&nbsp;&nbsp;Telecom Egypt Co  | 15386 |  | 14 |
|  |  |  | 51 |
| **Estonia — 0.0%** | **Estonia — 0.0%** | **Estonia — 0.0%** | **Estonia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Enefit Green  | 17776 |  | 81 |
| **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** | **Finland — 0.8%** |
| &nbsp;&nbsp;&nbsp;Elisa Oyj, Cl A  | 223 |  | 11 |
| &nbsp;&nbsp;&nbsp;Kesko Oyj, Cl B  | 605 |  | 13 |
| &nbsp;&nbsp;&nbsp;Kone Oyj, Cl B  | 220 |  | 11 |
| &nbsp;&nbsp;&nbsp;Metsa Board Oyj, Cl B  | 2909 |  | 26 |
| &nbsp;&nbsp;&nbsp;Metso Outotec Oyj  | 70738 |  | 659 |
| &nbsp;&nbsp;&nbsp;Neste Oyj  | 1040 |  | 53 |
| &nbsp;&nbsp;&nbsp;Nokia Oyj  | 120430 |  | 587 |
| &nbsp;&nbsp;&nbsp;Orion Oyj, Cl B  | 276 |  | 14 |
| &nbsp;&nbsp;&nbsp;Stora Enso Oyj, Cl R  | 40527 |  | 590 |
| &nbsp;&nbsp;&nbsp;UPM-Kymmene Oyj  | 920 |  | 34 |
|  |  |  | 1998 |
| **France — 3.6%** | **France — 3.6%** | **France — 3.6%** | **France — 3.6%** |
| &nbsp;&nbsp;&nbsp;Alstom SA  | 14382 |  | 374 |
| &nbsp;&nbsp;&nbsp;AXA SA  | 32895 |  | 920 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BNP Paribas SA  | 14182 | $| 789 |
| &nbsp;&nbsp;&nbsp;Bouygues SA  | 261 |  | 8 |
| &nbsp;&nbsp;&nbsp;Bureau Veritas SA  | 529 |  | 14 |
| &nbsp;&nbsp;&nbsp;Capgemini SE  | 52 |  | 9 |
| &nbsp;&nbsp;&nbsp;Carrefour SA  | 14400 |  | 244 |
| &nbsp;&nbsp;&nbsp;Cie de Saint-Gobain  | 12828 |  | 585 |
| &nbsp;&nbsp;&nbsp;Cie Generale des Etablissements Michelin SCA  | 352 |  | 10 |
| &nbsp;&nbsp;&nbsp;Credit Agricole SA  | 1212 |  | 12 |
| &nbsp;&nbsp;&nbsp;Dassault Systemes SE  | 423 |  | 16 |
| &nbsp;&nbsp;&nbsp;Engie SA  | 685 |  | 10 |
| &nbsp;&nbsp;&nbsp;Hermes International  | 412 |  | 663 |
| &nbsp;&nbsp;&nbsp;Kering SA  | 815 |  | 484 |
| &nbsp;&nbsp;&nbsp;Legrand SA  | 151 |  | 12 |
| &nbsp;&nbsp;&nbsp;LVMH Moet Hennessy Louis Vuitton SE  | 292 |  | 224 |
| &nbsp;&nbsp;&nbsp;Orange SA  | 12800 |  | 129 |
| &nbsp;&nbsp;&nbsp;Pernod Ricard SA  | 879 |  | 172 |
| &nbsp;&nbsp;&nbsp;Publicis Groupe SA  | 14864 |  | 968 |
| &nbsp;&nbsp;&nbsp;Rexel SA  | 34427 |  | 626 |
| &nbsp;&nbsp;&nbsp;Sanofi  | 11181 |  | 1000 |
| &nbsp;&nbsp;&nbsp;Sartorius Stedim Biotech  | 28 |  | 9 |
| &nbsp;&nbsp;&nbsp;Societe BIC SA  | 2300 |  | 150 |
| &nbsp;&nbsp;&nbsp;TotalEnergies SE  | 22570 |  | 1396 |
| &nbsp;&nbsp;&nbsp;Veolia Environnement SA  | 1013 |  | 26 |
|  |  |  | 8850 |
| **Germany — 1.8%** | **Germany — 1.8%** | **Germany — 1.8%** | **Germany — 1.8%** |
| &nbsp;&nbsp;&nbsp;Allianz SE  | 2834 |  | 599 |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 3381 |  | 304 |
| &nbsp;&nbsp;&nbsp;Brenntag SE  | 169 |  | 11 |
| &nbsp;&nbsp;&nbsp;Commerzbank AG  | 17723 |  | 147 |
| &nbsp;&nbsp;&nbsp;Covestro AG  | 16608 |  | 660 |
| &nbsp;&nbsp;&nbsp;Deutsche Post AG  | 4946 |  | 195 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom AG  | 25335 |  | 510 |
| &nbsp;&nbsp;&nbsp;Hannover Rueck SE  | 151 |  | 28 |
| &nbsp;&nbsp;&nbsp;HeidelbergCement AG  | 10748 |  | 583 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Group AG  | 1927 |  | 130 |
| &nbsp;&nbsp;&nbsp;Merck KGaA  | 55 |  | 10 |
| &nbsp;&nbsp;&nbsp;MTU Aero Engines AG  | 1417 |  | 296 |
| &nbsp;&nbsp;&nbsp;Rheinmetall AG  | 485 |  | 98 |
| &nbsp;&nbsp;&nbsp;RWE AG  | 309 |  | 13 |
| &nbsp;&nbsp;&nbsp;SAP SE  | 7009 |  | 769 |
| &nbsp;&nbsp;&nbsp;Telefonica Deutschland Holding AG  | 4643 |  | 11 |
|  |  |  | 4364 |
| **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** | **Greece — 0.1%** |
| &nbsp;&nbsp;&nbsp;Fourlis Holdings SA  | 19206 |  | 59 |
| &nbsp;&nbsp;&nbsp;Mytilineos Holdings  | 5212 |  | 98 |
| &nbsp;&nbsp;&nbsp;StealthGas Inc \* | 409 |  | 1 |
|  |  |  | 158 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 900 |  | 36 |
| &nbsp;&nbsp;&nbsp;SSY Group Ltd  | 72000 |  | 36 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Sun Hung Kai Properties Ltd  | 5000 | $| 60 |
| &nbsp;&nbsp;&nbsp;WH Group Ltd  | 14500 |  | 9 |
|  |  |  | 141 |
| **Hungary — 0.5%** | **Hungary — 0.5%** | **Hungary — 0.5%** | **Hungary — 0.5%** |
| &nbsp;&nbsp;&nbsp;Magyar Telekom Telecommunications PLC  | 282627 |  | 236 |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 42870 |  | 307 |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 34087 |  | 724 |
|  |  |  | 1267 |
| **India — 1.6%** | **India — 1.6%** | **India — 1.6%** | **India — 1.6%** |
| &nbsp;&nbsp;&nbsp;Ambuja Cements Ltd  | 1721 |  | 12 |
| &nbsp;&nbsp;&nbsp;Bajaj Finance Ltd  | 475 |  | 39 |
| &nbsp;&nbsp;&nbsp;Bharat Electronics Ltd  | 64855 |  | 84 |
| &nbsp;&nbsp;&nbsp;Canara Bank  | 11835 |  | 46 |
| &nbsp;&nbsp;&nbsp;Cholamandalam Investment and Finance  | 23761 |  | 210 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 7714 |  | 22 |
| &nbsp;&nbsp;&nbsp;Federal Bank Ltd  | 15880 |  | 26 |
| &nbsp;&nbsp;&nbsp;Grasim Industries Ltd  | 5035 |  | 109 |
| &nbsp;&nbsp;&nbsp;Housing Development Finance Corp Ltd  | 245 |  | 8 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd  | 4085 |  | 48 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 10849 |  | 220 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 2792 |  | 57 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 54161 |  | 227 |
| &nbsp;&nbsp;&nbsp;Jindal Saw Ltd  | 38847 |  | 45 |
| &nbsp;&nbsp;&nbsp;Jindal Steel & Power Ltd  | 38840 |  | 258 |
| &nbsp;&nbsp;&nbsp;Karur Vysya Bank Ltd/The  | 74576 |  | 92 |
| &nbsp;&nbsp;&nbsp;Lakshmi Machine Works  | 90 |  | 15 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Financial Services  | 5876 |  | 16 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 22941 |  | 369 |
| &nbsp;&nbsp;&nbsp;Manappuram Finance Ltd  | 3747 |  | 5 |
| &nbsp;&nbsp;&nbsp;Motilal Oswal Financial Services  | 952 |  | 8 |
| &nbsp;&nbsp;&nbsp;Narayana Hrudayalaya  | 4949 |  | 45 |
| &nbsp;&nbsp;&nbsp;NHPC Ltd  | 462100 |  | 240 |
| &nbsp;&nbsp;&nbsp;NMDC Ltd  | 26099 |  | 38 |
| &nbsp;&nbsp;&nbsp;NTPC Ltd  | 39796 |  | 84 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 54269 |  | 95 |
| &nbsp;&nbsp;&nbsp;Oil India Ltd  | 63500 |  | 161 |
| &nbsp;&nbsp;&nbsp;Page Industries Ltd  | 152 |  | 89 |
| &nbsp;&nbsp;&nbsp;Power Finance Corp Ltd  | 113285 |  | 190 |
| &nbsp;&nbsp;&nbsp;REC Ltd  | 129563 |  | 176 |
| &nbsp;&nbsp;&nbsp;Reliance Industries Ltd  | 435 |  | 15 |
| &nbsp;&nbsp;&nbsp;Shoppers Stop \* | 875 |  | 7 |
| &nbsp;&nbsp;&nbsp;Shriram Transport Finance Co Ltd  | 6730 |  | 112 |
| &nbsp;&nbsp;&nbsp;SRF  | 2473 |  | 72 |
| &nbsp;&nbsp;&nbsp;Steel Authority of India Ltd  | 261221 |  | 275 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries  | 4125 |  | 53 |
| &nbsp;&nbsp;&nbsp;Tata Consultancy Services Ltd  | 1739 |  | 73 |
| &nbsp;&nbsp;&nbsp;Trent  | 3173 |  | 58 |
| &nbsp;&nbsp;&nbsp;TVS Motor  | 3210 |  | 42 |
| &nbsp;&nbsp;&nbsp;Union Bank of India  | 90948 |  | 92 |
| &nbsp;&nbsp;&nbsp;Varun Beverages Ltd  | 14840 |  | 228 |
|  |  |  | 4061 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Indonesia — 0.2%** | **Indonesia — 0.2%** | **Indonesia — 0.2%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 193211 | $48 |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 351435 | 136 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 357763 | 47 |
| &nbsp;&nbsp;&nbsp;Matahari Department Store Tbk PT  | 173524 | 57 |
| &nbsp;&nbsp;&nbsp;Mitra Adiperkasa Tbk PT \* | 726408 | 67 |
| &nbsp;&nbsp;&nbsp;Saratoga Investama Sedaya Tbk PT  | 308242 | 52 |
| &nbsp;&nbsp;&nbsp;Sumber Alfaria Trijaya  | 292608 | 58 |
| &nbsp;&nbsp;&nbsp;Telkom Indonesia Persero Tbk PT  | 317692 | 82 |
|  |  | 547 |
| **Ireland — 0.4%** | **Ireland — 0.4%** | **Ireland — 0.4%** |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group PLC  | 15527 | 127 |
| &nbsp;&nbsp;&nbsp;CRH PLC  | 21940 | 873 |
|  |  | 1000 |
| **Israel — 0.0%** | **Israel — 0.0%** | **Israel — 0.0%** |
| &nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel BM  | 11149 | 101 |
| **Italy — 1.0%** | **Italy — 1.0%** | **Italy — 1.0%** |
| &nbsp;&nbsp;&nbsp;Assicurazioni Generali SpA  | 637 | 11 |
| &nbsp;&nbsp;&nbsp;Eni SpA  | 26584 | 392 |
| &nbsp;&nbsp;&nbsp;Hera SpA  | 46400 | 128 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo SpA  | 314233 | 690 |
| &nbsp;&nbsp;&nbsp;Snam SpA  | 3202 | 16 |
| &nbsp;&nbsp;&nbsp;Tenaris SA  | 754 | 13 |
| &nbsp;&nbsp;&nbsp;UniCredit SpA  | 69449 | 939 |
| &nbsp;&nbsp;&nbsp;UnipolSai Assicurazioni SpA  | 75012 | 189 |
|  |  | 2378 |
| **Japan — 11.9%** | **Japan — 11.9%** | **Japan — 11.9%** |
| &nbsp;&nbsp;&nbsp;Advantest Corp  | 100 | 7 |
| &nbsp;&nbsp;&nbsp;AEON Investment Corp <sup>‡</sup> | 100 | 115 |
| &nbsp;&nbsp;&nbsp;Aisin Corp  | 16000 | 436 |
| &nbsp;&nbsp;&nbsp;Alps Alpine Co Ltd  | 20200 | 192 |
| &nbsp;&nbsp;&nbsp;Aoyama Trading Co Ltd  | 11100 | 81 |
| &nbsp;&nbsp;&nbsp;Aozora Bank Ltd  | 5700 | 107 |
| &nbsp;&nbsp;&nbsp;Astellas Pharma Inc  | 700 | 11 |
| &nbsp;&nbsp;&nbsp;Bandai Namco Holdings Inc  | 400 | 26 |
| &nbsp;&nbsp;&nbsp;Canon Inc  | 22457 | 519 |
| &nbsp;&nbsp;&nbsp;Citizen Watch Co Ltd  | 71800 | 312 |
| &nbsp;&nbsp;&nbsp;Cosel Co Ltd  | 7300 | 45 |
| &nbsp;&nbsp;&nbsp;Credit Saison Co Ltd  | 44200 | 561 |
| &nbsp;&nbsp;&nbsp;Daiichi Life Holdings Inc  | 37000 | 679 |
| &nbsp;&nbsp;&nbsp;Daiichi Sankyo Co Ltd  | 1900 | 62 |
| &nbsp;&nbsp;&nbsp;Daito Trust Construction Co Ltd  | 2701 | 298 |
| &nbsp;&nbsp;&nbsp;DCM Holdings Co Ltd  | 22400 | 185 |
| &nbsp;&nbsp;&nbsp;Dentsu Group  | 900 | 29 |
| &nbsp;&nbsp;&nbsp;Eizo Corp  | 3700 | 96 |
| &nbsp;&nbsp;&nbsp;en Japan Inc  | 11000 | 196 |
| &nbsp;&nbsp;&nbsp;EXEO Group  | 18400 | 283 |
| &nbsp;&nbsp;&nbsp;FANUC Corp  | 5700 | 848 |
| &nbsp;&nbsp;&nbsp;Fuji Media Holdings Inc  | 18400 | 143 |
| &nbsp;&nbsp;&nbsp;FUJIFILM Holdings Corp  | 4039 | 215 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Fujikura Ltd  | 4264 | $35 |
| &nbsp;&nbsp;&nbsp;Fujitsu Ltd  | 200 | 27 |
| &nbsp;&nbsp;&nbsp;H.U. Group Holdings Inc  | 3700 | 74 |
| &nbsp;&nbsp;&nbsp;Hachijuni Bank Ltd/The  | 84500 | 317 |
| &nbsp;&nbsp;&nbsp;Hirogin Holdings Inc  | 36800 | 168 |
| &nbsp;&nbsp;&nbsp;Hokuetsu Corp  | 7400 | 42 |
| &nbsp;&nbsp;&nbsp;Honda Motor Co Ltd  | 43100 | 1039 |
| &nbsp;&nbsp;&nbsp;Inpex Corp  | 1000 | 11 |
| &nbsp;&nbsp;&nbsp;Internet Initiative Japan  | 1768 | 32 |
| &nbsp;&nbsp;&nbsp;Isuzu Motors Ltd  | 800 | 10 |
| &nbsp;&nbsp;&nbsp;ITOCHU Corp  | 1000 | 31 |
| &nbsp;&nbsp;&nbsp;Itochu Enex Co Ltd  | 22300 | 164 |
| &nbsp;&nbsp;&nbsp;Japan Lifeline Co Ltd  | 22300 | 154 |
| &nbsp;&nbsp;&nbsp;Japan Tobacco Inc  | 9666 | 196 |
| &nbsp;&nbsp;&nbsp;JFE Holdings Inc  | 32500 | 359 |
| &nbsp;&nbsp;&nbsp;JGC Holdings Corp  | 14700 | 202 |
| &nbsp;&nbsp;&nbsp;JTEKT  | 59000 | 433 |
| &nbsp;&nbsp;&nbsp;Kajima Corp  | 36800 | 412 |
| &nbsp;&nbsp;&nbsp;Kao Corp  | 18300 | 725 |
| &nbsp;&nbsp;&nbsp;KDDI Corp  | 5100 | 150 |
| &nbsp;&nbsp;&nbsp;Kirin Holdings Co Ltd  | 55200 | 862 |
| &nbsp;&nbsp;&nbsp;Komeri Co Ltd  | 12300 | 230 |
| &nbsp;&nbsp;&nbsp;K's Holdings Corp  | 25200 | 207 |
| &nbsp;&nbsp;&nbsp;Kubota  | 600 | 9 |
| &nbsp;&nbsp;&nbsp;Kuraray Co Ltd  | 33100 | 263 |
| &nbsp;&nbsp;&nbsp;KYORIN Holdings Inc  | 12900 | 165 |
| &nbsp;&nbsp;&nbsp;Lixil Corp  | 600 | 9 |
| &nbsp;&nbsp;&nbsp;Mabuchi Motor Co Ltd  | 11000 | 330 |
| &nbsp;&nbsp;&nbsp;Macnica Holdings  | 658 | 16 |
| &nbsp;&nbsp;&nbsp;Makita Corp  | 20900 | 476 |
| &nbsp;&nbsp;&nbsp;Marubeni Corp  | 2900 | 32 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Corp  | 5000 | 167 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Estate Co Ltd  | 60800 | 850 |
| &nbsp;&nbsp;&nbsp;Mitsubishi Motors  | 11475 | 53 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc  | 86100 | 465 |
| &nbsp;&nbsp;&nbsp;Mitsui & Co Ltd  | 3368 | 97 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc  | 18900 | 233 |
| &nbsp;&nbsp;&nbsp;Morinaga Milk Industry Co Ltd  | 11200 | 359 |
| &nbsp;&nbsp;&nbsp;MS&AD Insurance Group Holdings Inc  | 8800 | 258 |
| &nbsp;&nbsp;&nbsp;Murata Manufacturing Co Ltd  | 7000 | 380 |
| &nbsp;&nbsp;&nbsp;NH Foods Ltd  | 7400 | 197 |
| &nbsp;&nbsp;&nbsp;Nikon Corp  | 4382 | 42 |
| &nbsp;&nbsp;&nbsp;Nippon Steel Corp  | 39500 | 626 |
| &nbsp;&nbsp;&nbsp;Nippon Telegraph & Telephone Corp  | 8600 | 236 |
| &nbsp;&nbsp;&nbsp;Nippon Television Holdings Inc  | 36700 | 281 |
| &nbsp;&nbsp;&nbsp;Nippon Yusen KK  | 1878 | 41 |
| &nbsp;&nbsp;&nbsp;Nishi-Nippon Financial Holdings Inc  | 31300 | 198 |
| &nbsp;&nbsp;&nbsp;Nomura Holdings Inc  | 46000 | 166 |
| &nbsp;&nbsp;&nbsp;Nomura Research Institute Ltd  | 526 | 12 |
| &nbsp;&nbsp;&nbsp;North Pacific Bank Ltd  | 52300 | 93 |
| &nbsp;&nbsp;&nbsp;NSK Ltd  | 156500 | 863 |
| &nbsp;&nbsp;&nbsp;NTT Data Corp  | 7451 | 114 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Obayashi Corp  | 22100 | $| 164 |
| &nbsp;&nbsp;&nbsp;Oji Holdings  | 12300 |  | 47 |
| &nbsp;&nbsp;&nbsp;Ono Pharmaceutical Co Ltd  | 600 |  | 15 |
| &nbsp;&nbsp;&nbsp;Oriental Land Co Ltd/Japan  | 100 |  | 14 |
| &nbsp;&nbsp;&nbsp;Osaka Gas Co Ltd  | 500 |  | 8 |
| &nbsp;&nbsp;&nbsp;OSG Corp  | 16600 |  | 234 |
| &nbsp;&nbsp;&nbsp;Otsuka Corp  | 3600 |  | 120 |
| &nbsp;&nbsp;&nbsp;Pack Corp/The  | 1300 |  | 24 |
| &nbsp;&nbsp;&nbsp;Panasonic Holdings  | 1700 |  | 16 |
| &nbsp;&nbsp;&nbsp;Rohto Pharmaceutical  | 1739 |  | 56 |
| &nbsp;&nbsp;&nbsp;Ryohin Keikaku Co Ltd  | 14700 |  | 155 |
| &nbsp;&nbsp;&nbsp;Sawai Group Holdings Co Ltd  | 7700 |  | 236 |
| &nbsp;&nbsp;&nbsp;Seiko Epson Corp  | 22000 |  | 343 |
| &nbsp;&nbsp;&nbsp;Seino Holdings  | 33100 |  | 289 |
| &nbsp;&nbsp;&nbsp;Shimano Inc  | 1200 |  | 205 |
| &nbsp;&nbsp;&nbsp;SoftBank Group Corp  | 17900 |  | 776 |
| &nbsp;&nbsp;&nbsp;Sony Group Corp  | 11100 |  | 910 |
| &nbsp;&nbsp;&nbsp;Stanley Electric  | 16600 |  | 338 |
| &nbsp;&nbsp;&nbsp;Subaru Corp  | 6800 |  | 115 |
| &nbsp;&nbsp;&nbsp;Sumitomo Electric Industries Ltd  | 57100 |  | 664 |
| &nbsp;&nbsp;&nbsp;Sumitomo Heavy Industries Ltd  | 9000 |  | 190 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc  | 30600 |  | 1028 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Holdings Inc  | 22900 |  | 727 |
| &nbsp;&nbsp;&nbsp;Suzuken Co Ltd/Aichi Japan  | 5900 |  | 157 |
| &nbsp;&nbsp;&nbsp;Taiheiyo Cement Corp  | 7700 |  | 121 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical Co Ltd  | 22400 |  | 652 |
| &nbsp;&nbsp;&nbsp;Teijin Ltd  | 12400 |  | 119 |
| &nbsp;&nbsp;&nbsp;Toagosei  | 12800 |  | 109 |
| &nbsp;&nbsp;&nbsp;Toho Holdings Co Ltd  | 11000 |  | 169 |
| &nbsp;&nbsp;&nbsp;Tokyo Electron Ltd  | 1473 |  | 495 |
| &nbsp;&nbsp;&nbsp;Tokyo Gas Co Ltd  | 47000 |  | 856 |
| &nbsp;&nbsp;&nbsp;Tokyo Ohka Kogyo Co Ltd  | 149 |  | 7 |
| &nbsp;&nbsp;&nbsp;Toray Industries Inc  | 152600 |  | 813 |
| &nbsp;&nbsp;&nbsp;Toyo Suisan Kaisha Ltd  | 1598 |  | 66 |
| &nbsp;&nbsp;&nbsp;Toyota Tsusho Corp  | 400 |  | 15 |
| &nbsp;&nbsp;&nbsp;Trusco Nakayama  | 12700 |  | 192 |
| &nbsp;&nbsp;&nbsp;United Arrows Ltd  | 7000 |  | 96 |
| &nbsp;&nbsp;&nbsp;UT Group Co Ltd  | 4200 |  | 83 |
| &nbsp;&nbsp;&nbsp;Wacoal Holdings Corp  | 10100 |  | 170 |
| &nbsp;&nbsp;&nbsp;Xebio Holdings Co Ltd  | 9100 |  | 62 |
| &nbsp;&nbsp;&nbsp;Yamada Holdings Co Ltd  | 82900 |  | 284 |
| &nbsp;&nbsp;&nbsp;Yamaha Motor Co Ltd  | 3606 |  | 89 |
|  |  |  | 29586 |
| **Kazakhstan — 0.3%** | **Kazakhstan — 0.3%** | **Kazakhstan — 0.3%** | **Kazakhstan — 0.3%** |
| &nbsp;&nbsp;&nbsp;Halyk Savings Bank of Kazakhstan JSC GDR  | 29070 |  | 316 |
| &nbsp;&nbsp;&nbsp;Kaspi.KZ JSC GDR  | 5452 |  | 420 |
|  |  |  | 736 |
| **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** | **Luxembourg — 0.3%** |
| &nbsp;&nbsp;&nbsp;APERAM SA  | 10497 |  | 330 |
| &nbsp;&nbsp;&nbsp;ArcelorMittal SA  | 18789 |  | 510 |
|  |  |  | 840 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| **Malaysia — 0.1%** | **Malaysia — 0.1%** | **Malaysia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Dayang Enterprise Holdings  | 34800 | $11 |
| &nbsp;&nbsp;&nbsp;Evergreen Fibreboard  | 126172 | 12 |
| &nbsp;&nbsp;&nbsp;Heineken Malaysia Bhd  | 1900 | 11 |
| &nbsp;&nbsp;&nbsp;Petronas Chemicals Group Bhd  | 42296 | 81 |
| &nbsp;&nbsp;&nbsp;RHB Bank Bhd  | 130700 | 166 |
| &nbsp;&nbsp;&nbsp;SFP Tech Holdings  | 15500 | 6 |
| &nbsp;&nbsp;&nbsp;Ta Ann Holdings  | 19588 | 17 |
|  |  | 304 |
| **Mexico — 0.3%** | **Mexico — 0.3%** | **Mexico — 0.3%** |
| &nbsp;&nbsp;&nbsp;Alsea SAB de CV \* | 62478 | 125 |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 7008 | 58 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa SAB de CV  | 9277 | 63 |
| &nbsp;&nbsp;&nbsp;El Puerto de Liverpool  | 1000 | 6 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV, Cl B  | 340 | 9 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 37700 | 301 |
| &nbsp;&nbsp;&nbsp;Vista Energy ADR \* | 6511 | 94 |
|  |  | 656 |
| **Netherlands — 1.1%** | **Netherlands — 1.1%** | **Netherlands — 1.1%** |
| &nbsp;&nbsp;&nbsp;Aegon NV  | 3602 | 18 |
| &nbsp;&nbsp;&nbsp;Akzo Nobel NV  | 359 | 26 |
| &nbsp;&nbsp;&nbsp;Heineken NV  | 239 | 22 |
| &nbsp;&nbsp;&nbsp;ING Groep NV  | 61169 | 734 |
| &nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV  | 35039 | 1010 |
| &nbsp;&nbsp;&nbsp;Koninklijke DSM NV  | 326 | 42 |
| &nbsp;&nbsp;&nbsp;NN Group NV  | 2300 | 97 |
| &nbsp;&nbsp;&nbsp;Randstad NV  | 180 | 10 |
| &nbsp;&nbsp;&nbsp;Shell PLC  | 4700 | 136 |
| &nbsp;&nbsp;&nbsp;Signify NV  | 15775 | 533 |
| &nbsp;&nbsp;&nbsp;Wolters Kluwer NV  | 166 | 18 |
|  |  | 2646 |
| **New Zealand — 0.0%** | **New Zealand — 0.0%** | **New Zealand — 0.0%** |
| &nbsp;&nbsp;&nbsp;Spark New Zealand Ltd  | 2641 | 9 |
| **Norway — 0.0%** | **Norway — 0.0%** | **Norway — 0.0%** |
| &nbsp;&nbsp;&nbsp;Austevoll Seafood ASA  | 6400 | 52 |
| &nbsp;&nbsp;&nbsp;DNB Bank ASA  | 501 | 10 |
| &nbsp;&nbsp;&nbsp;Mowi ASA  | 792 | 12 |
| &nbsp;&nbsp;&nbsp;Norsk Hydro ASA  | 1928 | 14 |
| &nbsp;&nbsp;&nbsp;Orkla ASA  | 991 | 7 |
|  |  | 95 |
| **Pakistan — 0.0%** | **Pakistan — 0.0%** | **Pakistan — 0.0%** |
| &nbsp;&nbsp;&nbsp;Habib Bank Ltd  | 63667 | 19 |
| &nbsp;&nbsp;&nbsp;Meezan Bank  | 19751 | 10 |
|  |  | 29 |
| **Philippines — 0.1%** | **Philippines — 0.1%** | **Philippines — 0.1%** |
| &nbsp;&nbsp;&nbsp;Aboitiz Power  | 34400 | 21 |
| &nbsp;&nbsp;&nbsp;Alliance Global Group Inc  | 28400 | 5 |
| &nbsp;&nbsp;&nbsp;DMCI Holdings Inc  | 1390594 | 237 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;LT Group Inc  | 125400 | $| 21 |
| &nbsp;&nbsp;&nbsp;Manila Electric Co  | 3950 |  | 19 |
| &nbsp;&nbsp;&nbsp;Nickel Asia  | 365498 |  | 36 |
|  |  |  | 339 |
| **Poland — 1.4%** | **Poland — 1.4%** | **Poland — 1.4%** | **Poland — 1.4%** |
| &nbsp;&nbsp;&nbsp;Amica SA  | 5355 |  | 98 |
| &nbsp;&nbsp;&nbsp;Bank Handlowy w Warszawie SA  | 13410 |  | 220 |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki SA  | 21467 |  | 406 |
| &nbsp;&nbsp;&nbsp;Benefit Systems \* | 776 |  | 115 |
| &nbsp;&nbsp;&nbsp;Budimex SA  | 1884 |  | 114 |
| &nbsp;&nbsp;&nbsp;CAPITEA \* | 158863 |  |  |
| &nbsp;&nbsp;&nbsp;Ciech SA \* | 10052 |  | 91 |
| &nbsp;&nbsp;&nbsp;ComArch SA  | 2742 |  | 96 |
| &nbsp;&nbsp;&nbsp;Grupa Azoty SA \* | 743 |  | 6 |
| &nbsp;&nbsp;&nbsp;Grupa Kety SA  | 2269 |  | 298 |
| &nbsp;&nbsp;&nbsp;LPP  | 125 |  | 268 |
| &nbsp;&nbsp;&nbsp;Polski Koncern Naftowy ORLEN SA  | 22000 |  | 320 |
| &nbsp;&nbsp;&nbsp;Powszechna Kasa Oszczednosci Bank Polski SA  | 111206 |  | 709 |
| &nbsp;&nbsp;&nbsp;Powszechny Zaklad Ubezpieczen SA  | 58977 |  | 417 |
| &nbsp;&nbsp;&nbsp;Toya SA  | 73963 |  | 86 |
| &nbsp;&nbsp;&nbsp;VRG SA  | 95776 |  | 71 |
| &nbsp;&nbsp;&nbsp;Wirtualna Polska Holding  | 3900 |  | 83 |
|  |  |  | 3398 |
| **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** | **Portugal — 0.1%** |
| &nbsp;&nbsp;&nbsp;Jeronimo Martins SGPS SA  | 5622 |  | 124 |
| &nbsp;&nbsp;&nbsp;REN - Redes Energeticas Nacionais SGPS SA  | 36000 |  | 94 |
|  |  |  | 218 |
| **Romania — 0.4%** | **Romania — 0.4%** | **Romania — 0.4%** | **Romania — 0.4%** |
| &nbsp;&nbsp;&nbsp;Banca Transilvania SA  | 31992 |  | 135 |
| &nbsp;&nbsp;&nbsp;BRD-Groupe Societe Generale SA  | 77937 |  | 218 |
| &nbsp;&nbsp;&nbsp;Fondul Proprietatea SA  | 427979 |  | 172 |
| &nbsp;&nbsp;&nbsp;OMV Petrom SA  | 3512838 |  | 341 |
| &nbsp;&nbsp;&nbsp;Sphera Franchise Group  | 35121 |  | 107 |
|  |  |  | 973 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Detsky Mir PJSC  | 101061 |  |  |
| &nbsp;&nbsp;&nbsp;Evraz PLC  | 21791 |  | 21 |
| &nbsp;&nbsp;&nbsp;Gazprom Neft PJSC  | 7643 |  |  |
| &nbsp;&nbsp;&nbsp;Gazprom PJSC  | 125045 |  |  |
| &nbsp;&nbsp;&nbsp;HeadHunter Group PLC ADR (A) | 161 |  |  |
| &nbsp;&nbsp;&nbsp;Inter RAO UES PJSC  | 2649312 |  |  |
| &nbsp;&nbsp;&nbsp;Magnit PJSC  | 2567 |  |  |
| &nbsp;&nbsp;&nbsp;Magnitogorsk Iron & Steel Works PJSC  | 26960 |  |  |
| &nbsp;&nbsp;&nbsp;MD Medical Group Investments PLC GDR  | 29105 |  |  |
| &nbsp;&nbsp;&nbsp;MMC Norilsk Nickel PJSC  | 354 |  |  |
| &nbsp;&nbsp;&nbsp;PhosAgro PJSC GDR  | 12000 |  |  |
| &nbsp;&nbsp;&nbsp;Rosneft Oil Co PJSC  | 35283 |  |  |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC  | 105050 |  |  |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;X5 Retail Group NV GDR  | 10491 | $| – |
|  |  |  | 21 |
| **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** | **Saudi Arabia — 0.3%** |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank \* | 1177 |  | 25 |
| &nbsp;&nbsp;&nbsp;Aldrees Petroleum and Transport Services  | 243 |  | 5 |
| &nbsp;&nbsp;&nbsp;Alinma Bank  | 7249 |  | 67 |
| &nbsp;&nbsp;&nbsp;Bank AlBilad \* | 1268 |  | 18 |
| &nbsp;&nbsp;&nbsp;Najran Cement  | 7381 |  | 24 |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 3799 |  | 147 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 6079 |  | 59 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 21212 |  | 190 |
| &nbsp;&nbsp;&nbsp;Saudi Basic Industries Corp  | 744 |  | 16 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 10558 |  | 70 |
| &nbsp;&nbsp;&nbsp;Saudi National Bank  | 1276 |  | 18 |
|  |  |  | 639 |
| **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** | **Singapore — 0.3%** |
| &nbsp;&nbsp;&nbsp;Best World International Ltd \*(A) | 24994 |  | 32 |
| &nbsp;&nbsp;&nbsp;DBS Group Holdings Ltd  | 10200 |  | 264 |
| &nbsp;&nbsp;&nbsp;Jardine Cycle & Carriage Ltd  | 5900 |  | 131 |
| &nbsp;&nbsp;&nbsp;Sheng Siong Group Ltd  | 9641 |  | 12 |
| &nbsp;&nbsp;&nbsp;STMicroelectronics NV  | 474 |  | 18 |
| &nbsp;&nbsp;&nbsp;United Overseas Bank Ltd  | 8600 |  | 197 |
|  |  |  | 654 |
| **Slovenia — 0.1%** | **Slovenia — 0.1%** | **Slovenia — 0.1%** | **Slovenia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Nova Ljubljanska Banka dd GDR  | 23774 |  | 290 |
| **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** | **South Africa — 0.3%** |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals Ltd  | 9601 |  | 169 |
| &nbsp;&nbsp;&nbsp;DataTec Ltd  | 5397 |  | 10 |
| &nbsp;&nbsp;&nbsp;Investec Property Fund <sup>‡</sup> | 19999 |  |  |
| &nbsp;&nbsp;&nbsp;KAP Industrial Holdings  | 107850 |  | 28 |
| &nbsp;&nbsp;&nbsp;Motus Holdings Ltd  | 12636 |  | 87 |
| &nbsp;&nbsp;&nbsp;MTN Group Ltd  | 1659 |  | 14 |
| &nbsp;&nbsp;&nbsp;Old Mutual Ltd  | 334749 |  | 219 |
| &nbsp;&nbsp;&nbsp;PPC Ltd \* | 157631 |  | 24 |
| &nbsp;&nbsp;&nbsp;Sappi Ltd  | 59211 |  | 171 |
|  |  |  | 722 |
| **South Korea — 1.7%** | **South Korea — 1.7%** | **South Korea — 1.7%** | **South Korea — 1.7%** |
| &nbsp;&nbsp;&nbsp;BH  | 894 |  | 18 |
| &nbsp;&nbsp;&nbsp;Cheil Worldwide Inc  | 875 |  | 16 |
| &nbsp;&nbsp;&nbsp;Daewon Pharmaceutical  | 432 |  | 6 |
| &nbsp;&nbsp;&nbsp;Daishin Securities Co Ltd  | 624 |  | 7 |
| &nbsp;&nbsp;&nbsp;DB Insurance Co Ltd  | 380 |  | 18 |
| &nbsp;&nbsp;&nbsp;Dentium Co Ltd  | 1837 |  | 125 |
| &nbsp;&nbsp;&nbsp;Doosan Bobcat Inc  | 6065 |  | 166 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 5303 |  | 197 |
| &nbsp;&nbsp;&nbsp;Hansol Paper  | 4237 |  | 45 |
| &nbsp;&nbsp;&nbsp;HD Hyundai  | 461 |  | 23 |
| &nbsp;&nbsp;&nbsp;Hwa Shin  | 867 |  | 6 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 411 |  | 56 |
| &nbsp;&nbsp;&nbsp;Hyundai Mobis Co Ltd  | 177 |  | 29 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Hyundai Motor Co  | 1516 | $| 197 |
| &nbsp;&nbsp;&nbsp;JYP Entertainment  | 835 |  | 39 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 2206 |  | 88 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 1861 |  | 98 |
| &nbsp;&nbsp;&nbsp;Korea Real Estate Investment & Trust  | 39304 |  | 42 |
| &nbsp;&nbsp;&nbsp;KT Corp  | 7752 |  | 221 |
| &nbsp;&nbsp;&nbsp;KT&G Corp  | 2100 |  | 159 |
| &nbsp;&nbsp;&nbsp;KUMHOE&C Co Ltd  | 2572 |  | 16 |
| &nbsp;&nbsp;&nbsp;Kyeryong Construction Industrial Co Ltd  | 2534 |  | 38 |
| &nbsp;&nbsp;&nbsp;L&F Co Ltd  | 138 |  | 24 |
| &nbsp;&nbsp;&nbsp;LG Innotek Co Ltd  | 1285 |  | 310 |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 3921 |  | 124 |
| &nbsp;&nbsp;&nbsp;Nasmedia Co Ltd  | 231 |  | 5 |
| &nbsp;&nbsp;&nbsp;Osstem Implant Co Ltd  | 2667 |  | 228 |
| &nbsp;&nbsp;&nbsp;POSCO Chemical  | 826 |  | 139 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 7810 |  | 375 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd GDR  | 958 |  | 1130 |
| &nbsp;&nbsp;&nbsp;Seoyon E-Hwa  | 817 |  |  |
| &nbsp;&nbsp;&nbsp;SK Square Co Ltd \* | 2356 |  | 68 |
| &nbsp;&nbsp;&nbsp;SK Telecom Co Ltd  | 2700 |  | 103 |
| &nbsp;&nbsp;&nbsp;Value Added Technology  | 2125 |  | 53 |
|  |  |  | 4169 |
| **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** | **Spain — 0.6%** |
| &nbsp;&nbsp;&nbsp;AmRest Holdings \* | 20616 |  | 91 |
| &nbsp;&nbsp;&nbsp;Banco Santander SA  | 314269 |  | 928 |
| &nbsp;&nbsp;&nbsp;Bankinter SA  | 4156 |  | 27 |
| &nbsp;&nbsp;&nbsp;Endesa SA  | 6300 |  | 115 |
| &nbsp;&nbsp;&nbsp;Grifols SA \* | 29842 |  | 317 |
| &nbsp;&nbsp;&nbsp;Naturgy Energy Group SA  | 606 |  | 17 |
| &nbsp;&nbsp;&nbsp;Viscofan SA  | 573 |  | 35 |
|  |  |  | 1530 |
| **Sweden — 0.4%** | **Sweden — 0.4%** | **Sweden — 0.4%** | **Sweden — 0.4%** |
| &nbsp;&nbsp;&nbsp;Atlas Copco, Cl A  | 933 |  | 12 |
| &nbsp;&nbsp;&nbsp;Autoliv Inc  | 8736 |  | 758 |
| &nbsp;&nbsp;&nbsp;Axfood AB  | 942 |  | 25 |
| &nbsp;&nbsp;&nbsp;Boliden  | 398 |  | 15 |
| &nbsp;&nbsp;&nbsp;Essity AB, Cl B  | 872 |  | 21 |
| &nbsp;&nbsp;&nbsp;Evolution AB  | 83 |  | 8 |
| &nbsp;&nbsp;&nbsp;Hexatronic Group  | 2938 |  | 41 |
|  |  |  | 880 |
| **Switzerland — 0.9%** | **Switzerland — 0.9%** | **Switzerland — 0.9%** | **Switzerland — 0.9%** |
| &nbsp;&nbsp;&nbsp;ABB Ltd  | 1410 |  | 44 |
| &nbsp;&nbsp;&nbsp;Cie Financiere Richemont SA, Cl A  | 5023 |  | 661 |
| &nbsp;&nbsp;&nbsp;Geberit AG  | 101 |  | 48 |
| &nbsp;&nbsp;&nbsp;Kuehne + Nagel International AG  | 98 |  | 24 |
| &nbsp;&nbsp;&nbsp;Lonza Group AG  | 61 |  | 32 |
| &nbsp;&nbsp;&nbsp;Novartis AG  | 207 |  | 18 |
| &nbsp;&nbsp;&nbsp;Partners Group Holding AG  | 51 |  | 50 |
| &nbsp;&nbsp;&nbsp;Roche Holding AG  | 3508 |  | 1138 |
| &nbsp;&nbsp;&nbsp;Sonova Holding AG  | 26 |  | 7 |
| &nbsp;&nbsp;&nbsp;Swiss Life Holding AG  | 200 |  | 106 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;TE Connectivity Ltd  | 151 | $| 19 |
| &nbsp;&nbsp;&nbsp;Wizz Air Holdings PLC \* | 5100 |  | 138 |
|  |  |  | 2285 |
| **Taiwan — 1.7%** | **Taiwan — 1.7%** | **Taiwan — 1.7%** | **Taiwan — 1.7%** |
| &nbsp;&nbsp;&nbsp;Asustek Computer Inc  | 1000 |  | 9 |
| &nbsp;&nbsp;&nbsp;Chicony Electronics Co Ltd  | 78000 |  | 211 |
| &nbsp;&nbsp;&nbsp;Chunghwa Telecom Co Ltd  | 26600 |  | 98 |
| &nbsp;&nbsp;&nbsp;Compeq Manufacturing Co Ltd  | 99000 |  | 161 |
| &nbsp;&nbsp;&nbsp;Delta Electronics Inc  | 31000 |  | 306 |
| &nbsp;&nbsp;&nbsp;E Ink Holdings Inc  | 17434 |  | 105 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 21800 |  | 117 |
| &nbsp;&nbsp;&nbsp;Excelsior Medical  | 4200 |  | 9 |
| &nbsp;&nbsp;&nbsp;Far EasTone Telecommunications  | 26989 |  | 60 |
| &nbsp;&nbsp;&nbsp;FLEXium Interconnect Inc  | 32000 |  | 112 |
| &nbsp;&nbsp;&nbsp;Global Unichip Corp  | 11000 |  | 266 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 58000 |  | 190 |
| &nbsp;&nbsp;&nbsp;Mega Financial Holding Co Ltd  | 178251 |  | 186 |
| &nbsp;&nbsp;&nbsp;Nan Ya Plastics Corp  | 3000 |  | 7 |
| &nbsp;&nbsp;&nbsp;Pou Chen Corp  | 109000 |  | 115 |
| &nbsp;&nbsp;&nbsp;Ruentex Development  | 10500 |  | 16 |
| &nbsp;&nbsp;&nbsp;SinoPac Financial Holdings Co Ltd  | 232300 |  | 138 |
| &nbsp;&nbsp;&nbsp;Sunonwealth Electric Machine Industry  | 5000 |  | 8 |
| &nbsp;&nbsp;&nbsp;Taiwan Cement Corp  | 7699 |  | 8 |
| &nbsp;&nbsp;&nbsp;Taiwan Cooperative Financial Holding Co Ltd  | 122542 |  | 106 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 91849 |  | 1475 |
| &nbsp;&nbsp;&nbsp;TTY Biopharm  | 12000 |  | 30 |
| &nbsp;&nbsp;&nbsp;Universal Vision Biotechnology Co Ltd  | 15300 |  | 133 |
| &nbsp;&nbsp;&nbsp;Wiwynn Corp \* | 4000 |  | 115 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 142140 |  | 105 |
| &nbsp;&nbsp;&nbsp;Zhen Ding Technology Holding Ltd  | 64000 |  | 251 |
|  |  |  | 4337 |
| **Thailand — 0.3%** | **Thailand — 0.3%** | **Thailand — 0.3%** | **Thailand — 0.3%** |
| &nbsp;&nbsp;&nbsp;AP Thailand  | 450400 |  | 130 |
| &nbsp;&nbsp;&nbsp;Asian Alliance International \* | 83684 |  | 19 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank PCL  | 35900 |  | 147 |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services  | 146922 |  | 127 |
| &nbsp;&nbsp;&nbsp;Bumrungrad Hospital PCL  | 7169 |  | 46 |
| &nbsp;&nbsp;&nbsp;Central Retail  | 155600 |  | 191 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures PCL  | 8200 |  | 10 |
| &nbsp;&nbsp;&nbsp;Kiatnakin Phatra Bank PCL  | 66500 |  | 136 |
| &nbsp;&nbsp;&nbsp;Praram 9 Hospital  | 21500 |  | 11 |
|  |  |  | 817 |
| **Turkey — 0.2%** | **Turkey — 0.2%** | **Turkey — 0.2%** | **Turkey — 0.2%** |
| &nbsp;&nbsp;&nbsp;Anadolu Efes Biracilik Ve Malt Sanayii AS  | 20635 |  | 72 |
| &nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar AS  | 7321 |  | 53 |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 11594 |  | 44 |
| &nbsp;&nbsp;&nbsp;Sok Marketler Ticaret  | 98716 |  | 132 |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO \* | 6957 |  | 45 |
| &nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri AS  | 18483 |  | 34 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Turkiye Sise ve Cam Fabrikalari AS  | 24450 | $| 52 |
|  |  |  | 432 |
| **United Kingdom — 4.6%** | **United Kingdom — 4.6%** | **United Kingdom — 4.6%** | **United Kingdom — 4.6%** |
| &nbsp;&nbsp;&nbsp;3i Group PLC  | 1946 |  | 32 |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 287 |  | 86 |
| &nbsp;&nbsp;&nbsp;Admiral Group PLC  | 476 |  | 11 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 35 |  | 11 |
| &nbsp;&nbsp;&nbsp;Ashtead Group PLC  | 234 |  | 14 |
| &nbsp;&nbsp;&nbsp;Aviva  | 2658 |  | 14 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  | 19805 |  | 194 |
| &nbsp;&nbsp;&nbsp;Beazley  | 10499 |  | 82 |
| &nbsp;&nbsp;&nbsp;BP PLC  | 152709 |  | 901 |
| &nbsp;&nbsp;&nbsp;British American Tobacco PLC  | 18987 |  | 769 |
| &nbsp;&nbsp;&nbsp;CNH Industrial NV  | 39700 |  | 637 |
| &nbsp;&nbsp;&nbsp;Croda International PLC  | 123 |  | 10 |
| &nbsp;&nbsp;&nbsp;Drax Group PLC  | 6014 |  | 44 |
| &nbsp;&nbsp;&nbsp;Ferguson PLC  | 583 |  | 65 |
| &nbsp;&nbsp;&nbsp;Glencore PLC  | 4179 |  | 28 |
| &nbsp;&nbsp;&nbsp;Globaltrans Investment PLC GDR (A) | 27819 |  |  |
| &nbsp;&nbsp;&nbsp;GSK PLC  | 52916 |  | 889 |
| &nbsp;&nbsp;&nbsp;Haleon PLC \* | 18100 |  | 62 |
| &nbsp;&nbsp;&nbsp;Imperial Brands PLC  | 7387 |  | 188 |
| &nbsp;&nbsp;&nbsp;Indivior \* | 2003 |  | 41 |
| &nbsp;&nbsp;&nbsp;Informa PLC  | 115918 |  | 859 |
| &nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC  | 189 |  | 11 |
| &nbsp;&nbsp;&nbsp;Intermediate Capital Group PLC  | 3165 |  | 46 |
| &nbsp;&nbsp;&nbsp;Legal & General Group PLC  | 5596 |  | 17 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 4288 |  | 1443 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC  | 1438124 |  | 811 |
| &nbsp;&nbsp;&nbsp;M&G PLC  | 4020 |  | 9 |
| &nbsp;&nbsp;&nbsp;Next PLC  | 260 |  | 18 |
| &nbsp;&nbsp;&nbsp;OTP Bank PLC  | 26857 |  | 731 |
| &nbsp;&nbsp;&nbsp;Pearson PLC  | 87283 |  | 1041 |
| &nbsp;&nbsp;&nbsp;Sage Group PLC/The  | 3393 |  | 32 |
| &nbsp;&nbsp;&nbsp;Segro PLC <sup>‡</sup> | 921 |  | 9 |
| &nbsp;&nbsp;&nbsp;Serco Group  | 21515 |  | 45 |
| &nbsp;&nbsp;&nbsp;Smiths Group PLC  | 449 |  | 8 |
| &nbsp;&nbsp;&nbsp;Spectris  | 12102 |  | 463 |
| &nbsp;&nbsp;&nbsp;SSE PLC  | 469 |  | 10 |
| &nbsp;&nbsp;&nbsp;Telecom Plus PLC  | 1013 |  | 30 |
| &nbsp;&nbsp;&nbsp;Tesco PLC  | 5068 |  | 14 |
| &nbsp;&nbsp;&nbsp;Travis Perkins PLC  | 29174 |  | 324 |
| &nbsp;&nbsp;&nbsp;Unilever PLC  | 3300 |  | 163 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  | 20220 |  | 22 |
| &nbsp;&nbsp;&nbsp;Whitbread PLC  | 18552 |  | 579 |
| &nbsp;&nbsp;&nbsp;WPP PLC  | 61015 |  | 634 |
|  |  |  | 11397 |
| **United States — 51.1%** | **United States — 51.1%** | **United States — 51.1%** | **United States — 51.1%** |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 427 |  | 69 |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 4596 |  | 340 |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | 12050 |  | 469 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 2284 | $788 |
| &nbsp;&nbsp;&nbsp;ADTRAN Holdings Inc  | 1283 | 26 |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 6000 | 906 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 300 | 23 |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 10199 | 734 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 2471 | 383 |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 62 | 19 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 172 | 16 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 10770 | 511 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 551 | 153 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 81 | 16 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 672 | 17 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 173 | 10 |
| &nbsp;&nbsp;&nbsp;Allison Transmission Holdings Inc, Cl A  | 5300 | 237 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 11100 | 1486 |
| &nbsp;&nbsp;&nbsp;Ally Financial Inc  | 47640 | 1287 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 33633 | 3397 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 1142 | 116 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 2100 | 98 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 341 | 33 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 2719 | 34 |
| &nbsp;&nbsp;&nbsp;Amdocs Ltd  | 4800 | 427 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 136 | 12 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 5545 | 874 |
| &nbsp;&nbsp;&nbsp;American Financial Group Inc/OH  | 700 | 99 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 21911 | 1383 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 81 | 12 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 26 | 9 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 8749 | 1493 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 1200 | 344 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 4930 | 396 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 6605 | 1135 |
| &nbsp;&nbsp;&nbsp;Annaly Capital Management Inc  | 4175 | 90 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 338 | 16 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 11754 | 1740 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 154 | 17 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 4446 | 433 |
| &nbsp;&nbsp;&nbsp;Arcosa Inc  | 710 | 43 |
| &nbsp;&nbsp;&nbsp;Argo Group International Holdings Ltd  | 9630 | 262 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 2070 | 288 |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | 4200 | 457 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 258 | 51 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 223 | 29 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 92300 | 1780 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 142 | 17 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 836 | 221 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 1112 | 2868 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 80 | 16 |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | 12180 | 550 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 1846 | 54 |
| &nbsp;&nbsp;&nbsp;BancFirst Corp  | 298 | 30 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 2451 | 93 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 1726 | $73 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 4098 | 1022 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 805 | 257 |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | 1400 | 82 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 818 | 70 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 143 | 17 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 94 | 29 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 29 | 12 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 2224 | 167 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 23 | 16 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 216 | 16 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 9322 | 748 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 375 | 207 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 208 | 31 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 1285 | 221 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 142 | 15 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 659 | 53 |
| &nbsp;&nbsp;&nbsp;Carlisle Cos Inc  | 925 | 243 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 20617 | 914 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 53 | 13 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 111 | 14 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 293 | 55 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 152 | 16 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 911 | 28 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 343 | 37 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 10000 | 1833 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  | 188 | 29 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 81 | 18 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 180 | 59 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 238 | 26 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 507 | 234 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 8341 | 415 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 18672 | 904 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 381 | 16 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | 33540 | 519 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 295 | 44 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 5196 | 917 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 214 | 13 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 1659 | 103 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 6948 | 538 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 5200 | 190 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 4300 | 163 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 169 | 17 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 328 | 32 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 25 | 13 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 1077 | 30 |
| &nbsp;&nbsp;&nbsp;CSG Systems International Inc  | 2600 | 161 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 16919 | 553 |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 1099 | 276 |
| &nbsp;&nbsp;&nbsp;Curtiss-Wright Corp  | 4700 | 830 |
| &nbsp;&nbsp;&nbsp;CVB Financial Corp  | 2471 | 71 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 16542 | 1685 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Dana Inc  | 29530 | $520 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 238 | 65 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 123 | 18 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 1472 | 112 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 274 | 20 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 96 | 42 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 17490 | 542 |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | 3300 | 148 |
| &nbsp;&nbsp;&nbsp;Designer Brands Inc, Cl A  | 40080 | 613 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 5546 | 380 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 123 | 13 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 8153 | 1225 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 21 | 8 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 192 | 27 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 24300 | 1239 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 1600 | 138 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 158 | 18 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 46090 | 1367 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 300 | 26 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 122 | 20 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 21637 | 983 |
| &nbsp;&nbsp;&nbsp;Edison International  | 1329 | 89 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 161 | 86 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 781 | 43 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 73 | 27 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 120 | 11 |
| &nbsp;&nbsp;&nbsp;Enova International Inc \* | 599 | 24 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 406 | 130 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 1070 | 124 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 134 | 19 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 59 | 22 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 49 | 10 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings Inc  | 40700 | 1292 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 887 | 300 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 2637 | 156 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 598 | 25 |
| &nbsp;&nbsp;&nbsp;ExlService Holdings Inc \* | 498 | 93 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 646 | 75 |
| &nbsp;&nbsp;&nbsp;Express Inc \* | 72880 | 104 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 282 | 45 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 2400 | 267 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 74 | 11 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1875 | 865 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 732 | 38 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 186 | 34 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 4600 | 334 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 438 | 18 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 116 | 15 |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | 12800 | 509 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 6880 | 96 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 1170 | 62 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 166 | 11 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 412 | $27 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 6000 | 195 |
| &nbsp;&nbsp;&nbsp;Fulton Financial Corp  | 2943 | 55 |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | 48590 | 707 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 410 | 144 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 2012 | 172 |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | 15674 | 453 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 2297 | 421 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 4464 | 392 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 2225 | 859 |
| &nbsp;&nbsp;&nbsp;Graco Inc  | 13312 | 931 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 1792 | 54 |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | 2757 | 121 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 1401 | 53 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 2900 | 221 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 434 | 27 |
| &nbsp;&nbsp;&nbsp;Hawaiian Holdings Inc \* | 30690 | 427 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 2432 | 572 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 2406 | 40 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 11680 | 728 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 234 | 18 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 204 | 10 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 8560 | 162 |
| &nbsp;&nbsp;&nbsp;Houlihan Lokey Inc, Cl A  | 379 | 37 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 23728 | 713 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 85 | 47 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 606 | 9 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 98 | 23 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 52 | 12 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 44801 | 1347 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 11543 | 1719 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 7461 | 256 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 78 | 32 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 981 | 19 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1598 | 348 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 1121 | 61 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 2561 | 394 |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | 1737 | 125 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 143 | 27 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 268 | 34 |
| &nbsp;&nbsp;&nbsp;James Hardie Industries PLC  | 831 | 16 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 126 | 23 |
| &nbsp;&nbsp;&nbsp;JELD-WEN Holding Inc \* | 44040 | 455 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 12855 | 2288 |
| &nbsp;&nbsp;&nbsp;Kearny Financial Corp/MD  | 14800 | 143 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 3096 | 226 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 993 | 19 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 842 | 19 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 8300 | 159 |
| &nbsp;&nbsp;&nbsp;Kinsale Capital Group Inc  | 244 | 75 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 1691 | 665 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 5300 | 209 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 15674 | $771 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 100 | 24 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 1030 | 90 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 1286 | 80 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 22400 | 1049 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 135 | 15 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 4629 | 407 |
| &nbsp;&nbsp;&nbsp;Liberty Oilfield Services Inc, Cl A \* | 45830 | 758 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 339 | 25 |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | 3204 | 90 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 202 | 11 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 500 | 243 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 11527 | 2450 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 1268 | 7 |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | 10020 | 453 |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | 21060 | 495 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 1001 | 126 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 2746 | 334 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 70 | 19 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 487 | 84 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 4765 | 1698 |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | 5520 | 101 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 2965 | 1132 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 16300 | 1795 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 6894 | 814 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 695 | 1021 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 11387 | 656 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 13060 | 3332 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 107 | 18 |
| &nbsp;&nbsp;&nbsp;Middleby Corp/The \* | 6543 | 943 |
| &nbsp;&nbsp;&nbsp;MillerKnoll  | 18800 | 383 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 29 | 10 |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 567 | 217 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 7031 | 2097 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 859 | 80 |
| &nbsp;&nbsp;&nbsp;MSC Industrial Direct Co Inc, Cl A  | 1600 | 137 |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 2479 | 1259 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 21800 | 1029 |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | 1193 | 353 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 18600 | 1232 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 31410 | 407 |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 973 | 46 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 8486 | 931 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 1033 | 29 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 126 | 30 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 261 | 24 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 300 | 160 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 513 | 77 |
| &nbsp;&nbsp;&nbsp;Oaktree Specialty Lending Corp  | 24500 | 176 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 129 | 39 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 770 | 58 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 165 | 11 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Select Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 19267 | $1600 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 103 | 89 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 690 | 18 |
| &nbsp;&nbsp;&nbsp;OSI Systems Inc \* | 2100 | 186 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 12159 | 950 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 2100 | 125 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 6475 | 880 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 63 | 19 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 4789 | 594 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 428 | 93 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 16590 | 660 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 459 | 21 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 8589 | 1593 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 1137 | 159 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 23400 | 754 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 8936 | 448 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 13200 | 1316 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 71 | 23 |
| &nbsp;&nbsp;&nbsp;Prestige Consumer Healthcare Inc \* | 790 | 49 |
| &nbsp;&nbsp;&nbsp;ProPetro Holding Corp \* | 52590 | 577 |
| &nbsp;&nbsp;&nbsp;Provident Financial Services Inc  | 1418 | 32 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 69 | 9 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 375 | 23 |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | 4149 | 121 |
| &nbsp;&nbsp;&nbsp;PVH Corp  | 7290 | 490 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 169 | 17 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 179 | 23 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 486 | 60 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 2244 | 341 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 236 | 16 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 26 | 19 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 1555 | 36 |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | 1642 | 347 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 103 | 24 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 491 | 39 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 248 | 10 |
| &nbsp;&nbsp;&nbsp;Sanmina Corp \* | 1011 | 67 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 5750 | 296 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 4018 | 213 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 1956 | 104 |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | 4134 | 295 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 4749 | 1183 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 474 | 120 |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | 3000 | 159 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 127 | 15 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 1639 | 22 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 181 | 43 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 40 | 12 |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | 2100 | 129 |
| &nbsp;&nbsp;&nbsp;Sportsman's Warehouse Holdings Inc \* | 36950 | 363 |
| &nbsp;&nbsp;&nbsp;State Street Corp  | 220 | 18 |
| &nbsp;&nbsp;&nbsp;Stellantis  | 30490 | 476 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Stellantis NV  | 846 | $13 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 160 | 30 |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | 712 | 25 |
| &nbsp;&nbsp;&nbsp;Swiss Re AG  | 237 | 21 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 295 | 11 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 42 | 14 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 21000 | 793 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 1466 | 245 |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | 13250 | 403 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 2085 | 195 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 867 | 169 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 334 | 24 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 1110 | 622 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 16663 | 1334 |
| &nbsp;&nbsp;&nbsp;Towne Bank/Portsmouth VA  | 1200 | 39 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 1676 | 379 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 138 | 8 |
| &nbsp;&nbsp;&nbsp;Trinseo PLC  | 21560 | 531 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 3438 | 228 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 3700 | 143 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 346 | 161 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 4043 | 879 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 14110 | 673 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 298 | 57 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 294 | 104 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 5800 | 1623 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 4154 | 2275 |
| &nbsp;&nbsp;&nbsp;Unum Group  | 3312 | 140 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 436 | 58 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 8700 | 339 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 11550 | 531 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 126 | 3 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 1170 | 89 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 370 | 56 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 304 | 30 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 22500 | 256 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 109 | 38 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 29340 | 1407 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 137 | 32 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 745 | 27 |
| &nbsp;&nbsp;&nbsp;Western Union Co/The  | 11300 | 166 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 941 | 36 |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 1293 | 190 |
| &nbsp;&nbsp;&nbsp;WillScot Mobile Mini Holdings Corp, Cl A \* | 3653 | 176 |
| &nbsp;&nbsp;&nbsp;Wintrust Financial Corp  | 844 | 77 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 46 | 28 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 290 | 24 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 77 | 21 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* | 1052 | 30 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 342 | 46 |
|  |  | 127101 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $206,032) ($ Thousands) |  | $234312 |
| **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** | **PREFERRED STOCK — 0.3%** |
| **Brazil — 0.0%** | **Brazil — 0.0%** | **Brazil — 0.0%** |
| &nbsp;&nbsp;&nbsp;Banco ABC Brasil SA (B) | 3700 | 14 |
| &nbsp;&nbsp;&nbsp;Metalurgica Gerdau SA (B) | 9600 | 25 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA (B) | 2700 | 13 |
|  |  | 52 |
| **Germany — 0.3%** | **Germany — 0.3%** | **Germany — 0.3%** |
| &nbsp;&nbsp;&nbsp;Bayerische Motoren Werke AG  | 151 | 13 |
| &nbsp;&nbsp;&nbsp;Draegerwerk AG & Co KGaA (B) | 2900 | 130 |
| &nbsp;&nbsp;&nbsp;Porsche Automobil Holding SE (B) | 2582 | 157 |
| &nbsp;&nbsp;&nbsp;Volkswagen AG (B) | 1722 | 252 |
|  |  | 552 |
| **Russia — 0.0%** | **Russia — 0.0%** | **Russia — 0.0%** |
| &nbsp;&nbsp;&nbsp;Sberbank of Russia PJSC (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 $1,436) ($ Thousands) |  | 615 |
|  | 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 |  |
| **Thailand — 0.0%** | **Thailand — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL \*<sup>‡</sup><sup>‡</sup> | 6162 | – |
| Total Rights |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  | – |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 0.6%** | **CASH EQUIVALENT — 0.6%** | **CASH EQUIVALENT — 0.6%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 1510392 | 1510 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,510) ($ Thousands) |  | 1510 |
| Total Investments in Securities — 95.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $208,978) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $208,978) ($ Thousands)  | $236437 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Select Equity Fund** (Continued)

A list of the open futures contracts held by the Fund at November 30, 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;Hang Seng Index | 11 | Dec-2022 | $1250 | $1312 | $59 |
| &nbsp;&nbsp;MSCI Singapore Index | 28 | Dec-2022 | 604 | 607 |  |
| &nbsp;&nbsp;OMX Stockholm 30 | 14 | Dec-2022 | 282 | 276 |  |
| &nbsp;&nbsp;S&P 500 Index E-MINI | 112 | Dec-2022 | 21893 | 22855 | 962 |
| &nbsp;&nbsp;S&P TSX 60 Index | 28 | Dec-2022 | 5120 | 5123 | 203 |
| &nbsp;&nbsp;SPI 200 Index | 26 | Dec-2022 | 3014 | 3182 | 151 |
|  |  |  | 32163 | 33355 | 1375 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro STOXX 50 | (20) | Dec-2022 | $(813) | $(817) | $(7) |
| &nbsp;&nbsp;FTSE 100 Index | (3) | Dec-2022 | (265) | (272) | (7) |
| &nbsp;&nbsp;MSCI Emerging Markets | (153) | Dec-2022 | (6964) | (7516) | (552) |
| &nbsp;&nbsp;TOPIX Index | (103) | Dec-2022 | (13619) | (14689) | (589) |
|  |  |  | (21661) | (23294) | (1155) |
|  |  |  | $10502 | $10061 | $220 |

---

A list of the open forward foreign currency contracts held by the Fund at November 30, 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 | 12/12/22 | SGD | 835 | USD | 596 | $(14) |
| Barclays PLC | 12/12/22 | USD | 858 | SGD | 1203 | 20 |
| Barclays PLC | 12/12/22 | USD | 1438 | DKK | 10666 | 40 |
| Barclays PLC | 12/12/22 | SEK | 1478 | USD | 136 | (2) |
| Barclays PLC | 12/12/22 | USD | 1716 | HKD | 13458 | 8 |
| Barclays PLC | 12/12/22 | USD | 1809 | SEK | 19584 | 30 |
| Barclays PLC | 12/12/22 | CHF | 1982 | USD | 2010 | (73) |
| BNP Paribas | 12/12/22 | USD | 93 | NZD | 156 | 4 |
| BNP Paribas | 12/12/22 | AUD | 892 | USD | 578 | (20) |
| BNP Paribas | 12/12/22 | NOK | 1222 | USD | 119 | (4) |
| BNP Paribas | 12/12/22 | DKK | 3677 | USD | 496 | (14) |
| BNP Paribas | 12/12/22 | CAD | 4321 | USD | 3202 | 14 |
| BNP Paribas | 12/12/22 | USD | 5682 | CHF | 5604 | 210 |
| BNP Paribas | 12/12/22 | USD | 7259 | CAD | 9792 | (34) |
| BNP Paribas | 12/12/22 | USD | 12569 | JPY | 1832525 | 584 |
| Brown Brothers Harriman | 12/12/22 | NZD | 2 | USD | 1 |  |
| Brown Brothers Harriman | 12/12/22 | NZD | 8 | USD | 5 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 10 | NZD | 16 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 2 | NZD | 3 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 30 | NOK | 301 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 31 | NOK | 309 |  |
| Brown Brothers Harriman | 12/12/22 | SGD | 16 | USD | 11 |  |
| Brown Brothers Harriman | 12/12/22 | SGD | 111 | USD | 81 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 117 | SGD | 161 | 1 |
| Brown Brothers Harriman | 12/12/22 | USD | 11 | SGD | 16 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 58 | DKK | 423 | 1 |
| Brown Brothers Harriman | 12/12/22 | USD | 143 | DKK | 1024 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 190 | HKD | 1488 |  |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | 12/12/22 | USD | 17 | HKD | 134 | $— |
| Brown Brothers Harriman | 12/12/22 | USD | 50 | SEK | 542 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 172 | SEK | 1789 | (4) |
| Brown Brothers Harriman | 12/12/22 | NOK | 119 | USD | 12 |  |
| Brown Brothers Harriman | 12/12/22 | NOK | 260 | USD | 26 |  |
| Brown Brothers Harriman | 12/12/22 | AUD | 194 | USD | 130 | 1 |
| Brown Brothers Harriman | 12/12/22 | AUD | 289 | USD | 191 | (2) |
| Brown Brothers Harriman | 12/12/22 | CHF | 297 | USD | 314 | 2 |
| Brown Brothers Harriman | 12/12/22 | CHF | 195 | USD | 203 | (3) |
| Brown Brothers Harriman | 12/12/22 | USD | 181 | AUD | 275 | 3 |
| Brown Brothers Harriman | 12/12/22 | USD | 390 | AUD | 581 | (1) |
| Brown Brothers Harriman | 12/12/22 | USD | 216 | CHF | 209 | 4 |
| Brown Brothers Harriman | 12/12/22 | USD | 594 | CHF | 560 | (5) |
| Brown Brothers Harriman | 12/12/22 | DKK | 539 | USD | 75 |  |
| Brown Brothers Harriman | 12/12/22 | DKK | 351 | USD | 48 |  |
| Brown Brothers Harriman | 12/12/22 | HKD | 8 | USD | 1 |  |
| Brown Brothers Harriman | 12/12/22 | HKD | 892 | USD | 114 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 27 | CAD | 36 |  |
| Brown Brothers Harriman | 12/12/22 | USD | 980 | CAD | 1307 | (15) |
| Brown Brothers Harriman | 12/12/22 | CAD | 864 | USD | 647 | 10 |
| Brown Brothers Harriman | 12/12/22 | CAD | 149 | USD | 110 |  |
| Brown Brothers Harriman | 12/12/22 | SEK | 935 | USD | 89 | 1 |
| Brown Brothers Harriman | 12/12/22 | SEK | 338 | USD | 32 |  |
| Brown Brothers Harriman | 12/12/22 | GBP | 280 | USD | 336 | 3 |
| Brown Brothers Harriman | 12/12/22 | GBP | 1147 | USD | 1346 | (20) |
| Brown Brothers Harriman | 12/12/22 | USD | 1439 | GBP | 1224 | 19 |
| Brown Brothers Harriman | 12/12/22 | USD | 386 | GBP | 322 | (3) |
| Brown Brothers Harriman | 12/12/22 | USD | 1543 | EUR | 1512 | 15 |
| Brown Brothers Harriman | 12/12/22 | USD | 2181 | EUR | 2104 | (13) |
| Brown Brothers Harriman | 12/12/22 | EUR | 2306 | USD | 2392 | 15 |
| Brown Brothers Harriman | 12/12/22 | EUR | 1550 | USD | 1581 | (16) |
| Brown Brothers Harriman | 12/12/22 | USD | 2463 | JPY | 348246 | 36 |
| Brown Brothers Harriman | 12/12/22 | USD | 2000 | JPY | 277363 | (9) |
| Brown Brothers Harriman | 12/12/22 | JPY | 252975 | USD | 1824 | 8 |
| Brown Brothers Harriman | 12/12/22 | JPY | 426367 | USD | 3017 | (43) |
| Standard Chartered | 12/12/22 | NZD | 13 | USD | 8 | (1) |
| Standard Chartered | 12/12/22 | HKD | 1422 | USD | 181 | (1) |
| Standard Chartered | 12/12/22 | USD | 4453 | AUD | 6860 | 144 |
| Standard Chartered | 12/12/22 | GBP | 6883 | USD | 7888 | (312) |
| Standard Chartered | 12/12/22 | USD | 8348 | GBP | 7284 | 330 |
| Standard Chartered | 12/12/22 | USD | 16766 | EUR | 16746 | 491 |
| Standard Chartered | 12/12/22 | EUR | 23266 | USD | 23295 | (683) |
| Standard Chartered | 12/12/22 | JPY | 4058358 | USD | 27834 | (1294) |
| Westpac Banking | 12/12/22 | USD | 441 | NOK | 4528 | 14 |
|  |  |  |  |  |  | $(580) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $248,618 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |

---

---

| | |
|:---|:---|
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**World Select Equity Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 234280 |  | 32 | 234312 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 615 |  |  | 615 |
| &nbsp;&nbsp;&nbsp;Rights |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 1510 |  | – | 1510 |
| Total Investments in Securities | 236405 |  | 32 | 236437 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 1375 |  |  | 1375 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (1155) |  |  | (1155) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 2008 |  | 2008 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (2588) |  | (2588) |
| Total Other Financial Instruments | 220 | (580) |  | (360) |

---

(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.

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;2628 | $&nbsp;&nbsp;&nbsp;&nbsp;21592 | $&nbsp;&nbsp;&nbsp;&nbsp;(22710) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;1510 | $&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;$— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Equity Fund**![](fp0081628-1_141.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 95.1%** | **COMMON STOCK — 95.1%** | **COMMON STOCK — 95.1%** |
| **Argentina — 0.4%** | **Argentina — 0.4%** | **Argentina — 0.4%** |
| &nbsp;&nbsp;&nbsp;Arcos Dorados Holdings, Cl A  | 267158 | $2001 |
| &nbsp;&nbsp;&nbsp;Corp America Airports SA \* | 266076 | 2392 |
|  |  | 4393 |
| **Australia — 0.1%** | **Australia — 0.1%** | **Australia — 0.1%** |
| &nbsp;&nbsp;&nbsp;a2 Milk Co Ltd \* | 327597 | 1371 |
| **Austria — 0.1%** | **Austria — 0.1%** | **Austria — 0.1%** |
| &nbsp;&nbsp;&nbsp;AT&S Austria Technologie & Systemtechnik  | 13184 | 478 |
| &nbsp;&nbsp;&nbsp;AT&S Austria Technologie & Systemtechnik AG  | 16275 | 582 |
| &nbsp;&nbsp;&nbsp;Erste Group Bank AG  | 1082 | 34 |
|  |  | 1094 |
| **Bangladesh — 0.2%** | **Bangladesh — 0.2%** | **Bangladesh — 0.2%** |
| &nbsp;&nbsp;&nbsp;BRAC Bank Ltd  | 4711262 | 1783 |
| **Brazil — 4.4%** | **Brazil — 4.4%** | **Brazil — 4.4%** |
| &nbsp;&nbsp;&nbsp;Ambev SA  | 433900 | 1311 |
| &nbsp;&nbsp;&nbsp;Ambipar Participacoes e Empreendimentos SA  | 77300 | 343 |
| &nbsp;&nbsp;&nbsp;Banco do Brasil SA  | 811154 | 5465 |
| &nbsp;&nbsp;&nbsp;Banco Santander Brasil SA  | 635400 | 3334 |
| &nbsp;&nbsp;&nbsp;BrasilAgro - Brasileira de Propriedades Agricolas  | 34600 | 178 |
| &nbsp;&nbsp;&nbsp;Cia Brasileira de Aluminio  | 712400 | 1650 |
| &nbsp;&nbsp;&nbsp;Cielo SA  | 1258700 | 1142 |
| &nbsp;&nbsp;&nbsp;Cosan SA  | 648500 | 2212 |
| &nbsp;&nbsp;&nbsp;CPFL Energia SA  | 389500 | 2546 |
| &nbsp;&nbsp;&nbsp;Cyrela Brazil Realty SA Empreendimentos e Participacoes  | 221400 | 605 |
| &nbsp;&nbsp;&nbsp;Dexco  | 210400 | 333 |
| &nbsp;&nbsp;&nbsp;Gerdau SA ADR  | 246319 | 1503 |
| &nbsp;&nbsp;&nbsp;Hapvida Participacoes e Investimentos SA  | 1599836 | 1567 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;JBS SA  | 236200 | $| 990 |
| &nbsp;&nbsp;&nbsp;JHSF Participacoes  | 437500 |  | 461 |
| &nbsp;&nbsp;&nbsp;Locaweb Servicos de Internet SA \* | 523000 |  | 838 |
| &nbsp;&nbsp;&nbsp;Lojas Renner SA  | 173800 |  | 759 |
| &nbsp;&nbsp;&nbsp;Marfrig Global Foods SA  | 320300 |  | 536 |
| &nbsp;&nbsp;&nbsp;Minerva SA/Brazil  | 245200 |  | 580 |
| &nbsp;&nbsp;&nbsp;Oncoclinicas do Brasil Servicos Medicos \* | 699600 |  | 1016 |
| &nbsp;&nbsp;&nbsp;Petro Rio \* | 213900 |  | 1458 |
| &nbsp;&nbsp;&nbsp;Petroleo Brasileiro SA ADR, Cl A  | 535770 |  | 5492 |
| &nbsp;&nbsp;&nbsp;Santos Brasil Participacoes SA  | 661500 |  | 952 |
| &nbsp;&nbsp;&nbsp;Sendas Distribuidora SA  | 948500 |  | 3551 |
| &nbsp;&nbsp;&nbsp;Sinqia  | 166800 |  | 527 |
| &nbsp;&nbsp;&nbsp;SLC Agricola SA  | 36780 |  | 313 |
| &nbsp;&nbsp;&nbsp;StoneCo Ltd, Cl A \* | 48362 |  | 565 |
| &nbsp;&nbsp;&nbsp;Suzano SA  | 68200 |  | 685 |
| &nbsp;&nbsp;&nbsp;TIM SA/Brazil  | 715200 |  | 1764 |
| &nbsp;&nbsp;&nbsp;TOTVS SA  | 144200 |  | 839 |
| &nbsp;&nbsp;&nbsp;Tres Tentos Agroindustrial  | 354200 |  | 747 |
| &nbsp;&nbsp;&nbsp;Vale SA ADR, Cl B  | 11864 |  | 196 |
| &nbsp;&nbsp;&nbsp;YDUQS Participacoes SA  | 191100 |  | 421 |
|  |  |  | 44879 |
| **Canada — 1.4%** | **Canada — 1.4%** | **Canada — 1.4%** | **Canada — 1.4%** |
| &nbsp;&nbsp;&nbsp;Capstone Mining Corp \* | 389569 |  | 1351 |
| &nbsp;&nbsp;&nbsp;Dundee Precious Metals Inc  | 175999 |  | 824 |
| &nbsp;&nbsp;&nbsp;Endeavour Mining  | 89519 |  | 1885 |
| &nbsp;&nbsp;&nbsp;Gran Tierra Energy Inc \* | 1543282 |  | 1810 |
| &nbsp;&nbsp;&nbsp;Ivanhoe Mines Ltd, Cl A \* | 806647 |  | 7164 |
| &nbsp;&nbsp;&nbsp;Parex Resources Inc  | 58439 |  | 830 |
|  |  |  | 13864 |
| **Chile — 1.3%** | **Chile — 1.3%** | **Chile — 1.3%** | **Chile — 1.3%** |
| &nbsp;&nbsp;&nbsp;Banco Santander Chile ADR  | 144151 |  | 2250 |
| &nbsp;&nbsp;&nbsp;Cia Cervecerias Unidas SA ADR  | 99617 |  | 1213 |
| &nbsp;&nbsp;&nbsp;Enel Chile  | 38692461 |  | 1749 |
| &nbsp;&nbsp;&nbsp;Itau CorpBanca Chile  | 400745279 |  | 794 |
| &nbsp;&nbsp;&nbsp;Parque Arauco SA  | 3701376 |  | 3894 |
| &nbsp;&nbsp;&nbsp;Sociedad Quimica y Minera de Chile SA ADR  | 30362 |  | 3011 |
|  |  |  | 12911 |
| **China — 14.5%** | **China — 14.5%** | **China — 14.5%** | **China — 14.5%** |
| &nbsp;&nbsp;&nbsp;360 DigiTech Inc ADR  | 51043 |  | 801 |
| &nbsp;&nbsp;&nbsp;Agricultural Bank of China Ltd, Cl H  | 8550000 |  | 2860 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd \* | 983500 |  | 10711 |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd ADR \* | 48937 |  | 4285 |
| &nbsp;&nbsp;&nbsp;Angel Yeast, Cl A  | 340600 |  | 2089 |
| &nbsp;&nbsp;&nbsp;Autohome Inc ADR  | 76175 |  | 2278 |
| &nbsp;&nbsp;&nbsp;Baidu Inc ADR \* | 5852 |  | 636 |
| &nbsp;&nbsp;&nbsp;Bank of China Ltd, Cl H  | 8801300 |  | 3121 |
| &nbsp;&nbsp;&nbsp;Bank of Communications Co Ltd, Cl H  | 2541100 |  | 1441 |
| &nbsp;&nbsp;&nbsp;Bank of Jiangsu Co Ltd, Cl A  | 427600 |  | 446 |
| &nbsp;&nbsp;&nbsp;BYD Co Ltd, Cl H  | 50500 |  | 1287 |
| &nbsp;&nbsp;&nbsp;Chengxin Lithium Group, Cl A  | 45900 |  | 276 |
| &nbsp;&nbsp;&nbsp;China Coal Energy Co Ltd, Cl H  | 1110000 |  | 1033 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Equity Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;China Construction Bank Corp, Cl H  | 12991000 | $7868 |
| &nbsp;&nbsp;&nbsp;China Everbright Bank Co Ltd, Cl H  | 3237500 | 966 |
| &nbsp;&nbsp;&nbsp;China Medical System Holdings Ltd  | 1877000 | 2751 |
| &nbsp;&nbsp;&nbsp;China National Building Material Co Ltd, Cl H  | 680000 | 607 |
| &nbsp;&nbsp;&nbsp;China Petroleum & Chemical Corp, Cl H  | 6578000 | 3108 |
| &nbsp;&nbsp;&nbsp;China Railway Group Ltd, Cl H  | 2607000 | 1473 |
| &nbsp;&nbsp;&nbsp;China Resources Land Ltd  | 2192000 | 10189 |
| &nbsp;&nbsp;&nbsp;China Shenhua Energy Co Ltd, Cl H  | 291000 | 902 |
| &nbsp;&nbsp;&nbsp;China Tourism Group Duty Free, Cl A  | 61300 | 1720 |
| &nbsp;&nbsp;&nbsp;Chongqing Brewery Co Ltd, Cl A  | 71900 | 1119 |
| &nbsp;&nbsp;&nbsp;Chongqing Zhifei Biological Products Co Ltd, Cl A  | 34000 | 435 |
| &nbsp;&nbsp;&nbsp;CMOC Group, Cl A  | 948000 | 623 |
| &nbsp;&nbsp;&nbsp;Contemporary Amperex Technology Co Ltd, Cl A  | 5720 | 313 |
| &nbsp;&nbsp;&nbsp;COSCO SHIPPING Holdings Co Ltd, Cl H  | 1060550 | 1161 |
| &nbsp;&nbsp;&nbsp;Daqin Railway Co Ltd, Cl A  | 379145 | 364 |
| &nbsp;&nbsp;&nbsp;Daqo New Energy Corp ADR \* | 26712 | 1520 |
| &nbsp;&nbsp;&nbsp;Dongfeng Motor Group Co Ltd, Cl H  | 3136000 | 1768 |
| &nbsp;&nbsp;&nbsp;Eastroc Beverage Group, Cl A  | 54200 | 1306 |
| &nbsp;&nbsp;&nbsp;FinVolution Group ADR  | 77513 | 362 |
| &nbsp;&nbsp;&nbsp;G-bits Network Technology Xiamen Co Ltd, Cl A  | 43886 | 2016 |
| &nbsp;&nbsp;&nbsp;Gree Electric Appliances of Zhuhai, Cl A  | 62700 | 285 |
| &nbsp;&nbsp;&nbsp;Guangzhou Automobile Group Co Ltd, Cl H  | 2998000 | 2169 |
| &nbsp;&nbsp;&nbsp;Guangzhou Tinci Materials Technology, Cl A  | 72099 | 461 |
| &nbsp;&nbsp;&nbsp;Haier Smart Home Co Ltd, Cl H  | 1568800 | 5225 |
| &nbsp;&nbsp;&nbsp;Industrial & Commercial Bank of China Ltd, Cl H  | 9449000 | 4739 |
| &nbsp;&nbsp;&nbsp;Intco Medical Technology, Cl A  | 83994 | 292 |
| &nbsp;&nbsp;&nbsp;JD.com Inc ADR  | 32634 | 1866 |
| &nbsp;&nbsp;&nbsp;JD.com Inc, Cl A  | 7371 | 211 |
| &nbsp;&nbsp;&nbsp;Kunlun Energy Co Ltd  | 4644000 | 3605 |
| &nbsp;&nbsp;&nbsp;Kweichow Moutai Co Ltd, Cl A  | 7575 | 1707 |
| &nbsp;&nbsp;&nbsp;Lenovo Group Ltd  | 3604000 | 3080 |
| &nbsp;&nbsp;&nbsp;Li Ning Co Ltd  | 461000 | 3707 |
| &nbsp;&nbsp;&nbsp;Lufax Holding Ltd ADR  | 494481 | 920 |
| &nbsp;&nbsp;&nbsp;Meituan, Cl B \* | 78800 | 1700 |
| &nbsp;&nbsp;&nbsp;PetroChina Co Ltd, Cl H  | 4258000 | 1939 |
| &nbsp;&nbsp;&nbsp;PICC Property & Casualty Co Ltd  | 5902000 | 5983 |
| &nbsp;&nbsp;&nbsp;Pinduoduo Inc ADR \* | 21109 | 1732 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl A  | 332500 | 2109 |
| &nbsp;&nbsp;&nbsp;Ping An Insurance Group Co of China Ltd, Cl H  | 668900 | 4133 |
| &nbsp;&nbsp;&nbsp;Power Construction Corp of China, Cl A  | 656426 | 707 |
| &nbsp;&nbsp;&nbsp;Proya Cosmetics, Cl A  | 64920 | 1548 |
| &nbsp;&nbsp;&nbsp;Qingdao Haier Biomedical, Cl A  | 97999 | 938 |
| &nbsp;&nbsp;&nbsp;Shanghai Huace Navigation Technology, Cl A  | 303253 | 1221 |
| &nbsp;&nbsp;&nbsp;Shenzhen H&T Intelligent Control, Cl A  | 409600 | 895 |
| &nbsp;&nbsp;&nbsp;Shenzhou International Group Holdings Ltd  | 278900 | 2520 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Tencent Holdings Ltd  | 99453 | $| 3764 |
| &nbsp;&nbsp;&nbsp;Tencent Music Entertainment Group ADR \* | 145363 |  | 1019 |
| &nbsp;&nbsp;&nbsp;Tongcheng Travel Holdings Ltd \* | 670800 |  | 1462 |
| &nbsp;&nbsp;&nbsp;Tongwei Co Ltd, Cl A  | 206895 |  | 1264 |
| &nbsp;&nbsp;&nbsp;Vipshop Holdings Ltd ADR \* | 364694 |  | 4066 |
| &nbsp;&nbsp;&nbsp;Weichai Power Co Ltd, Cl H  | 1189000 |  | 1583 |
| &nbsp;&nbsp;&nbsp;Wuliangye Yibin Co Ltd, Cl A  | 21679 |  | 482 |
| &nbsp;&nbsp;&nbsp;Wuxi Lead Intelligent Equipment, Cl A  | 36567 |  | 228 |
| &nbsp;&nbsp;&nbsp;Xiamen Faratronic, Cl A  | 83600 |  | 1865 |
| &nbsp;&nbsp;&nbsp;Xtep International Holdings Ltd  | 841500 |  | 968 |
| &nbsp;&nbsp;&nbsp;Zhejiang Expressway Co Ltd, Cl H  | 2286000 |  | 1708 |
| &nbsp;&nbsp;&nbsp;Zhongsheng Group Holdings Ltd  | 390000 |  | 2013 |
| &nbsp;&nbsp;&nbsp;ZTO Express Cayman Inc ADR  | 90126 |  | 2259 |
|  |  |  | 148208 |
| **Egypt — 0.3%** | **Egypt — 0.3%** | **Egypt — 0.3%** | **Egypt — 0.3%** |
| &nbsp;&nbsp;&nbsp;Commercial International Bank Egypt SAE GDR  | 2175279 |  | 2850 |
| **Germany — 0.4%** | **Germany — 0.4%** | **Germany — 0.4%** | **Germany — 0.4%** |
| &nbsp;&nbsp;&nbsp;AIXTRON SE  | 60445 |  | 1972 |
| &nbsp;&nbsp;&nbsp;Krones AG  | 14547 |  | 1638 |
|  |  |  | 3610 |
| **Greece — 1.1%** | **Greece — 1.1%** | **Greece — 1.1%** | **Greece — 1.1%** |
| &nbsp;&nbsp;&nbsp;Alpha Services and Holdings SA \* | 980733 |  | 1044 |
| &nbsp;&nbsp;&nbsp;Eurobank Ergasias Services and Holdings SA \* | 1761137 |  | 2010 |
| &nbsp;&nbsp;&nbsp;Galaxy Cosmos Mezz \* | 34490 |  | 9 |
| &nbsp;&nbsp;&nbsp;Mytilineos Holdings  | 103150 |  | 1926 |
| &nbsp;&nbsp;&nbsp;National Bank of Greece SA \* | 972904 |  | 3960 |
| &nbsp;&nbsp;&nbsp;OPAP SA  | 36334 |  | 498 |
| &nbsp;&nbsp;&nbsp;Piraeus Financial Holdings SA \* | 1308487 |  | 1928 |
| &nbsp;&nbsp;&nbsp;Sunrisemezz \* | 186926 |  | 23 |
|  |  |  | 11398 |
| **Hong Kong — 6.2%** | **Hong Kong — 6.2%** | **Hong Kong — 6.2%** | **Hong Kong — 6.2%** |
| &nbsp;&nbsp;&nbsp;AIA Group Ltd  | 505840 |  | 5140 |
| &nbsp;&nbsp;&nbsp;BOE Varitronix  | 684000 |  | 1264 |
| &nbsp;&nbsp;&nbsp;Bosideng International Holdings Ltd  | 3396000 |  | 1693 |
| &nbsp;&nbsp;&nbsp;China Datang Renewable Power, Cl H  | 3734000 |  | 1082 |
| &nbsp;&nbsp;&nbsp;China Everbright Environment Group Ltd  | 1097000 |  | 508 |
| &nbsp;&nbsp;&nbsp;China Feihe  | 1558000 |  | 1275 |
| &nbsp;&nbsp;&nbsp;China Galaxy Securities, Cl H  | 919000 |  | 458 |
| &nbsp;&nbsp;&nbsp;China International Capital, Cl H  | 1696800 |  | 3203 |
| &nbsp;&nbsp;&nbsp;China Lesso Group Holdings Ltd  | 2167000 |  | 2658 |
| &nbsp;&nbsp;&nbsp;China Meidong Auto Holdings Ltd  | 422000 |  | 804 |
| &nbsp;&nbsp;&nbsp;China Mengniu Dairy Co Ltd  | 763000 |  | 3434 |
| &nbsp;&nbsp;&nbsp;China Merchants Port Holdings Co Ltd  | 650000 |  | 949 |
| &nbsp;&nbsp;&nbsp;China Overseas Grand Oceans Group Ltd  | 3451000 |  | 1601 |
| &nbsp;&nbsp;&nbsp;China Overseas Property Holdings Ltd  | 1435000 |  | 1601 |
| &nbsp;&nbsp;&nbsp;China Resources Pharmaceutical Group Ltd  | 546000 |  | 450 |
| &nbsp;&nbsp;&nbsp;CIMC Enric Holdings Ltd  | 1718000 |  | 1857 |
| &nbsp;&nbsp;&nbsp;CITIC Ltd  | 1457000 |  | 1495 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Ganfeng Lithium Group, Cl H  | 65080 | $| 576 |
| &nbsp;&nbsp;&nbsp;Greentown Service Group  | 563249 |  | 389 |
| &nbsp;&nbsp;&nbsp;Hong Kong Exchanges & Clearing Ltd  | 39642 |  | 1577 |
| &nbsp;&nbsp;&nbsp;Jiumaojiu International Holdings  | 840000 |  | 2158 |
| &nbsp;&nbsp;&nbsp;Kingsoft  | 277400 |  | 887 |
| &nbsp;&nbsp;&nbsp;Man Wah Holdings Ltd  | 1501600 |  | 1391 |
| &nbsp;&nbsp;&nbsp;NetEase  | 320570 |  | 4638 |
| &nbsp;&nbsp;&nbsp;New Horizon Health Ltd \* | 305500 |  | 820 |
| &nbsp;&nbsp;&nbsp;Orient Overseas International Ltd  | 13500 |  | 257 |
| &nbsp;&nbsp;&nbsp;PAX Global Technology Ltd  | 2134000 |  | 1834 |
| &nbsp;&nbsp;&nbsp;Shandong Weigao Group Medical Polymer Co Ltd, Cl H  | 933200 |  | 1369 |
| &nbsp;&nbsp;&nbsp;Shanghai Pharmaceuticals Holding Co Ltd, Cl H  | 261300 |  | 436 |
| &nbsp;&nbsp;&nbsp;Skyworth Group Ltd  | 462000 |  | 177 |
| &nbsp;&nbsp;&nbsp;Techtronic Industries Co Ltd  | 261000 |  | 3184 |
| &nbsp;&nbsp;&nbsp;Uni-President China Holdings Ltd  | 1950000 |  | 1713 |
| &nbsp;&nbsp;&nbsp;Vinda International Holdings Ltd  | 359000 |  | 935 |
| &nbsp;&nbsp;&nbsp;WuXi AppTec Co Ltd, Cl H  | 236244 |  | 2384 |
| &nbsp;&nbsp;&nbsp;Wuxi Biologics Cayman Inc \* | 132000 |  | 866 |
| &nbsp;&nbsp;&nbsp;Xinyi Solar Holdings Ltd  | 2507000 |  | 2944 |
| &nbsp;&nbsp;&nbsp;Yadea Group Holdings Ltd  | 1842000 |  | 3497 |
| &nbsp;&nbsp;&nbsp;Zijin Mining Group, Cl H  | 1222300 |  | 1623 |
|  |  |  | 63127 |
| **Hungary — 0.6%** | **Hungary — 0.6%** | **Hungary — 0.6%** | **Hungary — 0.6%** |
| &nbsp;&nbsp;&nbsp;MOL Hungarian Oil & Gas PLC  | 415170 |  | 2969 |
| &nbsp;&nbsp;&nbsp;Richter Gedeon Nyrt  | 171575 |  | 3645 |
|  |  |  | 6614 |
| **Iceland — 0.4%** | **Iceland — 0.4%** | **Iceland — 0.4%** | **Iceland — 0.4%** |
| &nbsp;&nbsp;&nbsp;Islandsbanki HF  | 4320225 |  | 3707 |
| **India — 11.2%** | **India — 11.2%** | **India — 11.2%** | **India — 11.2%** |
| &nbsp;&nbsp;&nbsp;Apollo Tyres Ltd  | 104214 |  | 407 |
| &nbsp;&nbsp;&nbsp;Aster DM Healthcare \* | 433939 |  | 1268 |
| &nbsp;&nbsp;&nbsp;Axis Bank Ltd  | 84486 |  | 939 |
| &nbsp;&nbsp;&nbsp;Bank of Baroda  | 605182 |  | 1246 |
| &nbsp;&nbsp;&nbsp;Bata India Ltd  | 68875 |  | 1459 |
| &nbsp;&nbsp;&nbsp;Bharat Electronics Ltd  | 1453948 |  | 1888 |
| &nbsp;&nbsp;&nbsp;Cipla Ltd/India  | 33516 |  | 472 |
| &nbsp;&nbsp;&nbsp;Coal India Ltd  | 336564 |  | 948 |
| &nbsp;&nbsp;&nbsp;Cochin Shipyard  | 167511 |  | 1379 |
| &nbsp;&nbsp;&nbsp;Computer Age Management Services  | 14942 |  | 424 |
| &nbsp;&nbsp;&nbsp;CreditAccess Grameen \* | 132206 |  | 1568 |
| &nbsp;&nbsp;&nbsp;Divi's Laboratories Ltd  | 65474 |  | 2751 |
| &nbsp;&nbsp;&nbsp;Federal Bank Ltd  | 917076 |  | 1490 |
| &nbsp;&nbsp;&nbsp;GAIL India Ltd  | 1359419 |  | 1594 |
| &nbsp;&nbsp;&nbsp;Genus Power Infrastructures  | 1402655 |  | 1623 |
| &nbsp;&nbsp;&nbsp;HCL Technologies Ltd  | 400110 |  | 5554 |
| &nbsp;&nbsp;&nbsp;HDFC Bank Ltd  | 141304 |  | 2802 |
| &nbsp;&nbsp;&nbsp;Hero MotoCorp Ltd  | 75874 |  | 2669 |
| &nbsp;&nbsp;&nbsp;Hindalco Industries Ltd  | 191405 |  | 1074 |
| &nbsp;&nbsp;&nbsp;Hindustan Unilever Ltd  | 10745 |  | 355 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Housing Development Finance Corp Ltd  | 156751 | $| 5210 |
| &nbsp;&nbsp;&nbsp;ICICI Bank Ltd ADR  | 325025 |  | 7710 |
| &nbsp;&nbsp;&nbsp;Info Edge India Ltd  | 13733 |  | 681 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd  | 116723 |  | 2373 |
| &nbsp;&nbsp;&nbsp;Infosys Ltd ADR  | 15900 |  | 323 |
| &nbsp;&nbsp;&nbsp;Ipca Laboratories  | 101568 |  | 1086 |
| &nbsp;&nbsp;&nbsp;ITC Ltd  | 315258 |  | 1321 |
| &nbsp;&nbsp;&nbsp;Kotak Mahindra Bank Ltd  | 166884 |  | 4002 |
| &nbsp;&nbsp;&nbsp;KPIT Technologies Ltd  | 364554 |  | 3236 |
| &nbsp;&nbsp;&nbsp;Lemon Tree Hotels \* | 1675200 |  | 2092 |
| &nbsp;&nbsp;&nbsp;LTIMindtree  | 22661 |  | 1363 |
| &nbsp;&nbsp;&nbsp;Mahindra & Mahindra Ltd  | 51819 |  | 834 |
| &nbsp;&nbsp;&nbsp;Marico  | 120691 |  | 753 |
| &nbsp;&nbsp;&nbsp;Maruti Suzuki India Ltd  | 7278 |  | 805 |
| &nbsp;&nbsp;&nbsp;Narayana Hrudayalaya  | 296549 |  | 2713 |
| &nbsp;&nbsp;&nbsp;NTPC Ltd  | 346603 |  | 734 |
| &nbsp;&nbsp;&nbsp;Oil & Natural Gas Corp Ltd  | 2660735 |  | 4662 |
| &nbsp;&nbsp;&nbsp;Page Industries Ltd  | 663 |  | 387 |
| &nbsp;&nbsp;&nbsp;Petronet LNG Ltd  | 718782 |  | 1885 |
| &nbsp;&nbsp;&nbsp;Phoenix Mills  | 170017 |  | 3057 |
| &nbsp;&nbsp;&nbsp;PI Industries  | 36398 |  | 1571 |
| &nbsp;&nbsp;&nbsp;PNC Infratech Ltd  | 374307 |  | 1271 |
| &nbsp;&nbsp;&nbsp;Power Grid Corp of India Ltd  | 960561 |  | 2650 |
| &nbsp;&nbsp;&nbsp;PVR Ltd \* | 113157 |  | 2588 |
| &nbsp;&nbsp;&nbsp;Quess  | 191023 |  | 1036 |
| &nbsp;&nbsp;&nbsp;REC Ltd  | 517981 |  | 705 |
| &nbsp;&nbsp;&nbsp;Shriram Transport Finance Co Ltd  | 128606 |  | 2141 |
| &nbsp;&nbsp;&nbsp;Star Health & Allied Insurance \* | 104454 |  | 830 |
| &nbsp;&nbsp;&nbsp;State Bank of India  | 84206 |  | 626 |
| &nbsp;&nbsp;&nbsp;Sun Pharmaceutical Industries  | 139662 |  | 1801 |
| &nbsp;&nbsp;&nbsp;Tata Consultancy Services Ltd  | 95324 |  | 4003 |
| &nbsp;&nbsp;&nbsp;Tata Steel  | 659980 |  | 883 |
| &nbsp;&nbsp;&nbsp;Torrent Pharmaceuticals Ltd  | 84414 |  | 1725 |
| &nbsp;&nbsp;&nbsp;Trent  | 21431 |  | 389 |
| &nbsp;&nbsp;&nbsp;UPL Ltd  | 387483 |  | 3775 |
| &nbsp;&nbsp;&nbsp;Varun Beverages Ltd  | 315443 |  | 4851 |
| &nbsp;&nbsp;&nbsp;Vedanta Ltd  | 127946 |  | 484 |
| &nbsp;&nbsp;&nbsp;WNS Holdings Ltd ADR \* | 74296 |  | 6265 |
|  |  |  | 114731 |
| **Indonesia — 4.2%** | **Indonesia — 4.2%** | **Indonesia — 4.2%** | **Indonesia — 4.2%** |
| &nbsp;&nbsp;&nbsp;Adaro Energy Indonesia Tbk PT  | 2287200 |  | 566 |
| &nbsp;&nbsp;&nbsp;Aneka Tambang Tbk  | 13636400 |  | 1737 |
| &nbsp;&nbsp;&nbsp;Astra International Tbk PT  | 1258300 |  | 487 |
| &nbsp;&nbsp;&nbsp;Bank Central Asia Tbk PT  | 4321400 |  | 2567 |
| &nbsp;&nbsp;&nbsp;Bank Mandiri Persero Tbk PT  | 1277400 |  | 862 |
| &nbsp;&nbsp;&nbsp;Bank Rakyat Indonesia Persero Tbk PT  | 31715176 |  | 10089 |
| &nbsp;&nbsp;&nbsp;Bukit Asam Tbk PT  | 1264900 |  | 307 |
| &nbsp;&nbsp;&nbsp;Cisarua Mountain Dairy TBK  | 10816900 |  | 3225 |
| &nbsp;&nbsp;&nbsp;First Pacific Co Ltd  | 7750000 |  | 2434 |
| &nbsp;&nbsp;&nbsp;Indo Tambangraya Megah Tbk PT  | 167000 |  | 445 |
| &nbsp;&nbsp;&nbsp;Indofood Sukses Makmur Tbk PT  | 651100 |  | 267 |
| &nbsp;&nbsp;&nbsp;Kalbe Farma Tbk PT  | 14739500 |  | 1945 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Medikaloka Hermina Tbk PT  | 77974500 | $| 7559 |
| &nbsp;&nbsp;&nbsp;Merdeka Copper Gold Tbk PT \* | 5445910 |  | 1450 |
| &nbsp;&nbsp;&nbsp;Pakuwon Jati Tbk PT  | 120515984 |  | 3634 |
| &nbsp;&nbsp;&nbsp;Perusahaan Gas Negara Tbk PT  | 3274300 |  | 394 |
| &nbsp;&nbsp;&nbsp;Ultrajaya Milk Industry & Trading Co Tbk PT  | 31400000 |  | 2714 |
| &nbsp;&nbsp;&nbsp;United Tractors Tbk PT  | 219900 |  | 432 |
| &nbsp;&nbsp;&nbsp;Vale Indonesia \* | 3965500 |  | 1879 |
|  |  |  | 42993 |
| **Kazakhstan — 0.7%** | **Kazakhstan — 0.7%** | **Kazakhstan — 0.7%** | **Kazakhstan — 0.7%** |
| &nbsp;&nbsp;&nbsp;Halyk Savings Bank of Kazakhstan JSC GDR  | 663101 |  | 7221 |
| **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 |  | 2182 |
| &nbsp;&nbsp;&nbsp;Equity Group Holdings PLC/Kenya  | 6830963 |  | 2551 |
|  |  |  | 4733 |
| **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** | **Kuwait — 0.1%** |
| &nbsp;&nbsp;&nbsp;Agility Public Warehousing KSC  | 278202 |  | 717 |
| **Malaysia — 0.3%** | **Malaysia — 0.3%** | **Malaysia — 0.3%** | **Malaysia — 0.3%** |
| &nbsp;&nbsp;&nbsp;Kuala Lumpur Kepong  | 144200 |  | 679 |
| &nbsp;&nbsp;&nbsp;Malayan Banking Bhd  | 1029300 |  | 2000 |
|  |  |  | 2679 |
| **Mexico — 2.3%** | **Mexico — 2.3%** | **Mexico — 2.3%** | **Mexico — 2.3%** |
| &nbsp;&nbsp;&nbsp;Alfa SAB de CV, Cl A  | 509800 |  | 355 |
| &nbsp;&nbsp;&nbsp;Arca Continental SAB de CV  | 234217 |  | 1942 |
| &nbsp;&nbsp;&nbsp;Banco del Bajio SA  | 342400 |  | 1108 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Femsa ADR  | 8279 |  | 566 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano SAB de CV  | 80300 |  | 638 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Centro Norte SAB de CV, Cl B  | 195692 |  | 1692 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Pacifico SAB de CV, Cl B  | 27800 |  | 450 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV ADR  | 10850 |  | 2683 |
| &nbsp;&nbsp;&nbsp;Grupo Aeroportuario del Sureste SAB de CV, Cl B  | 31985 |  | 790 |
| &nbsp;&nbsp;&nbsp;Grupo Bimbo, Ser A  | 119600 |  | 505 |
| &nbsp;&nbsp;&nbsp;Grupo Financiero Banorte SAB de CV, Cl O  | 886900 |  | 7089 |
| &nbsp;&nbsp;&nbsp;Grupo Mexico SAB de CV, Ser B  | 454400 |  | 1841 |
| &nbsp;&nbsp;&nbsp;Inmobiliaria Vesta  | 351300 |  | 781 |
| &nbsp;&nbsp;&nbsp;Orbia Advance Corp SAB de CV  | 426779 |  | 833 |
| &nbsp;&nbsp;&nbsp;Wal-Mart de Mexico SAB de CV  | 647890 |  | 2550 |
|  |  |  | 23823 |
| **Netherlands — 0.3%** | **Netherlands — 0.3%** | **Netherlands — 0.3%** | **Netherlands — 0.3%** |
| &nbsp;&nbsp;&nbsp;AMG Advanced Metallurgical Group NV  | 27995 |  | 1113 |
| &nbsp;&nbsp;&nbsp;BE Semiconductor Industries NV  | 23052 |  | 1486 |
|  |  |  | 2599 |
| **Nigeria — 0.4%** | **Nigeria — 0.4%** | **Nigeria — 0.4%** | **Nigeria — 0.4%** |
| &nbsp;&nbsp;&nbsp;Nigerian Breweries  | 3989043 |  | 377 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Zenith Bank PLC  | 76698031 | $| 3783 |
|  |  |  | 4160 |
| **Pakistan — 0.3%** | **Pakistan — 0.3%** | **Pakistan — 0.3%** | **Pakistan — 0.3%** |
| &nbsp;&nbsp;&nbsp;United Bank Ltd/Pakistan  | 6175348 |  | 2932 |
| **Philippines — 2.5%** | **Philippines — 2.5%** | **Philippines — 2.5%** | **Philippines — 2.5%** |
| &nbsp;&nbsp;&nbsp;ACEN  | 929277 |  | 117 |
| &nbsp;&nbsp;&nbsp;AllHome Corp  | 17413000 |  | 474 |
| &nbsp;&nbsp;&nbsp;Alliance Global Group Inc  | 19991310 |  | 3462 |
| &nbsp;&nbsp;&nbsp;Ayala Corp  | 309759 |  | 3846 |
| &nbsp;&nbsp;&nbsp;Ayala Land Inc  | 5943100 |  | 3361 |
| &nbsp;&nbsp;&nbsp;Century Pacific Food  | 2522700 |  | 1129 |
| &nbsp;&nbsp;&nbsp;GT Capital Holdings Inc  | 387410 |  | 3019 |
| &nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust Co  | 2256370 |  | 2299 |
| &nbsp;&nbsp;&nbsp;Robinsons Land Corp  | 8086500 |  | 2307 |
| &nbsp;&nbsp;&nbsp;Universal Robina Corp  | 2020330 |  | 4760 |
| &nbsp;&nbsp;&nbsp;Wilcon Depot Inc  | 1957200 |  | 1117 |
|  |  |  | 25891 |
| **Poland — 0.8%** | **Poland — 0.8%** | **Poland — 0.8%** | **Poland — 0.8%** |
| &nbsp;&nbsp;&nbsp;Bank Polska Kasa Opieki SA  | 75776 |  | 1433 |
| &nbsp;&nbsp;&nbsp;Dino Polska SA \* | 31884 |  | 2590 |
| &nbsp;&nbsp;&nbsp;KGHM Polska Miedz SA  | 118801 |  | 3108 |
| &nbsp;&nbsp;&nbsp;LPP  | 181 |  | 388 |
| &nbsp;&nbsp;&nbsp;Polski Koncern Naftowy ORLEN SA  | 48479 |  | 705 |
|  |  |  | 8224 |
| **Qatar — 0.1%** | **Qatar — 0.1%** | **Qatar — 0.1%** | **Qatar — 0.1%** |
| &nbsp;&nbsp;&nbsp;Industries Qatar QSC  | 165580 |  | 681 |
| &nbsp;&nbsp;&nbsp;Ooredoo QPSC  | 118050 |  | 288 |
|  |  |  | 969 |
| **Russia — 0.0%** | **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;TCS Group Holding PLC GDR \* | 22288 |  | – |
| &nbsp;&nbsp;&nbsp;Yandex NV, Cl A \*(A) | 50933 |  | – |
| **Saudi Arabia — 2.2%** | **Saudi Arabia — 2.2%** | **Saudi Arabia — 2.2%** | **Saudi Arabia — 2.2%** |
| &nbsp;&nbsp;&nbsp;Al Rajhi Bank \* | 48665 |  | 1048 |
| &nbsp;&nbsp;&nbsp;Arab National Bank  | 46026 |  | 426 |
| &nbsp;&nbsp;&nbsp;Arabian Drilling \* | 76996 |  | 2417 |
| &nbsp;&nbsp;&nbsp;Bank Al-Jazira  | 89860 |  | 510 |
| &nbsp;&nbsp;&nbsp;Banque Saudi Fransi  | 55317 |  | 634 |
| &nbsp;&nbsp;&nbsp;Bawan Co  | 31872 |  | 294 |
| &nbsp;&nbsp;&nbsp;Dallah Healthcare  | 1182 |  | 55 |
| &nbsp;&nbsp;&nbsp;Dr Sulaiman Al Habib Medical Services Group Co  | 7291 |  | 452 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Etihad Etisalat Co  | 143455 | $| 1399 |
| &nbsp;&nbsp;&nbsp;Jarir Marketing Co  | 22966 |  | 1014 |
| &nbsp;&nbsp;&nbsp;Nahdi Medical Co  | 58789 |  | 2993 |
| &nbsp;&nbsp;&nbsp;National Medical Care Co  | 41203 |  | 834 |
| &nbsp;&nbsp;&nbsp;Riyad Bank  | 55004 |  | 510 |
| &nbsp;&nbsp;&nbsp;SABIC Agri-Nutrients Co  | 69489 |  | 2690 |
| &nbsp;&nbsp;&nbsp;Sahara International Petrochemical Co  | 68214 |  | 661 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil Co  | 161447 |  | 1444 |
| &nbsp;&nbsp;&nbsp;Saudi Electricity Co  | 82255 |  | 545 |
| &nbsp;&nbsp;&nbsp;Saudi National Bank  | 230141 |  | 3169 |
| &nbsp;&nbsp;&nbsp;Saudi Telecom Co  | 119682 |  | 1230 |
|  |  |  | 22325 |
| **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** | **Singapore — 0.2%** |
| &nbsp;&nbsp;&nbsp;Yangzijiang Shipbuilding Holdings Ltd  | 1845500 |  | 1941 |
| **Slovenia — 0.4%** | **Slovenia — 0.4%** | **Slovenia — 0.4%** | **Slovenia — 0.4%** |
| &nbsp;&nbsp;&nbsp;Nova Ljubljanska Banka dd GDR  | 350045 |  | 4271 |
| **South Africa — 2.5%** | **South Africa — 2.5%** | **South Africa — 2.5%** | **South Africa — 2.5%** |
| &nbsp;&nbsp;&nbsp;African Rainbow Minerals Ltd <sup>‡</sup> | 41530 |  | 731 |
| &nbsp;&nbsp;&nbsp;Aspen Pharmacare Holdings Ltd  | 20770 |  | 175 |
| &nbsp;&nbsp;&nbsp;Bidvest Group Ltd/The  | 57862 |  | 791 |
| &nbsp;&nbsp;&nbsp;Capitec Bank Holdings Ltd  | 17626 |  | 2127 |
| &nbsp;&nbsp;&nbsp;Exxaro Resources Ltd  | 52216 |  | 694 |
| &nbsp;&nbsp;&nbsp;FirstRand Ltd  | 304594 |  | 1203 |
| &nbsp;&nbsp;&nbsp;Gold Fields Ltd  | 115763 |  | 1307 |
| &nbsp;&nbsp;&nbsp;Growthpoint Properties <sup>‡</sup> | 504039 |  | 420 |
| &nbsp;&nbsp;&nbsp;Kumba Iron Ore Ltd  | 27285 |  | 784 |
| &nbsp;&nbsp;&nbsp;Life Healthcare Group Holdings Ltd  | 462429 |  | 474 |
| &nbsp;&nbsp;&nbsp;Mr Price Group Ltd  | 127167 |  | 1263 |
| &nbsp;&nbsp;&nbsp;Naspers Ltd, Cl N  | 59013 |  | 9193 |
| &nbsp;&nbsp;&nbsp;Nedbank Group Ltd  | 146122 |  | 1963 |
| &nbsp;&nbsp;&nbsp;Sanlam Ltd  | 138403 |  | 462 |
| &nbsp;&nbsp;&nbsp;Sasol Ltd  | 45625 |  | 806 |
| &nbsp;&nbsp;&nbsp;Sibanye Stillwater Ltd  | 672087 |  | 1901 |
| &nbsp;&nbsp;&nbsp;Truworths International Ltd  | 34265 |  | 115 |
| &nbsp;&nbsp;&nbsp;Vodacom Group Ltd  | 205415 |  | 1521 |
|  |  |  | 25930 |
| **South Korea — 10.0%** | **South Korea — 10.0%** | **South Korea — 10.0%** | **South Korea — 10.0%** |
| &nbsp;&nbsp;&nbsp;BGF retail Co Ltd  | 11296 |  | 1773 |
| &nbsp;&nbsp;&nbsp;BH  | 67267 |  | 1359 |
| &nbsp;&nbsp;&nbsp;Cheil Worldwide Inc  | 179975 |  | 3338 |
| &nbsp;&nbsp;&nbsp;CJ CheilJedang Corp  | 21996 |  | 6634 |
| &nbsp;&nbsp;&nbsp;Coway Co Ltd  | 55367 |  | 2438 |
| &nbsp;&nbsp;&nbsp;Daeduck Electronics  | 17915 |  | 323 |
| &nbsp;&nbsp;&nbsp;DB Insurance Co Ltd  | 7214 |  | 343 |
| &nbsp;&nbsp;&nbsp;Dentium Co Ltd  | 12314 |  | 835 |
| &nbsp;&nbsp;&nbsp;DL E&C Co Ltd  | 11387 |  | 368 |
| &nbsp;&nbsp;&nbsp;Ecopro  | 16577 |  | 1469 |
| &nbsp;&nbsp;&nbsp;Fila Holdings Corp  | 8047 |  | 205 |
| &nbsp;&nbsp;&nbsp;GS Holdings Corp  | 17264 |  | 642 |
| &nbsp;&nbsp;&nbsp;Han Kuk Carbon  | 148484 |  | 1360 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Hana Financial Group Inc  | 271509 | $| 9286 |
| &nbsp;&nbsp;&nbsp;Hankook Tire & Technology Co Ltd  | 44878 |  | 1172 |
| &nbsp;&nbsp;&nbsp;Hansol Chemical Co Ltd  | 5717 |  | 931 |
| &nbsp;&nbsp;&nbsp;Hanwha Corp  | 30456 |  | 680 |
| &nbsp;&nbsp;&nbsp;Hyundai Glovis Co Ltd  | 3296 |  | 447 |
| &nbsp;&nbsp;&nbsp;Hyundai Marine & Fire Insurance Co Ltd  | 17881 |  | 412 |
| &nbsp;&nbsp;&nbsp;Hyundai Mipo Dockyard Co Ltd  | 28511 |  | 1899 |
| &nbsp;&nbsp;&nbsp;KB Financial Group Inc  | 43229 |  | 1717 |
| &nbsp;&nbsp;&nbsp;Kia Corp  | 148521 |  | 7822 |
| &nbsp;&nbsp;&nbsp;Korea Gas Corp  | 15979 |  | 426 |
| &nbsp;&nbsp;&nbsp;Kumho Petrochemical  | 18604 |  | 2140 |
| &nbsp;&nbsp;&nbsp;LG Chemical  | 4791 |  | 2735 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc  | 47272 |  | 3567 |
| &nbsp;&nbsp;&nbsp;LG Innotek Co Ltd  | 3579 |  | 863 |
| &nbsp;&nbsp;&nbsp;LG Uplus Corp  | 387155 |  | 3579 |
| &nbsp;&nbsp;&nbsp;LS Cable  | 3857 |  | 223 |
| &nbsp;&nbsp;&nbsp;LX INTERNATIONAL CORP  | 18120 |  | 571 |
| &nbsp;&nbsp;&nbsp;LX Semicon Co Ltd  | 4755 |  | 324 |
| &nbsp;&nbsp;&nbsp;Meritz Fire & Marine Insurance Co Ltd  | 30115 |  | 1064 |
| &nbsp;&nbsp;&nbsp;Neowiz \* | 15106 |  | 472 |
| &nbsp;&nbsp;&nbsp;Park Systems Corp  | 12536 |  | 1134 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings ADR  | 15821 |  | 903 |
| &nbsp;&nbsp;&nbsp;POSCO Holdings Inc  | 1052 |  | 241 |
| &nbsp;&nbsp;&nbsp;Posco International Corp  | 35732 |  | 658 |
| &nbsp;&nbsp;&nbsp;PSK Inc  | 49815 |  | 692 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd  | 551855 |  | 26516 |
| &nbsp;&nbsp;&nbsp;SD Biosensor  | 15804 |  | 400 |
| &nbsp;&nbsp;&nbsp;SIMMTECH  | 11837 |  | 306 |
| &nbsp;&nbsp;&nbsp;SK Hynix Inc  | 66896 |  | 4415 |
| &nbsp;&nbsp;&nbsp;SL Corp  | 110063 |  | 2377 |
| &nbsp;&nbsp;&nbsp;Woori Financial Group Inc  | 76273 |  | 762 |
| &nbsp;&nbsp;&nbsp;Youngone Corp  | 56199 |  | 2048 |
|  |  |  | 101869 |
| **Switzerland — 0.1%** | **Switzerland — 0.1%** | **Switzerland — 0.1%** | **Switzerland — 0.1%** |
| &nbsp;&nbsp;&nbsp;Wizz Air Holdings PLC \* | 42968 |  | 1159 |
| **Taiwan — 11.4%** | **Taiwan — 11.4%** | **Taiwan — 11.4%** | **Taiwan — 11.4%** |
| &nbsp;&nbsp;&nbsp;Airtac International Group  | 96019 |  | 2978 |
| &nbsp;&nbsp;&nbsp;Alchip Technologies Ltd  | 86000 |  | 2642 |
| &nbsp;&nbsp;&nbsp;Arcadyan Technology Corp  | 479000 |  | 1638 |
| &nbsp;&nbsp;&nbsp;Asia Vital Components Co Ltd  | 81000 |  | 302 |
| &nbsp;&nbsp;&nbsp;ASPEED Technology Inc  | 25430 |  | 1768 |
| &nbsp;&nbsp;&nbsp;Bafang Yunji International  | 95000 |  | 653 |
| &nbsp;&nbsp;&nbsp;Chailease Holding Co Ltd  | 405203 |  | 2675 |
| &nbsp;&nbsp;&nbsp;CTBC Financial Holding Co Ltd  | 6296000 |  | 4730 |
| &nbsp;&nbsp;&nbsp;Delta Electronics Inc  | 197000 |  | 1948 |
| &nbsp;&nbsp;&nbsp;E Ink Holdings Inc  | 443000 |  | 2656 |
| &nbsp;&nbsp;&nbsp;Elite Material  | 251000 |  | 1577 |
| &nbsp;&nbsp;&nbsp;Evergreen Marine Corp Taiwan Ltd  | 69800 |  | 375 |
| &nbsp;&nbsp;&nbsp;Fubon Financial Holding Co Ltd  | 1351655 |  | 2685 |
| &nbsp;&nbsp;&nbsp;Fulgent Sun International Holding Co Ltd  | 360000 |  | 1778 |
| &nbsp;&nbsp;&nbsp;Gigabyte Technology Co Ltd  | 40000 |  | 143 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Global Unichip Corp  | 33000 | $| 799 |
| &nbsp;&nbsp;&nbsp;Hon Hai Precision Industry Co Ltd  | 716912 |  | 2347 |
| &nbsp;&nbsp;&nbsp;Hu Lane Associate  | 304000 |  | 1554 |
| &nbsp;&nbsp;&nbsp;Ingentec  | 270070 |  | 1748 |
| &nbsp;&nbsp;&nbsp;Kaori Heat Treatment  | 376000 |  | 2003 |
| &nbsp;&nbsp;&nbsp;Lite-On Technology Corp  | 406862 |  | 868 |
| &nbsp;&nbsp;&nbsp;Macronix International Co Ltd  | 2579000 |  | 2931 |
| &nbsp;&nbsp;&nbsp;Makalot Industrial Co Ltd  | 49000 |  | 373 |
| &nbsp;&nbsp;&nbsp;Micro-Star International Co Ltd  | 760000 |  | 3063 |
| &nbsp;&nbsp;&nbsp;momo.com Inc  | 161200 |  | 3180 |
| &nbsp;&nbsp;&nbsp;Nien Made Enterprise Co Ltd  | 128000 |  | 1215 |
| &nbsp;&nbsp;&nbsp;Radiant Opto-Electronics Corp  | 62000 |  | 212 |
| &nbsp;&nbsp;&nbsp;Sercomm  | 143000 |  | 391 |
| &nbsp;&nbsp;&nbsp;Silergy Corp  | 76000 |  | 1140 |
| &nbsp;&nbsp;&nbsp;Sino-American Silicon Products Inc  | 200000 |  | 1049 |
| &nbsp;&nbsp;&nbsp;Sitronix Technology Corp  | 54000 |  | 339 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd  | 2353000 |  | 37789 |
| &nbsp;&nbsp;&nbsp;Taiwan Semiconductor Manufacturing Co Ltd ADR  | 119837 |  | 9944 |
| &nbsp;&nbsp;&nbsp;Unimicron Technology Corp  | 492000 |  | 2533 |
| &nbsp;&nbsp;&nbsp;United Microelectronics Corp  | 3074000 |  | 4630 |
| &nbsp;&nbsp;&nbsp;Voltronic Power Technology Corp  | 48950 |  | 2778 |
| &nbsp;&nbsp;&nbsp;Winbond Electronics Corp  | 704000 |  | 491 |
| &nbsp;&nbsp;&nbsp;Wiwynn Corp \* | 122000 |  | 3521 |
| &nbsp;&nbsp;&nbsp;Yageo Corp  | 56592 |  | 860 |
| &nbsp;&nbsp;&nbsp;Yang Ming Marine Transport Corp  | 408000 |  | 888 |
| &nbsp;&nbsp;&nbsp;Yuanta Financial Holding Co Ltd  | 1479640 |  | 1089 |
| &nbsp;&nbsp;&nbsp;Zhen Ding Technology Holding Ltd  | 143000 |  | 560 |
|  |  |  | 116843 |
| **Thailand — 3.6%** | **Thailand — 3.6%** | **Thailand — 3.6%** | **Thailand — 3.6%** |
| &nbsp;&nbsp;&nbsp;AP Thailand  | 485300 |  | 140 |
| &nbsp;&nbsp;&nbsp;Bangkok Bank  | 851100 |  | 3497 |
| &nbsp;&nbsp;&nbsp;Bangkok Chain Hospital  | 878900 |  | 509 |
| &nbsp;&nbsp;&nbsp;Bangkok Dusit Medical Services PCL, Cl F  | 887400 |  | 764 |
| &nbsp;&nbsp;&nbsp;Central Plaza Hotel PCL  | 1199000 |  | 1693 |
| &nbsp;&nbsp;&nbsp;Fabrinet \* | 21729 |  | 2899 |
| &nbsp;&nbsp;&nbsp;Home Product Center PCL  | 8715445 |  | 3657 |
| &nbsp;&nbsp;&nbsp;Humanica  | 1668000 |  | 528 |
| &nbsp;&nbsp;&nbsp;Indorama Ventures  | 387000 |  | 469 |
| &nbsp;&nbsp;&nbsp;I-TAIL, Cl F \* | 3276000 |  | 3002 |
| &nbsp;&nbsp;&nbsp;JMT Network Services PCL  | 758200 |  | 1451 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL  | 121600 |  | 501 |
| &nbsp;&nbsp;&nbsp;Kasikornbank PCL NVDR  | 983900 |  | 4054 |
| &nbsp;&nbsp;&nbsp;Kiatnakin Bank PCL  | 213200 |  | 435 |
| &nbsp;&nbsp;&nbsp;Krung Thai Bank PCL  | 1230200 |  | 617 |
| &nbsp;&nbsp;&nbsp;Land & Houses  | 6139700 |  | 1677 |
| &nbsp;&nbsp;&nbsp;Major Cineplex Group NVDR  | 1977000 |  | 1105 |
| &nbsp;&nbsp;&nbsp;PTT Exploration & Production  | 228700 |  | 1219 |
| &nbsp;&nbsp;&nbsp;PTT PCL NVDR  | 4886300 |  | 4624 |
| &nbsp;&nbsp;&nbsp;Sri Trang Agro-Industry PCL  | 3103000 |  | 1678 |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL, Cl F  | 2639900 |  | 1283 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;TOA Paint Thailand  | 911400 | $| 875 |
|  |  |  | 36677 |
| **Turkey — 0.5%** | **Turkey — 0.5%** | **Turkey — 0.5%** | **Turkey — 0.5%** |
| &nbsp;&nbsp;&nbsp;BIM Birlesik Magazalar AS  | 255123 |  | 1854 |
| &nbsp;&nbsp;&nbsp;KOC Holding AS  | 141582 |  | 541 |
| &nbsp;&nbsp;&nbsp;Turk Hava Yollari AO \* | 158123 |  | 1025 |
| &nbsp;&nbsp;&nbsp;Turk Traktor ve Ziraat Makineleri AS  | 18117 |  | 502 |
| &nbsp;&nbsp;&nbsp;Turkiye Petrol Rafinerileri AS \* | 42972 |  | 1113 |
|  |  |  | 5035 |
| **United Arab Emirates — 2.2%** | **United Arab Emirates — 2.2%** | **United Arab Emirates — 2.2%** | **United Arab Emirates — 2.2%** |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Commercial Bank PJSC  | 254008 |  | 678 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi National Oil Co for Distribution PJSC  | 157854 |  | 196 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Ports PJSC \* | 226303 |  | 359 |
| &nbsp;&nbsp;&nbsp;ADNOC Drilling PJSC  | 361770 |  | 322 |
| &nbsp;&nbsp;&nbsp;Dubai Islamic Bank PJSC  | 1981317 |  | 3074 |
| &nbsp;&nbsp;&nbsp;Emaar Development PJSC  | 5231220 |  | 5999 |
| &nbsp;&nbsp;&nbsp;Emaar Properties PJSC  | 5954496 |  | 9900 |
| &nbsp;&nbsp;&nbsp;Taaleem Holdings PSC \* | 2038622 |  | 1487 |
|  |  |  | 22015 |
| **United Kingdom — 3.5%** | **United Kingdom — 3.5%** | **United Kingdom — 3.5%** | **United Kingdom — 3.5%** |
| &nbsp;&nbsp;&nbsp;Airtel Africa  | 1100081 |  | 1626 |
| &nbsp;&nbsp;&nbsp;Endava PLC ADR \* | 9253 |  | 710 |
| &nbsp;&nbsp;&nbsp;Energean PLC  | 559336 |  | 9892 |
| &nbsp;&nbsp;&nbsp;Fertiglobe PLC | 405096 |  | 510 |
| &nbsp;&nbsp;&nbsp;Hochschild Mining PLC  | 3723169 |  | 3130 |
| &nbsp;&nbsp;&nbsp;NAC Kazatomprom JSC GDR  | 189669 |  | 5075 |
| &nbsp;&nbsp;&nbsp;OTP Bank Nyrt  | 101407 |  | 2762 |
| &nbsp;&nbsp;&nbsp;SEPLAT Energy  | 3037908 |  | 3231 |
| &nbsp;&nbsp;&nbsp;SolGold PLC \* | 6774749 |  | 1452 |
| &nbsp;&nbsp;&nbsp;TBC Bank Group PLC  | 188061 |  | 4894 |
| &nbsp;&nbsp;&nbsp;Tullow Oil PLC \* | 2661939 |  | 1386 |
| &nbsp;&nbsp;&nbsp;WAG Payment Solutions \* | 1509678 |  | 1429 |
|  |  |  | 36097 |
| **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** | **United States — 1.2%** |
| &nbsp;&nbsp;&nbsp;Coupang, Cl A \* | 49461 |  | 963 |
| &nbsp;&nbsp;&nbsp;Credicorp Ltd  | 34703 |  | 5329 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 5716 |  | 2107 |
| &nbsp;&nbsp;&nbsp;Freshworks, Cl A \* | 32853 |  | 486 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 10221 |  | 1915 |
| &nbsp;&nbsp;&nbsp;IHS Holding \* | 191059 |  | 1379 |
|  |  |  | 12179 |
| **Vietnam — 1.6%** | **Vietnam — 1.6%** | **Vietnam — 1.6%** | **Vietnam — 1.6%** |
| &nbsp;&nbsp;&nbsp;Ho Chi Minh City Development Joint Stock Commercial Bank \* | 2455837 |  | 1567 |
| &nbsp;&nbsp;&nbsp;Hoa Phat Group JSC  | 2848646 |  | 2144 |
| &nbsp;&nbsp;&nbsp;Military Commercial Joint Stock Bank \* | 5578897 |  | 3983 |
| &nbsp;&nbsp;&nbsp;SSI Securities  | 1402100 |  | 1109 |
| &nbsp;&nbsp;&nbsp;Vietnam Technological & Commercial Joint Stock Bank \* | 1612520 |  | 1716 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Vincom Retail JSC \* | 2196659 | $| 2751 |
| &nbsp;&nbsp;&nbsp;Vinhomes JSC  | 1440200 |  | 3202 |
|  |  |  | 16472 |
| **Zambia — 0.6%** | **Zambia — 0.6%** | **Zambia — 0.6%** | **Zambia — 0.6%** |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals Ltd  | 271769 |  | 6411 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $971,383) ($ Thousands) |  |  | 970705 |
| **PREFERRED STOCK — 1.6%** | **PREFERRED STOCK — 1.6%** | **PREFERRED STOCK — 1.6%** | **PREFERRED STOCK — 1.6%** |
| **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** | **Brazil — 0.5%** |
| &nbsp;&nbsp;&nbsp;Cia Energetica de Minas Gerais (B) | 953980 |  | 2079 |
| &nbsp;&nbsp;&nbsp;Itau Unibanco Holding SA ADR (B) | 569282 |  | 2835 |
|  |  |  | 4914 |
| **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** | **Colombia — 0.1%** |
| &nbsp;&nbsp;&nbsp;Banco Davivienda SA (B) | 215784 |  | 1174 |
| **South Korea — 1.0%** | **South Korea — 1.0%** | **South Korea — 1.0%** | **South Korea — 1.0%** |
| &nbsp;&nbsp;&nbsp;Hyundai Motor Co (B) | 49523 |  | 3149 |
| &nbsp;&nbsp;&nbsp;LG Chem Ltd (B) | 10638 |  | 2740 |
| &nbsp;&nbsp;&nbsp;LG Electronics Inc \*(B) | 25035 |  | 882 |
| &nbsp;&nbsp;&nbsp;Samsung Electronics Co Ltd (B) | 80990 |  | 3483 |
|  |  |  | 10254 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $20,561) ($ Thousands) |  |  | 16342 |
|  | Number of<br> Warrants |  |  |
| **WARRANTS — 0.2%** | **WARRANTS — 0.2%** | **WARRANTS — 0.2%** | **WARRANTS — 0.2%** |
| **China — 0.1%** | **China — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Piesat Information Technology Co\*<sup>‡</sup><sup>‡</sup>  | 87008 |  | 967 |
| **India — 0.1%** | **India — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Voltas, Expires 05/28/2023\*  | 116129 |  | 1160 |
| Total Warrants |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,641) ($ Thousands) |  |  | 2127 |
|  | Number of<br> Rights |  |  |
| **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** | **RIGHTS — 0.0%** |
| **Taiwan — 0.0%** | **Taiwan — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Acer \*<sup>‡</sup><sup>‡</sup> | 4089 |  |  |
| **Thailand — 0.0%** | **Thailand — 0.0%** |  |  |
| &nbsp;&nbsp;&nbsp;Thai Union Group PCL \*<sup>‡</sup><sup>‡</sup> | 74856 |  | – |
| Total Rights |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $—) ($ Thousands) |  |  | – |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **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;3.370%\*\*<sup>†</sup> | 22869076 | $22869 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,869) ($ Thousands) |  | 22869 |
| Total Investments in Securities — 99.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,016,454) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,016,454) ($ Thousands)  | $1012043 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Equity Fund** (Concluded)

A list of the open futures contracts held by the Fund at November 30, 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;MSCI Emerging Markets | 426 | Dec-2022 | $19124 | $20927 | $1803 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,021,500 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>‡</sup><sup>‡</sup> | Expiration date not available. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Level 3 security in accordance with fair value hierarchy. |
| (B) | No interest rate available. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 966872 | 3833 | –<sup>(2)</sup> | 970705 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 16342 |  |  | 16342 |
| &nbsp;&nbsp;&nbsp;Warrants | 967 | 1160 |  | 2127 |
| &nbsp;&nbsp;&nbsp;Rights | –<sup>(2)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 22869 | – | – | 22869 |
| Total Investments in Securities | 1007050 | 4993 | –<sup>(2)</sup> | 1012043 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 1803 |  |  | 1803 |
| Total Other Financial Instruments | 1803 |  |  | 1803 |

---

(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 appreciation on the instrument.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value <br> 5/31/2022** | **Purchases at<br> Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value<br> 11/30/2022** | **Income**  | **Capital<br> Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $23698 | $80081 | $(80910) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $22869 | $222 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Opportunistic Income Fund**![](fp0081628-1_149.jpg)

<sup>†</sup>Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS — 37.1%** | **LOAN PARTICIPATIONS — 37.1%** | **LOAN PARTICIPATIONS — 37.1%** |
| **Aerospace & Defense — 0.9%** | **Aerospace & Defense — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Bleriot US Bidco Inc., 2021 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.674%, LIBOR + 3.750%, 10/30/2026 (A) | $1716 | $1691 |
| &nbsp;&nbsp;&nbsp;Peraton Corp., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.821%, LIBOR + 3.750%, 02/01/2028 (A) | 1138 | 1110 |
| &nbsp;&nbsp;&nbsp;TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.924%, LIBOR + 2.250%, 12/09/2025 (A) | 318 | 313 |
| &nbsp;&nbsp;&nbsp;TransDigm Inc., Tranche G Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.924%, LIBOR + 2.250%, 08/22/2024 (A) | 646 | 643 |
| &nbsp;&nbsp;&nbsp;Ultra Electronics Holdings PLC, Dollar Denominated Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.063%, 08/03/2029 (A) | 1400 | 1354 |
|  |  | 5111 |
| **Air Transport — 0.6%** | **Air Transport — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.993%, LIBOR + 4.750%, 04/20/2028 (A) | 1519 | 1509 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.777%, LIBOR + 4.750%, 06/21/2027 (A) | $| 860 | $883 |
| &nbsp;&nbsp;&nbsp;SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.993%, LIBOR + 4.000%, 10/20/2027 (A) |  | 1175 | 1191 |
|  |  |  | 3583 |
| **Automotive — 0.3%** | **Automotive — 0.3%** | **Automotive — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.688%, LIBOR + 2.500%, 10/30/2026 (A) |  | 238 | 236 |
| &nbsp;&nbsp;&nbsp;Belron Finance US LLC, First Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.151%, 11/13/2025 (B) |  | 740 | 733 |
| &nbsp;&nbsp;&nbsp;Truck Hero, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.821%, LIBOR + 3.750%, 01/31/2028 (A) |  | 880 | 742 |
|  |  |  | 1711 |
| **Building & Development — 1.2%** | **Building & Development — 1.2%** | **Building & Development — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Artera Services, LLC, Tranche B Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.174%, LIBOR + 2.750%, 03/06/2025 (A) |  | 772 | 631 |
| &nbsp;&nbsp;&nbsp;Brookfield WEC Holdings Inc., Initial Term Loan (2021), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, 08/01/2025 (A)(B) |  | 1136 | 1114 |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer, Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.750%, 11/23/2027 (A) |  | 1718 | 1509 |
| &nbsp;&nbsp;&nbsp;Kodiak BP, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.924%, LIBOR + 3.750%, 03/12/2028 (A)(B) |  | 1607 | 1516 |
| &nbsp;&nbsp;&nbsp;Pike Corporation, 2028 Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.080%, 01/21/2028  |  | 486 | 476 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.266%, 10/15/2028 (A)(B) |  | 790 | 697 |
| &nbsp;&nbsp;&nbsp;SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, CME Term SOFR + 4.000%, 06/02/2028 (A) |  | 242 | 232 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corporation, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.821%, LIBOR + 3.500%, 08/18/2027 (A)(C) |  | 706 | 663 |
|  |  |  | 6838 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Opportunistic Income Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| **Business Equipment & Services — 3.5%** | **Business Equipment & Services — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;Asplundh Tree Expert LLC, Amendment No. 1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, 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;6.644%, LIBOR + 3.750%, 03/03/2025 (A) | 2425 | 2176 |
| &nbsp;&nbsp;&nbsp;BW Holding Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.549%, LIBOR + 4.000%, 12/14/2028 (A) | 804 | 721 |
| &nbsp;&nbsp;&nbsp;Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.436%, 11/02/2029  | 680 | 669 |
| &nbsp;&nbsp;&nbsp;DTI Holdco Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.844%, 04/26/2029  | 810 | 747 |
| &nbsp;&nbsp;&nbsp;Electron Bidco Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, 11/01/2028  | 1102 | 1068 |
| &nbsp;&nbsp;&nbsp;Ensemble RCM LLC, Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.944%, 08/03/2026 (B) | 681 | 660 |
| &nbsp;&nbsp;&nbsp;Ensono Inc, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.821%, LIBOR + 5.000%, 05/26/2028 (A) | 1670 | 1500 |
| &nbsp;&nbsp;&nbsp;Marlink AS, Dollar Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.485%, 06/28/2029 (A) | 244 | 221 |
| &nbsp;&nbsp;&nbsp;NASCAR Holdings Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.254%, LIBOR + 2.750%, 10/19/2026 (A) | 2274 | 2259 |
| &nbsp;&nbsp;&nbsp;Packers Holdings, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.129%, LIBOR + 3.750%, 03/09/2028 (A) | 263 | 229 |
| &nbsp;&nbsp;&nbsp;R1 RCM Inc., Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.086%, 06/21/2029 (A) | 570 | 560 |
| &nbsp;&nbsp;&nbsp;Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.415%, LIBOR + 4.000%, 10/29/2027 (A) | 2327 | 2222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.374%, LIBOR + 3.250%, 10/29/2027 (A) | 36 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.688%, 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;7.080%, 10/29/2027  | 118 | 112 |
| &nbsp;&nbsp;&nbsp;Sharp Midco LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.674%, LIBOR + 4.000%, 12/31/2028 (A) | 776 | 741 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;TGG TS Acquisition Company, Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.174%, LIBOR + 7.000%, 12/14/2025 (A) | $| 1095 | $1053 |
| &nbsp;&nbsp;&nbsp;Trans Union LLC, 2021 Incremental Term B-6 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.321%, 12/01/2028 (A) |  | 517 | 507 |
| &nbsp;&nbsp;&nbsp;United Talent Agency LLC, Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.133%, 07/07/2028 (A)(C) |  | 542 | 527 |
| &nbsp;&nbsp;&nbsp;University Support Services LLC, 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, 02/10/2029  |  | 2009 | 1950 |
| &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;6.830%, LIBOR + 3.750%, 05/18/2025 (A) |  | 1655 | 1608 |
|  |  |  | 19660 |
| **Cable & Satellite Television — 0.5%** | **Cable & Satellite Television — 0.5%** | **Cable & Satellite Television — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC, Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.144%, 08/24/2026  |  | 987 | 156 |
| &nbsp;&nbsp;&nbsp;E.W. Scripps Company, Tranche B-2 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.634%, 05/01/2026 (A) |  | 379 | 368 |
| &nbsp;&nbsp;&nbsp;Univision Communications, 2017 Replacement Repriced Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 03/15/2024 (A) |  | 752 | 750 |
| &nbsp;&nbsp;&nbsp;Virgin Media Bristol LLC, N Facility, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.373%, LIBOR + 2.500%, 01/31/2028 (A) |  | 1372 | 1335 |
|  |  |  | 2609 |
| **Chemicals & Plastics — 0.7%** | **Chemicals & Plastics — 0.7%** | **Chemicals & Plastics — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.687%, LIBOR + 3.250%, 12/04/2026 (A) |  | 1267 | 1227 |
| &nbsp;&nbsp;&nbsp;DCG Acquisition Corp., Term Loan B, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.571%, LIBOR + 4.250%, 09/30/2026 (A) |  | 1410 | 1354 |
| &nbsp;&nbsp;&nbsp;Flexsys Holdings, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.321%, CME Term SOFR + 4.000%, 11/01/2028 (A)(B) |  | 456 | 352 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.415%, LIBOR + 2.750%, 03/16/2027 (A) | $| 1006 | $966 |
|  |  |  | 3899 |
| **Conglomerates — 0.2%** | **Conglomerates — 0.2%** | **Conglomerates — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Sunshine Luxembourg VII S.a r.l., Facility B3 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, LIBOR + 3.750%, 10/01/2026 (A) |  | 1180 | 1119 |
| **Containers & Glass Products — 1.9%** | **Containers & Glass Products — 1.9%** | **Containers & Glass Products — 1.9%** |  |
| &nbsp;&nbsp;&nbsp;Berry Global Inc., Term Z Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.629%, 07/01/2026 (A) |  | 2055 | 2028 |
| &nbsp;&nbsp;&nbsp;Charter Next Generation Inc., Initial Term Loan (2021), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.821%, 12/01/2027  |  | 721 | 702 |
| &nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.018%, LIBOR + 3.250%, 04/03/2024 (A) |  | 2028 | 1966 |
| &nbsp;&nbsp;&nbsp;Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, LIBOR + 3.500%, 11/30/2027 (A) |  | 451 | 433 |
| &nbsp;&nbsp;&nbsp;Pregis TopCo LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.201%, LIBOR + 4.000%, 07/31/2026 (A) |  | 1159 | 1112 |
| &nbsp;&nbsp;&nbsp;Pregis TopCo LLC, Third Amendment Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, LIBOR + 3.250%, 07/31/2026 (A) |  | 1081 | 1032 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.735%, 10/02/2028  |  | 34 | 29 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.741%, 10/02/2028  |  | 493 | 413 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings Inc., Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.918%, 10/01/2029  |  | 843 | 656 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.277%, 10/02/2028  |  | 69 | 58 |
| &nbsp;&nbsp;&nbsp;Pretium PKG Holdings, Inc., Initial Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.493%, 10/01/2029  |  | 843 | 656 |
| &nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.924%, LIBOR + 3.500%, 10/17/2024 (A)(D) |  | 1877 | 1859 |
|  |  |  | 10944 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| **Diversified/Conglomerate Manufacturing — 0.0%** | **Diversified/Conglomerate Manufacturing — 0.0%** |  |
| &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 (A)(B) | $80 | $77 |
| **Diversified/Conglomerate Service — 0.1%** | **Diversified/Conglomerate Service — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 10/23/2028 (A) | 841 | 798 |
| **Ecological Services & Equipment — 0.5%** | **Ecological Services & Equipment — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.837%, 12/29/2028 (B) | 176 | 173 |
| &nbsp;&nbsp;&nbsp;Clean Harbors Inc., 2021 Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.071%, 10/08/2028 (B) | 1115 | 1109 |
| &nbsp;&nbsp;&nbsp;Covanta Holding Corporation, Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, 11/30/2028 (B) | 283 | 277 |
| &nbsp;&nbsp;&nbsp;Esdec Solar Group B.V., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.920%, LIBOR + 6.750%, 08/30/2028 (A)(C) | 667 | 644 |
| &nbsp;&nbsp;&nbsp;GFL Environmental, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.415%, 05/30/2025 (A)(B) | 541 | 539 |
|  |  | 2742 |
| **Electronics/Electrical — 5.8%** | **Electronics/Electrical — 5.8%** |  |
| &nbsp;&nbsp;&nbsp;Acuris Finance US Inc., Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.703%, 02/16/2028  | 630 | 618 |
| &nbsp;&nbsp;&nbsp;Apttus Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.665%, LIBOR + 4.750%, 05/08/2028 (A) | 956 | 892 |
| &nbsp;&nbsp;&nbsp;athenahealth Group Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.411%, 02/15/2029 (A) | 1413 | 1287 |
| &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 | 837 |
| &nbsp;&nbsp;&nbsp;ECi Macola/MAX Holding, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, LIBOR + 3.250%, 11/09/2027 (A) | 1684 | 1620 |
| &nbsp;&nbsp;&nbsp;Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 5.250%, 07/30/2027 (A) | 66 | 63 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Go Daddy Operating Company LLC (GD Finance Co, Inc), Amendment No. 6 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.336%, 11/09/2029  | $1147 | $1143 |
| &nbsp;&nbsp;&nbsp;Hyland Software Inc., 2021 Refinancing Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.321%, LIBOR + 4.750%, 07/07/2025 (A) | 1136 | 1071 |
| &nbsp;&nbsp;&nbsp;Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.500%, 07/01/2024 (A) | 1690 | 1664 |
| &nbsp;&nbsp;&nbsp;Imprivata Inc., 2022-1 Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.979%, 12/01/2027  | 579 | 551 |
| &nbsp;&nbsp;&nbsp;ION Trading Finance Limited, Initial Dollar Term Loan (2021), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.424%, LIBOR + 4.750%, 04/01/2028 (A) | 1544 | 1475 |
| &nbsp;&nbsp;&nbsp;Ivanti Software, Inc., 2021 Specified Refinancing Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.332%, 12/01/2028  | 993 | 589 |
| &nbsp;&nbsp;&nbsp;Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.332%, 12/01/2027  | 827 | 633 |
| &nbsp;&nbsp;&nbsp;Knot Worldwide Inc., Amendment No. 3 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.329%, 12/19/2025 (C) | 701 | 685 |
| &nbsp;&nbsp;&nbsp;MA Financeco., LLC, Tranche B-4 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.418%, LIBOR + 4.000%, 06/05/2025 (A)(C) | 787 | 781 |
| &nbsp;&nbsp;&nbsp;McAfee Corp., Tranche B-1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.636%, CME Term SOFR + 4.000%, 03/01/2029 (A)(B) | 1849 | 1753 |
| &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;7.821%, LIBOR + 3.750%, 09/13/2024 (A) | 720 | 699 |
| &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;7.821%, LIBOR + 3.500%, 09/13/2024 (A) | 260 | 252 |
| &nbsp;&nbsp;&nbsp;Mitchell International, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.415%, 10/15/2028 (A)(B) | 465 | 434 |
| &nbsp;&nbsp;&nbsp;Motus Group LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, 12/11/2028  | 846 | 796 |
| &nbsp;&nbsp;&nbsp;Netsmart Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, LIBOR + 3.500%, 10/01/2027 (A) | 1711 | 1642 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.924%, LIBOR + 3.500%, 02/18/2027 (A)(C) | $1393 | $1344 |
| &nbsp;&nbsp;&nbsp;Ping Identity Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.884%, 11/22/2028 (A)(C) | 697 | 693 |
| &nbsp;&nbsp;&nbsp;PointClickCare Technologies Inc., 2022 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.553%, 12/29/2027 (C) | 687 | 678 |
| &nbsp;&nbsp;&nbsp;Project Boost Purchaser LLC, 2021 Tranche 2 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, 05/30/2026 (B) | 550 | 529 |
| &nbsp;&nbsp;&nbsp;Project Boost Purchaser LLC, Tranche 1 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.500%, 06/01/2026 (A)(B) | 481 | 465 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.594%, CME Term SOFR + 7.500%, 02/01/2030 (A) | 820 | 493 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.494%, 02/01/2029 (A) | 1703 | 1287 |
| &nbsp;&nbsp;&nbsp;Renaissance Holding Corp., Initial Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.071%, LIBOR + 3.250%, 05/29/2026 (A) | 663 | 628 |
| &nbsp;&nbsp;&nbsp;Renaissance Holding Corp., Second Incremental Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.294%, 03/30/2029  | 329 | 317 |
| &nbsp;&nbsp;&nbsp;Sabre GLBL Inc., 2018 Other Term B Loan Retired, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.147%, 02/22/2024 (B) | 1102 | 1098 |
| &nbsp;&nbsp;&nbsp;Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.264%, LIBOR + 3.500%, 12/17/2027 (A)(B) | 19 | 17 |
| &nbsp;&nbsp;&nbsp;Sabre GLBL Inc., 2021 Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.264%, LIBOR + 3.500%, 12/17/2027 (A)(B) | 30 | 28 |
| &nbsp;&nbsp;&nbsp;Sabre GLBL Inc., 2022 Term B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.829%, 06/30/2028 (A) | 495 | 463 |
| &nbsp;&nbsp;&nbsp;Sophia L.P., 2022 Incremental Term B-1 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.979%, 10/07/2027  | 780 | 757 |
| &nbsp;&nbsp;&nbsp;Sophia L.P., Closing Date Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.674%, CME Term SOFR + 3.000%, 10/09/2028 (A)(C) | 1000 | 993 |
| &nbsp;&nbsp;&nbsp;Sophia L.P., Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.174%, 10/07/2027  | 1335 | 1285 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;SS&C Technologies Holdings Inc., Term B-6 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.079%, 03/22/2029 (A) | $| 517 | $507 |
| &nbsp;&nbsp;&nbsp;TIBCO Software Inc., Dollar Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.153%, 03/30/2029  |  | 1039 | 941 |
| &nbsp;&nbsp;&nbsp;TIBCO Software Inc., Term Loan, 2nd Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.653%, CME Term SOFR + 7.000%, 09/28/2029 (A)(C) |  | 385 | 327 |
| &nbsp;&nbsp;&nbsp;VS Buyer, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, LIBOR + 3.250%, 02/28/2027 (A) |  | 695 | 681 |
|  |  |  | 33016 |
| **Financial Intermediaries — 3.1%** | **Financial Intermediaries — 3.1%** | **Financial Intermediaries — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;AssuredPartners Inc., 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 7.250%, 02/12/2027 (A) |  | 965 | 926 |
| &nbsp;&nbsp;&nbsp;Brown Goup Holding LLC, Incremental Term B-2 Facility, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.844%, 07/02/2029  |  | 1335 | 1325 |
| &nbsp;&nbsp;&nbsp;Central Parent Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.112%, 07/06/2029 (A) |  | 939 | 927 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC, Tranche B-4 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.587%, 06/30/2028  |  | 591 | 573 |
| &nbsp;&nbsp;&nbsp;Global IID Parent LLC, Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.174%, 12/16/2028 (A) |  | 830 | 784 |
| &nbsp;&nbsp;&nbsp;HighTower Holding, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.278%, LIBOR + 3.250%, 04/21/2028 (A) |  | 1174 | 1095 |
| &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) |  | 1232 | 1156 |
| &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) |  | 1471 | 1438 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.815%, LIBOR + 3.250%, 06/21/2028 (A) |  | 1622 | 1538 |
| &nbsp;&nbsp;&nbsp;Matrix Parent Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.097%, 03/01/2029 (B)(C) |  | 492 | 442 |
| &nbsp;&nbsp;&nbsp;Osmosis Buyer Limited, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.544%, LIBOR + 5.000%, 07/31/2028 (A) |  | 2154 | 2043 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Propulsion (BC) Newco LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.182%, 09/14/2029 (C) | $| 1250 | $1211 |
| &nbsp;&nbsp;&nbsp;Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.615%, 10/27/2027 (A) |  | 2613 | 2424 |
| &nbsp;&nbsp;&nbsp;Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.174%, LIBOR + 4.500%, 12/04/2026 (A)(B) |  | 1222 | 1122 |
| &nbsp;&nbsp;&nbsp;Victory Buyer LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.315%, 11/19/2028 (C) |  | 697 | 587 |
|  |  |  | 17591 |
| **Food Service — 1.3%** | **Food Service — 1.3%** | **Food Service — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;1011778 B.C. Unlimited Liability Company, Term B-4 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, LIBOR + 1.750%, 11/19/2026 (A) |  | 2198 | 2154 |
| &nbsp;&nbsp;&nbsp;Aramark Intermediate HoldCo Corporation, U.S. Term B-3 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, LIBOR + 1.750%, 03/11/2025 (A)(B) |  | 1410 | 1386 |
| &nbsp;&nbsp;&nbsp;Froneri International Limited, Facility B2 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.321%, LIBOR + 2.250%, 01/29/2027 (A) |  | 246 | 238 |
| &nbsp;&nbsp;&nbsp;Froneri International Limited, Facility B2, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.321%, LIBOR + 2.250%, 01/29/2027 (A) |  | 364 | 353 |
| &nbsp;&nbsp;&nbsp;IRB Holding Corp., 2022 Replacement Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.894%, 12/15/2027 (A) |  | 1841 | 1769 |
| &nbsp;&nbsp;&nbsp;Whatabrands LLC, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 08/03/2028 (A) |  | 1305 | 1240 |
|  |  |  | 7140 |
| **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;7.803%, 04/02/2029 (B) |  | 1840 | 1806 |
| **Health Care — 4.3%** | **Health Care — 4.3%** | **Health Care — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Air Methods Corporation, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.174%, LIBOR + 3.500%, 04/22/2024 (A) |  | 1711 | 913 |
| &nbsp;&nbsp;&nbsp;Bausch + Lomb Corporation, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.842%, 05/10/2027 (A)(B) |  | 935 | 885 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Catelent Pharma Solutions Inc., 2021 Incremental Dollar Term Loan B-3, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2028  | $626 | $617 |
| &nbsp;&nbsp;&nbsp;Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.303%, CME Term SOFR + 3.750%, 02/16/2029 (A)(C) | 975 | 919 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Incorporated, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.518%, LIBOR + 1.750%, 08/01/2027 (A) | 777 | 751 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.556%, LIBOR + 3.750%, 10/10/2025 (A) | 451 | 125 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Series 2020 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.632%, LIBOR + 3.500%, 10/10/2025 (A) | 335 | 99 |
| &nbsp;&nbsp;&nbsp;Gainwell Acquisition Corp., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.674%, LIBOR + 3.500%, 10/01/2027 (A) | 1651 | 1608 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.321%, LIBOR + 4.250%, 03/14/2025 (A) | 516 | 409 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.092%, LIBOR + 4.000%, 10/02/2025 (A) | 1111 | 878 |
| &nbsp;&nbsp;&nbsp;Icon Public Limited Company, Lux Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.938%, 07/03/2028 (A) | 1113 | 1106 |
| &nbsp;&nbsp;&nbsp;Icon Public Limited Company, U.S. Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.938%, 07/03/2028 (A) | 277 | 276 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc., Tranche B Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.953%, 01/08/2029 (A) | 1000 | 960 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corporation, Term Loan B, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/02/2028  | 820 | 805 |
| &nbsp;&nbsp;&nbsp;LifePoint Health Inc., (fka Regionalcare Hospital Partners Holdings Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.165%, LIBOR + 3.750%, 11/16/2025 (A) | 993 | 920 |
| &nbsp;&nbsp;&nbsp;Mamba Purchaser Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.266%, 10/16/2028 (A) | 653 | 624 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mamba Purchaser, Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.516%, 10/15/2029  | $780 | $702 |
| &nbsp;&nbsp;&nbsp;Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.955%, 10/19/2027 (C) | 1587 | 1558 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, 10/27/2028 (A) | 1158 | 1150 |
| &nbsp;&nbsp;&nbsp;Organon & Co., Dollar Term Commitment Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.188%, 06/02/2028 (A) | 666 | 659 |
| &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;7.571%, LIBOR + 4.000%, 02/14/2025 (A)(B) | 402 | 371 |
| &nbsp;&nbsp;&nbsp;Phoenix Newco, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 11/15/2028 (A) | 1622 | 1557 |
| &nbsp;&nbsp;&nbsp;Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.674%, 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;7.735%, LIBOR + 3.750%, 04/23/2028 (A) | 1583 | 1541 |
| &nbsp;&nbsp;&nbsp;Sotera Health Holdings, LLC, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.165%, 12/11/2026 (A) | 1165 | 1082 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Extended Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.337%, CME Term SOFR + 5.250%, 03/02/2027 (A) | 740 | 511 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 02/06/2024 (A) | 516 | 428 |
| &nbsp;&nbsp;&nbsp;Tecostar Holdings, Inc., 2017 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.241%, LIBOR + 3.750%, 05/01/2024 (A) | 1399 | 1171 |
| &nbsp;&nbsp;&nbsp;WCG Purchaser Corp., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, LIBOR + 6.500%, 01/08/2027 (A) | 580 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.045%, LIBOR + 3.500%, 01/08/2027 (A) | 1168 | 1095 |
|  |  | 24266 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| **Home Furnishings — 0.2%** | **Home Furnishings — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc., 2020 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 12/22/2027  | $1010 | $988 |
| **Industrial Equipment — 1.2%** | **Industrial Equipment — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.409%, LIBOR + 3.500%, 10/08/2027 (A) | 781 | 762 |
| &nbsp;&nbsp;&nbsp;Gates Global LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/09/2029 (B) | 650 | 638 |
| &nbsp;&nbsp;&nbsp;Hayward Industries Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.571%, 05/30/2028  | 525 | 509 |
| &nbsp;&nbsp;&nbsp;II-VI, Term Z Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.586%, 07/02/2029 (A) | 596 | 589 |
| &nbsp;&nbsp;&nbsp;Pro Mach Group, Inc., Closing Date Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, LIBOR + 6.500%, 08/31/2028 (A) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;SPX Flow Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.687%, CME Term SOFR + 4.500%, 04/05/2029 (A)(B) | 728 | 681 |
| &nbsp;&nbsp;&nbsp;Star US Bidco LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.321%, LIBOR + 4.000%, 03/17/2027 (A) | 2111 | 1984 |
| &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) | 729 | 664 |
| &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)(C) | 939 | 470 |
| &nbsp;&nbsp;&nbsp;Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.174%, LIBOR + 3.500%, 03/31/2028 (A) | 639 | 588 |
|  |  | 6886 |
| **Insurance — 2.0%** | **Insurance — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;Acrisure, LLC, 2020 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.250%, 02/15/2027 (A) | 1318 | 1232 |
| &nbsp;&nbsp;&nbsp;Asurion, LLC, New B-7 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, LIBOR + 5.000%, 11/03/2024 (A) | 605 | 579 |
| &nbsp;&nbsp;&nbsp;Asurion, LLC, New B-8 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 4.250%, 12/23/2026 (A) | 698 | 609 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Asurion, LLC, New B-9 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 07/31/2027 (A) | $| 525 | $454 |
| &nbsp;&nbsp;&nbsp;Cross Financial Corp., Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, LIBOR + 3.750%, 09/15/2027 (A) |  | 1412 | 1392 |
| &nbsp;&nbsp;&nbsp;HIG Finance 2 Limited, 2021 Dollar Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, LIBOR + 4.250%, 11/12/2027 (A) |  | 1793 | 1746 |
| &nbsp;&nbsp;&nbsp;Hub International Limited, B-3 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.528%, LIBOR + 3.250%, 04/25/2025 (A)(B) |  | 532 | 523 |
| &nbsp;&nbsp;&nbsp;Hub International Limited, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.327%, LIBOR + 2.750%, 04/25/2025 (A)(B) |  | 1267 | 1242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.983%, LIBOR + 2.750%, 04/25/2025 (A) |  | 1 | 1 |
| &nbsp;&nbsp;&nbsp;OneDigital Borrower LLC, 2021 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.494%, 11/16/2027 (A) |  | 1496 | 1418 |
| &nbsp;&nbsp;&nbsp;USI Inc., 2021 New Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.924%, LIBOR + 4.500%, 12/02/2026 (A) |  | 1703 | 1673 |
| &nbsp;&nbsp;&nbsp;USI, Inc., 2017 New Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.424%, LIBOR + 3.000%, 05/16/2024 (A) |  | 728 | 726 |
|  |  |  | 11595 |
| **Leisure Goods/Activities/Movies — 2.4%** | **Leisure Goods/Activities/Movies — 2.4%** | **Leisure Goods/Activities/Movies — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Alterra Mountain Company, Series B-1 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, 07/31/2024  |  | 281 | 280 |
| &nbsp;&nbsp;&nbsp;Alterra Mountain Company, Series B-2 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 4.000%, 08/17/2028 (A) |  | 1571 | 1548 |
| &nbsp;&nbsp;&nbsp;ClubCorp Holdings, Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.424%, LIBOR + 2.750%, 09/18/2024 (A) |  | 809 | 728 |
| &nbsp;&nbsp;&nbsp;Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.674%, LIBOR + 3.000%, 03/08/2024 (A) |  | 2484 | 1838 |
| &nbsp;&nbsp;&nbsp;Equinox Holdings Inc., Term B-2 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.674%, LIBOR + 4.250%, 03/08/2024 (A) |  | 748 | 587 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Formula One Management Limited, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2030 (B) | $| 3312 | $3294 |
| &nbsp;&nbsp;&nbsp;Hard Rock Northern Indiana, Term Loan B, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.321%, 12/11/2028  |  | 865 | 837 |
| &nbsp;&nbsp;&nbsp;Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.609%, 09/29/2028 (A) |  | 1696 | 1649 |
| &nbsp;&nbsp;&nbsp;Life Time, Inc., 2021 Refinancing Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.485%, LIBOR + 3.500%, 12/16/2024 (A) |  | 556 | 552 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment, Inc., Term B-4 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.938%, LIBOR + 1.750%, 10/19/2026 (A) |  | 828 | 810 |
| &nbsp;&nbsp;&nbsp;Six Flags Theme Park, Inc., Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.930%, LIBOR + 1.750%, 04/17/2026 (A)(B) |  | 341 | 330 |
| &nbsp;&nbsp;&nbsp;UFC Holdings LLC, Term B-3 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.110%, 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;7.674%, LIBOR + 4.000%, 12/30/2026 (A) |  | 1233 | 1045 |
|  |  |  | 13499 |
| **Lodging & Casinos — 1.4%** | **Lodging & Casinos — 1.4%** | **Lodging & Casinos — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Aristocrat Technologies Inc., Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.903%, 05/24/2029 (A) |  | 320 | 319 |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 12/23/2024 (A) |  | 1236 | 1227 |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 4.500%, 07/21/2025 (A) |  | 398 | 395 |
| &nbsp;&nbsp;&nbsp;Fertitta Entertainment, LLC, Initial B Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.087%, 01/27/2029 (A) |  | 654 | 623 |
| &nbsp;&nbsp;&nbsp;Four Seasons Holdings, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.754%, 11/30/2023  |  | 1940 | 1936 |
| &nbsp;&nbsp;&nbsp;Golden Entertainment Inc., Term B Facility Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 10/21/2024 (A) |  | 450 | 445 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.766%, LIBOR + 1.750%, 06/22/2026 (A)(B) | $| 1364 | $1353 |
| &nbsp;&nbsp;&nbsp;Stars Group Inc., Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.043%, 09/16/2028  |  | 294 | 292 |
| &nbsp;&nbsp;&nbsp;Station Casinos LLC, Term B-1 Facility Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 02/08/2027 (A)(B) |  | 1367 | 1335 |
|  |  |  | 7925 |
| **Oil & Gas — 0.5%** | **Oil & Gas — 0.5%** | **Oil & Gas — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;CQP Holdco LP, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, 06/05/2028 (A) |  | 1032 | 1018 |
| &nbsp;&nbsp;&nbsp;Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.743%, LIBOR + 3.500%, 12/21/2028 (A)(B) |  | 356 | 337 |
| &nbsp;&nbsp;&nbsp;Freeport LNG Investments, LLLP, Term Loan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2026 (B) |  | 764 | 721 |
| &nbsp;&nbsp;&nbsp;M6 ETX Holdings II Midco LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.511%, 09/19/2029 (A) |  | 285 | 284 |
| &nbsp;&nbsp;&nbsp;Prairie ECI Acquiror LP, Initial Term Loan |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.906%, 03/11/2026 (B) |  | 399 | 386 |
|  |  |  | 2746 |
| **Publishing — 0.5%** | **Publishing — 0.5%** | **Publishing — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Corporation, 2022 Incremental Term B-2 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.305%, 01/18/2029  |  | 960 | 945 |
| &nbsp;&nbsp;&nbsp;Dun & Bradstreet Corporation, The, Initial Term Borrowing, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.294%, LIBOR + 3.250%, 02/06/2026 (A) |  | 123 | 121 |
| &nbsp;&nbsp;&nbsp;WMG Acquisition Group, Tranche G Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.879%, 01/20/2028  |  | 1895 | 1863 |
|  |  |  | 2929 |
| **Retailers (Except Food & Drug) — 0.7%** | **Retailers (Except Food & Drug) — 0.7%** | **Retailers (Except Food & Drug) — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Brightview Landscapes LLC, Initial Term Loan (2022), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.979%, 04/20/2029 (C) |  | 802 | 771 |
| &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)(B) |  | 911 | 782 |
| &nbsp;&nbsp;&nbsp;Learning Care Group (US) No. 2 Inc., 2020 Incremental Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.727%, LIBOR + 3.500%, 03/13/2025 (A) |  | 247 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.615%, LIBOR + 4.250%, 03/13/2025 (A) |  | 17 | 17 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.570%, LIBOR + 4.250%, 03/13/2025 (A) | $| 249 | $240 |
| &nbsp;&nbsp;&nbsp;Learning Care Group (US) No. 2 Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.665%, LIBOR + 2.750%, 03/13/2025 (A) |  | 163 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.608%, LIBOR + 2.750%, 03/13/2025 (A) |  | 648 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.924%, LIBOR + 2.750%, 03/13/2025 (A) |  | 46 | 42 |
| &nbsp;&nbsp;&nbsp;LHS Borrower LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.579%, 02/16/2029 (C) |  | 449 | 362 |
| &nbsp;&nbsp;&nbsp;Sweetwater Borrower, LLC, Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, CME Term SOFR + 3.250%, 08/07/2028 (A)(C) |  | 684 | 632 |
|  |  |  | 3839 |
| **Software & Service — 0.5%** | **Software & Service — 0.5%** | **Software & Service — 0.5%** |  |
| &nbsp;&nbsp;&nbsp;CCC Information Services Inc., Initial Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.256%, 09/15/2028 (B) |  | 724 | 712 |
| &nbsp;&nbsp;&nbsp;Open Text ULC, Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2029 (B) |  | 1040 | 1009 |
| &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)(C) |  | 863 | 824 |
| &nbsp;&nbsp;&nbsp;Proofpoint Inc., Term Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.985%, 08/31/2028 (A) |  | 518 | 498 |
|  |  |  | 3043 |
| **Surface Transport — 0.7%** | **Surface Transport — 0.7%** | **Surface Transport — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Dynasty Acquisition Co., Inc., 2020 Term B-1 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 4.000%, 04/06/2026 (A) |  | 993 | 954 |
| &nbsp;&nbsp;&nbsp;Dynasty Acquisition Co., Inc., 2020 Term B-2 Loan, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 4.250%, 04/06/2026 (A) |  | 534 | 513 |
| &nbsp;&nbsp;&nbsp;Sycamore Buyer LLC, Term Loan B, 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.462%, 07/23/2029  |  | 1631 | 1604 |
| &nbsp;&nbsp;&nbsp;XPO Logistics Inc., Refinancing Term Loan (2018), 1st Lien |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.597%, LIBOR + 2.000%, 02/24/2025 (A) |  | 670 | 665 |
|  |  |  | 3736 |
| **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;8.071%, LIBOR + 4.000%, 12/01/2027 (A) |  | 1665 | 1614 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Iridium Satellite LLC, Term B-2 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.571%, 11/04/2026 (A)(B) | $| 1660 | $| 1644 |
| &nbsp;&nbsp;&nbsp;Safe Fleet Holdings LLC, 2022 Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.869%, CME Term SOFR + 3.750%, 02/23/2029 (A)(C) |  | 682 |  | 658 |
| &nbsp;&nbsp;&nbsp;SBA Senior Finance II, LLC, Intital Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.830%, LIBOR + 1.750%, 04/11/2025 (A) |  | 331 |  | 329 |
| &nbsp;&nbsp;&nbsp;Sorenson Communications LLC, 2021 Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.174%, LIBOR + 4.000%, 03/17/2026 (A) |  | 1156 |  | 1109 |
| &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 |  | 1255 |
| &nbsp;&nbsp;&nbsp;ViaSat Inc., Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.343%, 03/02/2029 (B) |  | 847 |  | 820 |
| &nbsp;&nbsp;&nbsp;Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, LIBOR + 3.000%, 03/09/2027 (A)(B) |  | 990 |  | 744 |
|  |  |  |  | 8173 |
| **Utilities — 0.4%** | **Utilities — 0.4%** | **Utilities — 0.4%** |  |  |
| &nbsp;&nbsp;&nbsp;Traverse Midstream Partners LLC, Advance, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.405%, LIBOR + 5.500%, 09/27/2024 (A) |  | 1347 |  | 1336 |
| &nbsp;&nbsp;&nbsp;Vistra Operations Company LLC, 2018 Incremental Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, LIBOR + 1.750%, 12/31/2025 (A) |  | 804 |  | 797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.654%, 12/31/2025  |  | 199 |  | 198 |
|  |  |  |  | 2331 |
| Total Loan Participations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $221,032) ($ Thousands) |  |  |  | 210600 |
| **MORTGAGE-BACKED SECURITIES — 35.3%** | **MORTGAGE-BACKED SECURITIES — 35.3%** | **MORTGAGE-BACKED SECURITIES — 35.3%** | **MORTGAGE-BACKED SECURITIES — 35.3%** | **MORTGAGE-BACKED SECURITIES — 35.3%** |
| **Agency Mortgage-Backed Obligations — 1.1%** | **Agency Mortgage-Backed Obligations — 1.1%** | **Agency Mortgage-Backed Obligations — 1.1%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.702%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.250%, 06/01/2035(A) |  | 349 |  | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.669%, ICE LIBOR USD 12 Month + 2.470%, 03/01/2036(A) |  | 483 |  | 484 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 Multifamily Structured Pass-Through Certificates, Ser K028, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.305%, 02/25/2023(A) | $132355 | $11 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC, Ser 2010-83, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/25/2040 | 102 | 99 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/01/2039 to 04/01/2040  | 220 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2030 | 284 | 273 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.186%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.220%, 08/01/2034(A) | 453 | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.069%, ICE LIBOR USD 12 Month + 1.873%, 10/01/2033(A) | 103 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.027%, ICE LIBOR USD 12 Month + 1.777%, 09/01/2034(A) | 314 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.020%, ICE LIBOR USD 12 Month + 1.770%, 10/01/2033(A) | 88 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.844%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.141%, 10/01/2033(A) | 274 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.802%, ICE LIBOR USD 6 Month + 1.433%, 03/01/2035(A) | 189 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.682%, ICE LIBOR USD 12 Month + 1.490%, 10/01/2035(A) | 296 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.669%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.184%, 07/01/2036(A) | 330 | 338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.576%, ICE LIBOR USD 6 Month + 1.580%, 07/01/2034(A) | 77 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, ICE LIBOR USD 12 Month + 1.800%, 05/01/2034(A) | 112 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.402%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.332%, 04/01/2034(A) | 224 | 228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.289%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.205%, 05/01/2035(A) | 112 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.087%, ICE LIBOR USD 12 Month + 1.565%, 05/01/2037(A) | 255 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.013%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.193%, 10/01/2024(A) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.010%, ICE LIBOR USD 12 Month + 1.601%, 06/01/2035(A) | 47 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.915%, ICE LIBOR USD 12 Month + 1.665%, 04/01/2033(A) | 99 | 97 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-137, Cl UE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/25/2041 | 98 | 91 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2017-M13, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(A) | 57 | 56 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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 ARM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.740%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.410%, 09/20/2060 to 11/20/2060 (A) | $| 607 | $610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.429%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 11/20/2060(A) |  | 817 | 817 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2015-171, Cl IO, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.848%, 11/16/2055(A) |  | 10364 | 318 |
|  |  |  | 6342 |
| **Non-Agency Mortgage-Backed Obligations — 34.2%** | **Non-Agency Mortgage-Backed Obligations — 34.2%** | **Non-Agency Mortgage-Backed Obligations — 34.2%** |  |
| &nbsp;&nbsp;&nbsp;280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.393%, ICE LIBOR USD 1 Month + 1.536%, 09/15/2034(A)(E) |  | 3000 | 2814 |
| &nbsp;&nbsp;&nbsp;Adjustable Rate Mortgage Trust, Ser 2005-1, Cl 5M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.094%, ICE LIBOR USD 1 Month + 1.050%, 05/25/2035(A) |  | 1442 | 1345 |
| &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)(E) |  | 1 | 1 |
| &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)(E) |  | 10 | 10 |
| &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)(E) |  | 6 | 6 |
| &nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust, Ser 2019-6, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.825%, 11/25/2059(A)(E) |  | 249 | 235 |
| &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)(E) |  | 15 | 14 |
| &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)(E) |  | 80 | 71 |
| &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)(E) |  | 102 | 92 |
| &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)(E) |  | 43 | 39 |
| &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)(E) |  | 407 | 359 |
| &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)(E) |  | 75 | 69 |
| &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)(E) |  | 195 | 153 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2021-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.985%, 04/25/2066(A)(E) | $897 | $740 |
| &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)(E) | 164 | 128 |
| &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)(E) | 310 | 243 |
| &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)(E) | 1010 | 928 |
| &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)(E) | 35 | 32 |
| &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)(E) | 1110 | 876 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-ASHF, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, ICE LIBOR USD 1 Month + 1.250%, 04/15/2035(A)(E) | 500 | 475 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2005-F, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.607%, 09/20/2035(A) | 29 | 23 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2006-D, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.407%, 05/20/2036(A) | 30 | 25 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding, Ser 2006-I, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.332%, 12/20/2036(A) | 1084 | 1036 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.537%, 12/25/2033(A) | 546 | 507 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.635%, 02/25/2034(A) | 527 | 507 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.047%, 05/25/2034(A) | 213 | 197 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.542%, 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 | 594 |
| &nbsp;&nbsp;&nbsp;Bayview Commercial Asset Trust, Ser 2004-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.599%, ICE LIBOR USD 1 Month + 0.555%, 01/25/2035(A)(E) | 1321 | 1314 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2018-TALL, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.996%, ICE LIBOR USD 1 Month + 1.121%, 03/15/2037(A)(E) | 3000 | 2550 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.811%, 12/25/2033(A) | 584 | 547 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.539%, 08/25/2034(A) | 966 | 911 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.709%, 01/25/2034(A) | $1230 | $1182 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.257%, 04/25/2034(A) | 176 | 167 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.888%, 05/25/2034(A) | 717 | 644 |
| &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) | 624 | 574 |
| &nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust, Ser 2004-5, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.171%, 07/25/2034(A) | 575 | 509 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2018-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.866%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(A)(E) | 339 | 339 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.644%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(A)(E) | 511 | 510 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-1A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.297%, SOFR30A + 1.750%, 03/25/2031(A)(E) | 261 | 259 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-2A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747%, SOFR30A + 1.200%, 06/25/2031(A)(E) | 756 | 743 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-3A, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.547%, SOFR30A + 1.000%, 09/25/2031(A)(E) | 887 | 875 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2022-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.271%, SOFR30A + 1.750%, 01/26/2032(A)(E) | 1000 | 984 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2020-OBRK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.925%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(E) | 240 | 237 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2022-OANA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.692%, TSFR1M + 1.898%, 04/15/2037(A)(E) | 595 | 579 |
| &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(E) | 1131 | 1098 |
| &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)(E) | 48 | 46 |
| &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)(E) | 80 | 66 |
| &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)(E) | 86 | 81 |
| &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)(E) | 152 | 137 |
| &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)(E) | 45 | 43 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BWay Mortgage Trust, Ser 2013-1515, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.809%, 03/10/2033(E) | $93 | $89 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.909%, TSFR1M + 2.114%, 10/15/2036(A)(E) | 425 | 408 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829%, TSFR1M + 1.034%, 10/15/2036(A)(E) | 227 | 223 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.709%, TSFR1M + 1.914%, 10/15/2036(A)(E) | 1062 | 1024 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2020-VKNG, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.275%, ICE LIBOR USD 1 Month + 1.400%, 10/15/2037(A)(E) | 770 | 731 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-ACNT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.126%, ICE LIBOR USD 1 Month + 1.250%, 11/15/2038(A)(E) | 2000 | 1900 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-CIP, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.346%, ICE LIBOR USD 1 Month + 1.471%, 12/15/2038(A)(E) | 2000 | 1880 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.276%, ICE LIBOR USD 1 Month + 1.400%, 06/15/2038(A)(E) | 1489 | 1395 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(E) | 240 | 230 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(E) | 195 | 187 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, ICE LIBOR USD 1 Month + 2.000%, 09/15/2036(A)(E) | 2000 | 1861 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2022-LP2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.807%, TSFR1M + 1.013%, 02/15/2039(A)(E) | 1868 | 1792 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-SDMF, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.613%, ICE LIBOR USD 1 Month + 0.738%, 09/15/2034(A)(E) | 1000 | 935 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, TSFR1M + 1.000%, 01/15/2039(A)(E) | 210 | 201 |

---

---

| | | |
|:---|:---|:---|
| 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 Trust, Ser 2022-VAMF, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.674%, TSFR1M + 1.880%, 01/15/2039(A)(E) | $1000 | $935 |
| &nbsp;&nbsp;&nbsp;BX, Ser 2021-MFM1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.075%, ICE LIBOR USD 1 Month + 1.200%, 01/15/2034(A)(E) | 1000 | 946 |
| &nbsp;&nbsp;&nbsp;BXHPP Trust, Ser 2021-FILM, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, ICE LIBOR USD 1 Month + 1.100%, 08/15/2036(A)(E) | 2530 | 2309 |
| &nbsp;&nbsp;&nbsp;CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.023%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2037(A)(E) | 2000 | 1905 |
| &nbsp;&nbsp;&nbsp;CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123%, ICE LIBOR USD 1 Month + 1.250%, 12/15/2037(A)(E) | 3000 | 2902 |
| &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) | 121 | 118 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.811%, 06/25/2035(A) | 275 | 262 |
| &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 | 3 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2017-7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/25/2057(A)(E) | 9 | 9 |
| &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) | 95 | 94 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.705%, ICE LIBOR USD 1 Month + 0.830%, 12/15/2036(A)(E) | 4000 | 3864 |
| &nbsp;&nbsp;&nbsp;Cold Storage Trust, Ser 2020-ICE5, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.975%, ICE LIBOR USD 1 Month + 2.100%, 11/15/2037(A)(E) | 1474 | 1416 |
| &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)(E) | 103 | 85 |
| &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)(E) | 41 | 36 |
| &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)(E) | 27 | 25 |
| &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)(E) | 128 | 104 |
| &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)(E) | 2584 | 2097 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2021-2R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.798%, 07/27/2054(E) | $60 | $52 |
| &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)(E) | 343 | 279 |
| &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)(E) | 1713 | 1377 |
| &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)(E) | 886 | 723 |
| &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)(E) | 342 | 276 |
| &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(E)(F) | 963 | 930 |
| &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)(E) | 118 | 96 |
| &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)(E) | 800 | 724 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 08/10/2046(A) | 29838 | 72 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.658%, 02/10/2047(A) | 24486 | 104 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-CR15, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818%, 02/10/2047(A)(E) | 700 | 662 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS6, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.349%, 12/10/2047(A) | 400 | 372 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2015-CR23, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.425%, 05/10/2048(A) | 500 | 460 |
| &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(E) | 700 | 653 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, SOFR30A + 0.750%, 10/25/2041(A)(E) | 228 | 226 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, SOFR30A + 1.200%, 01/25/2042(A)(E) | 1473 | 1442 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621%, SOFR30A + 2.100%, 03/25/2042(A)(E) | 817 | 807 |

---

---

| | | |
|:---|:---|:---|
| 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-R04, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521%, SOFR30A + 2.000%, 03/25/2042(A)(E) | $816 | $806 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.421%, SOFR30A + 1.900%, 04/25/2042(A)(E) | 412 | 407 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.497%, SOFR30A + 2.950%, 06/25/2042(A)(E) | 1258 | 1267 |
| &nbsp;&nbsp;&nbsp;Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.344%, ICE LIBOR USD 1 Month + 0.300%, 07/25/2035(A) | 282 | 280 |
| &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)(E) | 180 | 146 |
| &nbsp;&nbsp;&nbsp;CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/25/2034(A) | 1073 | 1023 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.573%, 07/25/2049(E)(F) | 234 | 215 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2021-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 03/25/2056(A)(E) | 146 | 113 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809%, 05/25/2065(A)(E) | 146 | 129 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015%, 04/25/2066(A)(E) | 257 | 209 |
| &nbsp;&nbsp;&nbsp;DBCG Mortgage Trust, Ser 2017-BBG, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.876%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2034(A)(E) | 1100 | 1056 |
| &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(A)(E) | 2741 | 2679 |
| &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)(E) | 45 | 40 |
| &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)(E) | 360 | 299 |
| &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)(E) | 576 | 460 |
| &nbsp;&nbsp;&nbsp;Eagle Re, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.097%, SOFR30A + 1.550%, 04/25/2034(A)(E) | 3000 | 2980 |
| &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)(E) | 424 | 397 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.178%, 10/25/2065(A)(E) | $545 | $483 |
| &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)(E) | 798 | 628 |
| &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)(E) | 95 | 74 |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.577%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(E) | 350 | 334 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, SOFR30A + 0.750%, 10/25/2033(A)(E) | 683 | 675 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.171%, SOFR30A + 1.650%, 01/25/2034(A)(E) | 207 | 203 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.371%, SOFR30A + 0.850%, 11/25/2041(A)(E) | 2604 | 2539 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.221%, SOFR30A + 0.700%, 12/25/2033(A)(E) | 454 | 450 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.371%, SOFR30A + 0.850%, 09/25/2041(A)(E) | 2231 | 2128 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.471%, SOFR30A + 0.950%, 12/25/2041(A)(E) | 2882 | 2701 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521%, SOFR30A + 1.000%, 01/25/2042(A)(E) | 1800 | 1740 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.371%, SOFR30A + 1.850%, 01/25/2042(A)(E) | 825 | 754 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821%, SOFR30A + 1.300%, 02/25/2042(A)(E) | 1534 | 1505 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521%, SOFR30A + 2.000%, 04/25/2042(A)(E) | 1403 | 1384 |

---

---

| | | |
|:---|:---|:---|
| 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-DNA6, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671%, SOFR30A + 2.150%, 09/25/2042(A)(E) | $466 | $463 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.621%, SOFR30A + 2.100%, 03/25/2042(A)(E) | 1700 | 1676 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-HQA3, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, SOFR30A + 2.300%, 08/25/2042(A)(E) | 502 | 497 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.966%, ICE LIBOR USD 1 Month + 0.950%, 12/25/2030(A)(E) | 1850 | 1826 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-FTR2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.994%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048(A)(E) | 919 | 907 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.321%, SOFR30A + 0.800%, 08/25/2033(A)(E) | 342 | 341 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2022-HQA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171%, SOFR30A + 2.650%, 07/25/2042(A)(E) | 217 | 216 |
| &nbsp;&nbsp;&nbsp;FHLMC Whole Loan Securities Trust, Ser 2016-SC01, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, 07/25/2046(A) | 417 | 392 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A) | 59 | 59 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.916%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A) | 134 | 139 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.421%, SOFR30A + 0.900%, 11/25/2041(A)(E) | 1164 | 1142 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.555%, 04/25/2065(E)(F) | 48 | 43 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-CM1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.469%, 04/25/2065(A)(E) | 202 | 190 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874%, 01/25/2066(A)(E) | 837 | 705 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091%, 05/25/2066(A)(E) | 151 | 121 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.262%, 07/25/2066(A)(E) | 508 | 392 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2011-GC3, Cl X, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.291%, 03/10/2044(A)(E) | $966 | $– |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.225%, ICE LIBOR USD 1 Month + 1.350%, 12/15/2036(A)(E) | 500 | 483 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-STAR, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.275%, ICE LIBOR USD 1 Month + 1.400%, 12/15/2036(A)(E) | 2000 | 1902 |
| &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)(E) | 847 | 694 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.997%, 01/25/2035(A) | 45 | 41 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, 04/25/2035(A) | 161 | 145 |
| &nbsp;&nbsp;&nbsp;HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799%, 08/19/2034(A) | 857 | 831 |
| &nbsp;&nbsp;&nbsp;Hilton Orlando Trust, Ser 2018-ORL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.075%, ICE LIBOR USD 1 Month + 1.200%, 12/15/2034(A)(E) | 1000 | 960 |
| &nbsp;&nbsp;&nbsp;Home Re, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.797%, SOFR30A + 1.250%, 01/25/2034(A)(E) | 1367 | 1362 |
| &nbsp;&nbsp;&nbsp;HPLY Trust, Ser 2019-HIT, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.225%, ICE LIBOR USD 1 Month + 1.350%, 11/15/2036(A)(E) | 383 | 366 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2004-6, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A) | 626 | 593 |
| &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)(E) | 210 | 174 |
| &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)(E) | 159 | 122 |
| &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)(E) | 150 | 121 |
| &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(E)(F) | 390 | 373 |
| &nbsp;&nbsp;&nbsp;Intown Mortgage Trust, Ser 2022-STAY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.283%, TSFR1M + 2.489%, 08/15/2039(A)(E) | 1500 | 1485 |

---

---

| | | |
|:---|:---|:---|
| 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-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.035%, ICE LIBOR USD 1 Month + 1.160%, 07/15/2036(A)(E) | $2000 | $1934 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-ACE, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.287%, 01/10/2037(E) | 1000 | 924 |
| &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)(E) | 12500 | 359 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.047%, 06/25/2035(A) | 195 | 189 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.678%, 07/25/2035(A) | 405 | 373 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.189%, 11/25/2033(A) | 79 | 75 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.346%, 07/25/2035(A) | 300 | 288 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.189%, 07/25/2035(A) | 361 | 337 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.723%, 06/25/2037(A) | 27 | 21 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(E) | 85 | 81 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.673%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(E) | 150 | 148 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673%, ICE LIBOR USD 1 Month + 1.800%, 05/15/2036(A)(E) | 1250 | 1209 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2021-BMR, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, ICE LIBOR USD 1 Month + 1.750%, 03/15/2038(A)(E) | 1229 | 1152 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2021-BMR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.275%, ICE LIBOR USD 1 Month + 1.400%, 03/15/2038(A)(E) | 983 | 924 |
| &nbsp;&nbsp;&nbsp;Life Mortgage Trust, Ser 2022-BMR2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090%, TSFR1M + 1.295%, 05/15/2039(A)(E) | 2000 | 1940 |
| &nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(E) | 152 | 147 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.870%, 07/25/2035(A) | $19 | $16 |
| &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 | 759 | 721 |
| &nbsp;&nbsp;&nbsp;Mellon Residential Funding, Ser 1999-TBC3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.767%, 10/20/2029(A) | 110 | 106 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.664%, ICE LIBOR USD 1 Month + 0.620%, 10/25/2028(A) | 347 | 319 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.013%, 12/25/2034(A) | 519 | 475 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, ICE LIBOR USD 1 Month + 0.460%, 03/25/2030(A) | 675 | 614 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.834%, 02/25/2035(A) | 1357 | 1254 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.834%, 02/25/2035(A) | 279 | 257 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.834%, 02/25/2035(A) | 375 | 335 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.262%, 07/25/2035(A) | 251 | 134 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.563%, 01/25/2037(A) | 455 | 441 |
| &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)(E) | 137 | 127 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.479%, 03/25/2065(A)(E) | 663 | 626 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2020-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.014%, 01/26/2065(A)(E) | 45 | 41 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.852%, 01/25/2056(A)(E) | 88 | 76 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 04/25/2065(A)(E) | 791 | 683 |
| &nbsp;&nbsp;&nbsp;MFA Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.029%, 11/25/2064(A)(E) | 1236 | 990 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.476%, ICE LIBOR USD 1 Month + 1.601%, 04/15/2038(A)(E) | 1500 | 1414 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(E) | $105 | $100 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.908%, TSFR1M + 1.114%, 01/15/2027(A)(E) | 1943 | 1836 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.609%, TSFR1M + 0.815%, 01/15/2027(A)(E) | 131 | 125 |
| &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)(E) | 108 | 105 |
| &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)(E) | 94 | 86 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2018-SUN, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.775%, ICE LIBOR USD 1 Month + 0.900%, 07/15/2035(A)(E) | 3000 | 2910 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.402%, 11/25/2034(A) | 582 | 529 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.332%, 07/25/2034(A) | 283 | 262 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.633%, 10/25/2034(A) | 579 | 559 |
| &nbsp;&nbsp;&nbsp;MortgageIT Trust, Ser 2005-1, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.018%, ICE LIBOR USD 1 Month + 1.250%, 02/25/2035(A) | 225 | 212 |
| &nbsp;&nbsp;&nbsp;MSCG Trust, Ser 2018-SELF, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.773%, ICE LIBOR USD 1 Month + 0.900%, 10/15/2037(A)(E) | 1330 | 1295 |
| &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)(E) | 131 | 125 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.544%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2057(A)(E) | 1112 | 1085 |
| &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)(E) | 352 | 328 |
| &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)(E) | 508 | 477 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.916%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2048(A)(E) | 1222 | 1171 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2018-4A, Cl A1S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.766%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2048(A)(E) | $1977 | $1893 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.066%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2048(A)(E) | 1940 | 1757 |
| &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)(E) | 76 | 68 |
| &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)(E) | 34 | 31 |
| &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)(E) | 63 | 54 |
| &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)(E) | 260 | 216 |
| &nbsp;&nbsp;&nbsp;Nomura Asset Acceptance Alternative Loan Trust, Ser 2004-AR3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, ICE LIBOR USD 1 Month + 1.140%, 11/25/2034(A) | 591 | 578 |
| &nbsp;&nbsp;&nbsp;Oaktown Re VII, Ser 2021-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.147%, SOFR30A + 1.600%, 04/25/2034(A)(E) | 1000 | 961 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.694%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(E) | 823 | 772 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2020-INV1, Cl A11 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.486%, ICE LIBOR USD 1 Month + 0.900%, 12/25/2049(A)(E) | 355 | 326 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2021-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101%, 05/25/2061(A)(E) | 1499 | 1154 |
| &nbsp;&nbsp;&nbsp;OPG Trust, Ser 2021-PORT, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.006%, ICE LIBOR USD 1 Month + 1.131%, 10/15/2036(A)(E) | 685 | 632 |
| &nbsp;&nbsp;&nbsp;PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.226%, ICE LIBOR USD 1 Month + 3.350%, 07/15/2038(A)(E) | 400 | 359 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2021-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, 07/25/2051(E)(F) | 89 | 79 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-2, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.794%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(A)(E) | 140 | 140 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2020-1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.994%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(A)(E) | 944 | 942 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2021-1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.247%, SOFR30A + 1.700%, 12/27/2033(A)(E) | 2000 | 1952 |

---

---

| | | |
|:---|:---|:---|
| 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 2007-A8, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.228%, 08/25/2022(A) | $410 | $249 |
| &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)(E) | 26 | 24 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2002-10, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.739%, ICE LIBOR USD 1 Month + 0.800%, 10/20/2027(A) | 849 | 811 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2002-9, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.639%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2032(A) | 292 | 269 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.479%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A) | 1579 | 1415 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.215%, ICE LIBOR USD 6 Month + 0.500%, 05/20/2034(A) | 245 | 243 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, 06/20/2034(A) | 845 | 749 |
| &nbsp;&nbsp;&nbsp;SG Residential Mortgage Trust, Ser 2019-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.082%, 09/25/2059(A)(E) | 2245 | 2150 |
| &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)(E) | 272 | 221 |
| &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)(E) | 1758 | 1427 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.219%, 05/25/2065(A)(E) | 108 | 99 |
| &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)(E) | 9 | 9 |
| &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)(E) | 463 | 437 |
| &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)(E) | 54 | 49 |
| &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)(E) | 162 | 130 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.414%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2034(A) | 1008 | 982 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.819%, 04/25/2035(A) | 589 | 541 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Thornburg Mortgage Securities Trust, Ser 2004-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.784%, ICE LIBOR USD 1 Month + 0.740%, 09/25/2034(A) | $1691 | $1524 |
| &nbsp;&nbsp;&nbsp;Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.204%, 04/25/2045(A) | 757 | 699 |
| &nbsp;&nbsp;&nbsp;Toorak Mortgage, Ser 2021-INV1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153%, 07/25/2056(A)(E) | 1543 | 1253 |
| &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)(E) | 71 | 70 |
| &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)(E) | 59 | 58 |
| &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)(E) | 732 | 692 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(E) | 611 | 601 |
| &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)(E) | 161 | 153 |
| &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)(E) | 732 | 689 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2018-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2058(A)(E) | 935 | 850 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2048(A)(E) | 480 | 473 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.944%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058(A)(E) | 3000 | 2807 |
| &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)(E) | 1326 | 1215 |
| &nbsp;&nbsp;&nbsp;VASA Trust, Ser 2021-VASA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2039(A)(E) | 2000 | 1840 |
| &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)(E) | 783 | 726 |
| &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)(E) | 770 | 626 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642%, 11/25/2059(E)(F) | 23 | 22 |

---

---

| | | |
|:---|:---|:---|
| 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 2019-INV3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, 11/25/2059(A)(E) | $35 | $33 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.417%, 01/25/2060(E)(F) | 13 | 13 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.502%, 05/25/2065(E)(F) | 27 | 24 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.218%, 05/25/2065(E)(F) | 695 | 631 |
| &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)(E) | 920 | 746 |
| &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)(E) | 188 | 150 |
| &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)(E) | 111 | 92 |
| &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)(E) | 2565 | 2067 |
| &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)(E) | 139 | 107 |
| &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)(E) | 715 | 538 |
| &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)(E) | 114 | 99 |
| &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)(E) | 903 | 818 |
| &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)(E) | 91 | 78 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2022-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/25/2067(E)(F) | 724 | 652 |
| &nbsp;&nbsp;&nbsp;Visio Trust, Ser 2021-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.280%, 05/25/2056(E) | 1194 | 1088 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.238%, 10/25/2033(A) | 590 | 543 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.804%, 08/25/2033(A) | 604 | 546 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 09/25/2033(A) | 594 | 542 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.541%, 03/25/2034(A) | 1192 | 1155 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.141%, 10/25/2034(A) | 413 | 368 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.818%, 01/25/2035(A) | 1023 | 925 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.089%, 12 Month Treas Avg + 1.400%, 04/25/2044(A) | $| 1418 | $| 1345 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.908%, 08/25/2034(A) |  | 1472 |  | 1363 |
| &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 |  | 63 |  | 61 |
| &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) |  | 134 |  | 137 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, 10/25/2034(A) |  | 599 |  | 557 |
| &nbsp;&nbsp;&nbsp;WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.289%, TSFR1M + 2.789%, 11/15/2027(A)(E) |  | 1000 |  | 995 |
|  |  |  |  | 193635 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $214,913) ($ Thousands) |  |  |  | 199977 |
| **ASSET-BACKED SECURITIES — 22.5%** | **ASSET-BACKED SECURITIES — 22.5%** | **ASSET-BACKED SECURITIES — 22.5%** | **ASSET-BACKED SECURITIES — 22.5%** | **ASSET-BACKED SECURITIES — 22.5%** |
| **Automotive — 2.0%** | **Automotive — 2.0%** | **Automotive — 2.0%** |  |  |
| &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 (E) |  | 29 |  | 29 |
| &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 (E) |  | 158 |  | 157 |
| &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 (E) |  | 92 |  | 91 |
| &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 |  | 456 |
| &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 |  | 523 |
| &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 |  | 280 |
| &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 (E) |  | 63 |  | 62 |
| &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 (E) |  | 316 |  | 304 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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 (E) | $20 | $20 |
| &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  | 54 | 53 |
| &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  | 113 | 106 |
| &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  | 52 | 48 |
| &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  | 143 | 132 |
| &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  | 84 | 83 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (E) | 271 | 255 |
| &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 (E) | 95 | 93 |
| &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 (E) | 250 | 236 |
| &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 (E) | 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 (E) | 38 | 37 |
| &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 (E) | 33 | 33 |
| &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  | 153 | 151 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026 (E) | 99 | 94 |
| &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 (E) | 158 | 156 |
| &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 (E) | 610 | 575 |
| &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 (E) | 2 | 2 |
| &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 (E) | 109 | 107 |
| &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 (E) | 215 | 203 |
| &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 (E) | 104 | 101 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 (E) | $17 | $17 |
| &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 (E) | 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 (E) | 65 | 64 |
| &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 (E) | 104 | 104 |
| &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 (E) | 233 | 229 |
| &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 (E) | 458 | 438 |
| &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 (E) | 1047 | 979 |
| &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 (E) | 224 | 217 |
| &nbsp;&nbsp;&nbsp;Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 06/15/2026 (E) | 276 | 262 |
| &nbsp;&nbsp;&nbsp;Santander Bank - SBCLN, Ser 2021-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.833%, 12/15/2031 (E) | 333 | 320 |
| &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  | 340 | 338 |
| &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  | 68 | 68 |
| &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  | 123 | 121 |
| &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 (E) | 184 | 181 |
| &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 (E) | 1000 | 987 |
| &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 (E) | 1564 | 1548 |
| &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 (E) | 12 | 12 |
| &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 (E) | 81 | 80 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;United Auto Credit Securitization Trust, Ser 2022-1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110%, 07/10/2024 (E) | $| 46 | $46 |
| &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 (E) |  | 355 | 353 |
| &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 (E) |  | 230 | 226 |
| &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 (E) |  | 55 | 54 |
| &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 (E) |  | 140 | 135 |
|  |  |  | 11414 |
| **Credit Cards — 0.1%** | **Credit Cards — 0.1%** | **Credit Cards — 0.1%** |  |
| &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 (E) |  | 355 | 337 |
| **Mortgage Related Securities — 0.8%** | **Mortgage Related Securities — 0.8%** | **Mortgage Related Securities — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A) |  | 16 | 16 |
| &nbsp;&nbsp;&nbsp;ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.919%, ICE LIBOR USD 1 Month + 1.875%, 11/25/2050 (A) |  | 616 | 625 |
| &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;4.944%, ICE LIBOR USD 1 Month + 0.900%, 09/25/2034 (A) |  | 853 | 833 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.297%, SOFR30A + 0.750%, 01/25/2070 (A)(E) |  | 1957 | 1921 |
| &nbsp;&nbsp;&nbsp;BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.597%, SOFR30A + 1.050%, 11/25/2069 (A)(E) |  | 1132 | 1115 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Dean Witter Capital I Trust, Ser 2002-HE2, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.904%, ICE LIBOR USD 1 Month + 0.860%, 08/25/2032 (A)(E) |  | 133 | 133 |
|  |  |  | 4643 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **Other Asset-Backed Securities — 19.6%** | **Other Asset-Backed Securities — 19.6%** |  |
| &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 (E) | $17 | $17 |
| &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 (E) | 46 | 45 |
| &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 (E) | 260 | 245 |
| &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 (E) | 111 | 108 |
| &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 (E) | 105 | 100 |
| &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 (E) | 150 | 146 |
| &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 (E) | 700 | 592 |
| &nbsp;&nbsp;&nbsp;Allegro CLO II-S, Ser 2018-1RA, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.358%, ICE LIBOR USD 3 Month + 1.080%, 10/21/2028 (A)(E) | 1670 | 1647 |
| &nbsp;&nbsp;&nbsp;Allegro CLO V, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.029%, ICE LIBOR USD 3 Month + 0.950%, 10/16/2030 (A)(E) | 1000 | 980 |
| &nbsp;&nbsp;&nbsp;Allegro CLO VII, Ser 2018-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.929%, ICE LIBOR USD 3 Month + 2.850%, 06/13/2031 (A)(E) | 400 | 355 |
| &nbsp;&nbsp;&nbsp;AMMC CLO XI, Ser 2018-11A, Cl BR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.015%, ICE LIBOR USD 3 Month + 1.600%, 04/30/2031 (A)(E) | 1000 | 969 |
| &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 (E) | 160 | 154 |
| &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 (E) | 1500 | 1488 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables VIII LLC, Ser 2020-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/20/2026 (E) | 212 | 209 |
| &nbsp;&nbsp;&nbsp;Anchorage Capital CLO, Ser 2018-5RA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.069%, ICE LIBOR USD 3 Month + 0.990%, 01/15/2030 (A)(E) | 1171 | 1157 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2018-12A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(E) | 725 | 715 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XV, Ser 2018-15A, Cl A1RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.253%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)(E) | 410 | 404 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (E) | $128 | $117 |
| &nbsp;&nbsp;&nbsp;Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.806%, ICE LIBOR USD 3 Month + 1.200%, 05/15/2030 (A)(E) | 725 | 702 |
| &nbsp;&nbsp;&nbsp;Arm Master Trust LLC Agricultural Loan Backed Notes, Ser 2022-T1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/16/2025 (E) | 1640 | 1634 |
| &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 (E) | 111 | 107 |
| &nbsp;&nbsp;&nbsp;Atrium XIII, Ser 2017-13A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.825%, ICE LIBOR USD 3 Month + 1.500%, 11/21/2030 (A)(E) | 700 | 674 |
| &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 (E) | 195 | 185 |
| &nbsp;&nbsp;&nbsp;Avery Point IV CLO, Ser 2014-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.858%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2026 (A)(E) | 800 | 795 |
| &nbsp;&nbsp;&nbsp;Avery Point IV CLO, Ser 2017-1A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.708%, ICE LIBOR USD 3 Month + 2.350%, 04/25/2026 (A)(E) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;Bain Capital Credit CLO, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.285%, ICE LIBOR USD 3 Month + 0.960%, 04/23/2031 (A)(E) | 450 | 440 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.043%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(E) | 2634 | 2605 |
| &nbsp;&nbsp;&nbsp;Beacon Container Finance II LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 10/22/2046 (E) | 713 | 603 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.029%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(E) | 425 | 417 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.710%, 02/20/2035 (E) | 295 | 275 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/18/2035 (E) | 249 | 245 |
| &nbsp;&nbsp;&nbsp;BlueMountain CLO XXIII, Ser 2018-23A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.393%, ICE LIBOR USD 3 Month + 2.150%, 10/20/2031 (A)(E) | 800 | 751 |
| &nbsp;&nbsp;&nbsp;BlueMountain Fuji US Clo II, Ser 2017-2A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.243%, ICE LIBOR USD 3 Month + 3.000%, 10/20/2030 (A)(E) | 400 | 333 |
| &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 (E) | 1786 | 1718 |
| &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 (E) | 794 | 746 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BSPRT Issuer, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.718%, SOFR30A + 1.500%, 02/15/2037 (A)(E) | $275 | $262 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(E) | 307 | 301 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.293%, ICE LIBOR USD 3 Month + 1.050%, 07/20/2031 (A)(E) | 1450 | 1424 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-3A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.243%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029 (A)(E) | 500 | 467 |
| &nbsp;&nbsp;&nbsp;Catskill Park CLO, Ser 2017-1A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.593%, ICE LIBOR USD 3 Month + 1.350%, 04/20/2029 (A)(E) | 1000 | 976 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/14/2027 (E) | 45 | 43 |
| &nbsp;&nbsp;&nbsp;Cedar Funding X CLO, Ser 2021-10A, Cl CR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.293%, ICE LIBOR USD 3 Month + 2.050%, 10/20/2032 (A)(E) | 450 | 424 |
| &nbsp;&nbsp;&nbsp;Cent CLO 21, Ser 2021-21A, Cl A1R3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.328%, ICE LIBOR USD 3 Month + 0.970%, 07/27/2030 (A)(E) | 1992 | 1956 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2017-5A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.929%, ICE LIBOR USD 3 Month + 1.850%, 11/16/2030 (A)(E) | 500 | 473 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2018-3A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.097%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(E) | 830 | 815 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2018-4A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229%, ICE LIBOR USD 3 Month + 1.150%, 10/17/2031 (A)(E) | 700 | 682 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.343%, ICE LIBOR USD 3 Month + 1.100%, 04/20/2032 (A)(E) | 1000 | 976 |
| &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 (E) | 161 | 160 |
| &nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 03/20/2024 (E) | 44 | 43 |
| &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 (E) | 363 | 335 |
| &nbsp;&nbsp;&nbsp;Denali Capital CLO XI, Ser 2018-1A, Cl A2RR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2028 (A)(E) | 1000 | 984 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.120%, 02/15/2028 (E) | 100 | 96 |
| &nbsp;&nbsp;&nbsp;Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475%, 04/15/2049 (E) | 400 | 310 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.118%, 07/25/2047 (E) | $1167 | $1070 |
| &nbsp;&nbsp;&nbsp;ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 01/27/2070 (A)(E) | 671 | 664 |
| &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 (E) | 361 | 346 |
| &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 (E) | 1085 | 1005 |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2017-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.355%, TSFR3M + 1.492%, 10/15/2029 (A)(E) | 840 | 831 |
| &nbsp;&nbsp;&nbsp;ExteNet LLC, Ser 2019-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.204%, 07/26/2049 (E) | 2000 | 1874 |
| &nbsp;&nbsp;&nbsp;FCI Funding LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.130%, 04/15/2033 (E) | 53 | 51 |
| &nbsp;&nbsp;&nbsp;Five Guys Funding LLC, Ser 2017-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 07/25/2047 (E) | 763 | 718 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2022-1FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 03/19/2029 (E) | 12 | 12 |
| &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 (E) | 377 | 364 |
| &nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.153%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (A)(E) | 275 | 271 |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Trust, Ser 2017-AA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.660%, 12/26/2028 (E) | 417 | 409 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.604%, ICE LIBOR USD 1 Month + 0.700%, 03/17/2037 (A)(E) | 1662 | 1632 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.854%, ICE LIBOR USD 1 Month + 0.950%, 03/17/2037 (A)(E) | 1500 | 1468 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.154%, ICE LIBOR USD 1 Month + 1.250%, 03/17/2037 (A)(E) | 2200 | 2163 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.004%, ICE LIBOR USD 1 Month + 1.100%, 01/17/2038 (A)(E) | 2666 | 2625 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Trust, Ser 2018-SFR4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.304%, ICE LIBOR USD 1 Month + 1.400%, 01/17/2038 (A)(E) | 2000 | 1968 |
| &nbsp;&nbsp;&nbsp;Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.636%, ICE LIBOR USD 1 Month + 1.050%, 11/25/2050 (A) | 1507 | 1495 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Kentucky Higher Education Student Loan, Ser 2021-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.796%, ICE LIBOR USD 1 Month + 0.780%, 03/25/2051 (A) | $2858 | $2812 |
| &nbsp;&nbsp;&nbsp;Keycorp Student Loan Trust, Ser 2000-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.668%, ICE LIBOR USD 3 Month + 0.310%, 07/25/2029 (A) | 119 | 118 |
| &nbsp;&nbsp;&nbsp;KKR CLO 12, Ser 2018-12, Cl AR2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.214%, ICE LIBOR USD 3 Month + 1.135%, 10/15/2030 (A)(E) | 500 | 493 |
| &nbsp;&nbsp;&nbsp;KKR CLO 20, Ser 2017-20, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.629%, ICE LIBOR USD 3 Month + 1.550%, 10/16/2030 (A)(E) | 636 | 617 |
| &nbsp;&nbsp;&nbsp;KKR CLO 21, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.079%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(E) | 580 | 570 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(E) | 272 | 267 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XIX, Ser 2020-19A, Cl A2R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.825%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(E) | 600 | 585 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XLI, Ser 2017-12A, Cl DR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, ICE LIBOR USD 3 Month + 2.800%, 04/22/2027 (A)(E) | 500 | 469 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.278%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(E) | 248 | 243 |
| &nbsp;&nbsp;&nbsp;Magnetite XVIII, Ser 2018-18A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.106%, ICE LIBOR USD 3 Month + 1.500%, 11/15/2028 (A)(E) | 1000 | 969 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 09/15/2031 (E) | 6 | 6 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 12/15/2031 (E) | 51 | 50 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360%, 04/15/2032 (E) | 223 | 218 |
| &nbsp;&nbsp;&nbsp;MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.460%, 10/20/2052 (E) | 400 | 381 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.768%, SOFR30A + 1.350%, 02/19/2037 (A)(E) | 250 | 239 |
| &nbsp;&nbsp;&nbsp;Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2061 (A) | 925 | 893 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2061 (A) | $2811 | $2709 |
| &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 (E) | 438 | 436 |
| &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 (E) | 2000 | 1920 |
| &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC, Ser 2022-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.570%, 09/09/2025 (E) | 1000 | 1000 |
| &nbsp;&nbsp;&nbsp;Mountain View CLO LLC, Ser 2020-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.169%, ICE LIBOR USD 3 Month + 1.090%, 10/16/2029 (A)(E) | 1028 | 1009 |
| &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 (E) | 731 | 723 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2017-A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.880%, 12/16/2058 (E) | 218 | 214 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, ICE LIBOR USD 1 Month + 1.000%, 04/15/2069 (A)(E) | 1185 | 1140 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.925%, ICE LIBOR USD 1 Month + 1.050%, 12/15/2059 (A)(E) | 2648 | 2559 |
| &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 (E) | 783 | 703 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-1A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.644%, ICE LIBOR USD 1 Month + 0.600%, 12/26/2069 (A)(E) | 1169 | 1130 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2021-2A, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, ICE LIBOR USD 1 Month + 0.550%, 02/25/2070 (A)(E) | 1641 | 1587 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.124%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(E) | 590 | 581 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.114%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(E) | 400 | 393 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 31, Ser 2021-31A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.283%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(E) | 1000 | 976 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.244%, ICE LIBOR USD 1 Month + 1.200%, 09/25/2060 (A) | $759 | $742 |
| &nbsp;&nbsp;&nbsp;Nyctl Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 11/10/2034 (E) | 262 | 249 |
| &nbsp;&nbsp;&nbsp;Oxford Finance Funding LLC, Ser 2019-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.459%, 02/15/2027 (E) | 203 | 201 |
| &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 (E) | 755 | 746 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.043%, ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (A)(E) | 182 | 180 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-4A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.879%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(E) | 506 | 498 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2020-E, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/15/2025 (E) | 1000 | 957 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2021-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.770%, 08/15/2026 (E) | 1000 | 917 |
| &nbsp;&nbsp;&nbsp;Prodigy Finance DAC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.294%, ICE LIBOR USD 1 Month + 1.250%, 07/25/2051 (A)(E) | 1307 | 1259 |
| &nbsp;&nbsp;&nbsp;ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, Prime Rate + -0.500%, 12/27/2044 (A)(E) | 384 | 364 |
| &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 (E) | 13 | 13 |
| &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 (E) | 323 | 312 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2018-C, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623%, ICE LIBOR USD 1 Month + 0.750%, 11/15/2035 (A)(E) | 1513 | 1465 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2019-B, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2037 (A)(E) | 867 | 842 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.436%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(E) | 1656 | 1583 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.894%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(E) | 2234 | 2148 |

---

---

| | | |
|:---|:---|:---|
| 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;4.605%, ICE LIBOR USD 1 Month + 0.730%, 01/15/2053 (A)(E) | $2212 | $2094 |
| &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 (E) | 33 | 32 |
| &nbsp;&nbsp;&nbsp;Sound Point CLO XXIII, Ser 2021-2A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.212%, ICE LIBOR USD 3 Month + 0.700%, 07/15/2034 (A)(E) | 800 | 797 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR1, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.954%, ICE LIBOR USD 1 Month + 1.050%, 04/17/2038 (A)(E) | 1000 | 947 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.204%, ICE LIBOR USD 1 Month + 1.300%, 04/17/2038 (A)(E) | 1000 | 941 |
| &nbsp;&nbsp;&nbsp;STAR Trust, Ser 2021-SFR2, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.504%, ICE LIBOR USD 1 Month + 1.600%, 01/17/2024 (A)(E) | 3000 | 2900 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.764%, ICE LIBOR USD 1 Month + 0.720%, 11/25/2033 (A) | 1663 | 1527 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 09/25/2034 (A) | 2363 | 2241 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.526%, ICE LIBOR USD 1 Month + 0.940%, 09/25/2034 (A) | 732 | 692 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.188%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(E) | 347 | 341 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.108%, ICE LIBOR USD 3 Month + 2.750%, 10/25/2029 (A)(E) | 500 | 470 |
| &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 (E) | 773 | 672 |
| &nbsp;&nbsp;&nbsp;TCI-Flatiron CLO, Ser 2017-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.210%, ICE LIBOR USD 3 Month + 1.560%, 11/18/2030 (A)(E) | 500 | 483 |
| &nbsp;&nbsp;&nbsp;TIF Funding II LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/20/2046 (E) | 858 | 693 |
| &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)(E) | 973 | 908 |
| &nbsp;&nbsp;&nbsp;Tricon American Homes Trust, Ser 2017-SFR2, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.216%, 01/17/2036 (E) | 1500 | 1449 |
| &nbsp;&nbsp;&nbsp;Trimaran Cavu, Ser 2019-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.393%, ICE LIBOR USD 3 Month + 4.150%, 07/20/2032 (A)(E) | 600 | 544 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Trinity Rail Leasing 2021 LLC, Ser 2021-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.260%, 07/19/2051 (E) | $| 473 | $| 393 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/20/2031 (E) |  | 88 |  | 87 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 09/20/2031 (E) |  | 171 |  | 165 |
| &nbsp;&nbsp;&nbsp;Verde CLO, Ser 2021-1A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(E) |  | 163 |  | 163 |
| &nbsp;&nbsp;&nbsp;Vibrant CLO VI, Ser 2021-6A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.477%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(E) |  | 169 |  | 167 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A2R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.594%, ICE LIBOR USD 3 Month + 1.400%, 10/18/2031 (A)(E) |  | 818 |  | 793 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2020-2A, Cl A1RR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.099%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)(E) |  | 284 |  | 280 |
| &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 (E) |  | 473 |  | 451 |
| &nbsp;&nbsp;&nbsp;Westgate Resorts LLC, Ser 2020-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.713%, 03/20/2034 (E) |  | 710 |  | 691 |
| &nbsp;&nbsp;&nbsp;Wingstop Funding LLC, Ser 2020-1A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841%, 12/05/2050 (E) |  | 695 |  | 591 |
|  |  |  |  | 111378 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $131,130) ($ Thousands) |  |  |  | 127772 |
| **CORPORATE OBLIGATIONS — 2.5%** | **CORPORATE OBLIGATIONS — 2.5%** | **CORPORATE OBLIGATIONS — 2.5%** | **CORPORATE OBLIGATIONS — 2.5%** | **CORPORATE OBLIGATIONS — 2.5%** |
| **Communication Services — 0.1%** | **Communication Services — 0.1%** | **Communication Services — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/01/2024 (E) |  | 460 |  | 453 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.084%, SOFRINDX + 1.780%, 03/15/2024 (A)(E) |  | 165 |  | 164 |
|  |  |  |  | 617 |
| **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** | **Consumer Discretionary — 0.6%** |  |  |
| &nbsp;&nbsp;&nbsp;GEMS MENASA Cayman  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/31/2026 (E) |  | 587 |  | 560 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.264%, U.S. SOFR + 0.620%, 10/15/2024 (A) |  | 600 |  | 582 |
| &nbsp;&nbsp;&nbsp;Hilton Domestic Operating  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2031 (E) |  | 549 |  | 462 |
| &nbsp;&nbsp;&nbsp;LBM Acquisition LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2029 (E) |  | 1304 |  | 898 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Nordstrom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 04/08/2024  | $| 160 | $151 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/30/2026 (E) |  | 525 | 434 |
|  |  |  | 3087 |
| **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** | **Consumer Staples — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.348%, U.S. SOFR + 0.890%, 03/24/2024 (A) |  | 250 | 249 |
| **Energy — 0.0%** | **Energy — 0.0%** | **Energy — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, SOFRINDX + 0.630%, 02/16/2024 (A) |  | 250 | 247 |
| **Financials — 0.9%** | **Financials — 0.9%** | **Financials — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, SOFRINDX + 0.700%, 05/24/2024 (A)(E) |  | 450 | 441 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.484%, U.S. SOFR + 0.660%, 02/04/2025 (A) |  | 195 | 192 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 11/22/2024  |  | 235 | 217 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, U.S. SOFR + 0.760%, 04/12/2024 (A)(E) |  | 315 | 311 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.518%, U.S. SOFR + 0.690%, 12/06/2024 (A) |  | 275 | 269 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.476%, U.S. SOFR + 0.669%, 05/01/2025 (A) |  | 300 | 294 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.046%, U.S. SOFR + 1.219%, 11/16/2027 (A) |  | 325 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.324%, U.S. SOFR + 0.500%, 11/08/2023 (A) |  | 400 | 397 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.407%, U.S. SOFR + 0.580%, 11/22/2024 (A) |  | 275 | 268 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.588%, U.S. SOFR + 0.885%, 04/22/2027 (A) |  | 475 | 462 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.352%, U.S. SOFR + 0.710%, 10/14/2025 (A)(E) |  | 300 | 291 |
| &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2030 (E) |  | 350 | 280 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Opportunistic 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;NatWest Markets  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.355%, U.S. SOFR + 0.530%, 08/12/2024 (A)(E) | $| 340 | $335 |
| &nbsp;&nbsp;&nbsp;SBA Tower Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.599%, 01/15/2028 (E) |  | 300 | 301 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.746%, U.S. SOFR + 1.050%, 01/21/2026 (A)(E) |  | 275 | 264 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809%, U.S. SOFR + 0.590%, 09/10/2026 (A) |  | 300 | 290 |
|  |  |  | 4896 |
| **Health Care — 0.2%** | **Health Care — 0.2%** | **Health Care — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Avantor Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/01/2029 (E) |  | 525 | 450 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.268%, SOFRINDX + 0.440%, 11/29/2024 (A)(E) |  | 275 | 268 |
| &nbsp;&nbsp;&nbsp;Global Medical Response  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025 (E) |  | 462 | 348 |
| &nbsp;&nbsp;&nbsp;Syneos Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2029 (E) |  | 181 | 143 |
|  |  |  | 1209 |
| **Industrials — 0.4%** | **Industrials — 0.4%** | **Industrials — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Artera Services LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.033%, 12/04/2025 (E) |  | 700 | 582 |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/01/2028 (E) |  | 710 | 520 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.550%, 08/01/2024 (E) |  | 205 | 191 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines/Skymiles LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (E) |  | 225 | 219 |
| &nbsp;&nbsp;&nbsp;TransDigm  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2026 (E) |  | 350 | 348 |
| &nbsp;&nbsp;&nbsp;United Rentals North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/15/2029 (E) |  | 390 | 392 |
|  |  |  | 2252 |
| **Information Technology — 0.0%** | **Information Technology — 0.0%** | **Information Technology — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Cloud Software Group Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/31/2029 (E) |  | 54 | 47 |
| &nbsp;&nbsp;&nbsp;Qorvo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/15/2024 (E) |  | 148 | 136 |
|  |  |  | 183 |
| **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 (E) |  | 640 | 515 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Kobe US Midco 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%cash/0% PIK, 11/01/2026 (E) | $816 | $588 |
|  |  | 1103 |
| **Utilities — 0.1%** | **Utilities — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.782%, U.S. SOFR + 0.300%, 06/28/2024 (A) | 195 | 190 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/16/2024  | 200 | 194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  | 125 | 120 |
|  |  | 504 |
| Total Corporate Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16,071) ($ Thousands) |  | 14347 |
| **U.S. TREASURY OBLIGATIONS — 0.4%** | **U.S. TREASURY OBLIGATIONS — 0.4%** | **U.S. TREASURY OBLIGATIONS — 0.4%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 04/13/2023 (G) | 1250 | 1230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, 01/26/2023 (G) | 850 | 845 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,078) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,078) ($ Thousands) | 2075 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 5.9%** | **CASH EQUIVALENT — 5.9%** | **CASH EQUIVALENT — 5.9%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 33665292 | 33665 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $33,665) ($ Thousands) |  | 33665 |
|  | Face Amount <br> (Thousands) |  |
| **REPURCHASE AGREEMENT — 0.2%** | **REPURCHASE AGREEMENT — 0.2%** | **REPURCHASE AGREEMENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, dated 11/30/2022 to be repurchased on 12/01/2022, repurchase price $1,000,106 (collateralized by U.S. Government obligations, ranging in par value $2,253 - $2,282,990, 2.000% - 5.000%, 11/20/2044 – 10/01/2052; with total market value $1,016,096) (H) | $1000 | 1000 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,000) ($ Thousands) |  | 1000 |
| Total Investments in Securities — 103.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $619,889) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $619,889) ($ Thousands)  | $589436 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open futures contracts held by the Fund at November 30, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Depreciation (Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | (81) | Mar-2023 | $(16595) | $(16634) | $(39) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (30) | Mar-2023 | (3379) | (3405) | (26) |
|  |  |  | $(19974) | $(20039) | $(65) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $567,131 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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) | Unsettled bank loan. Interest rate may not be available. |
| (C) | Level 3 security in accordance with fair value hierarchy. |
| (D) | Security considered restricted, excluding 144A. The total market value of such securities as of November 30, 2022 was $1,859 ($ Thousands) and represented 0.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost. |
| (E) | 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 November 30, 2022, the value of these securities amounted to $277,401 ($ Thousands), representing 48.9% of the Net Assets of the Fund. |
| (F) | 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. |
| (G) | Interest rate represents the security's effective yield at the time of purchase. |
| (H) | Tri-Party Repurchase Agreement. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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;Loan Participations |  | 194831 | 15769 | 210600 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 199977 |  | 199977 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 127772 |  | 127772 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 14347 |  | 14347 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 2075 |  | 2075 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 33665 |  |  | 33665 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement | – | 1000 | – | 1000 |
| Total Investments in Securities | 33665 | 540002 | 15769 | 589436 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (65) |  |  | (65) |
| Total Other Financial Instruments | (65) |  |  | (65) |

---

\* Futures contracts are valued at the unrealized depreciation 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 May 31, 2022 | $28430 |
| Accrued discounts/premiums | 18 |
| Realized gain/(loss) | (495) |
| Change in unrealized appreciation/(depreciation) | (84) |
| Purchases | 464 |
| Sales | (7682) |
| Net transfer into Level 3 |  |
| Net transfer out of Level 3 | (4882) |
| Ending Balance as of November 30, 2022<sup>(1)</sup> | $15769 |
| Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date | $(174) |

---

(1) Of the $15,769 ($ Thousands) in Level 3 securities as of November 30, 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.

For the period ended November 30, 2022, transfers out of Level 3 were due to the availability or lack of availability of observable inputs to determine fair value.

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value <br> 5/31/2022** | **Purchases at<br> Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value<br> 11/30/2022** | **Income**  | **Capital<br> Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $42196 | $129655 | $(138186) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $33665 | $306 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Opportunistic Income Fund** (Concluded)

A list of the restricted securities, excluding 144a, held by the Fund at November 30, 2022, is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount<br> ($ Thousands) | Acquisition Date/Right to Acquire Date | Cost ($ Thousands) | Market Value<br> ($ Thousands) |
| **Loan Participation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien | 1877 | 01/18/2019 | $1855 | $1859 |
|  |  |  | $1855 | $1859 |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Core Fixed Income Fund**![](fp0081628-1_177.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES — 39.1%** | **MORTGAGE-BACKED SECURITIES — 39.1%** | **MORTGAGE-BACKED SECURITIES — 39.1%** |
| **Agency Mortgage-Backed Obligations — 32.3%** | **Agency Mortgage-Backed Obligations — 32.3%** |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/01/2030 to 12/01/2036  | $179 | $186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2024 to 03/01/2039  | 53 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2031 to 09/01/2039  | 418 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2028 to 10/01/2052  | 1932 | 1979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2035 to 09/01/2052  | 9225 | 9390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/2033 to 09/01/2052  | 22879 | 22856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/01/2025 to 08/01/2052  | 11614 | 11538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2040 to 01/01/2052  | 25884 | 25101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2033 to 05/01/2052  | 80870 | 75691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2031 to 04/01/2052  | 73761 | 66301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/01/2031 to 05/01/2052  | 123927 | 107403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/01/2040 to 05/01/2052  | 120935 | 101424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/01/2041 to 12/01/2050  | 27158 | 21344 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.497%, ICE LIBOR USD 12 Month + 1.770%, 09/01/2042(A) | 198 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.303%, SOFR30A + 2.130%, 07/01/2052(A) | 1321 | 1285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, SOFR30A + 2.380%, 09/01/2052(A) | 741 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990%, SOFR30A + 2.140%, 08/01/2052(A) | 1446 | 1378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.912%, SOFR30A + 2.130%, 07/01/2052(A) | 1076 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.888%, SOFR30A + 2.241%, 12/01/2052(A) | 1403 | 1349 |

---

---

| | | |
|:---|:---|:---|
| 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;3.845%, ICE LIBOR USD 12 Month + 1.595%, 10/01/2036(A) | $10 | $10 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809%, ICE LIBOR USD 12 Month + 1.682%, 02/01/2043(A) | 364 | 373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.585%, ICE LIBOR USD 12 Month + 1.635%, 04/01/2048(A) | 3018 | 3012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.569%, SOFR30A + 2.184%, 10/01/2052(A) | 6180 | 5894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.516%, ICE LIBOR USD 12 Month + 2.330%, 05/01/2036(A) | 27 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.457%, ICE LIBOR USD 12 Month + 1.638%, 03/01/2049(A) | 1290 | 1277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.163%, ICE LIBOR USD 12 Month + 1.685%, 09/01/2047(A) | 1471 | 1486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.089%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(A) | 851 | 818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.008%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(A) | 2960 | 2804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.878%, ICE LIBOR USD 12 Month + 1.619%, 01/01/2044 to 11/01/2047 (A) | 1561 | 1530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.813%, ICE LIBOR USD 12 Month + 1.640%, 05/01/2049(A) | 737 | 711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.695%, ICE LIBOR USD 12 Month + 1.612%, 10/01/2043(A) | 291 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.555%, ICE LIBOR USD 12 Month + 1.606%, 09/01/2043(A) | 119 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.547%, ICE LIBOR USD 12 Month + 1.926%, 12/01/2036(A) | 46 | 46 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, ICE LIBOR USD 12 Month + 1.646%, 10/01/2043(A) | 503 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.509%, ICE LIBOR USD 12 Month + 1.632%, 11/01/2043(A) | 249 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.435%, ICE LIBOR USD 12 Month + 1.637%, 09/01/2045(A) | 2843 | 2861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.357%, ICE LIBOR USD 12 Month + 1.635%, 07/01/2043(A) | 151 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.340%, ICE LIBOR USD 12 Month + 1.650%, 03/01/2043(A) | 382 | 389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.317%, ICE LIBOR USD 12 Month + 1.642%, 08/01/2043(A) | 233 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.106%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.284%, 03/01/2047(A) | 503 | 478 |
| &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 | 155 |
| &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 | 816 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.181%, 10/25/2032(A) | 19000 | 334 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 1519, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.696%, 12/25/2035(A) | $15919 | $801 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.154%, 11/25/2032(A) | 13000 |  |
| &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) | 4990 | 206 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K032, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.177%, 05/25/2023(A) | 55659 | 16 |
| &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 | 586 |
| &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) | 3880 | 115 |
| &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) | 3969 | 192 |
| &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 | 430 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.016%, 06/25/2029(A) | 2985 | 137 |
| &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 | 48 |
| &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) | 1291 | 59 |
| &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) | 15367 | 380 |
| &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) | 6798 | 157 |
| &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) | 6997 | 188 |
| &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 | 11221 | 9562 |
| &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) | 7496 | 191 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.580%, 05/25/2032 | 1971 | 1697 |

---

---

| | | |
|:---|:---|:---|
| 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 K146, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.920%, 06/25/2032 | $4914 | $4363 |
| &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) | 9997 | 295 |
| &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) | 4894 | 4374 |
| &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) | 5185 | 4830 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.403%, 08/25/2032(A) | 10997 | 259 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530%, 08/25/2032(A) | 1460 | 1364 |
| &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 | 4188 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K726, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.038%, 04/25/2024(A) | 8836 | 89 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.414%, 07/25/2026(A) | 970 | 36 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.752%, 10/25/2026(A) | 8384 | 160 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.656%, 12/25/2027(A) | 2996 | 71 |
| &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) | 6196 | 177 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.351%, 06/25/2027(A) | 1527 | 47 |
| &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 | 1770 |
| &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 | 1017 |
| &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 | 1158 |
| &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 | 2095 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 1999-2174, Cl PN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2029 | 6 | 6 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2001-2312, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2031 | $57 | $59 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2002-2399, Cl XG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2032 | 18 | 19 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2003-2671, Cl S |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.658%, 09/15/2033(A) | 26 | 27 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2003-2684, Cl ZN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2033 | 53 | 52 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2733, Cl ME |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2034 | 120 | 120 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2006-R007, Cl ZA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2036 | 516 | 533 |
| &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;2.157%, 05/15/2038(A) | 37 | 3 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2009-3546, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.966%, 02/15/2039(A) | 34 | 33 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.357%, 01/15/2040(A) | 53 | 5 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.077%, 05/15/2041(A) | 311 | 18 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4010, Cl KM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2042 | 251 | 236 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.737%, 04/15/2042(A) | 29 | 3 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2012-4102, Cl TC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2041 | 1160 | 1091 |
| &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 | 225 | 22 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4161, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2041 | 2704 | 2552 |
| &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 | 146 | 23 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4205, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/15/2043 | 601 | 513 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2013-4210, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2043 | 494 | 401 |
| &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) | 21 | 21 |
| &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) | 288 | 285 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2017-4742, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2047 | 1402 | 1287 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2018-4813, Cl CJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2048 | 285 | 250 |

---

---

| | | |
|:---|:---|:---|
| 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 2019-4879, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2049 | $138 | $123 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2019-4880, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2050 | 1216 | 1123 |
| &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 | 1943 | 323 |
| &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 | 418 | 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 | 1158 | 179 |
| &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 | 6977 | 1255 |
| &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 | 509 | 79 |
| &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 | 871 | 118 |
| &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 | 300 | 44 |
| &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 | 1410 | 225 |
| &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 | 561 | 83 |
| &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 | 6067 | 1116 |
| &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 | 1344 | 156 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5091, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/25/2051 | 2552 | 2119 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5119, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/25/2049 | 1302 | 1066 |
| &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 | 1657 | 222 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5178, Cl TP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2049 | 2193 | 1904 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2021-5182, Cl M |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2049 | 1369 | 1221 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5201, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2048 | 2002 | 1802 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5202, Cl LA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/25/2049 | 1974 | 1721 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2022-5203, Cl G |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2048 | 883 | 779 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 2022-5217, Cl CD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2049 | $1780 | $1634 |
| &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 | 1832 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.921%, SOFR30A + 2.400%, 02/25/2042(A)(D) | 1010 | 949 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.421%, SOFR30A + 2.900%, 04/25/2042(A)(D) | 2850 | 2725 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2012-264, Cl 30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2042 | 1704 | 1562 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2012-271, Cl 30 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2042 | 851 | 787 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.127%, 12/15/2046(A) | 504 | 47 |
| &nbsp;&nbsp;&nbsp;FHLMC STRIPS CMO, Ser 2017-356, Cl 300 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2047 | 2404 | 2234 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.821%, SOFR30A + 2.300%, 08/25/2033(A)(D) | 980 | 947 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/01/2030 to 06/01/2031  | 13 | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/01/2031 to 11/01/2038  | 89 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/01/2026 to 02/01/2039  | 493 | 523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2027 to 11/01/2052  | 1245 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/2032 to 09/01/2052  | 3895 | 4023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2033 to 09/01/2052  | 8132 | 8353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2033 to 07/01/2052  | 17461 | 17643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 12/31/2052 | 2000 | 1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.520%, 11/01/2032 | 500 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/01/2023 to 01/01/2059  | 34509 | 34299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440%, 11/01/2032 | 200 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410%, 10/01/2032 to 12/01/2032  | 999 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.370%, 11/01/2032 | 400 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 10/01/2032 | 200 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2032 | 400 | 396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/01/2029 | 1665 | 1651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 07/01/2032 | 100 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 07/01/2032 | 100 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060%, 07/01/2032 | 500 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/01/2027 to 08/01/2059  | 86109 | 83790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 08/01/2032 | 200 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.895%, 10/01/2032 | 1600 | 1535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.890%, 07/01/2032 | 1500 | 1438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, 07/01/2032 | 100 | 96 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.860%, 07/01/2032 | 100 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/01/2032 | 300 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 07/01/2032 | 200 | 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 07/01/2032 | $200 | $191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.820%, 07/01/2027 | 243 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, 12/01/2025 | 2612 | 2558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.730%, 06/01/2032 | 100 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.670%, 06/01/2032 | 99 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.560%, 07/01/2032 | 200 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.520%, 06/01/2032 | 100 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2031 to 05/01/2052  | 126141 | 117754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/01/2029 | 115 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.380%, 05/01/2028 | 109 | 105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 03/01/2028 | 1905 | 1808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2029 | 117 | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/01/2029 | 90 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 05/01/2029 | 315 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080%, 01/01/2028 | 160 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 06/01/2024 to 05/01/2026  | 3400 | 3334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/01/2029 to 07/01/2060  | 258590 | 233591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 06/01/2030 | 172 | 157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 04/01/2025 | 250 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.692%, 04/01/2023(A) | 28 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2035 to 09/01/2061  | 168618 | 147476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.455%, 04/01/2040 | 3020 | 2140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/01/2032(A) | 518 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/01/2036 to 04/01/2052  | 257913 | 216815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 09/01/2035 | 1147 | 974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 10/01/2041 to 03/01/2051  | 37586 | 30419 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2014-M3, Cl X2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.116%, 01/25/2024(A) | 9616 | 2 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2015-M8, Cl X2, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.167%, 01/25/2025(A) | 60575 | 95 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2016-M11, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.944%, 07/25/2039 | 141 | 127 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2017-M7, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.961%, 02/25/2027(A) | 630 | 595 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2017-M8, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.061%, 05/25/2027(A) | 181 | 172 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2018-M15, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/25/2036 | 600 | 553 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M28, Cl AV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.232%, 02/25/2027 | 434 | 403 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 02/25/2031 | 330 | 310 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2019-M5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.273%, 02/25/2029 | 560 | 526 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser 2020-M6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2037 | 177 | 153 |
| &nbsp;&nbsp;&nbsp;FNMA ACES, Ser M13, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.680%, 06/25/2032 | 1579 | 1355 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, SOFR30A + 2.131%, 08/01/2052(A) | 2537 | 2504 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;4.645%, SOFR30A + 2.122%, 08/01/2052(A) | $2369 | $2323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.624%, SOFR30A + 2.127%, 08/01/2052(A) | 3245 | 3199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.562%, SOFR30A + 2.120%, 11/01/2052(A) | 1345 | 1330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, ICE LIBOR USD 12 Month + 1.639%, 01/01/2043(A) | 209 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.349%, SOFR30A + 2.124%, 07/01/2052(A) | 2776 | 2713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.317%, SOFR30A + 2.125%, 08/01/2052(A) | 2903 | 2833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.256%, SOFR30A + 2.126%, 11/01/2052(A) | 1941 | 1897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.224%, SOFR30A + 2.370%, 09/01/2052(A) | 739 | 717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.173%, SOFR30A + 2.120%, 07/01/2052(A) | 2497 | 2403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.161%, SOFR30A + 2.133%, 10/01/2052(A) | 5526 | 5413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.963%, SOFR30A + 2.120%, 08/01/2052(A) | 635 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.684%, SOFR30A + 2.370%, 08/01/2052(A) | 1609 | 1533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.998%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(A) | 513 | 514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.869%, ICE LIBOR USD 12 Month + 1.560%, 12/01/2035(A) | 8 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.734%, ICE LIBOR USD 12 Month + 1.583%, 01/01/2046(A) | 1388 | 1402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.591%, ICE LIBOR USD 12 Month + 1.578%, 10/01/2043(A) | 682 | 686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.443%, ICE LIBOR USD 12 Month + 1.565%, 03/01/2043(A) | 93 | 95 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.257%, ICE LIBOR USD 12 Month + 1.560%, 06/01/2043(A) | 195 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.614%, 12/01/2051(A) | 699 | 625 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.016%, ICE LIBOR USD 1 Month + 6.000%, 09/25/2028(A) | 974 | 1004 |
| &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 | 21 |
| &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 | 346 | 70 |
| &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 | 423 | 16 |

---

---

| | | |
|:---|:---|:---|
| 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 2012-409, Cl C13, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/25/2041 | $282 | $44 |
| &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 | 342 | 61 |
| &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 | 353 | 15 |
| &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 | 1154 | 1048 |
| &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 | 1672 | 1578 |
| &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 | 3089 | 605 |
| &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) | 3 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1993-99, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/25/2023 | 9 | 9 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1994-31, Cl ZC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/25/2024 | 12 | 12 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1994-63, Cl PK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/25/2024 | 16 | 16 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1997-32, Cl PG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/25/2027 | 40 | 41 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 1999-11, Cl Z |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2029 | 62 | 60 |
| &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 | 10 |
| &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 | 201 | 209 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2005-74, Cl CS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.976%, 05/25/2035(A) | 24 | 23 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-104, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.734%, 11/25/2036(A) | 173 | 10 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-125, Cl SM, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.184%, 01/25/2037(A) | 206 | 21 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-33, Cl LS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.077%, 05/25/2036(A) | 35 | 40 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-46, Cl SW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.474%, 06/25/2036(A) | 27 | 30 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2006-51, Cl SP, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.634%, 03/25/2036(A) | 28 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2007-64, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.486%, 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;2.684%, 07/25/2037(A) | 86 | 9 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 2008-24, Cl NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/25/2037 | $6 | $7 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2009-103, Cl MB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.318%, 12/25/2039(A) | 52 | 52 |
| &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) | 446 | 380 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2010-123, Cl PM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/25/2040 | 1052 | 1029 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2010-27, Cl AS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.464%, 04/25/2040(A) | 332 | 34 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-2, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.879%, 02/25/2051(A) | 43 | 44 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-75, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.566%, ICE LIBOR USD 1 Month + 0.550%, 08/25/2041(A) | 34 | 34 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2011-96, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.534%, 10/25/2041(A) | 716 | 49 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-133, Cl CS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.134%, 12/25/2042(A) | 388 | 42 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-134, Cl MS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.134%, 12/25/2042(A) | 163 | 16 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-151, Cl NX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/25/2043 | 697 | 584 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-28, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/25/2039 | 4 | 4 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-35, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.484%, 04/25/2042(A) | 234 | 26 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-46, Cl BA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/25/2042 | 254 | 266 |
| &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) | 22 | 19 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-74, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.634%, 03/25/2042(A) | 313 | 20 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2012-75, Cl NS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.584%, 07/25/2042(A) | 82 | 9 |
| &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) | 43 | 38 |
| &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) | 1264 | 969 |
| &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) | 585 | 450 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-11, Cl AP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/25/2043 | 2394 | 2134 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-124, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.934%, 12/25/2043(A) | 303 | 29 |
| &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 | 50 | 1 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-43, Cl BP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/25/2043 | 761 | 669 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-54, Cl BS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.134%, 06/25/2043(A) | 176 | 20 |

---

---

| | | |
|:---|:---|:---|
| 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 2013-9, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/25/2042 | $657 | $672 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2013-9, Cl BC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/25/2042 | 601 | 639 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2015-65, Cl CZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/25/2045 | 515 | 447 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2015-84, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 08/25/2033 | 2741 | 2505 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-37, Cl MJ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2043 | 114 | 112 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-48, Cl MA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/25/2038 | 2731 | 2475 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2016-57, Cl PC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/25/2046 | 4101 | 3451 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-13, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2046 | 836 | 767 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-76, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.084%, 10/25/2057(A) | 1165 | 120 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2017-85, Cl SC, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.184%, 11/25/2047(A) | 382 | 34 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-14, Cl KC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2048 | 1637 | 1521 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-38, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/25/2047 | 731 | 701 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-43, Cl CT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/25/2048 | 1179 | 1053 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-8, Cl KL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/25/2047 | 836 | 739 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2018-86, Cl JA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/25/2047 | 112 | 109 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-1, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/25/2049 | 693 | 653 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-25, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/25/2048 | 1728 | 1585 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-45, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2049 | 451 | 414 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-52, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/25/2049 | 140 | 123 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-79, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.516%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(A) | 2013 | 1963 |
| &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 | 1596 | 255 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-45, Cl JL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/25/2040 | 2289 | 2090 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-47, Cl GZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 735 | 440 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-48, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 3185 | 2761 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-48, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/25/2050 | 1045 | 891 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2020-56, Cl DI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2050 | $800 | $126 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2020-56, Cl AQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/25/2050 | 1600 | 1273 |
| &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 | 2186 | 433 |
| &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 | 4873 | 883 |
| &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 | 2698 | 497 |
| &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 | 4035 | 861 |
| &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 | 397 | 67 |
| &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 | 2440 | 359 |
| &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 | 2443 | 314 |
| &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 | 1659 | 277 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-27, Cl EC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/25/2051 | 4436 | 3672 |
| &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 | 2155 | 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 | 1558 | 224 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-78, Cl PA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/25/2051 | 1484 | 1305 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2021-78, Cl ND |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/25/2051 | 2579 | 2137 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2022-11, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2047 | 4375 | 3956 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2022-28, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/25/2048 | 1649 | 1460 |
| &nbsp;&nbsp;&nbsp;FNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/15/2052 to 02/15/2053  | 14690 | 15087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/01/2036 to 01/01/2038  | 27900 | 28494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2053 to 02/15/2053  | 3600 | 3637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/01/2038 to 12/15/2052  | 63180 | 62861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2034 to 01/15/2053  | 75751 | 73726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/14/2039 to 01/15/2053  | 38864 | 36753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2040 to 01/15/2053  | 28405 | 26004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2053 | 12400 | 10981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2027 to 01/15/2053  | 170005 | 145796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/15/2037 to 01/15/2053  | 142630 | 118000 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/15/2026 to 10/15/2032  | 324 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2024 to 07/15/2035  | 669 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/15/2024 to 10/20/2040  | 1902 | 2011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/15/2039 to 04/20/2050  | 10634 | 10761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/20/2061(A) | 121 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.529%, 01/20/2069(A) | 24 | 23 |

---

---

| | | |
|:---|:---|:---|
| 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;4.500%, 01/20/2040 to 12/20/2050  | $13752 | $13666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/20/2044 to 11/20/2050  | 18800 | 18178 |
| &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  | 23539 | 22144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2042 to 04/20/2052  | 50467 | 45971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2049 to 12/20/2051  | 18201 | 16033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/20/2050 to 03/20/2051  | 3464 | 2919 |
| &nbsp;&nbsp;&nbsp;GNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.770%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.440%, 01/20/2060(A) | 335 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 07/20/2034(A) | 4 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2003-60, Cl GS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.939%, 05/16/2033(A) | 2 | 2 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2005-7, Cl JM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.170%, 05/18/2034(A) |  |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2006-16, Cl GS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.051%, 04/20/2036(A) | 240 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2007-78, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.643%, 12/16/2037(A) | 1722 | 69 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-106, Cl KS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.461%, 11/20/2039(A) | 1666 | 116 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-66, Cl XS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.913%, 07/16/2039(A) | 9 |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-66, Cl LC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/16/2039 | 1007 | 1039 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-8, Cl PS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.413%, 08/16/2038(A) | 5 |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl NS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.503%, 01/16/2040(A) | 2364 | 225 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl SL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.513%, 01/16/2040(A) | 50 | 5 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-59, Cl LB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2039 | 24 | 24 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-85, Cl HS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.711%, 01/20/2040(A) | 32 |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-H10, Cl FC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.596%, ICE LIBOR USD 1 Month + 1.000%, 05/20/2060(A) | 1086 | 1084 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-H26, Cl LF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.493%, ICE LIBOR USD 1 Month + 0.350%, 08/20/2058(A) | 1711 | 1693 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-146, Cl EI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/16/2041 | 28 | 5 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-H09, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.643%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(A) | 408 | 405 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-124, Cl AS, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.313%, 10/16/2042(A) | 329 | 34 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-141, Cl WA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.526%, 11/16/2041(A) | 298 | 295 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 2012-98, Cl SA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.213%, 08/16/2042(A) | $262 | $26 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-H07, Cl KI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.309%, 03/20/2062(A) | 344 | 24 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2013-H01, Cl TA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.643%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(A) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2013-H01, Cl JA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.463%, ICE LIBOR USD 1 Month + 0.320%, 01/20/2063(A) | 261 | 258 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2014-H04, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.793%, ICE LIBOR USD 1 Month + 0.650%, 02/20/2064(A) | 1037 | 1031 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2015-167, Cl OI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/16/2045 | 190 | 30 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2016-135, Cl SB, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.213%, 10/16/2046(A) | 362 | 53 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2016-84, Cl IG, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/16/2045 | 97 | 20 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2017-167, Cl BQ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2044 | 803 | 733 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2018-H06, Cl PF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.443%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(A) | 430 | 424 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2018-H07, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.443%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(A) | 776 | 770 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-132, Cl NA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/20/2049 | 731 | 701 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-15, Cl GT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/20/2049 | 878 | 816 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-31, Cl JC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/20/2049 | 533 | 508 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-71, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/20/2049 | 63 | 59 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2019-90, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/20/2049 | 305 | 277 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-123, Cl IL, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 319 | 45 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-123, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 1057 | 145 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-127, Cl IN, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2050 | 481 | 70 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-129, Cl IE, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/20/2050 | 416 | 61 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl YI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 1602 | 217 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl VI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 495 | 69 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-160, Cl IH, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2050 | 338 | 49 |

---

---

| | | |
|:---|:---|:---|
| 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 2020-173, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/20/2050 | $6996 | $916 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-181, Cl WI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/20/2050 | 3436 | 379 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-47, Cl NI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2050 | 300 | 46 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-47, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/20/2050 | 821 | 130 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H09, Cl NF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.393%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(A) | 248 | 248 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H09, Cl FL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.886%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(A) | 896 | 875 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H12, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.643%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(A) | 102 | 98 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2020-H13, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.976%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(A) | 593 | 565 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-115, Cl MI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/20/2051 | 530 | 60 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-23, Cl MG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/20/2051 | 2964 | 2462 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-27, Cl CW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.001%, 02/20/2051(A) | 871 | 873 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-27, Cl BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2051 | 1221 | 1241 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-27, Cl Q |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2051 | 1222 | 1208 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-27, Cl NT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/20/2051 | 1425 | 1405 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-29, Cl TI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/20/2051 | 1044 | 180 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-8, Cl CY |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/20/2051 | 634 | 635 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2021-96, Cl VI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/20/2051 | 2407 | 328 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-107, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/20/2051 | 5701 | 4863 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-189, Cl PT |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/20/2051 | 1700 | 1437 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-31, Cl GH |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/20/2049 | 3888 | 3472 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-50, Cl DC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/20/2051 | 1742 | 1509 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2022-84, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/20/2052 | 12518 | 10710 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2037 | 2400 | 2444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/20/2039 | 8500 | 8587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2040 | 9000 | 9008 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;4.500%, 12/15/2039 to 01/15/2053  | $27335 | $26772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/01/2039 to 02/15/2045  | 27398 | 26164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2041 to 12/15/2041  | 8990 | 8348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2043 to 12/15/2052  | 8556 | 7730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2052 to 01/15/2053  | 53800 | 47293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/15/2052 | 3419 | 2909 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 103, Cl AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 01/16/2063 | 1491 | 1205 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 14, Cl AB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, 06/16/2063 | 1193 | 933 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 196, Cl BE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/16/2064(A) | 1100 | 844 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-112, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.128%, 02/16/2053(A) | 2508 | 9 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-142, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.197%, 04/16/2054(A) | 5711 | 18 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2012-27, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.291%, 04/16/2053(A) | 3117 | 11 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-107, Cl AD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.847%, 11/16/2047(A) | 351 | 320 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2013-163, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.018%, 02/16/2046(A) | 1576 | 27 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-186, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 08/16/2054(A) | 1862 | 20 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-47, Cl IA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.146%, 02/16/2048(A) | 402 | 3 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2014-50, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.629%, 09/16/2055(A) | 1727 | 45 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2016-128, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.737%, 09/16/2056(A) | 3625 | 128 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-135, Cl AG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 08/16/2058 | 589 | 519 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-145, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.528%, 04/16/2057(A) | 1691 | 54 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-157, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.503%, 12/16/2059(A) | 937 | 31 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-190, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.539%, 03/16/2060(A) | 2483 | 87 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2017-8, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.436%, 08/16/2058(A) | 1307 | 35 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-109, Cl AI, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 05/16/2060(A) | 2251 | 137 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-184, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.913%, 11/16/2060(A) | 2870 | 190 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2020-41, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.606%, 07/16/2058(A) | 526 | 15 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-37, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.805%, 01/16/2061(A) | 2902 | 170 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-60, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.826%, 05/16/2063(A) | 2300 | 147 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2021-68, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.864%, 10/16/2062(A) | 2754 | 181 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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 21, Cl AH |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 06/16/2063 | $| 2219 | $1746 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 3, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.640%, 02/16/2061(A) |  | 1576 | 88 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 3, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 02/16/2061 |  | 400 | 244 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 4, Cl Z |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 03/16/2064 |  | 203 | 109 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 59, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.571%, 02/16/2062(A) |  | 3460 | 185 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 82, Cl Z |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/16/2064 |  | 1313 | 866 |
| &nbsp;&nbsp;&nbsp;UMBS TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/12/2042 |  | 80151 | 70929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2042 |  | 19621 | 16784 |
|  |  |  | 2498670 |
| **Non-Agency Mortgage-Backed Obligations — 6.8%** | **Non-Agency Mortgage-Backed Obligations — 6.8%** | **Non-Agency Mortgage-Backed Obligations — 6.8%** |  |
| &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 | 921 |
| &nbsp;&nbsp;&nbsp;Alen Mortgage Trust, Ser 2021-ACEN, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.025%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(A)(D) |  | 1900 | 1780 |
| &nbsp;&nbsp;&nbsp;American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.146%, ICE LIBOR USD 1 Month + 0.560%, 06/25/2045(A) |  | 518 | 506 |
| &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) |  | 461 | 411 |
| &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) |  | 200 | 177 |
| &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) |  | 1234 | 978 |
| &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) |  | 803 | 625 |
| &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) |  | 9605 | 8495 |
| &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) |  | 3537 | 3204 |
| &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 | 900 |
| &nbsp;&nbsp;&nbsp;AREIT Trust, Ser 2022-CRE6, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642%, SOFR30A + 1.250%, 01/16/2037(A)(D) |  | 1949 | 1865 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;AREIT Trust, Ser 2022-CRE7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.117%, TSFR1M + 2.242%, 06/17/2039(A)(D) | $3760 | $3695 |
| &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 | 2389 |
| &nbsp;&nbsp;&nbsp;Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, 11/25/2021(A) | 6 | 4 |
| &nbsp;&nbsp;&nbsp;Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.358%, 04/25/2037(A) | 43 | 37 |
| &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 | 5 | 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 | 35 | 34 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2005-B, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.961%, 04/20/2035(A) | 688 | 581 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2017-BNK5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.131%, 06/15/2060 | 1130 | 1034 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2017-BNK7, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.435%, 09/15/2060 | 1170 | 1082 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2019-BN19, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.183%, 08/15/2061 | 385 | 340 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2019-BN23, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.920%, 12/15/2052 | 165 | 143 |
| &nbsp;&nbsp;&nbsp;BANK, Ser 2022-BNK40, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.507%, 03/15/2064(A) | 1240 | 1091 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK42, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 06/15/2055(A) | 1705 | 1634 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK43, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.399%, 08/15/2055 | 4430 | 4213 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK44, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.746%, 10/15/2032(A) | 1809 | 1906 |
| &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 | 1893 | 1705 |
| &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) |  |  |
| &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 | 505 |
| &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 | 1133 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser C18, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 12/15/2055(A) | 3058 | 3203 |
| &nbsp;&nbsp;&nbsp;BBCMS Trust, Ser 2015-SRCH, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.312%, 08/10/2035(D) | 1366 | 1283 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, 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 | 2210 | 1828 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2022-B33, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, 03/15/2055 | 1915 | 1700 |
| &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) | 1988 | 1905 |
| &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 | 1173 |
| &nbsp;&nbsp;&nbsp;BMO Mortgage Trust, Ser 2022-C1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.198%, 02/15/2055 | 1406 | 1307 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.925%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(D) | 1000 | 941 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2022-OANA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.692%, TSFR1M + 1.898%, 04/15/2037(A)(D) | 1855 | 1805 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2022-STAR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.026%, TSFR1M + 3.232%, 08/15/2024(A)(D) | 4600 | 4523 |
| &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) | 877 | 793 |
| &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) | 889 | 819 |
| &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) | 428 | 412 |
| &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 | 2676 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829%, TSFR1M + 1.034%, 10/15/2036(A)(D) | 8062 | 7920 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.546%, ICE LIBOR USD 1 Month + 0.670%, 06/15/2038(A)(D) | 1300 | 1245 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(D) | 7071 | 6767 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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-XL2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(A)(D) | $7029 | $6704 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2019-MMP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(A)(D) | 1438 | 1404 |
| &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 | 1639 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-ARIA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.774%, ICE LIBOR USD 1 Month + 0.899%, 10/15/2036(A)(D) | 5110 | 4796 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-PSB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.245%, TSFR1M + 2.451%, 08/15/2039(A)(D) | 1998 | 1981 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser GPA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.959%, TSFR1M + 2.165%, 10/15/2039(A)(D) | 2575 | 2564 |
| &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 | 1653 |
| &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) | 256 |  |
| &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 | 1151 |
| &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 | 635 | 607 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.090%, 02/25/2037(A) | 11 | 10 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.646%, 02/25/2037(A) | 16 | 14 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.214%, 06/25/2035(A) | 19 | 18 |
| &nbsp;&nbsp;&nbsp;Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A) | 685 | 632 |
| &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) | 136 | 127 |
| &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) | 18190 | 14691 |
| &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) | 2383 | 2092 |
| &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) | 1418 | 1329 |
| &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 | 452 |

---

---

| | | |
|:---|:---|:---|
| 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 2014-GC25, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, 10/10/2047 | $880 | $833 |
| &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 | 332 |
| &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 | 3558 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2022-GC48, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.580%, 05/15/2054(A) | 1489 | 1437 |
| &nbsp;&nbsp;&nbsp;Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.240%, 09/25/2033(A) | 19 | 19 |
| &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;4.130%, 09/25/2033(A)(D) | 26 | 26 |
| &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) | 3671 | 2965 |
| &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) |  |  |
| &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) | 1617 | 1312 |
| &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) | 1763 | 1433 |
| &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) | 1784 | 1572 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl CPZ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.071%, 08/15/2045(A)(D) | 150 | 144 |
| &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 | 137 | 135 |
| &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 | 5928 | 5854 |
| &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 | 178 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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-CR12, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/10/2046 | $220 | $212 |
| &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 | 61 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2013-CR13, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, 11/10/2046(A) | 808 | 790 |
| &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 | 1693 | 1687 |
| &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) | 1177 | 1167 |
| &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 | 1123 |
| &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 | 1805 | 1802 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.735%, 02/10/2047(A) | 610 | 585 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.229%, 03/10/2047(A) | 9148 | 78 |
| &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 | 488 |
| &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 | 1473 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.616%, 10/10/2048(A) | 1755 | 1594 |
| &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 | 6550 |
| &nbsp;&nbsp;&nbsp;Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.226%, 02/10/2048(A) | 14684 | 252 |
| &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 | 760 |
| &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 | 1659 |
| &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 | 2051 |

---

---

| | | |
|:---|:---|:---|
| 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 2020-CX, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.173%, 11/10/2046(D) | $3290 | $2586 |
| &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 | 5715 |
| &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 | 3795 | 3630 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.071%, SOFR30A + 1.550%, 10/25/2041(A)(D) | 1030 | 989 |
| &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 | 349 | 308 |
| &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) | 5 | 4 |
| &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 | 62 | 59 |
| &nbsp;&nbsp;&nbsp;Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.915%, 08/25/2034(A) | 77 | 68 |
| &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 | 78 | 50 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.855%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(A)(D) | 7100 | 7008 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.305%, ICE LIBOR USD 1 Month + 1.430%, 05/15/2036(A)(D) | 4155 | 4040 |
| &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 | 878 | 833 |
| &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 | 481 |
| &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 | 785 |
| &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 | 4030 |
| &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 | 27 | 27 |
| &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 | 3188 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2014-USA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 09/15/2037(D) | $3900 | $3357 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2015-5R, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.292%, 09/27/2046(A)(D) | 21 | 21 |
| &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 | 1337 |
| &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) | 3651 | 3468 |
| &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) | 2885 | 2518 |
| &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) | 3265 | 3029 |
| &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) | 735 | 675 |
| &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) | 1748 | 1652 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2020-FACT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.225%, ICE LIBOR USD 1 Month + 1.350%, 10/15/2037(A)(D) | 4280 | 4110 |
| &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) | 1566 | 1236 |
| &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) | 2192 | 1657 |
| &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) | 1297 | 1059 |
| &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) | 2824 | 2281 |
| &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) | 802 | 666 |
| &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) | 5067 | 4315 |
| &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) | 1467 | 1281 |
| &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) | 5800 | 5534 |
| &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) | 3437 | 2781 |
| &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 | 957 |
| &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 | 2352 |
| &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 | 1595 |
| &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 | 1608 |
| &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) | 2778 | 2413 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.739%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(A) | $244 | $222 |
| &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) | 2106 | 1637 |
| &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) | 923 | 763 |
| &nbsp;&nbsp;&nbsp;EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(A)(D) | 1931 | 1845 |
| &nbsp;&nbsp;&nbsp;EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(A)(D) | 1560 | 1478 |
| &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) | 549 | 480 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047%, SOFR30A + 1.500%, 10/25/2041(A)(D) | 2300 | 2151 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521%, SOFR30A + 1.000%, 01/25/2042(A)(D) | 3554 | 3436 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821%, SOFR30A + 1.300%, 02/25/2042(A)(D) | 2186 | 2145 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.747%, SOFR30A + 2.200%, 05/25/2042(A)(D) | 491 | 487 |
| &nbsp;&nbsp;&nbsp;First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.767%, 09/25/2034(A) | 25 | 22 |
| &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) | 125 | 123 |
| &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) | 4457 | 3738 |
| &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) | 514 | 468 |
| &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) | 2615 | 2193 |
| &nbsp;&nbsp;&nbsp;Granite Point Mortgage Trust, Ser 2021-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.189%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(A)(D) | 1325 | 1294 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 II, Ser 2018-SRP5, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, ICE LIBOR USD 1 Month + 3.000%, 09/15/2031(A)(D) | $3450 | $2456 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2018-SRP5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.675%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(A)(D) | 3450 | 2877 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities II, Ser 2021-ARDN, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.525%, ICE LIBOR USD 1 Month + 1.650%, 11/15/2036(A)(D) | 3062 | 2903 |
| &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 | 980 |
| &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 | 379 |
| &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 | 4416 |
| &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 | 834 | 688 |
| &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 | 2031 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2021-ROSS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.026%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(A)(D) | 1000 | 939 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GC18, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.074%, 01/10/2047 | 2005 | 1956 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GC32, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.498%, 07/10/2048 | 881 | 841 |
| &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) | 3076 | 2953 |
| &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 | 880 |
| &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) | 2224 | 1975 |
| &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;0.534%, 09/25/2035(A)(D) | 149 | 2 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &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 | $27 | $27 |
| &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 | 4 | 5 |
| &nbsp;&nbsp;&nbsp;HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.839%, ICE LIBOR USD 1 Month + 0.900%, 06/20/2035(A) | 1014 | 895 |
| &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 | 1643 |
| &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 | 1695 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-4, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.616%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2035(A) | 79 | 66 |
| &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) | 1334 | 1293 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.904%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(A) | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.844%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2034(A) | 15 | 13 |
| &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 | 1647 | 1628 |
| &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 | 1803 |
| &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 | 495 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.046%, 01/15/2047(A) | 230 | 223 |
| &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 | 2614 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.699%, 09/15/2047(A) | 750 | 671 |
| &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 | 558 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2015-C28, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.912%, 10/15/2048 | $2827 | $2679 |
| &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 | 1344 |
| &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 | 1483 |
| &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 | 2108 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.445%, 06/12/2043(A) | 772 |  |
| &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 | 1275 |
| &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 | 448 |
| &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 | 2402 |
| &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 | 1751 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.618%, SOFR30A + 1.400%, 03/15/2039(A)(D) | 1550 | 1496 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.085%, 06/25/2034(A) | 186 | 169 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.535%, 02/25/2035(A) | 44 | 41 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.155%, 04/25/2035(A) | 7 | 7 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 08/25/2034(A) | 65 | 63 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.189%, 11/25/2033(A) | 50 | 47 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2017-5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, 10/26/2048(A)(D) | 3208 | 2994 |
| &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) | 379 | 332 |

---

---

| | | |
|:---|:---|:---|
| 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 2018-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/25/2048(A)(D) | $297 | $260 |
| &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) | 368 | 323 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.384%, 03/25/2050(A)(D) | 940 | 803 |
| &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) | 376 | 320 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2021-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/25/2051(A)(D) | 9264 | 7492 |
| &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) | 8929 | 7223 |
| &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) | 1920 | 1550 |
| &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) | 11320 | 9143 |
| &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) | 3811 | 3078 |
| &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) | 10283 | 8305 |
| &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) | 4755 | 3969 |
| &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 | 1977 |
| &nbsp;&nbsp;&nbsp;MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.874%, 11/21/2034(A) | 725 | 660 |
| &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 | 160 | 151 |
| &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 | 96 |
| &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) | 1107 | 712 |
| &nbsp;&nbsp;&nbsp;MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.394%, ICE LIBOR USD 1 Month + 0.350%, 05/25/2035(A)(D) | 196 | 104 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;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 | $3 |
| &nbsp;&nbsp;&nbsp;MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 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;4.321%, 10/25/2032(A) | 21 | 19 |
| &nbsp;&nbsp;&nbsp;Med Trust, Ser 2021-MDLN, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.826%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(A)(D) | 3109 | 2969 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/25/2033(A) | 26 | 24 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.013%, 12/25/2034(A) | 52 | 48 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.108%, 02/25/2034(A) | 20 | 18 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.516%, 08/25/2034(A) | 30 | 28 |
| &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) | 36 | 34 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.848%, 02/25/2036(A) | 15 | 14 |
| &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) | 731 | 586 |
| &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) | 1087 | 929 |
| &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) | 1929 | 1777 |
| &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) | 1865 | 1748 |
| &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) | 1542 | 1418 |
| &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 | 1314 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.093%, 11/15/2049(A) | 13534 | 387 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.523%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(A)(D) | 2657 | 2532 |

---

---

| | | |
|:---|:---|:---|
| 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 Capital I Trust, Ser 2020-HR8, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.790%, 07/15/2053 | $1356 | $1078 |
| &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 | 3485 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser L2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.806%, 03/15/2052 | 1222 | 1122 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust, Ser L8, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.921%, 04/15/2055(A) | 1210 | 1028 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.646%, 04/25/2034(A) | 67 | 64 |
| &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) | 10033 | 8104 |
| &nbsp;&nbsp;&nbsp;Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.108%, ICE LIBOR USD 1 Month + 0.340%, 04/16/2036(A)(D) | 2608 | 2409 |
| &nbsp;&nbsp;&nbsp;Mortgage Repurchase Agreement Financing Trust II, Ser 2022-S1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.193%, SOFR30A + 2.000%, 03/30/2025(A)(D) | 2480 | 2467 |
| &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) | 147 | 118 |
| &nbsp;&nbsp;&nbsp;MSCG Trust, Ser 2015-ALDR, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.462%, 06/07/2035(A)(D) | 3115 | 2828 |
| &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) | 1109 | 1019 |
| &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) | 1921 | 1787 |
| &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) | 1597 | 1443 |
| &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) | 1502 | 1341 |
| &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) | 2097 | 1919 |
| &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) | 284 | 257 |
| &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) | 592 | 547 |
| &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) | 814 | 675 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2022-NQM4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/25/2062(C)(D) | $1241 | $1202 |
| &nbsp;&nbsp;&nbsp;New York Mortgage Trust, Ser 2006-1, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.057%, 05/25/2036(A) | 46 | 39 |
| &nbsp;&nbsp;&nbsp;NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(A)(D) | 4623 | 4524 |
| &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) | 52 | 48 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2020-EXP3, Cl 2A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.944%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(A)(D) | 101 | 101 |
| &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) | 805 | 620 |
| &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) | 1140 | 855 |
| &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) | 6613 | 5542 |
| &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 | 2046 |
| &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) | 991 | 790 |
| &nbsp;&nbsp;&nbsp;OPG Trust, Ser PORT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.359%, ICE LIBOR USD 1 Month + 0.484%, 10/15/2036(A)(D) | 2837 | 2692 |
| &nbsp;&nbsp;&nbsp;Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/25/2034 | 20 | 19 |
| &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) | 1256 | 1000 |
| &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) | 930 | 767 |
| &nbsp;&nbsp;&nbsp;RALI Trust, Ser 2005-QO2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.049%, 12 Month Treas Avg + 1.360%, 09/25/2045(A) | 202 | 174 |
| &nbsp;&nbsp;&nbsp;RALI Trust, Ser 2005-QO5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.689%, 12 Month Treas Avg + 1.000%, 01/25/2046(A) | 294 | 235 |
| &nbsp;&nbsp;&nbsp;RAMP Trust, Ser 2004-SL1, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/25/2031 | 22 | 19 |
| &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) | 5330 | 4305 |
| &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) | 1079 | 871 |
| &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) | 893 | 764 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &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) | $12124 | $10410 |
| &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) | 2342 | 1964 |
| &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 | 643 |
| &nbsp;&nbsp;&nbsp;Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.440%, 12/25/2034(A) | 188 | 156 |
| &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) | 666 | 652 |
| &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) | 1301 | 1051 |
| &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) | 1600 | 1292 |
| &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) | 93 | 84 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.987%, 10/25/2048(A)(D) | 2320 | 2188 |
| &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 | 80 |
| &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) | 3901 | 3473 |
| &nbsp;&nbsp;&nbsp;SMRT, Ser 2022-MINI, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.795%, TSFR1M + 1.000%, 01/15/2039(A)(D) | 7460 | 7156 |
| &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) | 632 | 581 |
| &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) | 105 | 100 |
| &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) | 489 | 462 |
| &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) | 442 | 407 |
| &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) | 1683 | 1343 |
| &nbsp;&nbsp;&nbsp;Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, ICE LIBOR USD 1 Month + 0.320%, 10/25/2035(A) | 720 | 650 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.599%, ICE LIBOR USD 1 Month + 0.660%, 10/19/2034(A) | $40 | $37 |
| &nbsp;&nbsp;&nbsp;Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.419%, ICE LIBOR USD 1 Month + 0.480%, 04/19/2035(A) | 900 | 805 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities, Ser 2003-31A, Cl 2A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.983%, 10/25/2033(A) | 963 | 917 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities, Ser 2003-37A, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 12/25/2033(A) | 30 | 27 |
| &nbsp;&nbsp;&nbsp;Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.684%, ICE LIBOR USD 1 Month + 0.640%, 09/25/2043(A) | 91 | 84 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-4, Cl B2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.441%, 06/25/2057(A)(D) | 1860 | 1455 |
| &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) | 539 | 514 |
| &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) | 1387 | 1277 |
| &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) | 1646 | 1535 |
| &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) | 1316 | 1170 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2022-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/25/2062(D) | 3519 | 3286 |
| &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 | 1560 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.301%, 10/15/2050 | 802 | 734 |
| &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 | 788 |
| &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) | 478 | 453 |
| &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) | 253 | 243 |
| &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) | 656 | 616 |

---

---

| | | |
|:---|:---|:---|
| 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 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.226%, 05/25/2060(A)(D) | $361 | $346 |
| &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) | 218 | 198 |
| &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) | 809 | 655 |
| &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) | 1576 | 1302 |
| &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) | 1175 | 947 |
| &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) | 1459 | 1119 |
| &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) | 5134 | 4096 |
| &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) | 2220 | 1858 |
| &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) | 1590 | 1333 |
| &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) | 686 | 596 |
| &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) | 742 | 640 |
| &nbsp;&nbsp;&nbsp;Visio Trust, Ser 2020-1R, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.312%, 11/25/2055(D) | 491 | 439 |
| &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 | 1090 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.238%, 10/25/2033(A) | 39 | 36 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.454%, 06/25/2033(A) | 33 | 30 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.804%, 08/25/2033(A) | 37 | 34 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130%, 09/25/2033(A) | 77 | 70 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.343%, 06/25/2033(A) | 7 | 6 |
| &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 | 119 | 114 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104%, 06/25/2034(A) | 25 | 23 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.469%, 06/25/2034(A) | 2142 | 1988 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2004-AR7, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.495%, 07/25/2034(A) | $2680 | $2477 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(A) | 5726 | 5071 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2045(A) | 3253 | 2975 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.759%, 12 Month Treas Avg + 1.070%, 01/25/2046(A) | 1046 | 757 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.332%, 11/25/2036(A) | 65 | 56 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.872%, 12 Month Treas Avg + 1.500%, 12/25/2046(A) | 138 | 127 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.182%, 12 Month Treas Avg + 0.810%, 12/25/2046(A) | 93 | 77 |
| &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 | 130 | 22 |
| &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) | 18 | 16 |
| &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 | 1534 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.076%, 08/25/2035(A) | 17 | 15 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 03/15/2048(A) | 490 | 484 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.182%, 03/15/2048(A)(D) | 1682 |  |
| &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 | 148 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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 2013-C17, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, 12/15/2046 | $| 120 | $| 118 |
| &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 |  | 200 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.122%, 03/15/2047(A) |  | 3036 |  | 26 |
| &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 |  | 2034 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.163%, 08/15/2047(A) |  | 10276 |  | 139 |
| &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 |  | 921 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 10/15/2057(A) |  | 4070 |  | 31 |
| &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 |  | 1264 |
|  |  |  |  | 532410 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,202,629) ($ Thousands) |  |  |  | 3031080 |
| **CORPORATE OBLIGATIONS — 30.1%** | **CORPORATE OBLIGATIONS — 30.1%** | **CORPORATE OBLIGATIONS — 30.1%** | **CORPORATE OBLIGATIONS — 30.1%** | **CORPORATE OBLIGATIONS — 30.1%** |
| **Communication Services — 3.1%** | **Communication Services — 3.1%** | **Communication Services — 3.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 08/15/2050  |  | 240 |  | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2040  |  | 390 |  | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 08/15/2030  |  | 400 |  | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 08/15/2025  |  | 180 |  | 163 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 08/15/2041  |  | 240 |  | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 09/01/2040  |  | 230 |  | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/01/2037  |  | 3910 |  | 3816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/01/2039  |  | 414 |  | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2046  |  | 1335 |  | 1161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2035  |  | 2740 |  | 2511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/09/2048  |  | 195 |  | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 03/01/2029  |  | 550 |  | 528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/15/2045  |  | 1082 |  | 895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  |  | 6720 |  | 4879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  |  | 993 |  | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  |  | 423 |  | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  |  | 783 |  | 598 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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%, 09/15/2053  | $3576 | $2525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/01/2052  | 210 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 12/01/2033  | 5213 | 4095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2027  | 1200 | 1080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/01/2032  | 3070 | 2433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/25/2026  | 6150 | 5543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2028  | 4440 | 3812 |
| &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 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.384%, 10/23/2035  | 170 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2048  | 2710 | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/01/2063  | 580 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/01/2038  | 1480 | 1266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2047  | 350 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/01/2053  | 1485 | 1193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/01/2049  | 310 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/30/2029  | 2530 | 2407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.908%, 07/23/2025  | 970 | 955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/01/2050  | 3210 | 2408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/01/2033  | 2040 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2028  | 980 | 912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2028  | 681 | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  | 422 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2042  | 2370 | 1606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/01/2032  | 2000 | 1500 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 03/15/2033  | 50 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/15/2032  | 3219 | 3374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/15/2027  | 1609 | 1658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2058  | 120 | 111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/15/2035  | 3525 | 3330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2030  | 1320 | 1272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 360 | 342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 570 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/15/2028  | 3480 | 3377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 4333 | 3525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 110 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.999%, 11/01/2049  | 120 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 2490 | 2020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2025  | 1110 | 1091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2040  | 380 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/01/2050  | 280 | 208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/01/2030  | 1180 | 1078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 60 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/01/2027  | 310 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/01/2039  | 250 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/01/2026  | 800 | 765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 916 | 580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 844 | 547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 690 | 460 |

---

---

| | | |
|:---|:---|:---|
| 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;2.800%, 01/15/2051  | $470 | $306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/15/2031  | 6081 | 4801 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2035 (D) | 1665 | 1500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2031 (D) | 1660 | 1330 |
| &nbsp;&nbsp;&nbsp;Cox Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 07/15/2027 (D) | 2895 | 3076 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2055  | 856 | 549 |
| &nbsp;&nbsp;&nbsp;Fox  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.476%, 01/25/2039  | 270 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.709%, 01/25/2029  | 210 | 203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/08/2030  | 560 | 492 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (D) | 6120 | 4756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/01/2027 (D) | 895 | 764 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.279%, 03/15/2032 (D) | 5085 | 4317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, 03/15/2029 (D) | 2230 | 1953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (D) | 370 | 337 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2028  | 1397 | 1411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029 (D) | 860 | 844 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026 (D) | 4810 | 4272 |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2036  | 1175 | 1166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/15/2040  | 840 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2025  | 1164 | 1153 |
| &nbsp;&nbsp;&nbsp;Rogers Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2052 (D) | 907 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/01/2023  | 133 | 132 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (D) | 2000 | 1561 |
| &nbsp;&nbsp;&nbsp;Sprint Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  | 200 | 239 |
| &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 | 10336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.738%, 03/20/2025 (D) | 3556 | 3511 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/14/2032  | 1625 | 1447 |
| &nbsp;&nbsp;&nbsp;Telefonica Emisiones  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.103%, 03/08/2027  | 150 | 143 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (D) | 2320 | 1609 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  | 1380 | 1548 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  | 100 | 102 |
| &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 | 268 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 | $3328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  | 4882 | 4156 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2050  | 1610 | 1360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2040  | 555 | 483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2030  | 6735 | 6186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2027  | 4608 | 4365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2025  | 720 | 697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2031  | 221 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  | 3585 | 2505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 3879 | 3427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/15/2051  | 210 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  | 480 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/15/2031  | 333 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/15/2032  | 2680 | 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/15/2031  | 6070 | 5033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2026  | 3315 | 3035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/15/2031  | 790 | 629 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/16/2047  | 100 | 99 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/16/2037  | 1100 | 1094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.862%, 08/21/2046  | 270 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/10/2033  | 700 | 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2034  | 5360 | 4948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.329%, 09/21/2028  | 3074 | 2988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/16/2027  | 330 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2046  | 430 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.016%, 12/03/2029  | 1337 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/22/2050  | 1330 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 11/01/2042  | 1750 | 1414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  | 900 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/22/2051  | 2918 | 2159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  | 240 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/22/2030  | 580 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/22/2027  | 220 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 11/20/2050  | 1110 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  | 2596 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/15/2026  | 940 | 875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/21/2031  | 4471 | 3727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.355%, 03/15/2032  | 3108 | 2495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/22/2028  | 700 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/20/2031  | 1640 | 1285 |
| &nbsp;&nbsp;&nbsp;Vodafone Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  | 2370 | 2128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/30/2038  | 366 | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  | 3011 | 2567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/30/2028  | 1010 | 1000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/17/2050  | 290 | 229 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/26/2023  | 150 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/15/2037  | 260 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 12/15/2034  | 265 | 290 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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%, 03/23/2040  | $| 2385 | $2270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 1460 | 1201 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (D) |  | 1827 | 1414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (D) |  | 18968 | 14698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (D) |  | 7393 | 5918 |
|  |  |  | 237401 |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 07/26/2027 (D) |  | 2200 | 2029 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 12/05/2044  |  | 600 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 12/05/2034  |  | 187 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 12/01/2032  |  | 2005 | 2005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/22/2057  |  | 160 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  |  | 570 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 6300 | 5675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/13/2032  |  | 2260 | 2106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/13/2029  |  | 550 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/13/2027  |  | 260 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/22/2027  |  | 160 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 2210 | 1612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  |  | 513 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  |  | 880 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 05/12/2031  |  | 480 | 401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/03/2030  |  | 540 | 439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 06/03/2027  |  | 1090 | 951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 06/03/2025  |  | 880 | 808 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/06/2023 (D) |  | 1060 | 1056 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/15/2047  |  | 170 | 139 |
| &nbsp;&nbsp;&nbsp;Daimler Finance North America LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/14/2024 (D) |  | 990 | 954 |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2043  |  | 157 | 116 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC  |  |  |  |
| &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 | 1086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/10/2026  |  | 2587 | 2257 |
| &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  |  | 394 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/15/2029  |  | 1919 | 1852 |
| &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 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/17/2027  |  | 180 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/12/2032  |  | 1068 | 857 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Home Depot  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052  | $1601 | $1584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2032  | 1537 | 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 12/06/2028  | 80 | 78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  | 100 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2052  | 728 | 577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  | 800 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  | 842 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/15/2049  | 1418 | 1038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2030  | 480 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2027  | 430 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2051  | 1170 | 729 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/01/2024  | 2515 | 2357 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2028 (D) | 728 | 589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 01/08/2026 (D) | 1544 | 1342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 01/08/2024 (D) | 644 | 611 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/08/2024  | 1480 | 1414 |
| &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;5.625%, 04/15/2053  | 3907 | 3909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2040  | 1690 | 1592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2030  | 320 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  | 1536 | 1254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2026  | 260 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 09/15/2028  | 900 | 766 |
| &nbsp;&nbsp;&nbsp;Marriott International /Maryland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2030  | 1201 | 1128 |
| &nbsp;&nbsp;&nbsp;McDonald's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 09/09/2052  | 769 | 759 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/09/2045  | 670 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 3010 | 2572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2028  | 250 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2026  | 1065 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  | 1548 | 1200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2030  | 460 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2027  | 180 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/01/2027  | 510 | 488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/01/2025  | 480 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/01/2030  | 420 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 09/01/2025  | 850 | 785 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/01/2024 (D) | 3010 | 2849 |
| &nbsp;&nbsp;&nbsp;Newell Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 04/01/2026  | 560 | 528 |
| &nbsp;&nbsp;&nbsp;NIKE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/27/2050  | 20 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/27/2040  | 330 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/27/2030  | 650 | 584 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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%, 03/27/2027  | $| 640 | $601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 03/27/2025  |  | 400 | 383 |
| &nbsp;&nbsp;&nbsp;Sands China  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/08/2025  |  | 810 | 784 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/15/2050  |  | 1780 | 1334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/12/2050  |  | 250 | 182 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/15/2025  |  | 710 | 675 |
| &nbsp;&nbsp;&nbsp;Toyota Motor Credit  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/10/2027  |  | 2161 | 2222 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (D) |  | 2520 | 2256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 11/22/2023 (D) |  | 2420 | 2316 |
|  |  |  | 77953 |
| **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) |  | 585 | 458 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2047  |  | 360 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/15/2023  |  | 2565 | 2534 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/23/2029 (D) |  | 3845 | 3359 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/14/2049  |  | 380 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/14/2039  |  | 1065 | 987 |
| &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 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/04/2041  |  | 970 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/04/2032  |  | 2750 | 2085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 05/06/2025  |  | 180 | 169 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  |  | 6347 | 5937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  |  | 2069 | 1985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2026  |  | 1978 | 1919 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  |  | 1830 | 1873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 01/23/2039  |  | 1150 | 1176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/23/2029  |  | 1890 | 1889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/15/2048  |  | 2765 | 2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2050  |  | 1860 | 1682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2038  |  | 2231 | 2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2040  |  | 970 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/13/2028  |  | 310 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2042  |  | 666 | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2030  |  | 300 | 277 |
| &nbsp;&nbsp;&nbsp;Bacardi  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/15/2025 (D) |  | 3780 | 3670 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 03/16/2052  |  | 3525 | 2946 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;4.540%, 08/15/2047  | $4705 | $3414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 680 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.984%, 09/25/2050  | 1035 | 700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 08/15/2027  | 6795 | 6198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.726%, 03/25/2031  | 1495 | 1177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  | 795 | 666 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2028 (D) | 4673 | 4436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2025 (D) | 1490 | 1445 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/08/2024 (D) | 1475 | 1426 |
| &nbsp;&nbsp;&nbsp;Bunge Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.630%, 08/17/2025  | 840 | 765 |
| &nbsp;&nbsp;&nbsp;Cargill  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 07/23/2023 (D) | 690 | 674 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/25/2027  | 330 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/01/2050  | 200 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 310 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 06/01/2027  | 630 | 560 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.347%, 10/01/2029  | 1025 | 892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.782%, 10/01/2030  | 1930 | 1557 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/15/2025  | 775 | 766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/09/2027  | 600 | 586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/09/2024  | 420 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/01/2031  | 130 | 104 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/20/2032  | 560 | 451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 06/20/2027  | 1220 | 1080 |
| &nbsp;&nbsp;&nbsp;CSL Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 04/27/2029 (D) | 738 | 703 |
| &nbsp;&nbsp;&nbsp;CVS Pass-Through Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.036%, 12/10/2028 (E) | 1155 | 1160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.926%, 01/10/2034 (D) | 133 | 131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.880%, 01/10/2028  | 71 | 71 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.789%, 01/10/2026 (D) | 453 | 450 |
| &nbsp;&nbsp;&nbsp;Danone  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, 11/02/2026 (D) | 450 | 419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.589%, 11/02/2023 (D) | 1580 | 1543 |
| &nbsp;&nbsp;&nbsp;Diageo Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/24/2033  | 4675 | 4935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/24/2027  | 2003 | 2063 |
| &nbsp;&nbsp;&nbsp;DP World MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 09/25/2048 (D) | 2790 | 2521 |
| &nbsp;&nbsp;&nbsp;Fresenius Medical Care US Finance III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 12/01/2026 (D) | 2440 | 2082 |
| &nbsp;&nbsp;&nbsp;GE Healthcare Holding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 11/15/2027 (D) | 2004 | 2044 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052  | 1206 | 961 |

---

---

| | | |
|:---|:---|:---|
| 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%, 03/24/2032  | $2975 | $2626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2027  | 2591 | 2419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2029  | 1255 | 1137 |
| &nbsp;&nbsp;&nbsp;Hershey  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2025  | 210 | 192 |
| &nbsp;&nbsp;&nbsp;Imperial Brands Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/21/2025 (D) | 3165 | 3021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/11/2023 (D) | 1450 | 1442 |
| &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) | 4230 | 4082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 12/01/2031 (D) | 670 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (D) | 2235 | 1875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 (D) | 2765 | 2167 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.417%, 05/25/2025  | 91 | 91 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 03/26/2030  | 200 | 180 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  | 1585 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  | 3945 | 3552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/01/2026  | 583 | 549 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/01/2047  | 275 | 235 |
| &nbsp;&nbsp;&nbsp;Mondelez International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 05/04/2025  | 1070 | 993 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2053 (D) | 819 | 798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/01/2027 (D) | 1206 | 1184 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 10/15/2049  | 250 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/19/2027  | 80 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/19/2025  | 80 | 76 |
| &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 | 807 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/17/2032  | 1299 | 1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 11/17/2027  | 2593 | 2598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/17/2025  | 1729 | 1728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 05/01/2030  | 460 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/01/2023  | 410 | 404 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/15/2023  | 140 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/25/2030  | 380 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/25/2027  | 130 | 123 |
| &nbsp;&nbsp;&nbsp;Reckitt Benckiser Treasury Services PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/26/2024 (D) | 3675 | 3558 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  | 1060 | 1124 |
| &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 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  | 4055 | 3546 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Roche Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.076%, 12/13/2031 (D) | $| 2784 | $2299 |
| &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/23/2023  |  | 1940 | 1903 |
| &nbsp;&nbsp;&nbsp;Smith & Nephew PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.032%, 10/14/2030  |  | 1245 | 975 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/26/2028  |  | 980 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/26/2023  |  | 1509 | 1497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 03/31/2030  |  | 2118 | 1745 |
| &nbsp;&nbsp;&nbsp;Trustees of the University of Pennsylvania  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 02/15/2119  |  | 43 | 29 |
| &nbsp;&nbsp;&nbsp;Viterra Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/21/2032 (D) |  | 2460 | 2173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/21/2031 (D) |  | 356 | 270 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/09/2052  |  | 1153 | 1122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/09/2032  |  | 2307 | 2280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/09/2027  |  | 1922 | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/22/2024  |  | 175 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 09/24/2029  |  | 100 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 09/22/2031  |  | 200 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/22/2028  |  | 290 | 251 |
|  |  |  | 152416 |
| **Energy — 2.3%** | **Energy — 2.3%** | **Energy — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2031 (D) |  | 924 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2030 (D) |  | 242 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (D) |  | 2318 | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 07/15/2026 (D) |  | 1991 | 1753 |
| &nbsp;&nbsp;&nbsp;Apache  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/01/2040  |  | 110 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2043  |  | 420 | 317 |
| &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 | 792 |
| &nbsp;&nbsp;&nbsp;Boardwalk Pipelines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/15/2031  |  | 320 | 271 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.796%, 09/21/2025  |  | 90 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.633%, 04/06/2030  |  | 480 | 446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.119%, 05/04/2026  |  | 400 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 1890 | 1302 |
| &nbsp;&nbsp;&nbsp;Cameron LNG LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.302%, 01/15/2035 (D) |  | 1670 | 1380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.902%, 07/15/2031 (D) |  | 1530 | 1306 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 06/30/2033  |  | 200 | 207 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2029  |  | 1846 | 1684 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.078%, 05/11/2050  |  | 950 | 708 |

---

---

| | | |
|:---|:---|:---|
| 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 | $1049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.995%, 05/11/2027  | 290 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.554%, 05/11/2025  | 830 | 776 |
| &nbsp;&nbsp;&nbsp;Chevron USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 01/15/2028  | 990 | 962 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 04/15/2029  | 995 | 1109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2034  | 753 | 666 |
| &nbsp;&nbsp;&nbsp;Continental Resources/Oklahoma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/01/2044  | 810 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2023  | 480 | 478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2028 (E) | 810 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/01/2024  | 770 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.268%, 11/15/2026 (D) | 3665 | 3169 |
| &nbsp;&nbsp;&nbsp;Coterra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2029 (D) | 1840 | 1753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/15/2027 (D) | 1740 | 1642 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/30/2031  | 1580 | 1802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 12/15/2025  | 1400 | 1432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 680 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/15/2027  | 98 | 98 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  | 1640 | 1466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2042  | 567 | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2030  | 256 | 240 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2033  | 2855 | 2955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/01/2029  | 1350 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2026  | 380 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/24/2031  | 320 | 269 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/28/2045  | 3400 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/26/2026  | 167 | 156 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  | 1390 | 1314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/15/2045  | 932 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2027  | 620 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/01/2047  | 2743 | 2365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 05/15/2045  | 1265 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2044  | 60 | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  | 2109 | 1792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2029  | 2085 | 2028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  | 1604 | 1370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/15/2050  | 4725 | 3894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/15/2028  | 2697 | 2598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2028  | 410 | 397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2027  | 362 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/01/2027  | 1925 | 1806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2030  | 2560 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2025  | 740 | 698 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/12/2023 (D) | 4400 | 4333 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/15/2038  | $60 | $68 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/15/2039  | 145 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (A) | 290 | 220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 02/15/2045  | 485 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/15/2044  | 60 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2049  | 230 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  | 310 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/16/2028  | 1580 | 1506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/31/2060  | 300 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/31/2051  | 510 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 07/31/2029  | 350 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/31/2030  | 1800 | 1556 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  | 1730 | 1696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2030  | 860 | 844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/15/2026  | 270 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2035  | 590 | 534 |
| &nbsp;&nbsp;&nbsp;EQT  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2030  | 900 | 947 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/06/2027  | 1415 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/06/2025  | 3205 | 3082 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.327%, 03/19/2050  | 2797 | 2521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 260 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 910 | 792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.482%, 03/19/2030  | 730 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 2049 | 1587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.043%, 03/01/2026  | 1140 | 1092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.992%, 03/19/2025  | 3800 | 3680 |
| &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) | 673 | 537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (D) | 1164 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.160%, 03/31/2034 (D) | 1552 | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/30/2027 (D) | 3331 | 3077 |
| &nbsp;&nbsp;&nbsp;Halliburton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2025  | 28 | 27 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 2240 | 2247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 02/15/2041  | 1580 | 1523 |
| &nbsp;&nbsp;&nbsp;HF Sinclair  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2026  | 1265 | 1273 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 (D) | 470 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (D) | 1390 | 1048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (D) | 1720 | 1539 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 06/01/2045  | 500 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 08/01/2052  | 2381 | 2178 |

---

---

| | | |
|:---|:---|:---|
| 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;5.200%, 03/01/2048  | $1365 | $1206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 02/15/2046  | 260 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/01/2025  | 1105 | 1089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/01/2028  | 450 | 435 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2044  | 715 | 663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/01/2044  | 40 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2043  | 50 | 44 |
| &nbsp;&nbsp;&nbsp;Lukoil Capital DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 10/26/2031 (D) | 2270 | 1703 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2049  | 580 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 03/01/2047  | 320 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 12/01/2047  | 470 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  | 2390 | 1988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/15/2029  | 120 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2048  | 1410 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 810 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2028  | 350 | 328 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/15/2031  | 140 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/01/2031  | 240 | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 07/01/2024  | 1473 | 1493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 03/15/2026  | 2180 | 2180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2045  | 400 | 322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/15/2046  | 200 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 390 | 300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/15/2047 (E) | 1040 | 806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/15/2026  | 100 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/15/2026  | 1740 | 1592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2027 (E) | 510 | 462 |
| &nbsp;&nbsp;&nbsp;Pertamina Persero  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/03/2042 (D) | 1220 | 1179 |
| &nbsp;&nbsp;&nbsp;Petrobras Global Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 06/05/2115  | 1090 | 902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/17/2024  | 1930 | 1943 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032 (D) | 4690 | 3686 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 1840 | 1266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/28/2060  | 210 | 134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035  | 2202 | 1554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/23/2046  | 1650 | 961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.460%, 12/15/2025  | 1096 | 1054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.378%, 04/15/2025  | 435 | 420 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/04/2026  | 90 | 85 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 4865 | 3088 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 02/15/2026  | 925 | 831 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 01/15/2031  | 2681 | 2165 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.900%, 08/15/2030  | $720 | $575 |
| &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 | 780 |
| &nbsp;&nbsp;&nbsp;Reliance Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052 (D) | 2230 | 1513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/12/2032 (D) | 1280 | 1066 |
| &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/15/2040 (D) | 1270 | 1054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2029 (D) | 2500 | 2248 |
| &nbsp;&nbsp;&nbsp;Ruby Pipeline  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/01/2022 (D)(E)(F)(G) | 1727 | 1675 |
| &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2024  | 1680 | 1683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027  | 3145 | 3104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2030  | 1910 | 1805 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/24/2025 (D) | 1810 | 1649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2023 (D) | 840 | 807 |
| &nbsp;&nbsp;&nbsp;Schlumberger Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/21/2025 (D) | 660 | 642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/17/2028 (D) | 857 | 809 |
| &nbsp;&nbsp;&nbsp;Schlumberger Investment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/01/2023  | 100 | 99 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 660 | 741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 490 | 450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  | 990 | 889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/11/2035  | 2445 | 2297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  | 170 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  | 100 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/06/2050  | 930 | 692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/06/2030  | 660 | 586 |
| &nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2014  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/10/2024 (D) | 1020 | 1011 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/15/2026  | 140 | 131 |
| &nbsp;&nbsp;&nbsp;Targa Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/01/2027  | 1530 | 1510 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2030  | 431 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2031  | 1718 | 1565 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  | 2200 | 2534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2030 (D) | 3395 | 2875 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  | 2415 | 2230 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 02/01/2026  | 1820 | 1957 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.041%, ICE LIBOR USD 3 Month + 1.100%, 01/13/2023 (A) | 220 | 220 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.350%, 02/01/2025  | $| 330 | $316 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  |  | 1284 | 1538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 06/15/2031  |  | 339 | 372 |
| &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 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/15/2045  |  | 670 | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 01/15/2045  |  | 450 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2027  |  | 410 | 388 |
|  |  |  | 192180 |
| **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 | 1621 |
| &nbsp;&nbsp;&nbsp;Aegon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.101%, USD ICE Swap 11:00 NY 10 Yr + 0.100%(A)(H) |  | 2180 | 1733 |
| &nbsp;&nbsp;&nbsp;Ally Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 10/02/2023  |  | 1235 | 1193 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/03/2029  |  | 950 | 906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 12/03/2042  |  | 70 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2025  |  | 1440 | 1410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/27/2023  |  | 285 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/03/2024  |  | 4500 | 4411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/04/2027  |  | 2510 | 2280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/30/2024  |  | 3000 | 2893 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2026  |  | 281 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2035  |  | 315 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/30/2025  |  | 272 | 257 |
| &nbsp;&nbsp;&nbsp;Antares Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2027 (D) |  | 1914 | 1560 |
| &nbsp;&nbsp;&nbsp;Aon / Aon Global Holdings PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  |  | 2480 | 1928 |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/27/2026 (D) |  | 1015 | 967 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, SOFRINDX + 0.700%, 05/24/2024 (A)(D) |  | 2425 | 2378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.205%, 03/08/2027 (D) |  | 1470 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/12/2026 (D) |  | 3910 | 3516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.717%, 01/07/2029 (D) |  | 1245 | 1037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/24/2028 (D) |  | 2560 | 2166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.985%, 08/19/2028 (D) |  | 2635 | 2139 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.646%, 10/04/2031 (D) |  | 2415 | 1858 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/12/2028  |  | 1140 | 1042 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Avolon Holdings Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 07/01/2024 (D) | $535 | $509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2027 (D) | 400 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/15/2025 (D) | 1420 | 1304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.528%, 11/18/2027 (D) | 1073 | 868 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.294%, 08/18/2027  | 1200 | 1164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.039%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (A) | 400 | 400 |
| &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 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.848%, 04/12/2023  | 1200 | 1194 |
| &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 | 894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.749%, 12/03/2030  | 550 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.746%, 05/28/2025  | 2200 | 2067 |
| &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) | 2255 | 1932 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204%, U.S. SOFR + 1.990%, 11/10/2028 (A) | 3966 | 4102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.015%, U.S. SOFR + 2.160%, 07/22/2033 (A) | 1692 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.571%, U.S. SOFR + 1.830%, 04/27/2033 (A) | 4720 | 4399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A) | 5719 | 5215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (A) | 1660 | 1588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (A) | 2360 | 2357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (A) | 2665 | 2178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, U.S. SOFR + 1.320%, 04/22/2032 (A) | 8503 | 6889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, U.S. SOFR + 1.220%, 03/11/2032 (A) | 3125 | 2535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A) | 4720 | 3895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (A) | 9010 | 7174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, U.S. SOFR + 0.960%, 07/22/2027 (A) | 15360 | 13459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.658%, U.S. SOFR + 0.910%, 03/11/2027 (A) | 15209 | 13477 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/21/2044  | 1800 | 1690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/03/2026  | 2660 | 2616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.376%, U.S. SOFR + 1.580%, 04/27/2028 (A) | 2060 | 1978 |

---

---

| | | |
|:---|:---|:---|
| 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;4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (A) | $625 | $588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/22/2026  | 130 | 127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/26/2024  | 2720 | 2682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A) | 2510 | 2063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2024  | 2110 | 2094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/22/2025  | 2570 | 2520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (A) | 2255 | 2074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (A) | 1780 | 1653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (A) | 1225 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A) | 710 | 658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (A) | 1310 | 1303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/19/2026  | 1210 | 1160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.384%, U.S. SOFR + 1.330%, 04/02/2026 (A) | 3002 | 2859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/11/2023  | 1181 | 1179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (A) | 1170 | 1021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (A) | 480 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.087%, U.S. SOFR + 1.060%, 06/14/2029 (A) | 13085 | 11045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530%, U.S. SOFR + 0.650%, 12/06/2025 (A) | 6788 | 6235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, U.S. SOFR + 1.150%, 06/19/2026 (A) | 60 | 54 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.197%, U.S. SOFR + 1.010%, 10/24/2026 (A) | 385 | 342 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/01/2025  | 1360 | 1271 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.834%, SOFRINDX + 2.074%, 10/25/2033 (A) | 2005 | 2111 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/04/2024  | 150 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/11/2024  | 270 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/16/2027  | 270 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 04/24/2025  | 410 | 381 |
| &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 | 1319 |
| &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 | 612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/11/2025  | 1950 | 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/11/2025  | 760 | 695 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Barclays PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.437%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 11/02/2033 (A) | $2418 | $2561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.385%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.300%, 11/02/2028 (A) | 4030 | 4169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/12/2026  | 4430 | 4261 |
| &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 | 1004 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2049  | 1260 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 2395 | 1956 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/22/2033 (D) | 2414 | 2495 |
| &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2026  | 1255 | 1168 |
| &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 | 1167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (A)(D) | 1450 | 1433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/14/2028 (D) | 1420 | 1335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/09/2025 (D) | 420 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.387%, 04/19/2032 (A)(D) | 2350 | 1855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(D) | 950 | 872 |
| &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 | 334 |
| &nbsp;&nbsp;&nbsp;BPCE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 07/21/2024 (D) | 1550 | 1520 |
| &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  | 723 | 457 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 04/12/2024 (D) | 2965 | 2783 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/23/2023  | 750 | 733 |
| &nbsp;&nbsp;&nbsp;Cantor Fitzgerald  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/14/2027 (D) | 2295 | 2156 |
| &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 | 3587 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/16/2032  | 2520 | 2116 |
| &nbsp;&nbsp;&nbsp;Charles Schwab  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/03/2032  | 1685 | 1445 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/03/2026  | 420 | 406 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | $2015 | $1219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 2610 | 2016 |
| &nbsp;&nbsp;&nbsp;Citadel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2027 (D) | 1240 | 1157 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 3046 | 3825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.270%, U.S. SOFR + 2.338%, 11/17/2033 (A) | 2800 | 2951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, U.S. SOFR + 1.546%, 09/29/2026 (A) | 4970 | 4987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/13/2025  | 1370 | 1390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/06/2044  | 255 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, U.S. SOFR + 2.086%, 05/24/2033 (A) | 2769 | 2636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 150 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, U.S. SOFR + 1.887%, 05/24/2028 (A)(E) | 2451 | 2386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/30/2045  | 1140 | 1011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 280 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/09/2026  | 2785 | 2746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 09/29/2027  | 1380 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A) | 2020 | 1878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/10/2025  | 2040 | 2006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/20/2026  | 590 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/25/2028  | 260 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, ICE LIBOR USD 3 Month + 1.563%, 01/10/2028 (A) | 545 | 514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.785%, U.S. SOFR + 1.939%, 03/17/2033 (A) | 1780 | 1554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/15/2023  | 930 | 924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (A) | 3600 | 3481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 10/21/2026  | 565 | 528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, U.S. SOFR + 2.842%, 04/08/2026 (A) | 560 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.070%, U.S. SOFR + 1.280%, 02/24/2028 (A) | 1235 | 1122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.057%, U.S. SOFR + 1.351%, 01/25/2033 (A) | 8560 | 7036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.976%, U.S. SOFR + 1.422%, 11/05/2030 (A) | 2575 | 2196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 2.107%, 06/03/2031 (A) | 13320 | 10916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.561%, U.S. SOFR + 1.167%, 05/01/2032 (A) | 6055 | 4843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.520%, U.S. SOFR + 1.177%, 11/03/2032 (A) | 910 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A) | 800 | 786 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/04/2025  | 1580 | 1535 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (A)(D) | $6109 | $5232 |
| &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 | 4794 |
| &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 | 571 |
| &nbsp;&nbsp;&nbsp;Credit Suisse AG/New York NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/09/2027 (E) | 600 | 534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/09/2025  | 790 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 05/05/2023 (E) | 4510 | 4328 |
| &nbsp;&nbsp;&nbsp;Credit Suisse AG/New York NY MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/09/2024  | 1360 | 1251 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, U.S. SOFR + 5.020%, 11/15/2033 (A)(D) | 7394 | 7507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(D) | 9005 | 7889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.442%, U.S. SOFR + 3.700%, 08/11/2028 (A)(D) | 895 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(D) | 1490 | 1130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(D) | 5475 | 3730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.305%, U.S. SOFR + 0.980%, 02/02/2027 (A)(D) | 6030 | 4742 |
| &nbsp;&nbsp;&nbsp;Danske Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/12/2024 (D) | 940 | 935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (A)(D) | 1320 | 1231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.226%, 06/22/2024 (D) | 550 | 510 |
| &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) | 3504 | 2502 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/08/2023  | 1130 | 1122 |
| &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 | 3231 |
| &nbsp;&nbsp;&nbsp;Enstar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/01/2031  | 1839 | 1348 |
| &nbsp;&nbsp;&nbsp;Equitable Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/20/2023  | 910 | 906 |
| &nbsp;&nbsp;&nbsp;Export Finance & Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/26/2027 (D) | 2742 | 2778 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/30/2026 (D) | 1580 | 1406 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (D) | 1788 | 1957 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &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 | $3969 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.528%, ICE LIBOR USD 3 Month + 0.768%(A)(H) | 435 | 330 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 1629 | 1746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 1290 | 1369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/22/2045  | 1870 | 1781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/21/2045  | 400 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.387%, U.S. SOFR + 1.510%, 06/15/2027 (A) | 2610 | 2519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/21/2025  | 1090 | 1069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (A) | 500 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/22/2025  | 500 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (A) | 640 | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/22/2023  | 508 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.615%, U.S. SOFR + 1.846%, 03/15/2028 (A) | 310 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2025  | 150 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2025  | 870 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2026  | 2420 | 2302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (A) | 4160 | 4005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (A) | 120 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/23/2023  | 2290 | 2282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (A) | 1560 | 1296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (A) | 280 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, U.S. SOFR + 1.264%, 10/21/2032 (A) | 11925 | 9577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/07/2030  | 330 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (A) | 6635 | 5241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.948%, U.S. SOFR + 0.913%, 10/21/2027 (A) | 1814 | 1588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.757%, U.S. SOFR + 0.730%, 01/24/2025 (A) | 3072 | 2928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.542%, U.S. SOFR + 0.818%, 09/10/2027 (A) | 10060 | 8692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431%, U.S. SOFR + 0.798%, 03/09/2027 (A) | 9675 | 8507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.217%, 12/06/2023  | 6265 | 6039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.925%, U.S. SOFR + 0.486%, 10/21/2024 (A) | 7918 | 7552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.657%, U.S. SOFR + 0.505%, 09/10/2024 (A) | 3666 | 3514 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Guardian Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 06/23/2025 (D) | $290 | $263 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 510 | 556 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.390%, U.S. SOFR + 3.350%, 11/03/2028 (A) | 2373 | 2489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.755%, U.S. SOFR + 2.110%, 06/09/2028 (A) | 660 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (A) | 2515 | 2316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/08/2026  | 5405 | 5261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/14/2024  | 1190 | 1170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/18/2025  | 960 | 921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (A) | 1030 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (A) | 970 | 848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, U.S. SOFR + 1.430%, 03/10/2026 (A) | 675 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.410%, 11/22/2032 (A) | 2585 | 1969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.804%, U.S. SOFR + 1.187%, 05/24/2032 (A) | 1285 | 998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.357%, U.S. SOFR + 1.947%, 08/18/2031 (A) | 410 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.206%, U.S. SOFR + 1.285%, 08/17/2029 (A) | 3735 | 3018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.099%, U.S. SOFR + 1.929%, 06/04/2026 (A) | 4845 | 4392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.013%, U.S. SOFR + 1.732%, 09/22/2028 (A) | 3325 | 2759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.645%, U.S. SOFR + 1.538%, 04/18/2026 (A) | 290 | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.589%, U.S. SOFR + 1.290%, 05/24/2027 (A) | 3320 | 2845 |
| &nbsp;&nbsp;&nbsp;ING Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/25/2023 (D) | 202 | 202 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 270 | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/15/2033  | 2130 | 2044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 09/15/2032  | 3890 | 2979 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/12/2023 (D) | 490 | 489 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 01/15/2026 (D) | 1260 | 1217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.017%, 06/26/2024 (D) | 870 | 838 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, 06/08/2032 (E) | 592 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 06/08/2027 (E) | 166 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/23/2031  | 2780 | 2133 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1725 | 2041 |

---

---

| | | |
|:---|:---|:---|
| 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;6.400%, 05/15/2038  | $385 | $425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.990%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (A) | 2740 | 2528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/01/2045  | 300 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, U.S. SOFR + 2.080%, 07/25/2033 (A) | 1532 | 1477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.851%, U.S. SOFR + 1.990%, 07/25/2028 (A) | 1886 | 1847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.565%, U.S. SOFR + 1.750%, 06/14/2030 (A) | 1851 | 1765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (A) | 740 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.323%, U.S. SOFR + 1.560%, 04/26/2028 (A) | 1193 | 1143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/01/2027  | 2590 | 2525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (A) | 940 | 884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/15/2026  | 2420 | 2364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A) | 2220 | 2193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (A) | 215 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/10/2024  | 440 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/13/2024  | 1490 | 1466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 12/01/2027  | 1000 | 939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (A) | 210 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.956%, U.S. SOFR + 2.515%, 05/13/2031 (A) | 2570 | 2143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, U.S. SOFR + 1.170%, 02/24/2028 (A) | 1470 | 1337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.739%, U.S. SOFR + 1.510%, 10/15/2030 (A) | 1640 | 1393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.580%, U.S. SOFR + 1.250%, 04/22/2032 (A) | 3012 | 2441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.545%, U.S. SOFR + 1.180%, 11/08/2032 (A) | 8585 | 6871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A) | 1960 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.301%, U.S. SOFR + 1.160%, 10/15/2025 (A) | 470 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.182%, U.S. SOFR + 1.890%, 06/01/2028 (A) | 2243 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A) | 1280 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.069%, U.S. SOFR + 1.015%, 06/01/2029 (A) | 2525 | 2123 |
| &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 | 2835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.578%, U.S. SOFR + 0.885%, 04/22/2027 (A) | 11857 | 10469 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;1.561%, U.S. SOFR + 0.605%, 12/10/2025 (A) | $10718 | $9900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.514%, U.S. SOFR + 1.455%, 06/01/2024 (A) | 2130 | 2090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.470%, U.S. SOFR + 0.765%, 09/22/2027 (A) | 10072 | 8743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.045%, U.S. SOFR + 0.800%, 11/19/2026 (A) | 3941 | 3476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.040%, TSFR3M + 0.695%, 02/04/2027 (A) | 7327 | 6385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.969%, TSFR3M + 0.580%, 06/23/2025 (A) | 8540 | 7940 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (D)(E) | 120 | 113 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (D) | 1005 | 902 |
| &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%(F)(H) | 20630 |  |
| &nbsp;&nbsp;&nbsp;Liberty Mutual Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2052 (D) | 709 | 638 |
| &nbsp;&nbsp;&nbsp;Lloyds Bank PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/14/2025  | 100 | 96 |
| &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) | 4542 | 4180 |
| &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 | 3062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/22/2028  | 1180 | 1109 |
| &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 | 510 |
| &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 | 1973 |
| &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 | 2585 |
| &nbsp;&nbsp;&nbsp;Macquarie Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.624%, 06/03/2030 (D) | 765 | 619 |
| &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 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(D) | 2395 | 2071 |

---

---

| | | |
|:---|:---|:---|
| 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;6.207%, 11/22/2024 (D) | $2406 | $2420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.033%, ICE LIBOR USD 3 Month + 1.750%, 01/15/2030 (A)(D) | 635 | 599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(D) | 3815 | 2928 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/01/2052  | 402 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2032  | 1510 | 1603 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 06/09/2023 (D) | 2220 | 2172 |
| &nbsp;&nbsp;&nbsp;Mercury General  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2027  | 1720 | 1614 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2036  | 1400 | 1319 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/18/2026 (D) | 4445 | 4173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/08/2023 (D) | 1540 | 1507 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/21/2029 (D) | 2460 | 2227 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.125%, 09/13/2033 (A) | 310 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.354%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.900%, 09/13/2028 (A)(E) | 1969 | 1959 |
| &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 | 1571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.063%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 09/12/2025 (A) | 3240 | 3221 |
| &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)(E) | 720 | 681 |
| &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) | 700 | 673 |
| &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 | 1488 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.342%, U.S. SOFR + 2.560%, 10/18/2033 (A) | 4000 | 4254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/2024 (A) | 1810 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.484%, U.S. SOFR + 1.360%, 09/16/2036 (A) | 1970 | 1465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.593%, U.S. SOFR + 0.879%, 05/04/2027 (A) | 1000 | 881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.985%, U.S. SOFR + 0.720%, 12/10/2026 (A) | 3725 | 3267 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;0.790%, U.S. SOFR + 0.525%, 05/30/2025 (A) | $4719 | $4373 |
| &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 | 686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 09/08/2026  | 235 | 229 |
| &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 | 568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A) | 280 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.622%, U.S. SOFR + 3.120%, 04/01/2031 (A) | 5705 | 5084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.591%, ICE LIBOR USD 3 Month + 1.340%, 07/22/2028 (A) | 270 | 249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, U.S. SOFR + 1.152%, 07/22/2025 (A) | 370 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.699%, U.S. SOFR + 1.143%, 01/22/2031 (A) | 10 | 8 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (A) | 3795 | 3018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (A) | 4408 | 3916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (A) | 8485 | 6617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 1.990%, 04/28/2026 (A) | 2020 | 1879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, U.S. SOFR + 0.858%, 07/20/2027 (A) | 12699 | 11050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.164%, U.S. SOFR + 0.560%, 10/21/2025 (A) | 1770 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.864%, U.S. SOFR + 0.745%, 10/21/2025 (A) | 1456 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.791%, U.S. SOFR + 0.509%, 01/22/2025 (A) | 4671 | 4393 |
| &nbsp;&nbsp;&nbsp;National Securities Clearing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/23/2025 (D) | 510 | 472 |
| &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 | 5164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)(D) | 1735 | 1721 |
| &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 | 2247 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.583%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)(D) | 4407 | 4407 |
| &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 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (A) | 4630 | 4505 |

---

---

| | | |
|:---|:---|:---|
| 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;1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (A) | $1640 | $1404 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.850%, 11/10/2026 (A) | 2180 | 2272 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 06/24/2025 (D) | 550 | 498 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (D) | 1870 | 1435 |
| &nbsp;&nbsp;&nbsp;Nordea Bank ABP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/09/2023 (D) | 1370 | 1341 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (D) | 2966 | 2085 |
| &nbsp;&nbsp;&nbsp;Ohio National Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/24/2030 (D) | 1775 | 1653 |
| &nbsp;&nbsp;&nbsp;ORIX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/13/2032  | 2140 | 2089 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/13/2027  | 994 | 825 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2024 (D) | 238 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2023 (D) | 4470 | 4448 |
| &nbsp;&nbsp;&nbsp;PNC Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/10/2025  | 910 | 885 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.037%, SOFRINDX + 2.140%, 10/28/2033 (A) | 4134 | 4343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2024  | 255 | 251 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/21/2024 (D) | 2940 | 2776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/23/2025 (D) | 270 | 245 |
| &nbsp;&nbsp;&nbsp;Prospect Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 01/22/2026  | 1005 | 882 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2046  | 1525 | 1384 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.862%, 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 | 162 |
| &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 | 669 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/01/2028 (D) | 1000 | 993 |
| &nbsp;&nbsp;&nbsp;Santander Holdings USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 06/02/2025  | 404 | 384 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.833%, U.S. SOFR + 2.749%, 11/21/2026 (A) | 3217 | 3250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (A) | 4580 | 4494 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;2.896%, U.S. SOFR + 1.475%, 03/15/2032 (A) | $350 | $269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.469%, U.S. SOFR + 1.220%, 01/11/2028 (A) | 705 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.673%, U.S. SOFR + 0.989%, 06/14/2027 (A) | 1885 | 1599 |
| &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 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.089%, U.S. SOFR + 0.787%, 03/15/2025 (A) | 4785 | 4440 |
| &nbsp;&nbsp;&nbsp;SBL Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/18/2031 (D) | 2533 | 1982 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (D) | 1370 | 880 |
| &nbsp;&nbsp;&nbsp;Societe Generale MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 01/22/2025 (D) | 1345 | 1256 |
| &nbsp;&nbsp;&nbsp;Standard Chartered PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 03/26/2044 (D)(E) | 427 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 01/26/2024 (D) | 410 | 405 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 12/16/2024  | 310 | 303 |
| &nbsp;&nbsp;&nbsp;Stewart Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2031  | 986 | 764 |
| &nbsp;&nbsp;&nbsp;Swedbank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/02/2023 (D) | 930 | 911 |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 12/16/2039 (D) | 148 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044 (D) | 600 | 560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (D) | 175 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (D) | 2360 | 1664 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 4460 | 4266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/10/2027  | 3445 | 3163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 06/12/2025  | 730 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 06/12/2023  | 1430 | 1399 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/01/2043  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;Truist Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/30/2026  | 250 | 237 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.123%, U.S. SOFR + 2.300%, 10/28/2033 (A) | 1128 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, U.S. SOFR + 1.456%, 07/28/2026 (A) | 4225 | 4148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123%, U.S. SOFR + 1.368%, 06/06/2028 (A) | 2242 | 2140 |
| &nbsp;&nbsp;&nbsp;Trust Fibra Uno  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.390%, 01/15/2050 (D) | 956 | 721 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (D) | 1540 | 1311 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &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 | $634 |
| &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 | 5222 |
| &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 | 2551 |
| &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 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.253%, 03/23/2028 (D) | 1490 | 1390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/24/2025 (D) | 1010 | 980 |
| &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 | 312 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, U.S. SOFR + 2.090%, 10/21/2033 (A) | 2010 | 2096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.727%, U.S. SOFR + 1.430%, 10/21/2026 (A) | 1000 | 1022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 05/12/2025  | 1610 | 1495 |
| &nbsp;&nbsp;&nbsp;US Bancorp MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/11/2024  | 160 | 157 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 1460 | 1831 |
| &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 | 1298 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 11/15/2029  | 925 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 700 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/02/2043  | 220 | 209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 01/16/2024  | 392 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/23/2026  | 1640 | 1532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (A) | 9725 | 9058 |
| &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 | 9276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 1310 | 1156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (A) | 4246 | 4091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.808%, U.S. SOFR + 1.980%, 07/25/2028 (A) | 802 | 783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  | 2365 | 2032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  | 560 | 485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.478%, U.S. SOFR + 4.032%, 04/04/2031 (A) | 7175 | 6782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  | 220 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/22/2027  | 1180 | 1140 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;4.150%, 01/24/2029  | $| 1450 | $1368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/24/2024  |  | 360 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (A) |  | 2075 | 1925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526%, U.S. SOFR + 1.510%, 03/24/2028 (A) |  | 13377 | 12426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, U.S. SOFR + 1.500%, 03/02/2033 (A) |  | 7035 | 6018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (A) |  | 3675 | 3421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, TSFR3M + 1.432%, 10/30/2030 (A) |  | 2530 | 2176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.262%, 02/11/2031 (A) |  | 415 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.406%, U.S. SOFR + 1.087%, 10/30/2025 (A) |  | 2570 | 2422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.393%, U.S. SOFR + 2.100%, 06/02/2028 (A) |  | 4380 | 3873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (A) |  | 760 | 709 |
| &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 | 619 |
|  |  |  | 865640 |
| **Health Care — 2.3%** | **Health Care — 2.3%** | **Health Care — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 840 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/30/2036  |  | 440 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/30/2026  |  | 406 | 400 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 130 | 122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2035  |  | 2800 | 2663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2035  |  | 1399 | 1325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/14/2046  |  | 540 | 476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/14/2036  |  | 531 | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 9692 | 8334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 865 | 756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2025  |  | 700 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/14/2023  |  | 160 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/14/2025  |  | 1605 | 1561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 05/14/2026  |  | 145 | 138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/21/2029  |  | 3595 | 3282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/21/2026  |  | 610 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 11/21/2024  |  | 2760 | 2644 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 06/15/2030  |  | 3565 | 2948 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2037  |  | 1785 | 1959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 11/15/2041  |  | 316 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.663%, 06/15/2051  |  | 104 | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 900 | 778 |

---

---

| | | |
|:---|:---|:---|
| 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;4.050%, 08/18/2029  | $1205 | $1148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/22/2024  | 220 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 02/21/2040  | 880 | 677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2052  | 2404 | 1597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2032  | 2710 | 2156 |
| &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/28/2028  | 2579 | 2242 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/06/2030  | 741 | 593 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2030  | 890 | 819 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  | 2765 | 2223 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/25/2048 (D) | 2228 | 1943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (D) | 400 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/25/2038 (D) | 2097 | 1816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (D) | 2750 | 2175 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.685%, 12/15/2044  | 412 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/15/2024  | 446 | 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.363%, 06/06/2024  | 531 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.957%, 02/11/2031  | 3000 | 2404 |
| &nbsp;&nbsp;&nbsp;Biogen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2051  | 280 | 194 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.464%, 06/01/2030  | 1480 | 1343 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/26/2029  | 253 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2026  | 768 | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/15/2032  | 500 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/26/2024  | 1352 | 1315 |
| &nbsp;&nbsp;&nbsp;Centene  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2030  | 7258 | 5989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2031  | 684 | 541 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 140 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2038  | 1281 | 1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028  | 1260 | 1228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2025  | 450 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 770 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2023  | 715 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/15/2050  | 2020 | 1458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/15/2051  | 1050 | 765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2025  | 1000 | 967 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/01/2042  | 1385 | 1172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 2025 | 1569 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/20/2045  | 170 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 12500 | 11608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 03/25/2038  | 330 | 305 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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%, 03/25/2028  | $3476 | $3379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 630 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2040  | 240 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/20/2025  | 929 | 913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2030  | 1835 | 1695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/01/2027  | 620 | 595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/12/2024  | 95 | 93 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2026  | 789 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/15/2031  | 660 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/28/2031  | 210 | 167 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 1594 | 1098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2050  | 869 | 573 |
| &nbsp;&nbsp;&nbsp;DH Europe Finance II Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 11/15/2024  | 2004 | 1905 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2042  | 219 | 200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 05/15/2052  | 490 | 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2032  | 1090 | 1026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/01/2027  | 330 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2024  | 1950 | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 12/01/2024  | 1190 | 1154 |
| &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 | 560 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  | 40 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 09/01/2035  | 2000 | 1934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/01/2036  | 652 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2024  | 1540 | 1515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2026  | 890 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2050  | 1182 | 782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2040  | 1267 | 906 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | 2920 | 2662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2025  | 750 | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2026  | 1015 | 1007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 2905 | 2540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (D) | 4809 | 3877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2029  | 2500 | 2285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2032 (D) | 4395 | 3757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/15/2031  | 1015 | 793 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2044  | 200 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/15/2047  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2025  | 120 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2027  | 860 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/01/2024  | 2530 | 2483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/23/2029  | 7750 | 7137 |
| &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 | 197 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2046  | 970 | 837 |

---

---

| | | |
|:---|:---|:---|
| 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;2.450%, 09/01/2060  | $2085 | $1343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 09/01/2027  | 990 | 861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 09/01/2025  | 490 | 445 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 245 | 176 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2045  | 123 | 118 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/10/2051  | 1050 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 06/24/2030  | 480 | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 02/24/2026  | 840 | 752 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 1050 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/28/2050  | 1400 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/01/2030  | 720 | 639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/28/2040  | 2542 | 1891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/18/2031  | 1478 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 05/28/2030 (E) | 680 | 563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 05/28/2025  | 1050 | 968 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (D) | 3154 | 2111 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 09/02/2025  | 980 | 878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  | 1650 | 1593 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 07/01/2046  | 2445 | 2031 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175%, 07/09/2050  | 603 | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025%, 07/09/2040  | 869 | 650 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  | 1173 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/15/2028  | 738 | 631 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 200 | 228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2053  | 6630 | 7337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 03/15/2036  | 560 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/15/2033  | 2041 | 2125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2030  | 2041 | 2108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/15/2028  | 1225 | 1260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  | 2091 | 2053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 12/15/2048  | 140 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2048  | 180 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2032  | 520 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/2029  | 1893 | 1818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028  | 250 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2059  | 570 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  | 330 | 324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  | 140 | 111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/15/2023  | 230 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  | 2707 | 1986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/15/2060  | 90 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  | 384 | 294 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;2.900%, 05/15/2050  | $| 880 | $609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/15/2023  |  | 150 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2040  |  | 1130 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 150 | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 05/15/2030  |  | 220 | 183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/15/2026  |  | 260 | 235 |
| &nbsp;&nbsp;&nbsp;Universal Health Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 09/01/2026 (D) |  | 1260 | 1081 |
| &nbsp;&nbsp;&nbsp;Viatris  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/22/2050  |  | 1455 | 946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/22/2030  |  | 305 | 243 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 02/01/2024  |  | 365 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 320 | 351 |
|  |  |  | 188579 |
| **Industrials — 2.1%** | **Industrials — 2.1%** | **Industrials — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;3M  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2050 (E) |  | 300 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/26/2029  |  | 2320 | 1995 |
| &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 | 260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/29/2033  |  | 1410 | 1093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 6720 | 5356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/29/2028  |  | 8758 | 7399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 5425 | 4770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 3505 | 3225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 10/29/2023  |  | 4372 | 4178 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 12/15/2027  |  | 1325 | 1316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/01/2025  |  | 490 | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/01/2025  |  | 525 | 498 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/15/2026  |  | 3019 | 2781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 02/01/2025  |  | 605 | 563 |
| &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  |  | 84 | 70 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2025  |  | 107 | 111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  |  | 2878 | 2671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 2130 | 2010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 1090 | 1039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  |  | 1240 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2025  |  | 2290 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/01/2050  |  | 1980 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/01/2035  |  | 3127 | 2371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2029  |  | 720 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2026  |  | 230 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/01/2027  |  | 280 | 254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 02/01/2027  |  | 340 | 307 |

---

---

| | | |
|:---|:---|:---|
| 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;2.196%, 02/04/2026  | $4699 | $4272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.433%, 02/04/2024  | 5034 | 4805 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.290%, 06/01/2036  | 200 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  | 825 | 761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/01/2025  | 140 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  | 610 | 423 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  | 767 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/05/2032  | 1151 | 1081 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  | 34 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/02/2041  | 1478 | 1113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 12/02/2031  | 2944 | 2453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/02/2026  | 351 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 12/02/2024  | 1814 | 1689 |
| &nbsp;&nbsp;&nbsp;Carrier Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.577%, 04/05/2050  | 70 | 51 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/15/2044  | 50 | 46 |
| &nbsp;&nbsp;&nbsp;Cintas No. 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2032  | 3495 | 3309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2027  | 590 | 571 |
| &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  | 41 | 39 |
| &nbsp;&nbsp;&nbsp;CoStar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 07/15/2030 (D) | 1485 | 1221 |
| &nbsp;&nbsp;&nbsp;Crowley Conro LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181%, 08/15/2043  | 773 | 733 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2032  | 1915 | 1819 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050 (E) | 920 | 794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 04/15/2030  | 160 | 145 |
| &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 | 2266 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines/Skymiles LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/20/2028 (D) | 5578 | 5287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (D) | 1330 | 1296 |
| &nbsp;&nbsp;&nbsp;Eaton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 04/01/2024  | 325 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/02/2042  | 530 | 462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/02/2032  | 99 | 92 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | 2935 | 1953 |
| &nbsp;&nbsp;&nbsp;Equifax  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2023  | 3015 | 2995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 12/15/2025  | 445 | 414 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 3868 | 3651 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | $1915 | $1777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 200 | 182 |
| &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;5.086%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (A) | 3035 | 2444 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2033  | 2455 | 2527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 06/01/2025  | 510 | 473 |
| &nbsp;&nbsp;&nbsp;ILFC E-Capital Trust II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.365%, ICE LIBOR USD 3 Month + 1.800%, 12/21/2065 (A)(D) | 1200 | 819 |
| &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 | 122 |
| &nbsp;&nbsp;&nbsp;John Deere Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 10/11/2029  | 1342 | 1362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/15/2027  | 3844 | 3773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/18/2029  | 2525 | 2356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/08/2027 (E) | 1827 | 1673 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.054%, 04/27/2045  | 330 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.854%, 04/27/2035  | 210 | 199 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/15/2063  | 814 | 900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 11/15/2054  | 1630 | 1767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 11/15/2027  | 2037 | 2095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2053  | 2240 | 1957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2032  | 410 | 389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 01/15/2026  | 716 | 700 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/01/2050  | 3940 | 3974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2030  | 2609 | 2557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/15/2045  | 350 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2028  | 480 | 445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 01/15/2025  | 2020 | 1942 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 02/15/2040  | 605 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.056%, 04/05/2025  | 340 | 319 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2029  | 1481 | 1438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/15/2027  | 4211 | 4084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/14/2024  | 830 | 798 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP / PTL Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/10/2025 (D) | 225 | 217 |
| &nbsp;&nbsp;&nbsp;Quanta Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/01/2024  | 1455 | 1333 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/16/2028  | 480 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/16/2025  | 800 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/15/2024  | 320 | 309 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.125%, 07/01/2050  | $| 1290 | $929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/01/2030  |  | 680 | 571 |
| &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 | 1951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 02/15/2031  |  | 4370 | 3393 |
| &nbsp;&nbsp;&nbsp;Roper Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 09/15/2025  |  | 940 | 846 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/11/2026 (D) |  | 2830 | 2523 |
| &nbsp;&nbsp;&nbsp;Triton Container International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 04/15/2026 (D) |  | 1490 | 1295 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/09/2052  |  | 1400 | 1372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  |  | 970 | 766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  |  | 530 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/05/2070  |  | 700 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 876 | 709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/05/2050  |  | 1065 | 794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.891%, 04/06/2036  |  | 835 | 674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/14/2032  |  | 1053 | 916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/20/2031  |  | 776 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 02/05/2027  |  | 270 | 246 |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/01/2040  |  | 525 | 535 |
| &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  |  | 20 | 19 |
| &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 | 2159 |
|  |  |  | 161034 |
| **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 | 1118 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924%, 06/01/2032  |  | 2354 | 2221 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 1275 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/08/2062  |  | 2715 | 2352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/08/2052  |  | 1537 | 1344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 375 | 335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/06/2024  |  | 350 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/08/2029  |  | 3067 | 2874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/08/2061  |  | 518 | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 1124 | 777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 501 | 343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 08/04/2026  |  | 2560 | 2399 |
| &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  |  | 93 | 62 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 595 | 436 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.400%, 08/05/2028  | $1080 | $927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/11/2025  | 1720 | 1589 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/01/2030  | 1070 | 884 |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 05/15/2037 (D) | 2306 | 2024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2030  | 1704 | 1530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 (D) | 1099 | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.469%, 04/15/2034 (D) | 1631 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419%, 04/15/2033 (D) | 5718 | 4646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 11/15/2025  | 956 | 910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (D) | 2980 | 2208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/15/2033 (D) | 1189 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/15/2031 (D) | 1276 | 1007 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/15/2079  | 1800 | 1599 |
| &nbsp;&nbsp;&nbsp;Dell International LLC/EMC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 07/15/2027  | 742 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/15/2051 (D) | 2175 | 1402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/15/2041 (D) | 1813 | 1249 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 08/15/2027  | 3485 | 3389 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  | 765 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 1770 | 1615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/25/2050  | 1115 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 119 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 660 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 08/12/2051  | 310 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 08/12/2041  | 1909 | 1355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 08/12/2028  | 650 | 554 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2024  | 2340 | 2282 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 679 | 654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/15/2032  | 640 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/01/2050  | 1746 | 1308 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026  | 2500 | 2045 |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2025  | 150 | 148 |
| &nbsp;&nbsp;&nbsp;Lenovo Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.536%, 07/27/2032 (D) | 1120 | 1088 |
| &nbsp;&nbsp;&nbsp;Marvell Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 04/15/2026  | 2010 | 1775 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 2850 | 2486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/01/2024  | 240 | 236 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/06/2037  | 245 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 460 | 428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 1622 | 1477 |

---

---

| | | |
|:---|:---|:---|
| 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;3.300%, 02/06/2027  | $2680 | $2592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 281 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 646 | 479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/06/2024  | 970 | 953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 02/12/2025  | 360 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 59 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 240 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 08/08/2026  | 1990 | 1872 |
| &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 | 515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 990 | 824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 2010 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/01/2030  | 1325 | 1169 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2027  | 884 | 845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/01/2030  | 1015 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2041  | 800 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/01/2025  | 430 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/15/2032  | 1507 | 1183 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/09/2052  | 4012 | 4444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  | 493 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/08/2034  | 285 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  | 1417 | 1047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2047  | 330 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/25/2051  | 4133 | 3024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/15/2035  | 4920 | 4113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  | 4295 | 3401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  | 1834 | 1377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2050  | 2000 | 1391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2024  | 675 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/15/2025  | 695 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2030  | 1415 | 1214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/25/2031  | 2480 | 2074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 04/01/2027  | 625 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026  | 1820 | 1634 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2032  | 740 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 06/01/2030  | 6600 | 5461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 06/01/2025  | 640 | 595 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/20/2053  | 1839 | 2001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2052  | 1206 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/20/2032  | 119 | 93 |
| &nbsp;&nbsp;&nbsp;salesforce.com  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/11/2023  | 740 | 736 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  | 1250 | 1109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/04/2030  | 440 | 365 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  | 3950 | 3274 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;1.750%, 10/25/2026  | $| 3310 | $2940 |
| &nbsp;&nbsp;&nbsp;TSMC Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 09/28/2030 (D) |  | 4320 | 3314 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  |  | 810 | 758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 12/14/2025  |  | 660 | 636 |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2030  |  | 1466 | 1377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 08/15/2028  |  | 443 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/15/2026  |  | 2552 | 2244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  |  | 2537 | 2362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 08/15/2023  |  | 3573 | 3460 |
| &nbsp;&nbsp;&nbsp;Vontier  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2031  |  | 925 | 665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 04/01/2026  |  | 1170 | 986 |
| &nbsp;&nbsp;&nbsp;Workday  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2032  |  | 2510 | 2243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2029  |  | 500 | 461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2027  |  | 360 | 340 |
| &nbsp;&nbsp;&nbsp;Xilinx  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 06/01/2030  |  | 626 | 533 |
|  |  |  | 143551 |
| **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 | 1895 |
| &nbsp;&nbsp;&nbsp;Anglo American Capital PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/16/2052 (D) |  | 1707 | 1416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/11/2027 (D) |  | 280 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/16/2029 (D) |  | 2142 | 1928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/11/2024 (D) |  | 1810 | 1753 |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 05/30/2041  |  | 470 | 474 |
| &nbsp;&nbsp;&nbsp;Berry Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/15/2026 (D) |  | 3270 | 3138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 01/15/2027  |  | 1785 | 1507 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 40 | 40 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032 (E) |  | 1785 | 1699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  |  | 1995 | 1917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2025  |  | 4910 | 4885 |
| &nbsp;&nbsp;&nbsp;Dow Chemical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 11/01/2029  |  | 1880 | 2087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 05/15/2053  |  | 766 | 833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 05/15/2049  |  | 925 | 783 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 11/15/2025  |  | 2095 | 2078 |
| &nbsp;&nbsp;&nbsp;Equate Petrochemical MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/03/2026 (D) |  | 1640 | 1551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/28/2028 (D) |  | 2250 | 1924 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;5.450%, 03/15/2043  | $| 270 | $242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  |  | 330 | 308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2029  |  | 2275 | 2173 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/15/2037 (D) |  | 842 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2041 (D) |  | 93 | 88 |
| &nbsp;&nbsp;&nbsp;Glencore Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/12/2029 (D) |  | 649 | 625 |
| &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 | 1495 |
| &nbsp;&nbsp;&nbsp;Industrias Penoles  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/12/2029 (D) |  | 2290 | 2092 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  |  | 2365 | 2037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2030 (D) |  | 4800 | 3773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.230%, 10/01/2025 (D) |  | 4110 | 3633 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/01/2027 (D) |  | 2770 | 2627 |
| &nbsp;&nbsp;&nbsp;OCP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/22/2025 (D) |  | 1860 | 1813 |
| &nbsp;&nbsp;&nbsp;Orbia Advance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/11/2031 (D) |  | 1340 | 1055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 05/11/2026 (D) |  | 1410 | 1229 |
| &nbsp;&nbsp;&nbsp;Rohm & Haas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 07/15/2029  |  | 954 | 1069 |
| &nbsp;&nbsp;&nbsp;Sealed Air  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.573%, 10/15/2026 (D) |  | 1600 | 1379 |
| &nbsp;&nbsp;&nbsp;Southern Copper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/08/2042  |  | 4540 | 4255 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029  |  | 2540 | 2520 |
| &nbsp;&nbsp;&nbsp;Vale Overseas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/21/2036  |  | 1595 | 1648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/10/2026  |  | 2290 | 2365 |
|  |  |  | 67535 |
| **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  |  | 766 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2033  |  | 348 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2028  |  | 1527 | 1257 |
| &nbsp;&nbsp;&nbsp;American Assets Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/01/2031  |  | 2580 | 2081 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  |  | 631 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2032  |  | 1406 | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/15/2031  |  | 1320 | 1026 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/15/2027  |  | 1081 | 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 01/15/2027  |  | 766 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2031  |  | 583 | 481 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.875%, 10/15/2030  | $3215 | $2505 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2031  | 2490 | 2070 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/21/2029  | 1510 | 1305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2030  | 125 | 102 |
| &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/01/2030  | 1845 | 1612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/16/2031  | 1575 | 1194 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 05/15/2030  | 480 | 412 |
| &nbsp;&nbsp;&nbsp;Crown Castle International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2027  | 366 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/01/2030  | 1263 | 1111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2027  | 2392 | 2186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 04/01/2041  | 1343 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/15/2031  | 1201 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 04/01/2031  | 321 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.050%, 07/15/2026  | 2190 | 1895 |
| &nbsp;&nbsp;&nbsp;CubeSmart  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/15/2032  | 1440 | 1108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 12/15/2028  | 862 | 712 |
| &nbsp;&nbsp;&nbsp;Equinix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/15/2032  | 4780 | 4261 |
| &nbsp;&nbsp;&nbsp;Essential Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 07/15/2031  | 2595 | 1884 |
| &nbsp;&nbsp;&nbsp;Essex Portfolio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2031  | 726 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/01/2028  | 1839 | 1528 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/01/2029  | 703 | 633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/01/2031  | 2590 | 2042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/15/2032  | 630 | 479 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2024  | 972 | 959 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/01/2028  | 1250 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2023  | 394 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/15/2026  | 1870 | 1813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/15/2029  | 2483 | 2334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2025  | 2330 | 2282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2030  | 1584 | 1374 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/01/2025  | 1455 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2030  | 30 | 25 |
| &nbsp;&nbsp;&nbsp;Healthcare Trust of America Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2026  | 1010 | 946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/15/2031  | 1600 | 1215 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 04/01/2029  | 3200 | 2787 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032  | 1405 | 1232 |

---

---

| | | |
|:---|:---|:---|
| 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;2.000%, 08/15/2031  | $1332 | $986 |
| &nbsp;&nbsp;&nbsp;Kimco Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2033  | 1151 | 1076 |
| &nbsp;&nbsp;&nbsp;Life Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 10/15/2031  | 1625 | 1254 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 10/15/2023  | 720 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2025  | 862 | 835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2029  | 705 | 662 |
| &nbsp;&nbsp;&nbsp;Physicians Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 11/01/2031  | 1325 | 1042 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2024  | 125 | 123 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/13/2032  | 2231 | 2305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 01/15/2028  | 790 | 740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/15/2032  | 1017 | 834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 06/15/2028  | 753 | 646 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2029  | 1924 | 1618 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 09/01/2031  | 378 | 292 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/15/2029  | 1335 | 1103 |
| &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 | 1568 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/13/2029  | 1915 | 1610 |
| &nbsp;&nbsp;&nbsp;STORE Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2029  | 897 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2028  | 1879 | 1711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/18/2030  | 1243 | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 12/01/2031  | 490 | 369 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/15/2032  | 1406 | 1213 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2028  | 703 | 578 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (D) | 855 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  | 1158 | 1045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/15/2032  | 2390 | 2242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 02/15/2030  | 50 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (D) | 190 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/01/2026 (D) | 725 | 679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2028 (D) | 345 | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2029 (D) | 1320 | 1159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2027 (D) | 200 | 180 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2024  | 183 | 181 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;3.375%, 03/09/2033  | $| 2480 | $2085 |
|  |  |  | 89298 |
| **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  |  | 825 | 733 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 1490 | 1159 |
| &nbsp;&nbsp;&nbsp;American Transmission Systems  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 01/15/2032 (D) |  | 1227 | 1002 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2049  |  | 60 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/01/2045  |  | 1600 | 1340 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  |  | 1089 | 891 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 05/15/2051  |  | 3035 | 2002 |
| &nbsp;&nbsp;&nbsp;Boston Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.487%, 02/15/2042 (D) |  | 140 | 117 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  |  | 804 | 629 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2024 (D) |  | 300 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/23/2027 (D) |  | 710 | 657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/26/2033 (D) |  | 790 | 586 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 12/01/2048  |  | 2000 | 1757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2044  |  | 2885 | 2519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2050  |  | 210 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/01/2030  |  | 260 | 235 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 08/15/2052  |  | 489 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/01/2060  |  | 624 | 362 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2032  |  | 2401 | 2401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.071%, 08/15/2024 (C) |  | 1800 | 1740 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2052  |  | 583 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/01/2050  |  | 1271 | 877 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.529%, 10/01/2024 (C) |  | 1775 | 1695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.050%, 06/01/2025  |  | 3882 | 3517 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2028  |  | 1915 | 1846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/01/2046  |  | 225 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/15/2051  |  | 225 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/15/2027  |  | 850 | 788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2031  |  | 4833 | 3975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 09/15/2025  |  | 1955 | 1764 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  |  | 1000 | 872 |

---

---

| | | |
|:---|:---|:---|
| 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;4.000%, 09/30/2042  | $1512 | $1270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 985 | 751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/15/2032  | 1353 | 1160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/15/2031  | 741 | 626 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 01/15/2027  | 1600 | 1519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/15/2031  | 1086 | 893 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/01/2050  | 1205 | 773 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/01/2044  | 250 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/15/2050  | 1099 | 675 |
| &nbsp;&nbsp;&nbsp;EDP Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 10/11/2027 (D) | 878 | 893 |
| &nbsp;&nbsp;&nbsp;Enel Finance International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 10/14/2025 (D) | 955 | 989 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/15/2051  | 980 | 610 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/01/2027  | 1625 | 1506 |
| &nbsp;&nbsp;&nbsp;Essential Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.276%, 05/01/2049  | 2745 | 2213 |
| &nbsp;&nbsp;&nbsp;Evergy Metro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/01/2041  | 250 | 240 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 07/01/2027  | 2230 | 2207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/01/2032  | 274 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2024  | 3730 | 3583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 08/15/2030  | 1237 | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 08/15/2026  | 620 | 546 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/15/2035  | 1720 | 1762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2025  | 1020 | 999 |
| &nbsp;&nbsp;&nbsp;FirstEnergy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2027  | 1310 | 1235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 01/15/2026  | 300 | 265 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 960 | 806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2024  | 455 | 445 |
| &nbsp;&nbsp;&nbsp;ITC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/01/2023  | 2075 | 2054 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2032 (D) | 1196 | 973 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.586%, 01/18/2052 (D) | 4825 | 3274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.742%, 08/15/2026 (D) | 1175 | 1055 |
| &nbsp;&nbsp;&nbsp;Metropolitan Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2029 (D) | 2000 | 1885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2025 (D) | 1000 | 957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2023 (D) | 5050 | 5021 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 1500 | 1397 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.650%, 04/15/2029  | $1330 | $1254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/01/2052  | 944 | 616 |
| &nbsp;&nbsp;&nbsp;Mid-Atlantic Interstate Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2028 (D) | 190 | 179 |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2042  | 500 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/30/2028  | 1305 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/30/2051  | 1306 | 854 |
| &nbsp;&nbsp;&nbsp;National Rural Utilities Cooperative Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/07/2025  | 720 | 676 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (A) | 5000 | 4999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 03/01/2023  | 1095 | 1084 |
| &nbsp;&nbsp;&nbsp;NiSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/01/2042  | 471 | 447 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 738 | 535 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052  | 385 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 885 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/01/2051  | 673 | 469 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2030  | 1950 | 1704 |
| &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  | 2277 | 1823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2044  | 366 | 286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/01/2040  | 375 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 632 | 480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 12/01/2047  | 1732 | 1208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2050  | 220 | 143 |
| &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 | 2192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 08/01/2027  | 3639 | 3096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  | 2910 | 2790 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 12/01/2053  | 1203 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 2590 | 1747 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/01/2044  | 1985 | 1688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 09/15/2051  | 1313 | 876 |
| &nbsp;&nbsp;&nbsp;Pennsylvania Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2025 (D) | 995 | 956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2028 (D) | 1061 | 961 |
| &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 | 1927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 05/21/2028 (D) | 1030 | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2027 (D) | 1990 | 1878 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 05/15/2052  | $2000 | $1820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2031  | 2000 | 1639 |
| &nbsp;&nbsp;&nbsp;Progress Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2039  | 200 | 202 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/01/2028  | 3090 | 2942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/01/2050  | 596 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 08/01/2050  | 302 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2031  | 1460 | 1176 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 11/15/2031  | 943 | 760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 08/15/2030  | 838 | 653 |
| &nbsp;&nbsp;&nbsp;Public Service of Oklahoma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 08/15/2051  | 738 | 496 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2048  | 820 | 655 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/01/2030  | 1840 | 1579 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/15/2026  | 1550 | 1452 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/01/2026  | 1000 | 914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/15/2026  | 3990 | 3580 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2049  | 2000 | 1545 |
| &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 | 5903 |
| &nbsp;&nbsp;&nbsp;Trans-Allegheny Interstate Line  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/01/2025 (D) | 514 | 497 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2043  | 1205 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2052  | 819 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/15/2024  | 150 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  | 1089 | 728 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2029 (D) | 2725 | 2463 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 03/15/2024  | 1480 | 1399 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/30/2032  | 1093 | 1083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/15/2028  | 670 | 574 |
|  |  | 154553 |
| Total Corporate Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,615,030) ($ Thousands) |  | 2330140 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 24.3%** | **U.S. TREASURY OBLIGATIONS — 24.3%** | **U.S. TREASURY OBLIGATIONS — 24.3%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.657%, 06/01/2023 (I) | $4920 | $4807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/25/2023 (I) | 10090 | 9868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.465%, 03/28/2023 (I) | 15660 | 15439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.265%, 02/23/2023 (I) | 16020 | 15866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.239%, 02/28/2023 (I) | 8990 | 8897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.113%, 02/02/2023 (I) | 5190 | 5153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.092%, 02/09/2023 (I) | 33630 | 33362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.982%, 12/27/2022 (I) | 31990 | 31900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.739%, 03/16/2023 (I) | 7040 | 6953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.649%, 03/02/2023 (I) | 7605 | 7523 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/15/2028  | 4936 | 5292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/15/2029  | 3856 | 4146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2042  | 30450 | 30593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2052  | 45841 | 47675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2043  | 460 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  | 5150 | 4711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2042  | 11600 | 10420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  | 35569 | 30456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  | 27890 | 23184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  | 67390 | 52425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/15/2051  | 8310 | 6180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/15/2041  | 240 | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  | 59210 | 42758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2041  | 199554 | 145339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/15/2050  | 7650 | 5226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2051  | 36644 | 24904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2041  | 3302 | 2386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 02/15/2051  | 30980 | 20427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/15/2051  | 20010 | 13159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/15/2041  | 132566 | 92486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/15/2050  | 19293 | 11916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2040  | 73420 | 48690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/15/2050  | 63030 | 36351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/15/2050  | 35540 | 19825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/15/2040  | 29657 | 18978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 08/15/2040  | 39924 | 25356 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation Indexed Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/15/2032  | 2804 | 2637 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/30/2024  | 124959 | 125330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2025  | 38843 | 39280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/31/2024  | 3851 | 3850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/30/2024  | 42365 | 42238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2025  | 17105 | 17168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/30/2027  | 25247 | 25555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/31/2027  | 168845 | 170995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2032  | 28671 | 29791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/31/2029  | 14745 | 14968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/30/2027  | 119231 | 119678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/30/2029  | 134 | 135 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;3.875%, 11/30/2029  | $| 637 | $| 643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027  |  | 15245 |  | 14848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2029  |  | 3840 |  | 3720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/31/2029  |  | 894 |  | 860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/30/2024  |  | 1342 |  | 1310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/15/2025  |  | 24955 |  | 24234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/30/2025  |  | 7646 |  | 7409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2032  |  | 3510 |  | 3290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/30/2027  |  | 4745 |  | 4527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/31/2027  |  | 2275 |  | 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/15/2028  |  | 17891 |  | 16966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/31/2029  |  | 36335 |  | 34172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2032  |  | 8580 |  | 7947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 07/31/2029  |  | 49285 |  | 45981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/15/2024  |  | 7839 |  | 7607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/15/2024  |  | 2072 |  | 1999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/31/2029  |  | 14980 |  | 13786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/15/2027  |  | 8931 |  | 8289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2026  |  | 10991 |  | 10208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/15/2026  |  | 14844 |  | 13701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/15/2026  |  | 45936 |  | 42013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 01/31/2027  |  | 16760 |  | 15210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/30/2028  |  | 11529 |  | 10111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 10/31/2028  |  | 26551 |  | 23145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 04/30/2028  |  | 8070 |  | 7062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/31/2028  |  | 8800 |  | 7546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.875%, 06/30/2026  |  | 12753 |  | 11432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/31/2026  |  | 26999 |  | 24135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 11/30/2025  |  | 6306 |  | 5652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/31/2026  |  | 40248 |  | 35888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 08/31/2025  |  | 20260 |  | 18231 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,090,505) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,090,505) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,090,505) ($ Thousands) |  | 1878984 |
| **ASSET-BACKED SECURITIES — 10.1%** | **ASSET-BACKED SECURITIES — 10.1%** | **ASSET-BACKED SECURITIES — 10.1%** | **ASSET-BACKED SECURITIES — 10.1%** | **ASSET-BACKED SECURITIES — 10.1%** |
| **Automotive — 2.3%** | **Automotive — 2.3%** | **Automotive — 2.3%** |  |  |
| &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 |  | 1965 |
| &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust, Ser 2022-2, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.870%, 04/17/2028  |  | 1727 |  | 1726 |
| &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  |  | 2666 |  | 2628 |
| &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 |  | 657 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 04/18/2028  | $1661 | $1624 |
| &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 | 1536 |
| &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 | 1461 |
| &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 | 4158 |
| &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 | 3249 |
| &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 | 905 |
| &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 | 2982 |
| &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 | 3022 |
| &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 | 1494 |
| &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 | 2738 |
| &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 | 1089 |
| &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 | 1772 |
| &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 | 482 |
| &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) | 1616 | 1557 |
| &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 | 1064 |
| &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 | 1850 |
| &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 | 836 |
| &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  | 3565 | 3481 |

---

---

| | | |
|:---|:---|:---|
| 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 | $1520 |
| &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 | 1055 |
| &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 | 5240 |
| &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 | 1030 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-C, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590%, 12/15/2027  | 2786 | 2748 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-D, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270%, 05/17/2027  | 3705 | 3714 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/15/2028  | 788 | 791 |
| &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 | 2574 |
| &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) | 1073 | 1051 |
| &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) | 361 | 359 |
| &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  | 912 | 889 |
| &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 | 1749 |
| &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 | 2134 |
| &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 | 2294 |
| &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 | 4549 |
| &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 | 2403 |
| &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 | 1376 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820%, 08/16/2027  | $2261 | $2253 |
| &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.880%, 08/16/2028  | 2467 | 2467 |
| &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust, Ser 2022-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.910%, 10/11/2035 (D) | 2069 | 2097 |
| &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 | 5479 |
| &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 | 1010 |
| &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 | 1695 |
| &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 | 1649 |
| &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 | 3244 |
| &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) | 1930 | 1825 |
| &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 | 3644 |
| &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 | 1454 |
| &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 | 1041 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.380%, 10/15/2025 (D) | 1715 | 1691 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480%, 08/17/2026 (D) | 2293 | 2262 |
| &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 | 1223 |
| &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 | 2512 |
| &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 | 837 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2022-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.390%, 06/15/2027  | $4459 | $4492 |
| &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust, Ser 2022-C, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.520%, 10/16/2028  | 1822 | 1845 |
| &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) | 206 | 202 |
| &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) | 516 | 502 |
| &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) | 939 | 901 |
| &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) | 1987 | 1866 |
| &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/15/2029  | 1834 | 1840 |
| &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 | 3087 |
| &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 11/15/2029  | 1934 | 1900 |
| &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 | 1623 |
| &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 | 796 |
| &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  | 1498 | 1491 |
| &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 | 1683 |
| &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  | 1572 | 1565 |
| &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 | 4869 |
| &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  | 3262 | 3192 |
| &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 | 2317 |
| &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 | 1929 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 2022-6, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490%, 11/16/2026  | $5937 | $5845 |
| &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/15/2027  | 1329 | 1330 |
| &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 | 2836 |
| &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 | 847 |
| &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) | 3475 | 3158 |
| &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) | 3972 | 3752 |
| &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  | 63 | 63 |
| &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 | 1780 |
| &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 | 1733 |
| &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.430%, 04/17/2028  | 994 | 1008 |
| &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 | 1104 |
| &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) | 241 | 240 |
| &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) | 760 | 749 |
| &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 | 1614 |
| &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust, Ser 2022-D, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610%, 02/15/2028  | 3725 | 3755 |
| &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 | 1725 |
| &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 | 1013 |
|  |  | 182787 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **Credit Cards — 0.9%** | **Credit Cards — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.390%, 05/15/2027  | $5489 | $5305 |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2027  | 9601 | 9342 |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2027  | 2807 | 2821 |
| &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 | 3195 |
| &nbsp;&nbsp;&nbsp;BA Credit Card Trust, Ser 2022-A2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/17/2028  | 2388 | 2391 |
| &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 | 2047 |
| &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 | 2298 |
| &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust, Ser 2022-A3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2027  | 8531 | 8568 |
| &nbsp;&nbsp;&nbsp;Chase Issuance Trust, Ser 2022-A1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, 09/15/2027  | 734 | 718 |
| &nbsp;&nbsp;&nbsp;Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.643%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (A) | 5880 | 5765 |
| &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  | 10712 | 10280 |
| &nbsp;&nbsp;&nbsp;Discover Card Execution Note Trust, Ser 2022-A4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.030%, 10/15/2027  | 8200 | 8237 |
| &nbsp;&nbsp;&nbsp;Golden Credit Card Trust, Ser 2022-4A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310%, 09/15/2027 (D) | 4870 | 4783 |
| &nbsp;&nbsp;&nbsp;Master Credit Card Trust, Ser 2022-4A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.240%, 04/21/2029 (D) | 1405 | 1409 |
| &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 | 2718 |
| &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 | 2760 |
|  |  | 72637 |
| **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) | 15 | 14 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;4.764%, ICE LIBOR USD 1 Month + 0.720%, 09/25/2035 (A) | $| 2995 | $2936 |
| &nbsp;&nbsp;&nbsp;Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.004%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (A) |  | 298 | 296 |
| &nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust, Ser 2005-A, Cl M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.764%, ICE LIBOR USD 1 Month + 0.720%, 01/25/2035 (A) |  | 2115 | 2079 |
| &nbsp;&nbsp;&nbsp;Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.695%, ICE LIBOR USD 1 Month + 0.820%, 09/15/2029 (A) |  | 157 | 144 |
| &nbsp;&nbsp;&nbsp;Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, ICE LIBOR USD 1 Month + 0.160%, 08/25/2036 (A) |  | 683 | 236 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.358%, 01/25/2047 (C) |  | 12 | 5 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2005-KS9, Cl M5 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989%, ICE LIBOR USD 1 Month + 0.630%, 10/25/2035 (A) |  | 5899 | 5797 |
| &nbsp;&nbsp;&nbsp;Soundview Home Loan Trust, Ser 2006-OPT3, Cl 2A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.356%, ICE LIBOR USD 1 Month + 0.340%, 06/25/2036 (A) |  | 6 | 6 |
| &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  |  | 16 | 14 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2034 (A) |  | 2018 | 1930 |
|  |  |  | 13457 |
| **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;5.475%, ICE LIBOR USD 3 Month + 1.150%, 10/23/2034 (A)(D) |  | 1000 | 962 |
| &nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.193%, ICE LIBOR USD 3 Month + 1.950%, 01/20/2032 (A)(D) |  | 2420 | 2381 |
| &nbsp;&nbsp;&nbsp;ABPCI Direct Lending Fund IX LLC, Ser 2021-9A, Cl A1R |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.758%, ICE LIBOR USD 3 Month + 1.400%, 11/18/2031 (A)(D) |  | 4190 | 4062 |

---

---

| | | |
|:---|:---|:---|
| 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;5.057%, ICE LIBOR USD 3 Month + 0.300%, 05/25/2036 (A) | $1758 | $1696 |
| &nbsp;&nbsp;&nbsp;ACRES Commercial Realty, Ser 2021-FL1, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.511%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2036 (A)(D) | 6000 | 5860 |
| &nbsp;&nbsp;&nbsp;AGL CLO VI, Ser 2021-6A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.443%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034 (A)(D) | 1360 | 1317 |
| &nbsp;&nbsp;&nbsp;Aimco CLO XI, Ser 2021-11A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.209%, ICE LIBOR USD 3 Month + 1.130%, 10/17/2034 (A)(D) | 5500 | 5319 |
| &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 | 3071 |
| &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) | 4880 | 4639 |
| &nbsp;&nbsp;&nbsp;AMMC CLO IX, Ser 2019-19A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (A)(D) | 546 | 543 |
| &nbsp;&nbsp;&nbsp;AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (A)(D) | 5029 | 4969 |
| &nbsp;&nbsp;&nbsp;Antares CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (A)(D) | 2500 | 2380 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XXXV, Ser 2021-35A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.293%, ICE LIBOR USD 3 Month + 1.050%, 04/20/2034 (A)(D) | 1320 | 1276 |
| &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 | 1874 |
| &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) | 1948 | 1779 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.575%, ICE LIBOR USD 1 Month + 1.700%, 11/15/2036 (A)(D) | 4831 | 4580 |
| &nbsp;&nbsp;&nbsp;Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.668%, SOFR30A + 1.450%, 01/15/2037 (A)(D) | 1848 | 1760 |
| &nbsp;&nbsp;&nbsp;Ares LXIII CLO, Ser 2022-63A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.343%, TSFR3M + 1.380%, 04/20/2035 (A)(D) | 2750 | 2669 |
| &nbsp;&nbsp;&nbsp;Ares XLII Clo, Ser 2021-42A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.825%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(D) | 2000 | 1951 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;5.413%, ICE LIBOR USD 3 Month + 1.170%, 01/20/2035 (A)(D) | $1230 | $1179 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.043%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(D) | 2548 | 2520 |
| &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) | 889 | 729 |
| &nbsp;&nbsp;&nbsp;Brazos Education Loan Authority, Ser 2012-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.744%, ICE LIBOR USD 1 Month + 0.700%, 12/26/2035 (A) | 798 | 783 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2010-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.899%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (A) | 4780 | 4736 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2011-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.499%, ICE LIBOR USD 3 Month + 0.800%, 02/25/2030 (A) | 80 | 80 |
| &nbsp;&nbsp;&nbsp;Brazos Higher Education Authority, Ser 2011-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.358%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (A) | 3220 | 3181 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2019-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.025%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (A)(D) | 281 | 278 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.408%, ICE LIBOR USD 3 Month + 1.050%, 07/27/2031 (A)(D) | 863 | 843 |
| &nbsp;&nbsp;&nbsp;Carlyle US CLO, Ser 2021-1A, Cl A2R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (A)(D) | 3030 | 2896 |
| &nbsp;&nbsp;&nbsp;Catskill Park CLO, Ser 2017-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.943%, ICE LIBOR USD 3 Month + 1.700%, 04/20/2029 (A)(D) | 1500 | 1464 |
| &nbsp;&nbsp;&nbsp;Cayuga Park CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.199%, ICE LIBOR USD 3 Month + 1.120%, 07/17/2034 (A)(D) | 2360 | 2288 |
| &nbsp;&nbsp;&nbsp;CBAM, Ser 2017-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.493%, ICE LIBOR USD 3 Month + 1.250%, 07/20/2030 (A)(D) | 748 | 737 |
| &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 | 1426 |
| &nbsp;&nbsp;&nbsp;Cerberus Loan Funding XXVIII, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.929%, ICE LIBOR USD 3 Month + 1.850%, 10/15/2031 (A)(D) | 603 | 597 |
| &nbsp;&nbsp;&nbsp;Chase Funding Trust, Ser 2003-6, Cl 1A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/25/2034 (C) | 97 | 95 |

---

---

| | | |
|:---|:---|:---|
| 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;4.875%, 11/25/2034 (C) | $96 | $94 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2021-7A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.455%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (A)(D) | 6225 | 5976 |
| &nbsp;&nbsp;&nbsp;CIT Education Loan Trust, Ser 2007-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.731%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (A)(D) | 1179 | 1123 |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2006-2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.974%, 09/25/2036 (C) | 410 | 407 |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.964%, 03/25/2037 (C) | 347 | 336 |
| &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) | 1674 | 1406 |
| &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 | 3023 |
| &nbsp;&nbsp;&nbsp;CNH Equipment Trust, Ser 2022-C, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/17/2028  | 3265 | 3263 |
| &nbsp;&nbsp;&nbsp;College Avenue Student Loans LLC, Ser 2017-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.666%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (A)(D) | 583 | 567 |
| &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) | 425 | 396 |
| &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) | 901 | 808 |
| &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) | 1281 | 1093 |
| &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) | 716 | 598 |
| &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) | 467 | 398 |
| &nbsp;&nbsp;&nbsp;COOF Securitization Trust, Ser 2014-1, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.902%, 06/25/2040 (A)(D) | 143 | 7 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (A) | 2027 | 1907 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.944%, ICE LIBOR USD 1 Month + 0.900%, 10/25/2047 (A) | 208 | 191 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 Asset-Backed Certificates, Ser 2006-SD3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.704%, ICE LIBOR USD 1 Month + 0.660%, 07/25/2036 (A)(D) | $27 | $26 |
| &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;3.995%, ICE LIBOR USD 1 Month + 0.120%, 04/15/2037 (A) | 1263 | 1164 |
| &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 | 22 |
| &nbsp;&nbsp;&nbsp;Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.040%, 12/25/2036 (C) | 328 | 253 |
| &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust, Ser 2022-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, 07/22/2027 (D) | 795 | 779 |
| &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 | 5646 |
| &nbsp;&nbsp;&nbsp;Dryden LXXV CLO, Ser 2021-75A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.119%, ICE LIBOR USD 3 Month + 1.040%, 04/15/2034 (A)(D) | 1260 | 1212 |
| &nbsp;&nbsp;&nbsp;Dryden LXXVII CLO, Ser 2021-77A, Cl BR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.325%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (A)(D) | 2910 | 2765 |
| &nbsp;&nbsp;&nbsp;Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.979%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (A)(D) | 3711 | 3635 |
| &nbsp;&nbsp;&nbsp;Eaton Vance CLO, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (A)(D) | 1830 | 1774 |
| &nbsp;&nbsp;&nbsp;Educational Funding of the South, Ser 2011-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.008%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (A) | 794 | 789 |
| &nbsp;&nbsp;&nbsp;EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/25/2040 (D) | 1790 | 1737 |
| &nbsp;&nbsp;&nbsp;EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.016%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)(D) | 1854 | 1832 |
| &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) | 8586 | 7569 |
| &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 | 168 |
| &nbsp;&nbsp;&nbsp;Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.704%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (A) | 7016 | 6406 |
| &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) | 456 | 441 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.843%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2034 (A)(D) | $6000 | $5729 |
| &nbsp;&nbsp;&nbsp;Golub Capital Partners CLO XLV MM, Ser 2019-45A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.963%, ICE LIBOR USD 3 Month + 1.720%, 10/20/2031 (A)(D) | 1500 | 1462 |
| &nbsp;&nbsp;&nbsp;Golub Capital Partners CLO XXV MM, Ser 2018-25A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.912%, ICE LIBOR USD 3 Month + 1.380%, 05/05/2030 (A)(D) | 1799 | 1767 |
| &nbsp;&nbsp;&nbsp;Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.427%, ICE LIBOR USD 3 Month + 1.900%, 12/20/2029 (A)(D) | 2931 | 2895 |
| &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC, Ser 2022-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.080%, 09/15/2026 (D) | 1925 | 1920 |
| &nbsp;&nbsp;&nbsp;Halsey Point CLO I, Ser 2019-1A, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.593%, ICE LIBOR USD 3 Month + 1.350%, 01/20/2033 (A)(D) | 590 | 579 |
| &nbsp;&nbsp;&nbsp;Halsey Point CLO III, Ser 2020-3A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.865%, ICE LIBOR USD 3 Month + 1.450%, 11/30/2032 (A)(D) | 700 | 684 |
| &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) | 3713 | 2942 |
| &nbsp;&nbsp;&nbsp;HGI CRE CLO, Ser 2021-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.937%, ICE LIBOR USD 1 Month + 1.050%, 06/16/2036 (A)(D) | 2895 | 2784 |
| &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) | 814 | 813 |
| &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 | 1936 |
| &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) | 1092 | 1026 |
| &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) | 3194 | 2770 |
| &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) | 5543 | 5186 |
| &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 | 1411 |
| &nbsp;&nbsp;&nbsp;HPS Loan Management, Ser 2021-16A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.465%, ICE LIBOR USD 3 Month + 1.140%, 01/23/2035 (A)(D) | 7730 | 7448 |
| &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) | 1225 | 1110 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;JGWPT XXXII LLC, Ser 2014-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 01/17/2073 (D) | $1643 | $1444 |
| &nbsp;&nbsp;&nbsp;KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.813%, 08/25/2038 (A)(D) | 607 | 9 |
| &nbsp;&nbsp;&nbsp;KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, 04/25/2040 (A)(D) | 116 | 6 |
| &nbsp;&nbsp;&nbsp;KKR CLO XXXII, Ser 2020-32A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.399%, ICE LIBOR USD 3 Month + 1.320%, 01/15/2032 (A)(D) | 900 | 887 |
| &nbsp;&nbsp;&nbsp;KREF, Ser 2022-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.382%, TSFR1M + 1.450%, 02/17/2039 (A)(D) | 4100 | 3929 |
| &nbsp;&nbsp;&nbsp;LCM Loan Income Fund I Income Note Issuer, Ser 2018-27A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159%, ICE LIBOR USD 3 Month + 1.080%, 07/16/2031 (A)(D) | 925 | 912 |
| &nbsp;&nbsp;&nbsp;LCM XVIII, Ser 2019-19A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.319%, ICE LIBOR USD 3 Month + 1.240%, 07/15/2027 (A)(D) | 88 | 88 |
| &nbsp;&nbsp;&nbsp;LCM XXI, Ser 2018-21A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (A)(D) | 460 | 456 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XXXV, Ser 2021-35A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.233%, ICE LIBOR USD 3 Month + 0.990%, 04/20/2032 (A)(D) | 4010 | 3905 |
| &nbsp;&nbsp;&nbsp;Magnetite XIV-R, Ser 2018-14RA, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.314%, ICE LIBOR USD 3 Month + 1.120%, 10/18/2031 (A)(D) | 2910 | 2840 |
| &nbsp;&nbsp;&nbsp;MF1 LLC, Ser 2022-FL10, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.567%, TSFR1M + 2.635%, 09/17/2037 (A)(D) | 1365 | 1357 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2020-FL4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.678%, TSFR1M + 1.814%, 11/15/2035 (A)(D) | 1325 | 1300 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2021-FL6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.011%, ICE LIBOR USD 1 Month + 1.100%, 07/16/2036 (A)(D) | 570 | 546 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2021-FL7, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.019%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (A)(D) | 3875 | 3701 |
| &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) | 2180 | 2100 |
| &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  | 904 | 866 |
| &nbsp;&nbsp;&nbsp;MKS CLO, Ser 2018-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.433%, ICE LIBOR USD 3 Month + 1.190%, 01/20/2031 (A)(D) | 1500 | 1481 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 01/22/2041 (D) | 1090 | 997 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.440%, 01/22/2041 (D) | $548 | $497 |
| &nbsp;&nbsp;&nbsp;Myers Park CLO, Ser 2018-1A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.843%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2030 (A)(D) | 890 | 860 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2014-AA, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.473%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (A)(D) | 1086 | 1069 |
| &nbsp;&nbsp;&nbsp;Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.023%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (A)(D) | 384 | 387 |
| &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) | 661 | 640 |
| &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) | 48 | 48 |
| &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) | 152 | 149 |
| &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) | 2786 | 2663 |
| &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) | 1161 | 1104 |
| &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) | 1903 | 1803 |
| &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) | 2264 | 2067 |
| &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) | 2731 | 2525 |
| &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) | 806 | 731 |
| &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) | 1332 | 1192 |
| &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) | 1461 | 1298 |
| &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) | 2680 | 2359 |
| &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) | 1628 | 1461 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2020-IA, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.330%, 04/15/2069 (D) | $2959 | $2518 |
| &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) | 698 | 596 |
| &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) | 1879 | 1586 |
| &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) | 3068 | 2649 |
| &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) | 5432 | 4487 |
| &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) | 2410 | 1974 |
| &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) | 1616 | 1363 |
| &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) | 3235 | 2814 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.526%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (A) | 2648 | 2562 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.664%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A) | 3204 | 3045 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2014-4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.636%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A) | 2187 | 2117 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2016-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.366%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (A)(D) | 1451 | 1428 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.066%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (A)(D) | 6630 | 6508 |
| &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) | 2501 | 2346 |
| &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) | 1087 | 907 |
| &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) | 2570 | 2223 |

---

---

| | | |
|:---|:---|:---|
| 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 2004-3, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.538%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (A) | $662 | $640 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2004-4, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.518%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (A) | 1190 | 1161 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-1, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.468%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (A) | 4135 | 3971 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-2, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.702%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (A) | 3837 | 3700 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-3, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.722%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (A) | 3378 | 3263 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2005-4, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.782%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (A) | 531 | 514 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2014-4A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.966%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (A)(D) | 3735 | 3673 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2019-5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.530%, 10/25/2067 (D) | 1798 | 1561 |
| &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) | 1928 | 1697 |
| &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 | 4727 |
| &nbsp;&nbsp;&nbsp;Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.234%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037 (A) | 6352 | 6033 |
| &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) | 2557 | 2180 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.029%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (A)(D) | 5969 | 5886 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 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;5.255%, TSFR3M + 1.300%, 02/24/2037 (A)(D) | 1730 | 1672 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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) | $128 | $123 |
| &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) | 775 | 733 |
| &nbsp;&nbsp;&nbsp;Owl Rock CLO III, Ser 2020-3A, Cl A1L |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.043%, ICE LIBOR USD 3 Month + 1.800%, 04/20/2032 (A)(D) | 1620 | 1579 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, ICE LIBOR USD 3 Month + 1.150%, 11/14/2034 (A)(D) | 2430 | 2343 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.283%, TSFR3M + 1.320%, 04/20/2035 (A)(D) | 5800 | 5614 |
| &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) | 1652 | 1572 |
| &nbsp;&nbsp;&nbsp;Point Au Roche Park CLO, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.323%, ICE LIBOR USD 3 Month + 1.080%, 07/20/2034 (A)(D) | 3130 | 3036 |
| &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 | 2508 |
| &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 | 2115 |
| &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 | 1467 |
| &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 | 5422 |
| &nbsp;&nbsp;&nbsp;RAMP Trust, Ser 2007-RZ1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.544%, ICE LIBOR USD 1 Month + 0.500%, 02/25/2037 (A) | 4258 | 4153 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2006-KS2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.629%, ICE LIBOR USD 1 Month + 0.585%, 03/25/2036 (A) | 1703 | 1664 |
| &nbsp;&nbsp;&nbsp;Recette CLO, Ser 2021-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.323%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2034 (A)(D) | 760 | 734 |
| &nbsp;&nbsp;&nbsp;Reese Park CLO, Ser 2021-1A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.209%, ICE LIBOR USD 3 Month + 1.130%, 10/15/2034 (A)(D) | 3690 | 3579 |
| &nbsp;&nbsp;&nbsp;Rockford Tower CLO, Ser 2021-2A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.775%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (A)(D) | 5000 | 4852 |
| &nbsp;&nbsp;&nbsp;RR III, Ser 2018-3A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.169%, ICE LIBOR USD 3 Month + 1.090%, 01/15/2030 (A)(D) | 1100 | 1081 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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  | $1161 | $1103 |
| &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  | 809 | 763 |
| &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  | 1770 | 1622 |
| &nbsp;&nbsp;&nbsp;SBA Small Business Investment, Ser 2022-10B, Cl 1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.262%, 09/10/2032  | 915 | 899 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.479%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(D) | 1035 | 1026 |
| &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) | 946 | 925 |
| &nbsp;&nbsp;&nbsp;Silver Rock CLO I, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2031 (A)(D) | 2350 | 2305 |
| &nbsp;&nbsp;&nbsp;SLM Private Education Loan Trust, Ser 2010-C, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.623%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (A)(D) | 1678 | 1792 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-4, Cl A5D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.043%, ICE LIBOR USD 3 Month + 0.750%, 03/15/2033 (A)(D) | 710 | 702 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-7A, Cl A5A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (A)(D) | 2609 | 2547 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2006-8, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.518%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (A) | 3512 | 3270 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-2, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.558%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (A) | 1155 | 887 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.558%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (A) | 1155 | 949 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-4, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.208%, 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;6.208%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (A) | 1155 | 1078 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.458%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (A) | 3753 | 3624 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;6.208%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A) | $1155 | $1041 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-7, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.208%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A) | 1155 | 986 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-8, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.608%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (A) | 1155 | 1099 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-9, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (A) | 2467 | 2437 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2008-9, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.608%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (A) | 1155 | 1062 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2011-2, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.216%, ICE LIBOR USD 1 Month + 1.200%, 10/25/2034 (A) | 384 | 381 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2014-3A, Cl A6A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.908%, ICE LIBOR USD 3 Month + 0.550%, 10/25/2064 (A)(D) | 5740 | 5401 |
| &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) | 421 | 397 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2016-B, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.323%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (A)(D) | 546 | 540 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2016-C, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.973%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (A)(D) | 490 | 487 |
| &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) | 687 | 645 |
| &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) | 3220 | 3061 |
| &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) | 1043 | 946 |
| &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) | 1360 | 1198 |
| &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) | 2142 | 1886 |
| &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) | 5969 | 5276 |

---

---

| | | |
|:---|:---|:---|
| 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) | $1327 | $1135 |
| &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) | 4837 | 4061 |
| &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) | 3112 | 2779 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2021-C, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.675%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (A)(D) | 3005 | 2848 |
| &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) | 2655 | 2272 |
| &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 | 864 |
| &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) | 5201 | 4603 |
| &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) | 4430 | 3957 |
| &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) | 1480 | 1420 |
| &nbsp;&nbsp;&nbsp;SMB Private Education Loan Trust, Ser 2022-D, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.018%, SOFR30A + 1.800%, 10/15/2058 (A)(D) | 1997 | 1967 |
| &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) | 45 | 43 |
| &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) | 90 | 89 |
| &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) | 249 | 223 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.030%, 08/17/2043 (D) | 1624 | 1290 |
| &nbsp;&nbsp;&nbsp;SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 02/15/2047 (D) | 1839 | 1440 |
| &nbsp;&nbsp;&nbsp;South Carolina Student Loan, Ser 2015-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.544%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (A) | 1062 | 1056 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;5.303%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (A)(D) | $5170 | $5059 |
| &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) | 977 | 954 |
| &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 | 5522 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.244%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (A) | 950 | 911 |
| &nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.594%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (A) | 2373 | 2205 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.384%, ICE LIBOR USD 1 Month + 0.340%, 12/25/2036 (A) | 2069 | 2010 |
| &nbsp;&nbsp;&nbsp;STWD, Ser 2019-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.005%, TSFR1M + 1.194%, 07/15/2038 (A)(D) | 484 | 478 |
| &nbsp;&nbsp;&nbsp;STWD, Ser 2022-FL3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.568%, SOFR30A + 1.350%, 11/15/2038 (A)(D) | 200 | 192 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 05/22/2028 (D) | 3010 | 2999 |
| &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) | 1361 | 1330 |
| &nbsp;&nbsp;&nbsp;Trestles CLO IV, Ser 2021-4A, Cl B1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.978%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (A)(D) | 6300 | 6026 |
| &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) | 1007 | 855 |
| &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) | 2081 | 1757 |
| &nbsp;&nbsp;&nbsp;TRTX Issuer, Ser 2022-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.017%, SOFR30A + 1.650%, 02/15/2039 (A)(D) | 4050 | 3900 |
| &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  | 234 | 218 |
| &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 | 405 |
| &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  | 1005 | 965 |

---

---

| | | |
|:---|:---|:---|
| 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 | $1226 |
| &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 | 8966 |
| &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 | 5025 |
| &nbsp;&nbsp;&nbsp;Venture XXXII CLO, Ser 2018-32A, Cl A2A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.264%, ICE LIBOR USD 3 Month + 1.070%, 07/18/2031 (A)(D) | 900 | 884 |
| &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 | 1419 |
| &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 | 3099 |
| &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 | 2799 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2020-A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 07/22/2024  | 124 | 123 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031 (A)(D) | 2810 | 2761 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.384%, ICE LIBOR USD 3 Month + 1.190%, 10/18/2031 (A)(D) | 750 | 739 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.283%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2034 (A)(D) | 1110 | 1075 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.334%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (A) | 8710 | 8452 |
| &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) | 3990 | 3205 |
| &nbsp;&nbsp;&nbsp;Whitebox CLO II, Ser 2021-2A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.545%, ICE LIBOR USD 3 Month + 1.220%, 10/24/2034 (A)(D) | 1810 | 1740 |
| &nbsp;&nbsp;&nbsp;Whitebox CLO III, Ser 2021-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.299%, ICE LIBOR USD 3 Month + 1.220%, 10/15/2034 (A)(D) | 2140 | 2051 |
| &nbsp;&nbsp;&nbsp;Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.589%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (A)(D) | 1910 | 1888 |
| &nbsp;&nbsp;&nbsp;Zais CLO XIII, Ser 2019-13A, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.569%, ICE LIBOR USD 3 Month + 1.490%, 07/15/2032 (A)(D) | 1302 | 1278 |
|  |  | 512525 |
| Total Asset-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $821,230) ($ Thousands) |  | 781406 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **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 | $5866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 12/23/2024 | 24815 | 23141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.040%, 06/14/2024 | 24830 | 23443 |
| &nbsp;&nbsp;&nbsp;FHLB DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/14/2023(B) | 15000 | 14748 |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/15/2031(B) | 600 | 419 |
| &nbsp;&nbsp;&nbsp;FHLMC MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/14/2029(B) | 2887 | 2171 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 09/06/2024 | 510 | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 06/17/2025 | 7405 | 6744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/15/2030(B) | 8487 | 6127 |
| &nbsp;&nbsp;&nbsp;Resolution Funding Interest STRIP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2030(B) | 1930 | 1416 |
| &nbsp;&nbsp;&nbsp;Resolution Funding Principal STRIP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/15/2030(B) | 2570 | 1857 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 05/15/2025 | 1895 | 1729 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority Principal STRIP, PO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/01/2025(B) | 1000 | 883 |
| Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $95,660) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $95,660) ($ Thousands) | 89038 |
| **SOVEREIGN DEBT — 0.7%** | **SOVEREIGN DEBT — 0.7%** | **SOVEREIGN DEBT — 0.7%** |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032(D) | 953 | 917 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/07/2042 | 595 | 507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041 | 1310 | 954 |
| &nbsp;&nbsp;&nbsp;China Government Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 11/30/2025 | 5000 | 714 |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044 | $2570 | 1829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049 | 3500 | 2316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045 | 3310 | 2184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031 | 1010 | 737 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/05/2026(D) | 1410 | 1311 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2032 | 1115 | 1099 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/08/2047(D) | 410 | 398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/18/2047(D) | 400 | 362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 09/20/2032 | 1061 | 1042 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Israel Government AID Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/18/2033 | $| 1000 | $| 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/01/2024(B) |  | 1000 |  | 914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/15/2025(B) |  | 1000 |  | 906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/15/2025(B) |  | 1000 |  | 884 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2050 |  | 430 |  | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/03/2030 |  | 720 |  | 651 |
| &nbsp;&nbsp;&nbsp;Italy Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/06/2051 |  | 619 |  | 423 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044(D) |  | 2480 |  | 2207 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/11/2040 |  | 4408 |  | 4421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2033 |  | 1912 |  | 1796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/08/2044 |  | 4300 |  | 3611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/10/2048 |  | 393 |  | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/22/2029 |  | 1983 |  | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/12/2052 |  | 2452 |  | 1883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2034 |  | 1932 |  | 1601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.659%, 05/24/2031 |  | 3630 |  | 3001 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 01/26/2036 |  | 1830 |  | 1933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2047 |  | 530 |  | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056 |  | 830 |  | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053 |  | 950 |  | 700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 01/23/2030 |  | 310 |  | 268 |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/30/2050(D) |  | 1321 |  | 1110 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2072 |  | 2490 |  | 1652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/10/2051 |  | 240 |  | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2034 |  | 556 |  | 449 |
| &nbsp;&nbsp;&nbsp;Poland Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/16/2032 |  | 1599 |  | 1686 |
| &nbsp;&nbsp;&nbsp;Province of Saskatchewan Canada |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/08/2027 |  | 1110 |  | 1067 |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/28/2034 |  | 2480 |  | 2694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050 |  | 2630 |  | 2588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/23/2031 |  | 680 |  | 679 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $66,057) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $66,057) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $66,057) ($ Thousands) |  | 56372 |
| **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 |  | 942 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  |  | 1490 |  | 1113 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Core Fixed Income 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;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 | $3209 |
|  |  |  | 5264 |
| **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 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 2301 | 2403 |
|  |  |  | 2561 |
| **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 | 1001 |
| **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 | 1407 |
| **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 | 1439 |
| &nbsp;&nbsp;&nbsp;New York City, Ser D, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.823%, 08/01/2030  |  | 2205 | 1776 |
| &nbsp;&nbsp;&nbsp;New York City, Sub-Ser A, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/01/2034  |  | 870 | 716 |
| &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 | 848 |
| &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 | 1696 |
| &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 | 2201 |
| &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 | 436 |
|  |  |  | 9112 |
| **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 | 587 |
| **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 | 502 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **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 | $1381 |
| &nbsp;&nbsp;&nbsp;University of Texas, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.439%, 08/15/2049  | 585 | 380 |
|  |  | 1761 |
| **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 | 1003 |
| &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  | 71 | 71 |
|  |  | 1074 |
| Total Municipal Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $28,788) ($ Thousands) |  | 23269 |
|  | <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;3.810% \*\*<sup>†</sup>(J) | 8809511 | 8796 |
| Total Affiliated Partnership |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,810) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $8,810) ($ Thousands) | 8796 |
| **CASH EQUIVALENT — 3.1%** | **CASH EQUIVALENT — 3.1%** | **CASH EQUIVALENT — 3.1%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 238496933 | 238497 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $238,497) ($ Thousands) |  | 238497 |
| **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** | **PURCHASED OPTIONS — 0.0%** |
| Total Purchased Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,324) ($ Thousands) |  | 1235 |
| Total Investments in Securities — 108.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,168,530) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $9,168,530) ($ Thousands)  | $8438817 |
| **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** |
| Total Written Options  |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $4,146) ($ Thousands) |  | $(2955) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the exchange traded option contracts held by the Fund at November 30, 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%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | 792 | $188303 | $98.38 | 12/17/2022 | $5 |
| &nbsp;&nbsp;&nbsp;December 2022, SOFR 1 Year MidCurve Future Option | 361 | 86261 | 95.75 | 12/17/2022 | 77 |
| &nbsp;&nbsp;&nbsp;December 2022, SOFR 1 Year MidCurve Future Option | 145 | 34648 | 95.50 | 12/17/2022 | 71 |
| &nbsp;&nbsp;&nbsp;December 2022, SOFR 1 Year MidCurve Future Option | 285 | 68101 | 96.50 | 12/17/2022 | 3 |
| &nbsp;&nbsp;&nbsp;January 2023, U.S. 10 Year Future Option | 264 | 29964 | 110.00 | 12/17/2022 | 945 |
| &nbsp;&nbsp;&nbsp;January 2023, U.S. 10 Year Future Option | 76 | 8626 | 113.00 | 12/17/2022 | 91 |
| &nbsp;&nbsp;&nbsp;January 2023, U.S. 10 Year Future Option | 47 | 5334 | 113.50 | 12/17/2022 | 43 |
|  |  | 421237 |  |  | 1235 |
| &nbsp;&nbsp;&nbsp;Total Purchased Options |  | $421237 |  |  | $1235 |
| **WRITTEN OPTIONS — 0.0%** | **WRITTEN OPTIONS — 0.0%** |  |  |  |  |
| **Put Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;June 2023, IMM Eurodollar Future Option | (165) | $(39117) | 97.00 | 06/17/23 | $(898) |
| &nbsp;&nbsp;&nbsp;January 2023, U.S. 5 Year Future Option | (275) | (29857) | 106.25 | 12/17/22 | (19) |
|  |  | (68974) |  |  | (917) |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;September 2023, 3-Month SOFR Future Option | (297) | (70731) | 98.75 | 09/16/2023 | (11) |
| &nbsp;&nbsp;&nbsp;December 2023, 3-Month SOFR Future Option | (143) | (34170) | 96.63 | 12/16/2023 | (81) |
| &nbsp;&nbsp;&nbsp;December 2023, 3-Month SOFR Future Option | (506) | (120909) | 96.50 | 12/16/2023 | (319) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (364) | (86543) | 96.50 | 12/17/2022 | (2) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (792) | (188303) | 98.13 | 12/17/2022 | (5) |
| &nbsp;&nbsp;&nbsp;December 2022, IMM Eurodollar Future Option | (1427) | (339278) | 97.00 | 12/17/2022 | (9) |
| &nbsp;&nbsp;&nbsp;June 2023, IMM Eurodollar Future Option | (218) | (51682) | 97.50 | 06/17/2023 | (11) |
| &nbsp;&nbsp;&nbsp;January 2023, U.S. 10 Year Future Option | (706) | (80131) | 111.50 | 12/17/2022 | (1600) |
|  |  | (971747) |  |  | (2038) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(1040721) |  |  | $(2955) |

---

A list of the open futures contracts held by the Fund at November 30, 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$ | 177 | Mar-2023 | $42069 | $41967 | $(102) |
| &nbsp;&nbsp;90-Day Euro$ | 778 | Dec-2022 | 190854 | 184974 | (5880) |
| &nbsp;&nbsp;Euro-Bobl | 68 | Dec-2022 | 8282 | 8404 | (167) |
| &nbsp;&nbsp;Euro-Bund | 3 | Dec-2022 | 432 | 435 | (11) |
| &nbsp;&nbsp;Three-Month SOFR | 4 | Sep-2023 | 965 | 951 | (14) |
| &nbsp;&nbsp;Three-Month SOFR | 1363 | Mar-2025 | 329386 | 329948 | 562 |
| &nbsp;&nbsp;Three-Month SOFR | 168 | Mar-2026 | 40482 | 40742 | 260 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 1644 | Mar-2023 | 336788 | 337611 | 823 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 3524 | Mar-2023 | 380802 | 382602 | 1800 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 451 | Mar-2023 | 51146 | 51188 | 42 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 973 | Mar-2023 | 122516 | 123571 | 1055 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Core Fixed Income Fund** (Continued)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 443 | Mar-2023 | $59609 | $60373 | $764 |
|  |  |  | 1563331 | 1562766 | (868) |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;90-Day Euro$ | (560) | Mar-2025 | $(137024) | $(135317) | $1707 |
| &nbsp;&nbsp;Three-Month SOFR | (1565) | Mar-2024 | (376282) | (373956) | 2326 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (288) | Mar-2023 | (36162) | (36576) | (414) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (1235) | Mar-2023 | (146709) | (147776) | (1067) |
|  |  |  | (696177) | (693625) | 2552 |
|  |  |  | $867154 | $869141 | $1684 |

---

A list of the open forward foreign currency contracts held by the Fund at November 30, 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)** |
| Goldman Sachs | 01/18/23 | GBP | 1568 | USD | 1805 | $(66) |
| Morgan Stanley | 01/18/23 | USD | 578 | EUR | 575 | 17 |
| Morgan Stanley | 01/18/23 | USD | 2494 | AUD | 3860 | 96 |
| Morgan Stanley | 01/18/23 | CNH | 9709 | USD | 1364 | (13) |
| Morgan Stanley | 01/18/23 | CAD | 10998 | USD | 8006 | (114) |
| Morgan Stanley | 01/18/23 | USD | 12345 | CAD | 16858 | 102 |
|  |  |  |  |  |  | $22 |

---

A list of the open centrally cleared swap agreements held by the Fund at November 30, 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** | |
| **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)** |
| CDS MarkIt 100.0 BPS 5.2 Year | 1.00% | Quarterly | 12/20/2027 | $435140 | $4634 | $(276) | $4910 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| 1.95% | Floating | Annually | 06/10/2024 | USD | 125970 | $(4996) | $– | $(4996) |
| 1.785% | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 3535 | 1002 |  | 1002 |
| 1.7725% | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 4780 | 1366 |  | 1366 |
| 2.50% FIXED | Secured Overnight Financing Rate | Annually | 04/21/2052 | USD | 9190 | 1063 | 16 | 1047 |
| - 2.60% FIXED | USD-SOFR-OIS COMPOUND | Annually | 02/15/2048 | USD | 10104 | 1038 | 689 | 349 |
| - 2.62% FIXED | USD-SOFR-OIS COMPOUND | Annually | 02/15/2048 | USD | 2934 | 295 | 3 | 292 |
| - 2.51% FIXED | USD-SOFR-OIS COMPOUND | Annually | 02/15/2048 | USD | 3780 | 451 | 25 | 426 |
| 1.65% | Secured Overnight Financing Rate | Annually | 08/15/2047 | USD | 7577 | 2001 | 741 | 1260 |
| 1.63% | Secured Overnight Financing Rate | Annually | 05/15/2047 | USD | 15520 | 4138 | 657 | 3481 |
| 1.52% FIXED | Secured Overnight Financing Rate | Annually | 02/15/2047 | USD | 20626 | 5857 | (24) | 5881 |
| 1.72875% | 3-MONTH USD - LIBOR | Annually | 02/15/2047 | USD | 9870 | 2462 | 118 | 2344 |
| 1.8075% | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 2390 | 668 |  | 668 |
| FIXED 0.56 | Secured Overnight Financing Rate | Annually | 07/20/2045 | USD | 7490 | 3213 | 88 | 3125 |
| 3.85% FIXED | USD-SOFR-OIS COMPOUND | Annually | 06/30/2029 | USD | 25630 | (588) | 32 | (620) |
| - 3.27% FIXED | USD-SOFR-OIS COMPOUND | Annually | 04/30/2029 | USD | 60986 | 696 | (944) | 1640 |
| 2.85% FIXED | Secured Overnight Financing Rate | Annually | 02/15/2029 | USD | 17852 | 625 | (36) | 661 |
| 1.22% | Secured Overnight Financing Rate | Annually | 08/15/2028 | USD | 15938 | 1872 | (1) | 1873 |
| Secured Overnight Financing Rate | 1.13% | Annually | 08/15/2028 | USD | 26165 | 3194 | 121 | 3073 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Secured Overnight Financing Rate | 1.50% | Annually | 03/04/2027 | USD | 6286 | $(521) | $(11) | $(510) |
| Float | 1.39% Fixed | Semi-Annually | 09/28/2025 | USD | 65735 | (3085) |  | (3085) |
| 3 MONTH USD - LIBOR | 1.0725% | Semi-Annually | 07/24/2025 | USD | 28610 | (1612) |  | (1612) |
| 3 MONTH USD - LIBOR | 1.0355% | Semi-Annually | 07/24/2025 | USD | 42325 | (2415) |  | (2415) |
| 3 MONTH USD - LIBOR | 1.0255% | Semi-Annually | 07/24/2025 | USD | 57220 | (3274) |  | (3274) |
| 2.00% FIXED | Secured Overnight Financing Rate | Annually | 03/18/2032 | USD | 10958 | 1203 | 66 | 1137 |
| 1.87% | Floating | Quarterly | 09/28/2053 | USD | 5610 | 1471 | – | 1471 |
|  |  |  |  |  |  | $16124 | $1540 | $14584 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $7,748,114 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $1,340,064 ($ Thousands), representing 17.3% of the Net Assets of the Fund. |
| (E) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $9,904 ($ Thousands). |
| (F) | Security is in default on interest payment. |
| (G) | Security considered restricted, excluding 144A. The total market value of such securities as of November 30, 2022 was $1,675 ($ 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 (see Note 11). The total market value of such securities as of November 30, 2022 was $8,796 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 3031080 |  | 3031080 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 2330140 |  | 2330140 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 1878984 |  | 1878984 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 781406 |  | 781406 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 89038 |  | 89038 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 56372 |  | 56372 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 23269 |  | 23269 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 8796 |  | 8796 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent |  | 238497 |  | 238497 |
| &nbsp;&nbsp;&nbsp;Purchased Options | 1235 | – |  | 1235 |
| Total Investments in Securities | 1235 | 8437582 |  | 8438817 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Written Options | (2955) |  |  | (2955) |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 9339 |  |  | 9339 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (7655) |  |  | (7655) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 215 |  | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (193) |  | (193) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 4910 |  | 4910 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 31096 |  | 31096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (16512) |  | (16512) |
| Total Other Financial Instruments | (1271) | 19516 |  | 18245 |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Core Fixed Income Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $10360 | $39047 | $(40611) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $8796 | $26 | $&nbsp;&nbsp;&nbsp;&nbsp;— |
| SEI Daily Income Trust, Government Fund, Cl F | 290087 | 3351873 | (3403463) |  |  | 238497 | 2882 |  |
| Totals | $300447 | $3390920 | (3444074) |  |  | $247293 | $2908 |  |

---

A list of the restricted securities, excluding 144a, held by the Fund at November 30, 2022, is as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Face Amount (Thousands) | Acquisition Date/Right to Acquire Date | Cost ($ Thousands) | Market Value<br> ($ Thousands) |
| **Corporate Obligation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ruby Pipeline | $1727 | 2/11/2021 | $1804 | $1675 |
|  |  |  | $1804 | $1675 |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**High Yield Bond Fund**![](fp0081628-1_237.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 76.1%** | **CORPORATE OBLIGATIONS — 76.1%** | **CORPORATE OBLIGATIONS — 76.1%** |
| **Communication Services — 14.4%** | **Communication Services — 14.4%** |  |
| &nbsp;&nbsp;&nbsp;Altice Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2029 (A) | $3859 | $3156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2028 (A) | 6313 | 5151 |
| &nbsp;&nbsp;&nbsp;Altice France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 02/01/2027 (A) | 761 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2028 (A) | 200 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2029 (A) | 2420 | 1941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/15/2029 (A) | 723 | 570 |
| &nbsp;&nbsp;&nbsp;Altice France Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 05/15/2027 (A) | 8009 | 6327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2028 (A) | 2612 | 1751 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/15/2026 (A) | 1485 | 555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 05/15/2027  | 680 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2025  | 115 | 39 |
| &nbsp;&nbsp;&nbsp;ANGI Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2028 (A) | 3123 | 2346 |
| &nbsp;&nbsp;&nbsp;Arches Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/01/2028 (A) | 2962 | 2380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/01/2028 (A) | 373 | 307 |
| &nbsp;&nbsp;&nbsp;Audacy Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/31/2029 (A) | 5551 | 1253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2027 (A) | 1830 | 466 |
| &nbsp;&nbsp;&nbsp;Beasley Mezzanine Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/01/2026 (A) | 3220 | 2078 |
| &nbsp;&nbsp;&nbsp;Belo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 09/15/2027  | 442 | 428 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;British Telecommunications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/04/2023  | $1270 | $1259 |
| &nbsp;&nbsp;&nbsp;CCO Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/01/2029 (A) | 738 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/01/2027 (A) | 3902 | 3693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2028 (A) | 5281 | 4855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2030 (A) | 1925 | 1655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032 (A) | 190 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2030 (A) | 7841 | 6606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2032  | 3490 | 2880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2031 (A) | 8535 | 6929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2034 (A) | 1390 | 1083 |
| &nbsp;&nbsp;&nbsp;Charter Communications Operating LLC / Charter Communications Operating Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484%, 10/23/2045  | 2169 | 2043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/30/2062  | 1360 | 849 |
| &nbsp;&nbsp;&nbsp;Cinemark USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/01/2025 (A) | 261 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2028 (A) | 240 | 192 |
| &nbsp;&nbsp;&nbsp;Clear Channel International BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/01/2025 (A) | 887 | 840 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/15/2028 (A) | 508 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2029 (A) | 807 | 599 |
| &nbsp;&nbsp;&nbsp;Clear Channel Worldwide Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 08/15/2027 (A) | 3300 | 2844 |
| &nbsp;&nbsp;&nbsp;CMG Media  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 12/15/2027 (A) | 6633 | 5041 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 4000 | 2531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 2045 | 1326 |
| &nbsp;&nbsp;&nbsp;Connect Finco SARL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2026 (A) | 882 | 834 |
| &nbsp;&nbsp;&nbsp;Consolidated Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2028 (A) | 4598 | 3783 |
| &nbsp;&nbsp;&nbsp;CSC Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2028 (A) | 5845 | 4553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2029 (A) | 3360 | 3062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2030 (A) | 5009 | 3411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2024  | 546 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2030 (A) | 1781 | 1129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2031 (A) | 909 | 693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2031 (A) | 1337 | 964 |
| &nbsp;&nbsp;&nbsp;Cumulus Media New Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/01/2026 (A) | 1616 | 1354 |
| &nbsp;&nbsp;&nbsp;Diamond Sports Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/15/2027 (A) | 5251 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 08/15/2026 (A) | 10790 | 1753 |
| &nbsp;&nbsp;&nbsp;Directv Financing LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/15/2027 (A) | 6389 | 5862 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;DISH DBS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 07/01/2026  | $5197 | $4353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 07/01/2028  | 9010 | 6646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2024  | 4276 | 4063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2028 (A) | 3213 | 2606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2026 (A) | 3705 | 3181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2029  | 3980 | 2622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2023  | 2654 | 2634 |
| &nbsp;&nbsp;&nbsp;DISH Network  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.750%, 11/15/2027 (A) | 3376 | 3470 |
| &nbsp;&nbsp;&nbsp;DKT Finance ApS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 06/17/2023 (A) | 1979 | 1904 |
| &nbsp;&nbsp;&nbsp;Embarq  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.995%, 06/01/2036  | 1102 | 468 |
| &nbsp;&nbsp;&nbsp;Frontier Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/01/2029 (A) | 475 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/15/2027 (A) | 362 | 344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/01/2028 (A) | 1135 | 1010 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2030 (A) | 3373 | 3489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2030 (A) | 1662 | 1360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/01/2029  | 1773 | 1415 |
| &nbsp;&nbsp;&nbsp;Gannett Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2026 (A) | 264 | 210 |
| &nbsp;&nbsp;&nbsp;GCI LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2028 (A) | 795 | 681 |
| &nbsp;&nbsp;&nbsp;Gray Escrow II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2031 (A) | 2154 | 1643 |
| &nbsp;&nbsp;&nbsp;Gray Television  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/15/2027 (A) | 419 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2030 (A) | 685 | 507 |
| &nbsp;&nbsp;&nbsp;iHeartCommunications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 05/01/2027  | 935 | 832 |
| &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) | 1952 | 1738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 (A) | 425 | 367 |
| &nbsp;&nbsp;&nbsp;Iliad Holding SASU  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 10/15/2028 (A) | 310 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/15/2026 (A) | 1545 | 1469 |
| &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) | 2187 | 2012 |
| &nbsp;&nbsp;&nbsp;ION Trading Technologies Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2028 (A) | 3125 | 2548 |
| &nbsp;&nbsp;&nbsp;LCPR Senior Secured Financing DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (A) | 3076 | 2910 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 09/15/2027 (A) | 3763 | 3170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/01/2028 (A) | 453 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2029 (A) | 535 | 387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2029 (A) | 4222 | 3118 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2027 (A) | $893 | $895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/15/2026 (A) | 466 | 442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/01/2024 (A) | 1660 | 1634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027 (A) | 3459 | 3122 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/01/2025  | 1296 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/15/2029 (A) | 466 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2026 (A) | 3105 | 2655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2029 (A) | 4245 | 2875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2027 (A) | 2915 | 2485 |
| &nbsp;&nbsp;&nbsp;McGraw-Hill Education  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/01/2028 (A) | 4590 | 4079 |
| &nbsp;&nbsp;&nbsp;Midcontinent Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 08/15/2027 (A) | 1062 | 977 |
| &nbsp;&nbsp;&nbsp;Millennium Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/01/2026 (A) | 2465 | 1775 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029 (A) | 275 | 270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/15/2030 (A) | 2271 | 2145 |
| &nbsp;&nbsp;&nbsp;News  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/15/2032 (A) | 255 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2029 (A) | 428 | 380 |
| &nbsp;&nbsp;&nbsp;Nexstar Broadcasting  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2027 (A) | 2063 | 1945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/01/2028 (A) | 3598 | 3202 |
| &nbsp;&nbsp;&nbsp;Northwest Fiber LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/30/2027 (A) | 3620 | 3204 |
| &nbsp;&nbsp;&nbsp;Photo Holdings Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/01/2026 (A) | 905 | 557 |
| &nbsp;&nbsp;&nbsp;Radiate Holdco LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2028 (A) | 4457 | 2405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2026 (A) | 882 | 721 |
| &nbsp;&nbsp;&nbsp;ROBLOX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/01/2030 (A) | 1284 | 1051 |
| &nbsp;&nbsp;&nbsp;Sable International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/07/2027 (A) | 1407 | 1284 |
| &nbsp;&nbsp;&nbsp;Salem Media Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/01/2024 (A) | 1713 | 1645 |
| &nbsp;&nbsp;&nbsp;Scripps Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/15/2027 (A) | 190 | 169 |
| &nbsp;&nbsp;&nbsp;Scripps Escrow II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/15/2031 (A) | 142 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2029 (A) | 3391 | 2850 |
| &nbsp;&nbsp;&nbsp;Sinclair Television Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/15/2027 (A) | 365 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2030 (A) | 6290 | 4823 |
| &nbsp;&nbsp;&nbsp;Sirius XM Radio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2029 (A) | 861 | 802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/01/2027 (A) | 2516 | 2348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/01/2030 (A) | 3073 | 2593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2028 (A) | 1262 | 1115 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;3.875%, 09/01/2031 (A) | $2515 | $2056 |
| &nbsp;&nbsp;&nbsp;SoftBank Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 09/19/2027  | 799 | 689 |
| &nbsp;&nbsp;&nbsp;Spanish Broadcasting System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 03/01/2026 (A) | 3310 | 1965 |
| &nbsp;&nbsp;&nbsp;Sprint Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/15/2032  | 4090 | 4890 |
| &nbsp;&nbsp;&nbsp;Sprint LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2024  | 3000 | 3064 |
| &nbsp;&nbsp;&nbsp;Stagwell Global LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/15/2029 (A) | 430 | 369 |
| &nbsp;&nbsp;&nbsp;TEGNA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2028  | 3495 | 3296 |
| &nbsp;&nbsp;&nbsp;Telecom Italia Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/30/2034  | 265 | 205 |
| &nbsp;&nbsp;&nbsp;Telenet Finance Luxembourg Notes Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2028 (A) | 3600 | 3224 |
| &nbsp;&nbsp;&nbsp;Telesat Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/15/2027 (A) | 5509 | 1694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 12/06/2026 (A) | 2048 | 966 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  | 1540 | 1728 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/15/2031  | 3100 | 2699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 1075 | 950 |
| &nbsp;&nbsp;&nbsp;U.S. Cellular  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 12/15/2033  | 2095 | 1833 |
| &nbsp;&nbsp;&nbsp;Univision Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 06/30/2030 (A) | 229 | 229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/01/2027 (A) | 65 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2029 (A) | 2901 | 2469 |
| &nbsp;&nbsp;&nbsp;Urban One  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 02/01/2028 (A) | 7650 | 6464 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2060  | 1320 | 814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  | 2270 | 1432 |
| &nbsp;&nbsp;&nbsp;Virgin Media Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2030 (A) | 1216 | 1012 |
| &nbsp;&nbsp;&nbsp;Virgin Media Secured Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2030 (A) | 757 | 632 |
| &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 | 1366 |
| &nbsp;&nbsp;&nbsp;Vmed O2 UK Financing I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/31/2031 (A) | 2325 | 1866 |
| &nbsp;&nbsp;&nbsp;VZ Secured Financing BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2032 (A) | 1680 | 1390 |
| &nbsp;&nbsp;&nbsp;Windstream Escrow LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 08/15/2028 (A) | 2738 | 2396 |
| &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) | 425 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2031 (A) | 1355 | 1123 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Zayo Group Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/01/2028 (A) | $| 1321 | $717 |
| &nbsp;&nbsp;&nbsp;ZipRecruiter  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2030 (A) |  | 2830 | 2311 |
|  |  |  | 278340 |
| **Consumer Discretionary — 11.8%** | **Consumer Discretionary — 11.8%** | **Consumer Discretionary — 11.8%** |  |
| &nbsp;&nbsp;&nbsp;1011778 BC ULC / New Red Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2028 (A) |  | 1660 | 1510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2030 (A) |  | 370 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2028 (A) |  | 222 | 198 |
| &nbsp;&nbsp;&nbsp;Abercrombie & Fitch Management  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 07/15/2025 (A) |  | 873 | 869 |
| &nbsp;&nbsp;&nbsp;Academy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2027 (A) |  | 975 | 923 |
| &nbsp;&nbsp;&nbsp;Adient Global Holdings, Ltd.  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 08/15/2026 (A) |  | 4020 | 3752 |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2028 (A) |  | 1552 | 1443 |
| &nbsp;&nbsp;&nbsp;Air Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2026 (A) |  | 1775 | 1624 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/03/2060  |  | 3426 | 2166 |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/01/2028  |  | 492 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/01/2027  |  | 950 | 893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029  |  | 285 | 248 |
| &nbsp;&nbsp;&nbsp;American Builders & Contractors Supply  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2028 (A) |  | 1831 | 1657 |
| &nbsp;&nbsp;&nbsp;American Greetings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/15/2025 (A) |  | 3540 | 3429 |
| &nbsp;&nbsp;&nbsp;Aramark Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2028 (A) |  | 740 | 692 |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2030  |  | 202 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) |  | 1370 | 1195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2028  |  | 3403 | 3079 |
| &nbsp;&nbsp;&nbsp;Ashton Woods USA LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2028 (A) |  | 5296 | 4699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2029 (A) |  | 345 | 271 |
| &nbsp;&nbsp;&nbsp;Aston Martin Capital Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 11/30/2025 (A) |  | 1411 | 1358 |
| &nbsp;&nbsp;&nbsp;Aventine (Escrow Security)  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2049 (B)(C)(J) |  | 2600 |  |
| &nbsp;&nbsp;&nbsp;Avianca Midco 2  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 12/01/2028 (A) |  | 3123 | 2310 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 07/01/2025 (A) |  | 29 | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 07/15/2037  |  | 780 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2029  |  | 542 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/01/2035  |  | 979 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/01/2036  |  | 2997 | 2632 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;6.694%, 01/15/2027  | $149 | $145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 10/01/2030 (A) | 2874 | 2691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/01/2028  | 2816 | 2592 |
| &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 | 1625 |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2029 (A) | 1850 | 1598 |
| &nbsp;&nbsp;&nbsp;Boyne USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2029 (A) | 304 | 271 |
| &nbsp;&nbsp;&nbsp;Brookfield Residential Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/15/2030 (A) | 1081 | 852 |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/01/2027 (A) | 1596 | 1602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/01/2025 (A) | 150 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/15/2029 (A) | 276 | 231 |
| &nbsp;&nbsp;&nbsp;Carnival  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 02/01/2026 (A) | 144 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 06/01/2030 (A) | 2325 | 1991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.875%, 08/01/2027 (A) | 2310 | 2255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/01/2029 (A) | 112 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) | 7988 | 5940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (A) | 413 | 344 |
| &nbsp;&nbsp;&nbsp;Carnival Holdings Bermuda  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 05/01/2028 (A) | 405 | 422 |
| &nbsp;&nbsp;&nbsp;Carvana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 05/01/2030 (A) | 87 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/01/2028 (A) | 413 | 145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/01/2025 (A) | 788 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/01/2029 (A) | 1368 | 457 |
| &nbsp;&nbsp;&nbsp;CD&R Smokey Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2025 (A) | 627 | 556 |
| &nbsp;&nbsp;&nbsp;Cedar Fair  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2029  | 545 | 476 |
| &nbsp;&nbsp;&nbsp;Cengage Learning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 06/15/2024 (A) | 1630 | 1546 |
| &nbsp;&nbsp;&nbsp;Century Communities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/01/2027  | 624 | 605 |
| &nbsp;&nbsp;&nbsp;Clarios Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/15/2027 (A) | 2350 | 2300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2025 (A) | 896 | 895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2026 (A) | 1431 | 1418 |
| &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 | 621 |
| &nbsp;&nbsp;&nbsp;Crocs  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2031 (A) | 985 | 787 |
| &nbsp;&nbsp;&nbsp;Dana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/15/2028  | 868 | 799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2027  | 958 | 878 |
| &nbsp;&nbsp;&nbsp;Dornoch Debt Merger Sub  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 10/15/2029 (A) | 4389 | 2921 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;eG Global Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/30/2025 (A) | $842 | $804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/07/2025 (A) | 6786 | 6175 |
| &nbsp;&nbsp;&nbsp;Empire Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 11/01/2026 (A) | 5240 | 4251 |
| &nbsp;&nbsp;&nbsp;Fontainebleau Las Vegas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 06/15/2015 (A)(B)(D) | 3481 |  |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2043  | 2940 | 2176 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/16/2025  | 2583 | 2501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.113%, 05/03/2029  | 3775 | 3519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.687%, 06/09/2025  | 1245 | 1198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.542%, 08/01/2026  | 1481 | 1394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, 01/09/2027  | 485 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.134%, 08/04/2025  | 1600 | 1514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/17/2027  | 3227 | 2944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063%, 11/01/2024  | 1287 | 1242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/13/2030  | 2273 | 1923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 01/09/2024  | 90 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/17/2031  | 7173 | 5883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 11/13/2025  | 207 | 191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 02/16/2028  | 3550 | 2966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/10/2026  | 200 | 174 |
| &nbsp;&nbsp;&nbsp;Ford Motor Credit LLC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, 01/08/2026  | 650 | 618 |
| &nbsp;&nbsp;&nbsp;Gap  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/01/2031 (A) | 108 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2029 (A) | 385 | 296 |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/30/2031  | 604 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2031  | 199 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2029  | 517 | 450 |
| &nbsp;&nbsp;&nbsp;Hanesbrands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2024 (A) | 3394 | 3292 |
| &nbsp;&nbsp;&nbsp;Hertz (Escrow Security) (C) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2024  | 1573 | 47 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 08/01/2026  | 715 | 61 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2028  | 420 | 36 |
| &nbsp;&nbsp;&nbsp;Hilton Domestic Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2028 (A) | 326 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2030  | 130 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2031 (A) | 2190 | 1842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/01/2029 (A) | 2012 | 1785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/15/2032 (A) | 1854 | 1526 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/01/2027  | 398 | 383 |
| &nbsp;&nbsp;&nbsp;International Game Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2027 (A) | 1375 | 1366 |
| &nbsp;&nbsp;&nbsp;Jacobs Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/15/2029 (A) | 2095 | 1885 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Jaguar Land Rover Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2029 (A) | $3750 | $2681 |
| &nbsp;&nbsp;&nbsp;Ken Garff Automotive LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/15/2028 (A) | 442 | 374 |
| &nbsp;&nbsp;&nbsp;LBM Acquisition LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2029 (A) | 2212 | 1524 |
| &nbsp;&nbsp;&nbsp;LCM Investments Holdings II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2029 (A) | 3779 | 3160 |
| &nbsp;&nbsp;&nbsp;Liberty Interactive LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/01/2030  | 6509 | 3254 |
| &nbsp;&nbsp;&nbsp;Life Time  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2026 (A) | 2697 | 2593 |
| &nbsp;&nbsp;&nbsp;Lions Gate Capital Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2029 (A) | 2138 | 1390 |
| &nbsp;&nbsp;&nbsp;Lithia Motors  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2031 (A) | 1194 | 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/01/2029 (A) | 1513 | 1269 |
| &nbsp;&nbsp;&nbsp;LSF9 Atlantis Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/15/2026 (A) | 3745 | 3456 |
| &nbsp;&nbsp;&nbsp;MajorDrive Holdings IV LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2029 (A) | 5084 | 3965 |
| &nbsp;&nbsp;&nbsp;Marriott Ownership Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2025 (A) | 191 | 189 |
| &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 | 891 |
| &nbsp;&nbsp;&nbsp;Meritage Homes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2029 (A) | 1489 | 1262 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/01/2025  | 495 | 493 |
| &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 | 328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2027  | 150 | 141 |
| &nbsp;&nbsp;&nbsp;Michaels  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/01/2029 (A) | 3935 | 2327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/01/2028 (A) | 1810 | 1326 |
| &nbsp;&nbsp;&nbsp;Midwest Gaming Borrower LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2029 (A) | 2219 | 1916 |
| &nbsp;&nbsp;&nbsp;NCL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2027 (A) | 1675 | 1491 |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2022 (B)(C) | 2835 | 801 |
| &nbsp;&nbsp;&nbsp;Newell Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 09/15/2029  | 77 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/15/2027  | 77 | 76 |
| &nbsp;&nbsp;&nbsp;Nissan Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.345%, 09/17/2027 (A) | 2235 | 2014 |
| &nbsp;&nbsp;&nbsp;Nordstrom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/01/2030  | 1553 | 1247 |
| &nbsp;&nbsp;&nbsp;PetSmart  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/15/2029 (A) | 250 | 231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028 (A) | 695 | 635 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;PM General Purchaser LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 10/01/2028 (A) | $543 | $476 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.625%, 08/15/2027 (A) | 1327 | 1363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 01/15/2029 (A) | 345 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/15/2029 (A) | 345 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/31/2026 (A) | 2425 | 2104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/01/2028 (A) | 795 | 649 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 06/01/2025 (A) | 437 | 469 |
| &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  | 273 | 227 |
| &nbsp;&nbsp;&nbsp;Shea Homes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028  | 1081 | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2029  | 1323 | 1091 |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2027 (A) | 862 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/31/2024 (A) | 3623 | 3522 |
| &nbsp;&nbsp;&nbsp;Six Flags Theme Parks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/01/2025 (A)(J) | 647 | 649 |
| &nbsp;&nbsp;&nbsp;Sonic Automotive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) | 317 | 262 |
| &nbsp;&nbsp;&nbsp;Specialty Building Products Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/30/2026 (A) | 4062 | 3356 |
| &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) | 745 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/01/2028 (A) | 357 | 319 |
| &nbsp;&nbsp;&nbsp;Staples  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 04/15/2027 (A) | 940 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2026 (A) | 3751 | 3346 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2029  | 887 | 834 |
| &nbsp;&nbsp;&nbsp;Station Casinos LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2028 (A) | 2287 | 2017 |
| &nbsp;&nbsp;&nbsp;Studio City Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2029 (A) | 4170 | 2950 |
| &nbsp;&nbsp;&nbsp;Sugarhouse HSP Gaming Prop Mezz LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2025 (A) | 2185 | 2055 |
| &nbsp;&nbsp;&nbsp;Superior Plus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029 (A) | 368 | 314 |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (A) | 754 | 625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2031 (A) | 2097 | 1628 |
| &nbsp;&nbsp;&nbsp;Thor Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2029 (A) | 2253 | 1791 |
| &nbsp;&nbsp;&nbsp;Vail Resorts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2025 (A) | 981 | 980 |
| &nbsp;&nbsp;&nbsp;Vista Outdoor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029 (A) | 828 | 629 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;VOC Escrow  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2028 (A) | $| 2025 | $1745 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2025 (A) |  | 974 | 872 |
| &nbsp;&nbsp;&nbsp;Wesco Aircraft Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.125%, 11/15/2027 (A) |  | 180 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 11/15/2026 (A) |  | 950 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/15/2024 (A) |  | 145 | 72 |
| &nbsp;&nbsp;&nbsp;Wheel Pros  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/15/2029 (A) |  | 3825 | 1408 |
| &nbsp;&nbsp;&nbsp;White Capital Buyer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/15/2028 (A) |  | 188 | 162 |
| &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 | 3910 |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/15/2029 (A) |  | 2460 | 1820 |
| &nbsp;&nbsp;&nbsp;WW International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2029 (A) |  | 2845 | 1641 |
| &nbsp;&nbsp;&nbsp;Wynn Las Vegas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2025 (A) |  | 1051 | 1009 |
| &nbsp;&nbsp;&nbsp;Wynn Macau  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/26/2028 (A) |  | 85 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2026 (A) |  | 965 | 869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/01/2027 (A) |  | 915 | 772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2029 (A) |  | 85 | 68 |
| &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) |  | 651 | 566 |
| &nbsp;&nbsp;&nbsp;Yum! Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/15/2037  |  | 1840 | 1814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/01/2032  |  | 330 | 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2043  |  | 180 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/31/2032  |  | 391 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2031  |  | 3651 | 3044 |
|  |  |  | 230335 |
| **Consumer Staples — 6.6%** | **Consumer Staples — 6.6%** | **Consumer Staples — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;1375209 BC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 01/30/2028 (A) |  | 2168 | 2130 |
| &nbsp;&nbsp;&nbsp;180 Medical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2029 (A) |  | 214 | 182 |
| &nbsp;&nbsp;&nbsp;AHP Health Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2029 (A) |  | 276 | 216 |
| &nbsp;&nbsp;&nbsp;Akumin  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/01/2025 (A) |  | 5070 | 3905 |
| &nbsp;&nbsp;&nbsp;Akumin Escrow  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/01/2028 (A) |  | 1745 | 1191 |
| &nbsp;&nbsp;&nbsp;Albertsons  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2028 (A) |  | 161 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2027 (A) |  | 1636 | 1513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2029 (A) |  | 615 | 512 |

---

---

| | | |
|:---|:---|:---|
| 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%, 03/15/2026 (A) | $345 | $313 |
| &nbsp;&nbsp;&nbsp;Allied Universal Holdco LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 07/15/2026 (A) | 325 | 309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2028 (A) | 684 | 577 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/14/2029  | 648 | 622 |
| &nbsp;&nbsp;&nbsp;Bausch Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.000%, 10/15/2030 (A) | 435 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 12/15/2025 (A) | 3430 | 2470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/15/2029 (A) | 139 | 58 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2027 (A) | 180 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2025 (A) | 1450 | 1225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/30/2030 (A) | 7674 | 3196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 02/15/2031 (A) | 2162 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/30/2028 (A) | 360 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2029 (A) | 455 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2028 (A) | 1553 | 951 |
| &nbsp;&nbsp;&nbsp;Bausch Health Americas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 04/01/2026 (A) | 1725 | 1119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2027 (A) | 578 | 278 |
| &nbsp;&nbsp;&nbsp;BellRing Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/15/2030 (A) | 1880 | 1816 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/01/2028  | 1515 | 1392 |
| &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) | 4448 | 4348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2028 (A) | 2322 | 2046 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/01/2060  | 671 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 1400 | 1038 |
| &nbsp;&nbsp;&nbsp;CoreLogic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/01/2028 (A) | 3758 | 2772 |
| &nbsp;&nbsp;&nbsp;Coty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 04/15/2026 (A) | 375 | 358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2026 (A) | 1809 | 1734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2029 (A) | 3965 | 3529 |
| &nbsp;&nbsp;&nbsp;CPI CG  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 03/15/2026 (A) | 1901 | 1831 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2028 (A) | 560 | 528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2029 (A) | 217 | 188 |
| &nbsp;&nbsp;&nbsp;Embecta  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2030 (A) | 1585 | 1359 |
| &nbsp;&nbsp;&nbsp;Endo DAC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/31/2027 (A)(D) | 2088 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/30/2028 (A)(D) | 2293 | 110 |
| &nbsp;&nbsp;&nbsp;Endo Luxembourg Finance I Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2029 (A)(D) | 1905 | 1427 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/31/2027 (A) | 237 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2028 (A) | 871 | 759 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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%, 03/31/2029 (A) | $755 | $642 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 10/15/2026 (A)(J) | 3255 | 944 |
| &nbsp;&nbsp;&nbsp;Garda World Security  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 11/01/2027 (A) | 560 | 518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2029 (A) | 429 | 347 |
| &nbsp;&nbsp;&nbsp;Grifols Escrow Issuer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2028 (A) | 600 | 504 |
| &nbsp;&nbsp;&nbsp;High Ridge Brands (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.821%, 03/15/2025  | 800 |  |
| &nbsp;&nbsp;&nbsp;HLF Financing Sarl LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2029 (A) | 3560 | 2544 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2030 (A) | 4270 | 4096 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings  |  |  |
| &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) | 2059 | 1821 |
| &nbsp;&nbsp;&nbsp;Legacy LifePoint Health LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/15/2027 (A) | 5383 | 4462 |
| &nbsp;&nbsp;&nbsp;LifePoint Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 01/15/2029 (A) | 2175 | 1276 |
| &nbsp;&nbsp;&nbsp;Mallinckrodt International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 12/15/2028 (A) | 925 | 797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/15/2029 (A) | 360 | 185 |
| &nbsp;&nbsp;&nbsp;Medline Borrower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2029 (A) | 1588 | 1294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/01/2029 (A) | 6523 | 5608 |
| &nbsp;&nbsp;&nbsp;MPH Acquisition Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2028 (A) | 1797 | 1262 |
| &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 | 2399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/01/2031  | 2095 | 2168 |
| &nbsp;&nbsp;&nbsp;Organon Finance 1 LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/30/2031 (A) | 4145 | 3678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/30/2028 (A) | 2440 | 2196 |
| &nbsp;&nbsp;&nbsp;Par Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2027 (A)(D) | 2227 | 1676 |
| &nbsp;&nbsp;&nbsp;PECF USS Intermediate Holding III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2029 (A) | 3650 | 2163 |
| &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) | 574 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/01/2029 (A) | 495 | 440 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2032 (A) | 1296 | 1043 |
| &nbsp;&nbsp;&nbsp;Post Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) | 54 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2028 (A) | 691 | 659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2029 (A) | 322 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2030 (A) | 224 | 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;Prime Security Services Borrower LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2028 (A) | $| 1645 | $1530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/15/2026 (A) |  | 1928 | 1909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/31/2027 (A) |  | 1080 | 950 |
| &nbsp;&nbsp;&nbsp;Radiology Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 02/01/2028 (A) |  | 1514 | 909 |
| &nbsp;&nbsp;&nbsp;Rite Aid  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2026 (A) |  | 4050 | 2520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 07/01/2025 (A) |  | 394 | 296 |
| &nbsp;&nbsp;&nbsp;RP Escrow Issuer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2025 (A) |  | 4700 | 3936 |
| &nbsp;&nbsp;&nbsp;Sabre Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/01/2025 (A) |  | 307 | 292 |
| &nbsp;&nbsp;&nbsp;Sigma Holdco BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/15/2026 (A) |  | 5664 | 4106 |
| &nbsp;&nbsp;&nbsp;Simmons Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2029 (A) |  | 3028 | 2506 |
| &nbsp;&nbsp;&nbsp;Sotheby's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/01/2029 (A) |  | 842 | 701 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2030 (A) |  | 916 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029 (A) |  | 630 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2031 (A) |  | 222 | 166 |
| &nbsp;&nbsp;&nbsp;StoneMor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/15/2029 (A) |  | 2435 | 1978 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 02/01/2025 (A) |  | 5642 | 3286 |
| &nbsp;&nbsp;&nbsp;Triton Water Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/01/2029 (A) |  | 4622 | 3597 |
| &nbsp;&nbsp;&nbsp;US Acute Care Solutions LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2026 (A) |  | 3312 | 3004 |
| &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 | 359 |
| &nbsp;&nbsp;&nbsp;US Renal Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.625%, 07/15/2027 (A) |  | 3590 | 1429 |
| &nbsp;&nbsp;&nbsp;Vector Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 11/01/2026 (A) |  | 1835 | 1840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2029 (A) |  | 1715 | 1490 |
| &nbsp;&nbsp;&nbsp;Verscend Escrow  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 08/15/2026 (A) |  | 1236 | 1236 |
|  |  |  | 132768 |
| **Energy — 10.8%** | **Energy — 10.8%** | **Energy — 10.8%** |  |
| &nbsp;&nbsp;&nbsp;Aethon United BR  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/15/2026 (A) |  | 1906 | 1896 |
| &nbsp;&nbsp;&nbsp;Antero Midstream Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/15/2026 (A) |  | 323 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2027 (A) |  | 235 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/15/2028 (A) |  | 337 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/15/2029 (A) |  | 500 | 461 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Antero Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2026 (A) | $351 | $369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2029 (A) | 907 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/01/2030 (A) | 1656 | 1552 |
| &nbsp;&nbsp;&nbsp;Apache  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 09/01/2040  | 4782 | 3933 |
| &nbsp;&nbsp;&nbsp;Archrock Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/01/2028 (A) | 3755 | 3483 |
| &nbsp;&nbsp;&nbsp;Ascent Resources Utica Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 12/31/2028 (A) | 2308 | 2300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/01/2026 (A) | 1489 | 1460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/30/2029 (A) | 2732 | 2462 |
| &nbsp;&nbsp;&nbsp;Baytex Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/01/2027 (A) | 570 | 588 |
| &nbsp;&nbsp;&nbsp;Blue Racer Midstream LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 12/15/2025 (A) | 4385 | 4425 |
| &nbsp;&nbsp;&nbsp;Buckeye Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2028 (A) | 590 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2025 (A) | 204 | 196 |
| &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 | 515 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/01/2029  | 1354 | 1243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2031  | 741 | 647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/31/2032  | 497 | 404 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/15/2029 (A) | 1901 | 1884 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 12/31/2049 (B)(C) | 6045 | 126 |
| &nbsp;&nbsp;&nbsp;Chord Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/01/2026 (A) | 184 | 180 |
| &nbsp;&nbsp;&nbsp;Citgo Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 08/01/2024 (A) | 8671 | 8693 |
| &nbsp;&nbsp;&nbsp;CITGO Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/15/2026 (A) | 535 | 523 |
| &nbsp;&nbsp;&nbsp;CNX Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2030 (A) | 92 | 77 |
| &nbsp;&nbsp;&nbsp;CNX Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 01/15/2031 (A) | 226 | 226 |
| &nbsp;&nbsp;&nbsp;Colgate Energy Partners III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/01/2029 (A) | 2545 | 2341 |
| &nbsp;&nbsp;&nbsp;Comstock Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/01/2029 (A) | 2654 | 2592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/15/2030 (A) | 245 | 226 |
| &nbsp;&nbsp;&nbsp;CQP Holdco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2031 (A) | 3450 | 3166 |
| &nbsp;&nbsp;&nbsp;Crestwood Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/01/2029 (A) | 864 | 870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2027 (A) | 150 | 141 |
| &nbsp;&nbsp;&nbsp;CrownRock  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/15/2025 (A) | 1975 | 1928 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;DCP Midstream Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 08/16/2030  | $1630 | $1808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2032  | 835 | 696 |
| &nbsp;&nbsp;&nbsp;Delek Logistics Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2025  | 1462 | 1422 |
| &nbsp;&nbsp;&nbsp;DT Midstream  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/15/2031 (A) | 185 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2029 (A) | 2976 | 2622 |
| &nbsp;&nbsp;&nbsp;Encino Acquisition Partners Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/01/2028 (A) | 3608 | 3453 |
| &nbsp;&nbsp;&nbsp;Enerflex  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 10/15/2027 (A) | 465 | 459 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2027  | 2863 | 2808 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/01/2030 (A) | 1608 | 1633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 06/01/2029  | 5077 | 4836 |
| &nbsp;&nbsp;&nbsp;EnLink Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/15/2026  | 140 | 134 |
| &nbsp;&nbsp;&nbsp;Enviva Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/15/2026 (A) | 4836 | 4611 |
| &nbsp;&nbsp;&nbsp;EQM Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2027 (A) | 170 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/01/2030 (A) | 212 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/01/2027 (A) | 1116 | 1083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2048  | 4636 | 3591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/01/2025 (A)(J) | 328 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/15/2028  | 61 | 57 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2031 (A) | 1452 | 1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2029 (A) | 1371 | 1205 |
| &nbsp;&nbsp;&nbsp;EQT  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/01/2030  | 1545 | 1625 |
| &nbsp;&nbsp;&nbsp;Genesis Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/15/2027  | 2162 | 2063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 02/01/2028  | 2423 | 2313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025  | 40 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2026  | 70 | 65 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/17/2026  | 145 | 145 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy (Escrow Securities) (C) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/15/2024  | 470 | 1 |
| &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 | 1 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/17/2026 (A) | 3372 | 3361 |
| &nbsp;&nbsp;&nbsp;Harvest Midstream I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2028 (A) | 3035 | 2906 |
| &nbsp;&nbsp;&nbsp;Hess Midstream Operations  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/15/2026 (A) | 595 | 585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2030 (A) | 675 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2030 (A) | 2665 | 2279 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Hilcorp Energy I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2032 (A) | $138 | $127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2030 (A) | 165 | 152 |
| &nbsp;&nbsp;&nbsp;Holly Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2027 (A) | 265 | 259 |
| &nbsp;&nbsp;&nbsp;Howard Midstream Energy Partners LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/15/2027 (A) | 5555 | 5158 |
| &nbsp;&nbsp;&nbsp;ITT Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2029 (A) | 3970 | 3398 |
| &nbsp;&nbsp;&nbsp;Kinetik Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/15/2030 (A) | 202 | 190 |
| &nbsp;&nbsp;&nbsp;Moss Creek Resources Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 05/15/2027 (A) | 57 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2026 (A) | 2919 | 2716 |
| &nbsp;&nbsp;&nbsp;Motiva Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/15/2040 (A) | 1713 | 1762 |
| &nbsp;&nbsp;&nbsp;Nabors Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 01/15/2026 (A) | 147 | 141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2025  | 510 | 490 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/15/2025 (A) | 2356 | 2301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/30/2026 (A) | 3911 | 3780 |
| &nbsp;&nbsp;&nbsp;NGL Energy Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/01/2026 (A) | 6394 | 5775 |
| &nbsp;&nbsp;&nbsp;NGL Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 11/01/2023  | 1313 | 1260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2026  | 1375 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/01/2025  | 6083 | 4988 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 03/01/2028 (A) | 3008 | 2937 |
| &nbsp;&nbsp;&nbsp;NuStar Logistics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/01/2030  | 1092 | 1016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2026  | 485 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/01/2025  | 177 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/28/2027  | 255 | 240 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 07/15/2030  | 520 | 596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 07/15/2027  | 1110 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 09/01/2030  | 903 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 03/15/2046  | 2100 | 2142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2036  | 775 | 777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 09/01/2028  | 1021 | 1042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/01/2031  | 6296 | 6388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2045  | 1930 | 1554 |
| &nbsp;&nbsp;&nbsp;Peabody Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/31/2025 (A) | 262 | 260 |
| &nbsp;&nbsp;&nbsp;Precision Drilling  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/15/2026 (A) | 325 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/15/2029 (A) | 57 | 54 |
| &nbsp;&nbsp;&nbsp;Range Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/15/2029  | 189 | 197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/15/2025  | 340 | 329 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Rockcliff Energy II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2029 (A) | $2994 | $2747 |
| &nbsp;&nbsp;&nbsp;Seventy Seven Operating LLC (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2019 (B)(D) | 2787 |  |
| &nbsp;&nbsp;&nbsp;Shelf Drilling Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 02/15/2025 (A) | 2380 | 2067 |
| &nbsp;&nbsp;&nbsp;SM Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2028  | 185 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/01/2025  | 405 | 394 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 09/15/2028  | 100 | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/01/2027  | 285 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/15/2030  | 1574 | 1480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032  | 1198 | 1047 |
| &nbsp;&nbsp;&nbsp;Strathcona Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 08/01/2026 (A) | 2980 | 2534 |
| &nbsp;&nbsp;&nbsp;Summit Midstream Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/15/2026 (A) | 665 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/15/2025  | 2836 | 2368 |
| &nbsp;&nbsp;&nbsp;Sunoco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/15/2028  | 2791 | 2658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2029  | 2032 | 1760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/30/2030  | 2181 | 1892 |
| &nbsp;&nbsp;&nbsp;Tallgrass Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 10/01/2025 (A) | 865 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2027 (A) | 430 | 409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/31/2030 (A) | 7312 | 6617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 09/01/2031 (A) | 910 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2028 (A) | 165 | 150 |
| &nbsp;&nbsp;&nbsp;Targa Resources Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 01/15/2029  | 516 | 530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/01/2030  | 540 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2031  | 961 | 875 |
| &nbsp;&nbsp;&nbsp;TerraForm Power Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/31/2028 (A) | 5015 | 4651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2030 (A) | 225 | 203 |
| &nbsp;&nbsp;&nbsp;Transocean  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.500%, 01/30/2027 (A) | 2680 | 2713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 02/01/2027 (A) | 2180 | 1782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2031  | 720 | 481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 11/01/2025 (A) | 1168 | 1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 03/15/2038  | 186 | 117 |
| &nbsp;&nbsp;&nbsp;Transocean Guardian  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/15/2024 (A) | 668 | 651 |
| &nbsp;&nbsp;&nbsp;Transocean Pontus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 08/01/2025 (A) | 145 | 141 |
| &nbsp;&nbsp;&nbsp;USA Compression Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 09/01/2027  | 1760 | 1680 |
| &nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/01/2033 (A) | 5811 | 4726 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Weatherford International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 04/30/2030 (A) | $| 3058 | $2933 |
| &nbsp;&nbsp;&nbsp;Western Midstream Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2050  |  | 4611 | 3758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/01/2030  |  | 5299 | 4722 |
|  |  |  | 214737 |
| **Financials — 6.9%** | **Financials — 6.9%** | **Financials — 6.9%** |  |
| &nbsp;&nbsp;&nbsp;Acrisure LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.125%, 08/01/2026 (A) |  | 1031 | 1006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2029 (A) |  | 2519 | 2054 |
| &nbsp;&nbsp;&nbsp;Advisor Group Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 08/01/2027 (A) |  | 2390 | 2436 |
| &nbsp;&nbsp;&nbsp;Air Methods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/15/2025 (A) |  | 3634 | 740 |
| &nbsp;&nbsp;&nbsp;Alliant Holdings Intermediate LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/15/2027 (A) |  | 2233 | 2057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/01/2029 (A) |  | 2135 | 1822 |
| &nbsp;&nbsp;&nbsp;Apollo Commercial Real Estate Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2029 (A) |  | 1369 | 1090 |
| &nbsp;&nbsp;&nbsp;Armor Holdco  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/15/2029 (A) |  | 2970 | 2219 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 03/24/2025  |  | 1528 | 1493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/15/2026  |  | 4209 | 3577 |
| &nbsp;&nbsp;&nbsp;Bread Financial Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/15/2024 (A) |  | 1341 | 1166 |
| &nbsp;&nbsp;&nbsp;BroadStreet Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/15/2029 (A) |  | 3795 | 3226 |
| &nbsp;&nbsp;&nbsp;Brookfield Property  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/15/2026 (A) |  | 265 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2027 (A) |  | 8681 | 7599 |
| &nbsp;&nbsp;&nbsp;Coinbase Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2031 (A) |  | 140 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/01/2028 (A) |  | 140 | 82 |
| &nbsp;&nbsp;&nbsp;Finance of America Funding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 11/15/2025 (A) |  | 8306 | 5003 |
| &nbsp;&nbsp;&nbsp;FirstCash  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/01/2030 (A) |  | 3755 | 3416 |
| &nbsp;&nbsp;&nbsp;Freedom Mortgage  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/15/2025 (A) |  | 4350 | 3878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/01/2026 (A) |  | 360 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2027 (A) |  | 2455 | 1954 |
| &nbsp;&nbsp;&nbsp;HAT Holdings I LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/15/2025 (A) |  | 1466 | 1416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2030 (A) |  | 3490 | 2495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 06/15/2026 (A) |  | 883 | 768 |
| &nbsp;&nbsp;&nbsp;Home Point Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2026 (A) |  | 3580 | 2157 |

---

---

| | | |
|:---|:---|:---|
| 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%(E)(F) | $1377 | $1009 |
| &nbsp;&nbsp;&nbsp;HUB International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 12/01/2029 (A) | 4070 | 3564 |
| &nbsp;&nbsp;&nbsp;Hunt  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2029 (A) | 1725 | 1431 |
| &nbsp;&nbsp;&nbsp;Issuer LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/01/2028 (A) | 1910 | 1781 |
| &nbsp;&nbsp;&nbsp;Jane Street Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2029 (A) | 3463 | 3040 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, U.S. SOFR + 3.380%(E)(F) | 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 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2029 (A) | 2462 | 2013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2027 (A) | 2571 | 2243 |
| &nbsp;&nbsp;&nbsp;LD Holdings Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/01/2025 (A) | 2005 | 1303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2028 (A) | 1990 | 1005 |
| &nbsp;&nbsp;&nbsp;LPL Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2027 (A) | 3347 | 3092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2031 (A) | 149 | 128 |
| &nbsp;&nbsp;&nbsp;Midcap Financial Issuer Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 05/01/2028 (A) | 4653 | 4060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/15/2030 (A) | 1503 | 1201 |
| &nbsp;&nbsp;&nbsp;MSCI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2029 (A) | 2616 | 2310 |
| &nbsp;&nbsp;&nbsp;Nationstar Mortgage Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2027 (A) | 1424 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2028 (A) | 2637 | 2211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 12/15/2030 (A) | 242 | 189 |
| &nbsp;&nbsp;&nbsp;Navient  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2029  | 1725 | 1409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027  | 2097 | 1832 |
| &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  | 1400 | 1356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/15/2028  | 495 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/15/2029  | 4683 | 3911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2030  | 4793 | 3599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2027  | 497 | 407 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2026  | 1506 | 1326 |
| &nbsp;&nbsp;&nbsp;PennyMac Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/15/2031 (A) | 830 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 10/15/2025 (A) | 1953 | 1785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2029 (A) | 5503 | 4309 |
| &nbsp;&nbsp;&nbsp;Rithm Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2025 (A) | 5268 | 4756 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Rocket Mortgage LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2033 (A) | $| 2960 | $2176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2029 (A) |  | 4441 | 3575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 10/15/2026 (A) |  | 310 | 264 |
| &nbsp;&nbsp;&nbsp;Ryan Specialty Group LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2030 (A) |  | 2520 | 2155 |
| &nbsp;&nbsp;&nbsp;TTMT Escrow Issuer LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 09/30/2027 (A) |  | 627 | 633 |
| &nbsp;&nbsp;&nbsp;United Wholesale Mortgage LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2027 (A) |  | 2080 | 1841 |
| &nbsp;&nbsp;&nbsp;VistaJet Malta Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 02/01/2030 (A) |  | 11945 | 9795 |
| &nbsp;&nbsp;&nbsp;WeWork  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 05/01/2025 (A) |  | 4790 | 2443 |
|  |  |  | 135508 |
| **Health Care — 3.5%** | **Health Care — 3.5%** | **Health Care — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/01/2028 (A) |  | 494 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/15/2029 (A) |  | 2189 | 2020 |
| &nbsp;&nbsp;&nbsp;Avantor Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2028 (A) |  | 1093 | 1006 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  |  | 2795 | 1836 |
| &nbsp;&nbsp;&nbsp;Centene  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2029  |  | 1723 | 1602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2027  |  | 2491 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2030  |  | 660 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2030  |  | 183 | 151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/01/2031  |  | 5942 | 4697 |
| &nbsp;&nbsp;&nbsp;Centene Corp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 08/01/2031  |  | 3180 | 2500 |
| &nbsp;&nbsp;&nbsp;CHS  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 03/15/2026 (A) |  | 726 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/01/2028 (A) |  | 3888 | 1887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2030 (A) |  | 546 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029 (A) |  | 485 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2030 (A) |  | 1924 | 1467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2031 (A) |  | 390 | 286 |
| &nbsp;&nbsp;&nbsp;DaVita  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2030 (A) |  | 630 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (A) |  | 985 | 724 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 08/28/2028  |  | 35 | 32 |
| &nbsp;&nbsp;&nbsp;Embecta  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/15/2030 (A) |  | 455 | 415 |
| &nbsp;&nbsp;&nbsp;Emergent BioSolutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2028 (A) |  | 522 | 235 |
| &nbsp;&nbsp;&nbsp;Encompass Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2030  |  | 2499 | 2218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/01/2031  |  | 80 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2028  |  | 1340 | 1205 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Global Medical Response  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2025 (A) | $| 5846 | $4400 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2026  |  | 1050 | 1059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/01/2029  |  | 1160 | 1168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2030  |  | 2740 | 2355 |
| &nbsp;&nbsp;&nbsp;Hologic  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2029 (A) |  | 1052 | 924 |
| &nbsp;&nbsp;&nbsp;IQVIA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/15/2026 (A) |  | 390 | 375 |
| &nbsp;&nbsp;&nbsp;Lannett  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/15/2026 (A) |  | 4515 | 1196 |
| &nbsp;&nbsp;&nbsp;ModivCare Escrow Issuer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2029 (A) |  | 1735 | 1459 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/15/2028 (A) |  | 2690 | 2468 |
| &nbsp;&nbsp;&nbsp;Owens & Minor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 04/01/2030 (A) |  | 1195 | 1062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/31/2029 (A) |  | 568 | 466 |
| &nbsp;&nbsp;&nbsp;Pediatrix Medical Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/15/2030 (A) |  | 3632 | 3065 |
| &nbsp;&nbsp;&nbsp;PRA Health Sciences  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 07/15/2026 (A) |  | 2226 | 2009 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 09/02/2030  |  | 1083 | 858 |
| &nbsp;&nbsp;&nbsp;Syneos Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2029 (A) |  | 3113 | 2461 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2027 (A) |  | 1260 | 1207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2030 (A) |  | 2032 | 1925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 11/01/2027 (A) |  | 910 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/01/2026 (A) |  | 4026 | 3821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2028 (A) |  | 3479 | 3114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/15/2030 (A) |  | 1165 | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/01/2029 (A) |  | 2663 | 2311 |
| &nbsp;&nbsp;&nbsp;Universal Health Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 09/01/2026 (A) |  | 543 | 466 |
| &nbsp;&nbsp;&nbsp;Varex Imaging  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 10/15/2027 (A) |  | 1420 | 1398 |
|  |  |  | 69016 |
| **Industrials — 7.8%** | **Industrials — 7.8%** | **Industrials — 7.8%** |  |
| &nbsp;&nbsp;&nbsp;ACCO Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2029 (A) |  | 950 | 794 |
| &nbsp;&nbsp;&nbsp;ADT Security  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/15/2032 (A) |  | 2163 | 1871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/01/2029 (A) |  | 515 | 449 |
| &nbsp;&nbsp;&nbsp;Allegiant Travel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2027 (A) |  | 1282 | 1249 |
| &nbsp;&nbsp;&nbsp;Allison Transmission  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/01/2029 (A) |  | 855 | 808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/01/2027 (A) |  | 5 | 5 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.750%, 01/30/2031 (A) | $2417 | $2024 |
| &nbsp;&nbsp;&nbsp;American Airlines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/20/2029 (A) | 7320 | 6814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/20/2026 (A) | 2135 | 2071 |
| &nbsp;&nbsp;&nbsp;American Airlines Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/01/2025 (A) | 2248 | 1968 |
| &nbsp;&nbsp;&nbsp;APi Group DE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2029 (A) | 234 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/15/2029 (A) | 365 | 303 |
| &nbsp;&nbsp;&nbsp;ARD Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%cash/7.250% PIK, 06/30/2027 (A) | 4728 | 3499 |
| &nbsp;&nbsp;&nbsp;Ardagh Metal Packaging Finance USA LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/01/2028 (A) | 1352 | 1140 |
| &nbsp;&nbsp;&nbsp;Ardagh Packaging Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/30/2025 (A) | 2737 | 2634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/15/2027 (A) | 1847 | 1396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2026 (A) | 904 | 795 |
| &nbsp;&nbsp;&nbsp;Artera Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.033%, 12/04/2025 (A) | 2353 | 1957 |
| &nbsp;&nbsp;&nbsp;ATS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/15/2028 (A) | 493 | 423 |
| &nbsp;&nbsp;&nbsp;Avis Budget Car Rental LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2027 (A) | 910 | 841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 03/01/2029 (A) | 396 | 349 |
| &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 | 1147 |
| &nbsp;&nbsp;&nbsp;Bombardier  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 04/15/2027 (A) | 4992 | 4911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 03/15/2025 (A) | 720 | 721 |
| &nbsp;&nbsp;&nbsp;Builders FirstSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/15/2032 (A) | 367 | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2032 (A) | 548 | 444 |
| &nbsp;&nbsp;&nbsp;BWAY Holding Co  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 04/15/2025 (A) | 5052 | 4610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/15/2024 (A) | 1439 | 1419 |
| &nbsp;&nbsp;&nbsp;BWX Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/30/2028 (A) | 692 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/15/2029 (A) | 1285 | 1131 |
| &nbsp;&nbsp;&nbsp;CEMEX Materials LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.700%, 07/21/2025 (A) | 3540 | 3517 |
| &nbsp;&nbsp;&nbsp;CoreCivic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/15/2026  | 482 | 492 |
| &nbsp;&nbsp;&nbsp;CP Atlas Buyer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 12/01/2028 (A) | 3700 | 2707 |
| &nbsp;&nbsp;&nbsp;Deluxe  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 06/01/2029 (A) | 4090 | 3384 |
| &nbsp;&nbsp;&nbsp;Dycom Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2029 (A) | 603 | 518 |
| &nbsp;&nbsp;&nbsp;EnerSys  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2027 (A) | 892 | 792 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;EnPro Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/15/2026  | $404 | $392 |
| &nbsp;&nbsp;&nbsp;First Student Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/31/2029 (A) | 35 | 29 |
| &nbsp;&nbsp;&nbsp;Fortress Transportation and Infrastructure Investors LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 05/01/2028 (A) | 1780 | 1549 |
| &nbsp;&nbsp;&nbsp;GFL Environmental  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/15/2029 (A) | 2123 | 1822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (A) | 609 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/01/2025 (A) | 490 | 459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2028 (A) | 5564 | 4949 |
| &nbsp;&nbsp;&nbsp;Global Infrastructure Solutions  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2032 (A) | 285 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/01/2029 (A) | 580 | 449 |
| &nbsp;&nbsp;&nbsp;GrafTech Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2028 (A) | 3535 | 2947 |
| &nbsp;&nbsp;&nbsp;Graham Packaging  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/15/2028 (A) | 312 | 264 |
| &nbsp;&nbsp;&nbsp;Granite US Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 10/01/2027 (A) | 3162 | 3315 |
| &nbsp;&nbsp;&nbsp;Griffon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/01/2028  | 760 | 707 |
| &nbsp;&nbsp;&nbsp;H&E Equipment Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028 (A) | 4199 | 3631 |
| &nbsp;&nbsp;&nbsp;Harsco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/31/2027 (A) | 766 | 619 |
| &nbsp;&nbsp;&nbsp;Hawaiian Brand Intellectual Property  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/20/2026 (A) | 2814 | 2667 |
| &nbsp;&nbsp;&nbsp;Hertz  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/01/2029 (A) | 638 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2026 (A) | 758 | 658 |
| &nbsp;&nbsp;&nbsp;Icahn Enterprises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2029  | 916 | 771 |
| &nbsp;&nbsp;&nbsp;IEA Energy Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 08/15/2029 (A) | 2115 | 1963 |
| &nbsp;&nbsp;&nbsp;Imola Merger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2029 (A) | 1316 | 1175 |
| &nbsp;&nbsp;&nbsp;JELD-WEN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/15/2025 (A) | 235 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/15/2027 (A) | 337 | 264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2025 (A) | 560 | 475 |
| &nbsp;&nbsp;&nbsp;Korn Ferry  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/15/2027 (A) | 3475 | 3177 |
| &nbsp;&nbsp;&nbsp;LABL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 07/15/2027 (A) | 475 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 07/15/2026 (A) | 635 | 606 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/30/2029 (A) | 550 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/30/2028 (A) | 285 | 246 |
| &nbsp;&nbsp;&nbsp;MasTec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2028 (A) | 825 | 745 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Mileage Plus Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/20/2027 (A) | $537 | $534 |
| &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 | 1088 |
| &nbsp;&nbsp;&nbsp;PGT Innovations  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/01/2029 (A) | 233 | 196 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.030%, 03/15/2052  | 1260 | 883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 09/01/2051  | 1780 | 1220 |
| &nbsp;&nbsp;&nbsp;Science Applications International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/01/2028 (A) | 3734 | 3440 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2031 (A) | 172 | 143 |
| &nbsp;&nbsp;&nbsp;Sensata Technologies BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/01/2030 (A) | 1 | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (A) | 1244 | 1083 |
| &nbsp;&nbsp;&nbsp;Signature Aviation US Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2028 (A) | 1806 | 1708 |
| &nbsp;&nbsp;&nbsp;Smyrna Ready Mix Concrete LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2028 (A) | 1370 | 1219 |
| &nbsp;&nbsp;&nbsp;Spirit AeroSystems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 11/30/2029 (A) | 259 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2025 (A) | 435 | 430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2028  | 3775 | 2927 |
| &nbsp;&nbsp;&nbsp;Standard Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028 (A) | 1400 | 1269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2031 (A) | 139 | 107 |
| &nbsp;&nbsp;&nbsp;Stericycle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 01/15/2029 (A) | 503 | 438 |
| &nbsp;&nbsp;&nbsp;Summit Materials LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/15/2029 (A) | 2985 | 2756 |
| &nbsp;&nbsp;&nbsp;Terex  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/15/2029 (A) | 385 | 348 |
| &nbsp;&nbsp;&nbsp;TK Elevator US Newco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2027 (A) | 2576 | 2338 |
| &nbsp;&nbsp;&nbsp;TransDigm  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/15/2025 (A) | 851 | 866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2026 (A) | 5481 | 5454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/15/2027  | 3161 | 2979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2029  | 860 | 757 |
| &nbsp;&nbsp;&nbsp;Trident TPI Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 08/01/2024 (A)(J) | 3272 | 3126 |
| &nbsp;&nbsp;&nbsp;TriMas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/15/2029 (A) | 522 | 445 |
| &nbsp;&nbsp;&nbsp;Triumph Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 08/15/2025  | 1825 | 1565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/15/2024 (A) | 115 | 109 |
| &nbsp;&nbsp;&nbsp;Trivium Packaging Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 08/15/2027 (A) | 250 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2026 (A) | 976 | 917 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Tutor Perini  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 05/01/2025 (A) | $| 8881 | $7730 |
| &nbsp;&nbsp;&nbsp;Uber Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2027 (A) |  | 300 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2029 (A) |  | 419 | 365 |
| &nbsp;&nbsp;&nbsp;United Airlines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2029 (A) |  | 1654 | 1472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2026 (A) |  | 3267 | 3042 |
| &nbsp;&nbsp;&nbsp;United Rentals North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/15/2029 (A) |  | 3461 | 3478 |
| &nbsp;&nbsp;&nbsp;Vertiv Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2028 (A) |  | 1298 | 1116 |
| &nbsp;&nbsp;&nbsp;Wabash National  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/15/2028 (A) |  | 415 | 351 |
| &nbsp;&nbsp;&nbsp;WESCO Distribution  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/15/2028 (A) |  | 903 | 915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2025 (A) |  | 551 | 558 |
| &nbsp;&nbsp;&nbsp;Western Global Airlines LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.375%, 08/15/2025 (A) |  | 1990 | 1657 |
|  |  |  | 154572 |
| **Information Technology — 4.4%** | **Information Technology — 4.4%** | **Information Technology — 4.4%** |  |
| &nbsp;&nbsp;&nbsp;ACI Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/15/2026 (A) |  | 667 | 637 |
| &nbsp;&nbsp;&nbsp;Ahead DB Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/01/2028 (A) |  | 3952 | 3229 |
| &nbsp;&nbsp;&nbsp;ams-OSRAM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/31/2025 (A) |  | 2573 | 2364 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/08/2061  |  | 1672 | 1112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 395 | 273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 4410 | 3049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 740 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 505 | 370 |
| &nbsp;&nbsp;&nbsp;AthenaHealth Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2030 (A) |  | 2383 | 1785 |
| &nbsp;&nbsp;&nbsp;Avaya  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2028 (A) |  | 5251 | 2318 |
| &nbsp;&nbsp;&nbsp;Black Knight InfoServ LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2028 (A) |  | 367 | 330 |
| &nbsp;&nbsp;&nbsp;Block  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2031  |  | 465 | 377 |
| &nbsp;&nbsp;&nbsp;Castle US Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 02/15/2028 (A) |  | 2110 | 1058 |
| &nbsp;&nbsp;&nbsp;CDW LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2028  |  | 420 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2029  |  | 270 | 229 |
| &nbsp;&nbsp;&nbsp;Ciena  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2030 (A) |  | 1600 | 1342 |
| &nbsp;&nbsp;&nbsp;Clarivate Science Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 07/01/2029 (A) |  | 321 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/01/2028 (A) |  | 283 | 254 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Coherent  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/2029 (A) | $3483 | $3074 |
| &nbsp;&nbsp;&nbsp;CommScope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/01/2028 (A) | 3035 | 2352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/01/2029 (A) | 689 | 580 |
| &nbsp;&nbsp;&nbsp;CommScope Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2027 (A) | 7486 | 6426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/01/2026 (A) | 950 | 919 |
| &nbsp;&nbsp;&nbsp;CommScope Technologies LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2025 (A) | 3708 | 3475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2027 (A) | 340 | 259 |
| &nbsp;&nbsp;&nbsp;Conduent Business Services LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2029 (A) | 580 | 475 |
| &nbsp;&nbsp;&nbsp;Elastic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/15/2029 (A) | 2445 | 1988 |
| &nbsp;&nbsp;&nbsp;Entegris  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2028 (A) | 320 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/01/2029 (A) | 4139 | 3435 |
| &nbsp;&nbsp;&nbsp;Entegris Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2029 (A) | 3142 | 2844 |
| &nbsp;&nbsp;&nbsp;Gartner  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/01/2028 (A) | 330 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/01/2030 (A) | 83 | 72 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2029 (A) | 295 | 258 |
| &nbsp;&nbsp;&nbsp;Go Daddy Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2027 (A) | 2163 | 2050 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/12/2061  | 1915 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2060  | 580 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 08/12/2051  | 3455 | 2348 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 3455 | 2379 |
| &nbsp;&nbsp;&nbsp;Monitronics International (Escrow Security)  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 04/01/2020 (B) | 10706 |  |
| &nbsp;&nbsp;&nbsp;NCR  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/01/2029 (A) | 735 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/01/2027 (A) | 740 | 720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2029 (A) | 373 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 (A) | 178 | 155 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/01/2030  | 1945 | 1716 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/01/2028 (A) | 456 | 404 |
| &nbsp;&nbsp;&nbsp;Open Text Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/15/2030 (A) | 3430 | 2778 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/01/2025  | 2166 | 2049 |
| &nbsp;&nbsp;&nbsp;Paysafe Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2029 (A) | 5523 | 4115 |
| &nbsp;&nbsp;&nbsp;Presidio Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 02/01/2027 (A) | 425 | 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;PTC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/15/2028 (A) | $| 786 | $717 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/15/2028  |  | 1296 | 1117 |
| &nbsp;&nbsp;&nbsp;Seagate HDD Cayman  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2034  |  | 2672 | 2234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2031  |  | 1344 | 1039 |
| &nbsp;&nbsp;&nbsp;SS&C Technologies  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/30/2027 (A) |  | 1020 | 975 |
| &nbsp;&nbsp;&nbsp;Synaptics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2029 (A) |  | 3359 | 2799 |
| &nbsp;&nbsp;&nbsp;Veritas US  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2025 (A) |  | 6645 | 4749 |
| &nbsp;&nbsp;&nbsp;ViaSat  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2028 (A) |  | 3575 | 2750 |
| &nbsp;&nbsp;&nbsp;Virtusa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/15/2028 (A) |  | 2365 | 1774 |
| &nbsp;&nbsp;&nbsp;Xerox Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 08/15/2028 (A) |  | 442 | 356 |
|  |  |  | 86913 |
| **Materials — 6.0%** | **Materials — 6.0%** | **Materials — 6.0%** |  |
| &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) |  | 1607 | 1509 |
| &nbsp;&nbsp;&nbsp;Ashland LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 05/15/2043  |  | 1384 | 1358 |
| &nbsp;&nbsp;&nbsp;ASP Unifrax Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2028 (A) |  | 3778 | 3118 |
| &nbsp;&nbsp;&nbsp;ATI  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 12/01/2027  |  | 276 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/01/2031  |  | 137 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2029  |  | 267 | 228 |
| &nbsp;&nbsp;&nbsp;Avient  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/01/2030 (A) |  | 106 | 103 |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/15/2027 (A) |  | 699 | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2029 (A) |  | 2793 | 2286 |
| &nbsp;&nbsp;&nbsp;Baffinland Iron Mines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 07/15/2026 (A) |  | 4045 | 3769 |
| &nbsp;&nbsp;&nbsp;Ball  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/15/2028  |  | 1687 | 1745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/15/2031  |  | 2288 | 1818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 08/15/2030  |  | 2493 | 2027 |
| &nbsp;&nbsp;&nbsp;Big River Steel LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 01/31/2029 (A) |  | 367 | 353 |
| &nbsp;&nbsp;&nbsp;Carpenter Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 03/15/2030  |  | 103 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2028  |  | 281 | 265 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;CF Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2034  | $3790 | $3615 |
| &nbsp;&nbsp;&nbsp;Chemours  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/15/2028 (A) | 2247 | 1973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/15/2029 (A) | 2028 | 1633 |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2031 (A) | 190 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2029 (A) | 460 | 402 |
| &nbsp;&nbsp;&nbsp;Cornerstone Chemical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/15/2024 (A) | 12005 | 9818 |
| &nbsp;&nbsp;&nbsp;Crown Americas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2026  | 1324 | 1282 |
| &nbsp;&nbsp;&nbsp;CVR Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2028 (A) | 2131 | 1924 |
| &nbsp;&nbsp;&nbsp;Domtar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2028 (A) | 3780 | 3294 |
| &nbsp;&nbsp;&nbsp;Eldorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2029 (A) | 1366 | 1115 |
| &nbsp;&nbsp;&nbsp;Element Solutions  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/01/2028 (A) | 3813 | 3259 |
| &nbsp;&nbsp;&nbsp;ERO Copper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2030 (A) | 3965 | 3037 |
| &nbsp;&nbsp;&nbsp;First Quantum Minerals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2025 (A) | 411 | 405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2024 (A) | 2727 | 2686 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2043  | 2036 | 1825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  | 1718 | 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2030  | 979 | 894 |
| &nbsp;&nbsp;&nbsp;Glatfelter  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/15/2029 (A) | 267 | 174 |
| &nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2026 (A) | 630 | 560 |
| &nbsp;&nbsp;&nbsp;Infrabuild Australia Pty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.000%, 10/01/2024 (A) | 1373 | 1332 |
| &nbsp;&nbsp;&nbsp;Innophos Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 02/15/2028 (A) | 4020 | 3961 |
| &nbsp;&nbsp;&nbsp;LSB Industries  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2028 (A) | 2285 | 2134 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 07/15/2031  | 1902 | 1545 |
| &nbsp;&nbsp;&nbsp;Methanex  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2027  | 1375 | 1274 |
| &nbsp;&nbsp;&nbsp;Mineral Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2027 (A) | 1645 | 1665 |
| &nbsp;&nbsp;&nbsp;Mineral Resources MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/01/2030 (A) | 1020 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/01/2027 (A) | 1405 | 1444 |
| &nbsp;&nbsp;&nbsp;Mountain Province Diamonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 12/15/2022 (A) | 2915 | 2853 |
| &nbsp;&nbsp;&nbsp;NMG Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 04/01/2026 (A) | 3185 | 3067 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Northwest Acquisitions ULC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 11/01/2022 (A)(B)(D)(J) | $| 3290 | $– |
| &nbsp;&nbsp;&nbsp;NOVA Chemicals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/01/2027 (A) |  | 770 | 691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/01/2025 (A) |  | 1451 | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/01/2024 (A) |  | 530 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2029 (A) |  | 385 | 321 |
| &nbsp;&nbsp;&nbsp;Novelis  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/30/2030 (A) |  | 465 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/15/2031 (A) |  | 3064 | 2512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2026 (A) |  | 283 | 253 |
| &nbsp;&nbsp;&nbsp;OI European Group BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2030 (A) |  | 2654 | 2291 |
| &nbsp;&nbsp;&nbsp;Owens-Brockway Glass Container  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/13/2027 (A) |  | 561 | 540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 08/15/2023 (A) |  | 342 | 339 |
| &nbsp;&nbsp;&nbsp;Polar US Borrower LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2026 (A) |  | 6205 | 2588 |
| &nbsp;&nbsp;&nbsp;Rain CII Carbon LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 04/01/2025 (A) |  | 5020 | 4568 |
| &nbsp;&nbsp;&nbsp;SCIH Salt Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/01/2029 (A) |  | 7181 | 5996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/01/2028 (A) |  | 589 | 526 |
| &nbsp;&nbsp;&nbsp;Scotts Miracle-Gro  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2026  |  | 121 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/15/2029  |  | 209 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/01/2032  |  | 366 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2031  |  | 391 | 297 |
| &nbsp;&nbsp;&nbsp;Tacora Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2026 (A) |  | 2660 | 2181 |
| &nbsp;&nbsp;&nbsp;Taseko Mines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/15/2026 (A) |  | 2943 | 2469 |
| &nbsp;&nbsp;&nbsp;Trinseo Materials Operating SCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/01/2025 (A) |  | 975 | 781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/01/2029 (A) |  | 284 | 181 |
| &nbsp;&nbsp;&nbsp;Tronox  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2029 (A) |  | 5018 | 4040 |
| &nbsp;&nbsp;&nbsp;U.S. Steel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/01/2029  |  | 531 | 518 |
| &nbsp;&nbsp;&nbsp;Valvoline  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2031 (A) |  | 2142 | 1746 |
| &nbsp;&nbsp;&nbsp;Venator Finance Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 07/01/2025 (A) |  | 954 | 699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/15/2025 (A) |  | 485 | 167 |
| &nbsp;&nbsp;&nbsp;WR Grace Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/15/2029 (A) |  | 177 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/15/2027 (A) |  | 385 | 345 |
|  |  |  | 117121 |
| **Real Estate — 2.1%** | **Real Estate — 2.1%** | **Real Estate — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/15/2049  |  | 245 | 179 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.100%, 06/15/2050  | $905 | $598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2051  | 1945 | 1249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 06/15/2030  | 2167 | 1741 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2051  | 350 | 239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 04/01/2041  | 2075 | 1455 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield US Borrower LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 05/15/2028 (A) | 706 | 674 |
| &nbsp;&nbsp;&nbsp;Diversified Healthcare Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/01/2024  | 1610 | 1407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/01/2031  | 2150 | 1497 |
| &nbsp;&nbsp;&nbsp;Howard Hughes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 08/01/2028 (A) | 1629 | 1473 |
| &nbsp;&nbsp;&nbsp;Iron Mountain  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/15/2028 (A) | 281 | 263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/15/2030 (A) | 1140 | 1026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2028 (A) | 395 | 359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/15/2029 (A) | 3743 | 3291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2031 (A) | 419 | 351 |
| &nbsp;&nbsp;&nbsp;Outfront Media Capital LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2029 (A) | 2710 | 2263 |
| &nbsp;&nbsp;&nbsp;Prologis  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2050  | 745 | 509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 10/15/2050  | 1470 | 845 |
| &nbsp;&nbsp;&nbsp;Realogy Group LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2030 (A) | 615 | 452 |
| &nbsp;&nbsp;&nbsp;RHP Hotel Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/15/2027  | 962 | 879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/15/2029 (A) | 447 | 391 |
| &nbsp;&nbsp;&nbsp;SBA Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 02/01/2029  | 2279 | 1903 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2027  | 1195 | 1040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 02/15/2027  | 4113 | 3387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2023  | 872 | 864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/15/2030  | 3245 | 2277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2028  | 1355 | 1001 |
| &nbsp;&nbsp;&nbsp;Uniti Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2030 (A) | 2187 | 1578 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (A) | 357 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2024 (A) | 315 | 312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (A) | 411 | 393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2029 (A) | 655 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/01/2026 (A) | 225 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2028 (A) | 175 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/01/2026 (A) | 687 | 639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/15/2030 (A) | 4396 | 3809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2029 (A) | 396 | 348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2027 (A) | 902 | 814 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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%, 02/15/2025 (A) | $| 22 | $21 |
|  |  |  | 40838 |
| **Utilities — 1.8%** | **Utilities — 1.8%** | **Utilities — 1.8%** |  |
| &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 | 204 |
| &nbsp;&nbsp;&nbsp;Calpine  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2031 (A) |  | 270 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 02/01/2029 (A) |  | 390 | 337 |
| &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 | 2673 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 04/15/2038  |  | 648 | 687 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032  |  | 1286 | 1079 |
| &nbsp;&nbsp;&nbsp;NRG Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2029 (A) |  | 605 | 558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2032 (A) |  | 1753 | 1409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/15/2031 (A) |  | 4910 | 3926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2029 (A) |  | 515 | 428 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2037  |  | 648 | 660 |
| &nbsp;&nbsp;&nbsp;Pattern Energy Operations  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2028 (A) |  | 2060 | 1849 |
| &nbsp;&nbsp;&nbsp;PG&E  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 07/01/2030  |  | 3204 | 2901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2028  |  | 347 | 320 |
| &nbsp;&nbsp;&nbsp;Pike  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2028 (A) |  | 3595 | 3212 |
| &nbsp;&nbsp;&nbsp;Solaris Midstream Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 04/01/2026 (A) |  | 1584 | 1560 |
| &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)(E)(F) |  | 435 | 389 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/15/2027 (A) |  | 3473 | 3360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/31/2027 (A) |  | 4390 | 4121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/01/2029 (A) |  | 2020 | 1807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2029 (A) |  | 559 | 505 |
|  |  |  | 35904 |
| Total Corporate Obligations |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,766,681) ($ Thousands) |  |  | 1496052 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **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%** |  |
| &nbsp;&nbsp;&nbsp;Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(G) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.423%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(E) | $835 | $26 |
| &nbsp;&nbsp;&nbsp;Ares XXXIV CLO, Ser 2020-2A, Cl FR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.679%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(B)(E) | 2304 | 1860 |
| &nbsp;&nbsp;&nbsp;B&M CLO, Ser 2014-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.829%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(B)(E) | 457 | 215 |
| &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)(E) | 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)(E) | 4378 | 1751 |
| &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)(E) | 6380 | 5002 |
| &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)(E) | 10431 | 6467 |
| &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)(E) | 8633 | 4295 |
| &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 | 4518 |
| &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)(E) | 3572 | 2322 |
| &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 | 6535 |
| &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)(E) | 2640 | 343 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2026 (A)(B)(H) | 7 | 2596 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO IX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2025 (A)(B)(H) | 3363 | 1345 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO V |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/20/2026 (A)(B)(H) | 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 | 3492 |
| &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)(E) | 9535 | 3542 |
| &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)(E) | 9035 | 33 |
| &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 | 3240 |
| &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)(E) | 10939 | 5032 |
| &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)(E) | 10091 | 2826 |

---

---

| | | |
|:---|:---|:---|
| 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 XIV, Ser 2018-14A, Cl SUB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 04/20/2031 (A)(B)(C)(E) | $6857 | $3223 |
| &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)(E) | 6048 | 4155 |
| &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)(E) | 3469 | 2775 |
| &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 | 5497 |
| &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)(E) | 3653 | 1133 |
| &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)(E) | 5673 | 1702 |
| &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)(E) | 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)(E) | 21812 | 6107 |
| &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)(E) | 6015 | 2587 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2017-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.579%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(B)(E) | 3376 | 3009 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2018-1A, Cl ER |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.439%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(B)(E) | 4328 | 3793 |
| &nbsp;&nbsp;&nbsp;Great Lakes CLO, Ser 2018-1A, Cl FR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.079%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(E) | 1595 | 1276 |
| &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%, 07/20/2033 (A)(B)(C)(E) | 1149 | 812 |
| &nbsp;&nbsp;&nbsp;IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.264%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(B)(E) | 2886 | 2434 |
| &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)(E) | 2164 | 1363 |
| &nbsp;&nbsp;&nbsp;LCM Ltd |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/20/2032 (B)(C) | 1998 | 1341 |
| &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)(E) | 4865 | 2043 |
| &nbsp;&nbsp;&nbsp;Lockwood Grove CLO, Ser 2018-1A, Cl ERR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.208%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(B)(E) | 3201 | 2640 |
| &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)(E) | 5235 | 1937 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;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)(E) | $1780 | $1068 |
| &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)(E) | 23 | 14 |
| &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 | 3536 |
| &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 | 3448 |
| &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 | 2383 |
| &nbsp;&nbsp;&nbsp;NewStar Clarendon Fund CLO LLC, Ser 2015-1A, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.408%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(B)(E) | 1749 | 1715 |
| &nbsp;&nbsp;&nbsp;Newstar Exeter Fund Clo LLC, Ser 2015-1RA, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.443%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(B)(E) | 2704 | 2662 |
| &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)(E) | 9028 | 3430 |
| &nbsp;&nbsp;&nbsp;NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.623%, ICE LIBOR USD 3 Month + 7.380%, 04/20/2030 (A)(B)(E) | 4200 | 3319 |
| &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)(E) | 3012 | 1265 |
| &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)(E) | 1876 | 1661 |
| &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 | 6118 |
| &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)(E) | 3251 | 1918 |
| &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)(E) | 13119 | 8894 |
| &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)(E) | 7377 | 4205 |
| &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)(E) | 5509 | 3164 |
| &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)(E) | 5959 | 3456 |
| &nbsp;&nbsp;&nbsp;TCW CLO, Warehouse Note, Ser 2020-1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (B)(C) | 8523 | 4688 |
| &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)(E) | 15819 | 5062 |
| &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)(E) | 2950 | 737 |
| &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)(E) | 2865 | 573 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Venture XXVIII CLO, Ser 2017-28A, Cl SUB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2030 (A)(B)(C)(E) | $| 5750 | $| 1926 |
| &nbsp;&nbsp;&nbsp;VOYA CLO, Ser 2020-2A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 07/20/2031 (B)(C) |  | 7797 |  | 6510 |
| &nbsp;&nbsp;&nbsp;Wind River |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (B)(C) |  | 11611 |  | 7837 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $108,125) ($ Thousands) |  |  |  | 183175 |
| **LOAN PARTICIPATIONS — 8.6%** | **LOAN PARTICIPATIONS — 8.6%** | **LOAN PARTICIPATIONS — 8.6%** | **LOAN PARTICIPATIONS — 8.6%** | **LOAN PARTICIPATIONS — 8.6%** |
| &nbsp;&nbsp;&nbsp;1236904 B.C. LTD., Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.571%, LIBOR + 5.500%, 03/04/2027 (E) |  | 4016 |  | 3825 |
| &nbsp;&nbsp;&nbsp;19th Holdings Golf, LLC, Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.894%, CME Term SOFR + 3.000%, 02/07/2029 (B)(E) |  | 778 |  | 710 |
| &nbsp;&nbsp;&nbsp;AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.993%, LIBOR + 4.750%, 04/20/2028 (E) |  | 600 |  | 596 |
| &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 (E) |  | 593 |  | 429 |
| &nbsp;&nbsp;&nbsp;Adient US LLC, Term B-1 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, 04/10/2028  |  | 514 |  | 506 |
| &nbsp;&nbsp;&nbsp;Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.571%, LIBOR + 5.500%, 10/10/2025 (E) |  | 1696 |  | 1583 |
| &nbsp;&nbsp;&nbsp;Alvogen Pharma, Extended Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 06/30/2025 (I) |  | 3179 |  | 2766 |
| &nbsp;&nbsp;&nbsp;ANI Technologies, Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.214%, 12/15/2026  |  | 3913 |  | 3678 |
| &nbsp;&nbsp;&nbsp;AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.571%, LIBOR + 5.500%, 09/01/2027 (E) |  | 529 |  | 468 |
| &nbsp;&nbsp;&nbsp;Arctic Canadian Diamond Company, 2nd Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17.500%, 12/31/2027 (B) |  | 1856 |  | 1848 |
| &nbsp;&nbsp;&nbsp;Bausch Health Companies Inc., Second Amendment Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.146%, CME Term SOFR + 5.250%, 02/01/2027 (E) |  | 3659 |  | 2715 |
| &nbsp;&nbsp;&nbsp;Blackhawk Network, Temr Loan, 2nd Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.938%, 06/15/2026  |  | 2412 |  | 2195 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;BoardRiders Inc., Tranche A Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.867%, 10/23/2023 (B) | $595 | $583 |
| &nbsp;&nbsp;&nbsp;BoardRiders Inc., Tranche B-2 Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.867%, 04/23/2024  | 2935 | 2483 |
| &nbsp;&nbsp;&nbsp;Byju's, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.016%, 11/24/2026 (I) | 3007 | 2383 |
| &nbsp;&nbsp;&nbsp;Caesars Resort Collection, LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 12/23/2024 (E) | 2200 | 2183 |
| &nbsp;&nbsp;&nbsp;Carestream Health, Inc., Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/30/2027 (B)(I) | 1935 | 1529 |
| &nbsp;&nbsp;&nbsp;Castle US Holding Corporation, Incremental Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, 01/29/2027  | 977 | 673 |
| &nbsp;&nbsp;&nbsp;Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.821%, LIBOR + 3.750%, 01/29/2027 (E) | 802 | 558 |
| &nbsp;&nbsp;&nbsp;Cenveo, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.386%, 12/31/2024 (B) | 739 | 739 |
| &nbsp;&nbsp;&nbsp;Claire's Stores, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.571%, LIBOR + 6.500%, 12/18/2026 (E) | 1996 | 1776 |
| &nbsp;&nbsp;&nbsp;ClubCorp Holdings, Inc., Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.424%, LIBOR + 2.750%, 09/18/2024 (E) | 2605 | 2342 |
| &nbsp;&nbsp;&nbsp;ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.071%, LIBOR + 5.000%, 01/04/2026 (E)(I) | 4182 | 2396 |
| &nbsp;&nbsp;&nbsp;Delivery Hero, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.008%, 08/12/2027 (I) | 1768 | 1692 |
| &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 (E) | 1466 | 1242 |
| &nbsp;&nbsp;&nbsp;DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, LIBOR + 3.750%, 10/04/2028 (E) | 597 | 539 |
| &nbsp;&nbsp;&nbsp;DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.071%, LIBOR + 5.000%, 08/02/2027 (E) | 1993 | 1906 |
| &nbsp;&nbsp;&nbsp;DMT Solutions Global Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.065%, 07/02/2024 (B)(E) | 942 | 884 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;DMT Solutions Global Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.237%, 07/02/2024 (B)(E) | $1017 | $953 |
| &nbsp;&nbsp;&nbsp;East Valley Tourist Development Authority , Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.481%, CME Term SOFR + 7.500%, 11/23/2026 (B)(E) | 4657 | 4517 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Second Out Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.994%, CME Term SOFR + 4.250%, 03/31/2027 (E) | 7135 | 2140 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare Corporation, Third Out Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.494%, CME Term SOFR + 3.750%, 03/31/2027 (E) | 1428 | 319 |
| &nbsp;&nbsp;&nbsp;Envision Healthcare, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12.010%, CME Term SOFR + 0.000%, 03/31/2027  | 935 | 835 |
| &nbsp;&nbsp;&nbsp;Epic Crude Services, LP, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.740%, LIBOR + 5.000%, 03/02/2026 (E) | 1541 | 1351 |
| &nbsp;&nbsp;&nbsp;Epic Y-Grade Services, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.700%, 06/30/2027 (E)(I) | 10308 | 9123 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.653%, CME Term SOFR + 4.000%, 07/21/2028 (E) | 404 | 388 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., 2022 Incremental Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.653%, CME Term SOFR + 4.000%, 07/21/2028 (E) | 28 | 27 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.642%, LIBOR + 3.000%, 07/21/2028 (E) | 424 | 398 |
| &nbsp;&nbsp;&nbsp;First Student Bidco Inc., Initial Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.642%, LIBOR + 3.000%, 07/21/2028 (E) | 158 | 148 |
| &nbsp;&nbsp;&nbsp;Focus Financial Partners LLC, Tranche B-3 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.754%, LIBOR + 2.000%, 07/03/2024 (E)(I) | 425 | 425 |
| &nbsp;&nbsp;&nbsp;Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.674%, LIBOR + 8.000%, 06/30/2027 (E) | 414 | 406 |
| &nbsp;&nbsp;&nbsp;Freeport LNG Investments, LLLP, Initial Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.743%, LIBOR + 3.500%, 12/21/2028 (E)(I) | 474 | 449 |
| &nbsp;&nbsp;&nbsp;Freeport LNG Investments, LLLP, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2026 (I) | 1018 | 961 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;GatesAir, Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.703%, 08/01/2027 (B) | $1763 | $1763 |
| &nbsp;&nbsp;&nbsp;Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.071%, LIBOR + 4.000%, 12/01/2027 (E) | 500 | 485 |
| &nbsp;&nbsp;&nbsp;Geon Performance Solutions, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.174%, LIBOR + 4.500%, 08/18/2028 (E)(I) | 2085 | 2015 |
| &nbsp;&nbsp;&nbsp;Global Medical Response, Inc., 2018 New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.321%, LIBOR + 4.250%, 03/14/2025 (E) | 783 | 621 |
| &nbsp;&nbsp;&nbsp;Grab Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.580%, LIBOR + 4.500%, 01/29/2026 (E) | 4899 | 4786 |
| &nbsp;&nbsp;&nbsp;Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, LIBOR + 3.000%, 08/04/2027 (E) | 535 | 522 |
| &nbsp;&nbsp;&nbsp;Gulf Finance, LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.600%, LIBOR + 6.750%, 08/25/2026 (E) | 4134 | 3388 |
| &nbsp;&nbsp;&nbsp;Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.500%, 12/16/2024 (E) | 473 | 454 |
| &nbsp;&nbsp;&nbsp;Hudson River Trading LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.201%, CME Term SOFR + 3.000%, 03/20/2028 (E) | 3320 | 3084 |
| &nbsp;&nbsp;&nbsp;Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.571%, LIBOR + 3.500%, 07/01/2024 (E) | 2241 | 2206 |
| &nbsp;&nbsp;&nbsp;iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.071%, LIBOR + 3.000%, 05/01/2026 (E) | 643 | 602 |
| &nbsp;&nbsp;&nbsp;Intelsat Jacksons Holdings, Term Loan B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.445%, 02/01/2029 (E) | 1321 | 1274 |
| &nbsp;&nbsp;&nbsp;IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 02/05/2025 (E)(I) | 1828 | 1793 |
| &nbsp;&nbsp;&nbsp;JC Penney, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, LIBOR + 4.250%, 06/23/2023 (B)(E) | 3751 |  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Journey Personal Care, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.924%, 03/01/2028 (E) | $3723 | $2662 |
| &nbsp;&nbsp;&nbsp;Jump Financial, LLC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.315%, CME Term SOFR + 4.500%, 08/07/2028 (E) | 3872 | 3659 |
| &nbsp;&nbsp;&nbsp;LABL, Inc., Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.071%, LIBOR + 5.000%, 10/29/2028 (E) | 489 | 464 |
| &nbsp;&nbsp;&nbsp;LifeScan Global Corporation, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.743%, LIBOR + 6.000%, 10/01/2024 (E) | 9083 | 6603 |
| &nbsp;&nbsp;&nbsp;Lightstone Holdco LLC, Extended Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.479%, CME Term SOFR + 5.750%, 02/01/2027 (E) | 2014 | 1833 |
| &nbsp;&nbsp;&nbsp;Lightstone Holdco LLC, Extended Term C Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.837%, CME Term SOFR + 5.750%, 02/01/2027 (E) | 114 | 103 |
| &nbsp;&nbsp;&nbsp;Lumileds, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 10/31/2027 (I) | 259 | 231 |
| &nbsp;&nbsp;&nbsp;Madison IAQ LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.815%, LIBOR + 3.250%, 06/21/2028 (E) | 438 | 416 |
| &nbsp;&nbsp;&nbsp;Magnite, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.570%, LIBOR + 5.000%, 04/28/2028 (E) | 1142 | 1069 |
| &nbsp;&nbsp;&nbsp;Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.196%, Euribor + 3.250%, 02/16/2025 (E) | 6539 | 6457 |
| &nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.018%, LIBOR + 3.250%, 04/03/2024 (E) | 2018 | 1956 |
| &nbsp;&nbsp;&nbsp;Mavenir Systems, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.019%, CME Term SOFR + 5.750%, 08/18/2028 (B)(E) | 693 | 561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.424%, LIBOR + 4.750%, 08/18/2028 (B)(E)(J) | 1871 | 1515 |
| &nbsp;&nbsp;&nbsp;Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 10/23/2028 (E) | 290 | 275 |
| &nbsp;&nbsp;&nbsp;Misys Limited, Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.871%, LIBOR + 3.500%, 06/13/2024 (E) | 1295 | 1170 |
| &nbsp;&nbsp;&nbsp;Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.944%, CME Term SOFR + 4.750%, 05/02/2029 (E)(I) | 1297 | 1229 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;MLN US HoldCo LLC, Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.252%, LIBOR + 4.500%, 11/30/2025 (E) | $1157 | $357 |
| &nbsp;&nbsp;&nbsp;Monitronics International Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.915%, 03/29/2024  | 380 | 249 |
| &nbsp;&nbsp;&nbsp;Mountaineer Merger Corp, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.440%, 10/26/2028 (E)(I) | 2481 | 1985 |
| &nbsp;&nbsp;&nbsp;Naked Juice LLC, Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.653%, CME Term SOFR + 6.000%, 01/24/2030 (E) | 2015 | 1750 |
| &nbsp;&nbsp;&nbsp;Nexus Buyer LLC, Initial Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.321%, LIBOR + 6.250%, 11/05/2029 (E) | 1140 | 1056 |
| &nbsp;&nbsp;&nbsp;Nine West Holdings Inc., Term Loan |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.754%, 03/20/2024  | 910 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.572%, 03/20/2024  | 977 | 803 |
| &nbsp;&nbsp;&nbsp;Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.165%, LIBOR + 2.750%, 10/01/2025 (E) | 725 | 705 |
| &nbsp;&nbsp;&nbsp;Olympus Water US Holding Corporation, Initial Dollar Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.438%, LIBOR + 3.750%, 11/09/2028 (E) | 126 | 121 |
| &nbsp;&nbsp;&nbsp;Open Text ULC, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 11/16/2029 (I) | 1675 | 1625 |
| &nbsp;&nbsp;&nbsp;Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 09/24/2028 (E) |  |  |
| &nbsp;&nbsp;&nbsp;Park River Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.993%, LIBOR + 3.250%, 12/28/2027 (E) | 229 | 198 |
| &nbsp;&nbsp;&nbsp;Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.924%, LIBOR + 3.250%, 03/03/2028 (E) | 635 | 615 |
| &nbsp;&nbsp;&nbsp;Phoenix Newco, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.321%, LIBOR + 3.250%, 11/15/2028 (E) | 440 | 422 |
| &nbsp;&nbsp;&nbsp;Quest Software US Holdings Inc., Initial Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.594%, CME Term SOFR + 7.500%, 02/01/2030 (E) | 1384 | 833 |
| &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 (E) | 7947 | 2131 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** | **LOAN PARTICIPATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, LIBOR + 3.500%, 09/07/2023 (B)(E) | $33 | $9 |
| &nbsp;&nbsp;&nbsp;Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.793%, 08/10/2023 (E) | 132 | 61 |
| &nbsp;&nbsp;&nbsp;Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.793%, LIBOR + 7.500%, 08/10/2023 (E) | 546 | 251 |
| &nbsp;&nbsp;&nbsp;Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.071%, LIBOR + 5.000%, 09/25/2026 (E)(I) | 327 | 200 |
| &nbsp;&nbsp;&nbsp;Smyrna Ready Mix Concrete, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.437%, CME Term SOFR + 4.250%, 04/02/2029 (E)(I) | 854 | 837 |
| &nbsp;&nbsp;&nbsp;SP PF Buyer LLC, Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.571%, LIBOR + 4.500%, 12/22/2025 (E) | 2731 | 1855 |
| &nbsp;&nbsp;&nbsp;SPX Flow Inc., Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.687%, CME Term SOFR + 4.500%, 04/05/2029 (E)(I) | 353 | 330 |
| &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 (E) | 4690 | 4175 |
| &nbsp;&nbsp;&nbsp;Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.174%, LIBOR + 4.500%, 12/04/2026 (E)(I) | 157 | 144 |
| &nbsp;&nbsp;&nbsp;Sunshine Luxembourg VII S.a r.l., Facility B3 Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.424%, LIBOR + 3.750%, 10/01/2026 (E) | 1513 | 1435 |
| &nbsp;&nbsp;&nbsp;SWF Holdings I Corp., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.602%, LIBOR + 4.000%, 10/06/2028 (E)(I) | 1974 | 1541 |
| &nbsp;&nbsp;&nbsp;Syniverse Holdings, LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.553%, CME Term SOFR + 7.000%, 05/13/2027 (E) | 2660 | 2308 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Extended Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.337%, CME Term SOFR + 5.250%, 03/02/2027 (E) | 3031 | 2091 |
| &nbsp;&nbsp;&nbsp;Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.821%, LIBOR + 2.750%, 02/06/2024 (E) | 404 | 335 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;TIBCO Software Inc., Term Loan, 2nd Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.653%, CME Term SOFR + 7.000%, 09/28/2029 (B)(E) | $745 | $633 |
| &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 (E)(I) | 423 | 405 |
| &nbsp;&nbsp;&nbsp;Tortoise Borrower LLC, Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.915%, LIBOR + 3.500%, 01/31/2025 (E) | 1825 | 1075 |
| &nbsp;&nbsp;&nbsp;Travelport Finance (Luxembourg) S.a r.l., 2021 Consented Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.674%, LIBOR + 5.000%, 05/29/2026 (E)(I) | 1759 | 1182 |
| &nbsp;&nbsp;&nbsp;Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.174%, LIBOR + 1.500%, 02/28/2025 (E)(I) | 1398 | 1388 |
| &nbsp;&nbsp;&nbsp;Traverse Midstream Partners LLC, Advance, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.405%, CME Term SOFR + 4.250%, 09/27/2024 (E) | 3335 | 3310 |
| &nbsp;&nbsp;&nbsp;Triton Water Holdings, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.174%, LIBOR + 3.500%, 03/31/2028 (E) | 378 | 348 |
| &nbsp;&nbsp;&nbsp;Tutor Perini Corporation, Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.821%, LIBOR + 3.500%, 08/18/2027 (B)(E) | 3651 | 3432 |
| &nbsp;&nbsp;&nbsp;U.S. Renal Care, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, LIBOR + 5.000%, 06/26/2026 (E) | 723 | 402 |
| &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;7.071%, LIBOR + 3.000%, 08/08/2024 (E) | 366 | 264 |
| &nbsp;&nbsp;&nbsp;VeriFone Systems, Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.359%, LIBOR + 4.000%, 08/20/2025 (E) | 2673 | 2410 |
| &nbsp;&nbsp;&nbsp;Wellful Inc., Initial Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.420%, LIBOR + 6.250%, 04/21/2027 (E) | 3363 | 3072 |
| &nbsp;&nbsp;&nbsp;White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.837%, CME Term SOFR + 3.750%, 10/19/2027 (E) | 782 | 752 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Wilsonart LLC, Tranche E Term Loan, 1st Lien |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.930%, LIBOR + 3.250%, 12/31/2026 (E)(I) | $| 1616 | $| 1534 |
| Total Loan Participations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $195,347) ($ Thousands) |  |  |  | 170241 |
|  | <br> Shares | <br> Shares |  |  |
| **COMMON STOCK — 1.3%** | **COMMON STOCK — 1.3%** | **COMMON STOCK — 1.3%** | **COMMON STOCK — 1.3%** | **COMMON STOCK — 1.3%** |
| &nbsp;&nbsp;&nbsp;21st Century Oncology \*(B) |  | 22017 |  | 222 |
| &nbsp;&nbsp;&nbsp;Aquity Equity \*(B) |  | 89545 |  | 1008 |
| &nbsp;&nbsp;&nbsp;Arctic Canadian Diamond Co \*(B) |  | 1633 |  |  |
| &nbsp;&nbsp;&nbsp;Carestream Health Holdings Inc \*(B) |  | 123791 |  | 2654 |
| &nbsp;&nbsp;&nbsp;CHC Group LLC \* |  | 1444 |  |  |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  |  | 5206 |  | 539 |
| &nbsp;&nbsp;&nbsp;Chord Energy Corp  |  | 4235 |  | 646 |
| &nbsp;&nbsp;&nbsp;Clear Channel Outdoor Holdings Inc, Cl A \* |  | 345144 |  | 390 |
| &nbsp;&nbsp;&nbsp;EP Energy Corp \* |  | 25685 |  | 167 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* |  | 24654 |  | 635 |
| &nbsp;&nbsp;&nbsp;Guitar Center \*(B)(J) |  | 24502 |  | 4691 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* |  | 10697 |  | 867 |
| &nbsp;&nbsp;&nbsp;Gymboree Corp \*(B)(J) |  | 18542 |  |  |
| &nbsp;&nbsp;&nbsp;Gymboree Holding Corp \*(B)(J) |  | 52848 |  |  |
| &nbsp;&nbsp;&nbsp;iHeartMedia Inc, Cl A \* |  | 63646 |  | 512 |
| &nbsp;&nbsp;&nbsp;Intelsat Emergene SA \*(B) |  | 65585 |  | 1673 |
| &nbsp;&nbsp;&nbsp;Intelsat Jackson (B) |  | 13734 |  |  |
| &nbsp;&nbsp;&nbsp;Lumileds Common Bright Bidco  |  | 8896 |  | 246 |
| &nbsp;&nbsp;&nbsp;Mallinckrodt \* |  | 12665 |  | 137 |
| &nbsp;&nbsp;&nbsp;Medical Card Systems \*(B) |  | 395653 |  | 174 |
| &nbsp;&nbsp;&nbsp;Monitronics International Inc \*(B) |  | 381412 |  | 1949 |
| &nbsp;&nbsp;&nbsp;MYT Holding LLC \*(B) |  | 461765 |  | 369 |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group \*(B)(J) |  | 10950 |  | 1916 |
| &nbsp;&nbsp;&nbsp;Nine West \*(B) |  | 163718 |  | 126 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC \* |  | 11801 |  | 438 |
| &nbsp;&nbsp;&nbsp;Parker Drilling \*(B)(J) |  | 5140 |  | 33 |
| &nbsp;&nbsp;&nbsp;Parker Drilling Co \*(B)(J) |  | 138594 |  | 901 |
| &nbsp;&nbsp;&nbsp;Penney Borrower LLC \*(B) |  | 31845 |  | 167 |
| &nbsp;&nbsp;&nbsp;Propco Certificates \*(B) |  | 210522 |  | 2790 |
| &nbsp;&nbsp;&nbsp;Rue 21 \* |  | 2551 |  |  |
| &nbsp;&nbsp;&nbsp;SandRidge Energy Inc \* |  | 11510 |  | 235 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> |  | 59063 |  | 2020 |
| &nbsp;&nbsp;&nbsp;Windstream Services \*(B) |  | 46229 |  | 601 |
| Total Common Stock  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $30,820) ($ Thousands) |  |  |  | 26106 |
| **PREFERRED STOCK — 0.8%** | **PREFERRED STOCK — 0.8%** | **PREFERRED STOCK — 0.8%** | **PREFERRED STOCK — 0.8%** | **PREFERRED STOCK — 0.8%** |
| &nbsp;&nbsp;&nbsp;BoardRiders, 0.000% \*(B)(C)(F) |  | 336591 |  | 390 |
| &nbsp;&nbsp;&nbsp;Bowlero, 0.000% \*(B)(C)(F) |  | 1940 |  | 1940 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) | Market Value<br> ($ Thousands) |
| **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** | **PREFERRED STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Claire's Stores Inc, 0.000% \*(B)(C)(F) | 1498 | $| 1719 |
| &nbsp;&nbsp;&nbsp;Crestwood Equity Partners, 9.250% (F) | 224639 |  | 2031 |
| &nbsp;&nbsp;&nbsp;FHLMC, 0.000% \*(C)(F) | 29819 |  | 89 |
| &nbsp;&nbsp;&nbsp;FNMA, 0.000% \*(C)(F) | 43993 |  | 141 |
| &nbsp;&nbsp;&nbsp;Foresight, 0.000% \*(B)(C)(F) | 60593 |  | 697 |
| &nbsp;&nbsp;&nbsp;Guitar Center Inc, 0.000% \*(B)(C)(F)(J) | 782 |  | 71 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy, 0.000% \*(B)(C)(F) | 43 |  | 249 |
| &nbsp;&nbsp;&nbsp;Ladenburg Thalmann Financial Services, 6.500% \* | 102399 |  | 1618 |
| &nbsp;&nbsp;&nbsp;MPLX, 8.462% \*(B)(F) | 41696 |  | 1501 |
| &nbsp;&nbsp;&nbsp;MYT Holding LLC, 10.000%  | 516164 |  | 560 |
| &nbsp;&nbsp;&nbsp;Syniverse, 0.000% \*(B)(C)(F) | 4273537 |  | 4102 |
| Total Preferred Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $15,007) ($ Thousands) |  |  | 15108 |
|  | Face Amount <br> (Thousands) |  |  |
| **CONVERTIBLE BONDS — 0.5%** | **CONVERTIBLE BONDS — 0.5%** | **CONVERTIBLE BONDS — 0.5%** | **CONVERTIBLE BONDS — 0.5%** |
| &nbsp;&nbsp;&nbsp;Avaya |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000% , 12/15/2027 | 3175 |  | 1841 |
| &nbsp;&nbsp;&nbsp;DISH Network |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% , 08/15/2026 | 804 |  | 520 |
| &nbsp;&nbsp;&nbsp;DraftKings Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/15/2028(C) | 1308 |  | 835 |
| &nbsp;&nbsp;&nbsp;Liberty Interactive LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000% , 11/15/2029 | 198 |  | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750% , 02/15/2030 | 3719 |  | 1246 |
| &nbsp;&nbsp;&nbsp;North Sea Natural Resources |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, (B)(F)(C) | 889 |  | 889 |
| &nbsp;&nbsp;&nbsp;Silver Airways LLC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000% , 12/31/2027(B) | 2849 |  | 2849 |
| &nbsp;&nbsp;&nbsp;Spotify USA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 03/15/2026(C) | 1308 |  | 1046 |
| Total Convertible Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $12,158) ($ Thousands) |  |  | 9293 |
|  | Number of<br> Warrants |  |  |
| **WARRANTS — 0.1%** | **WARRANTS — 0.1%** | **WARRANTS — 0.1%** | **WARRANTS — 0.1%** |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche I, Expires 12/22/2070 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $100.00 \*(B)(J) | 5960 |  | 575 |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche II, Expires 12/22/2070 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $160.00 \*(B)(J) | 6486 |  | 363 |
| &nbsp;&nbsp;&nbsp;Guitar Center Tranche III, Expires 12/22/2070 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $100.00 \*(B)(J) | 526 |  | 29 |
| &nbsp;&nbsp;&nbsp;Intelsat |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $– \*<sup>‡</sup><sup>‡</sup>(B) | 6 |  |  |

---

---

| | | |
|:---|:---|:---|
| Description | Number of<br> Warrants | Market Value<br> ($ Thousands) |
| **WARRANTS (continued)** | **WARRANTS (continued)** | **WARRANTS (continued)** |
| &nbsp;&nbsp;&nbsp;Neiman Marcus Group, Expires 09/24/2027 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $213.16 \*(B) | 6679 | $295 |
| &nbsp;&nbsp;&nbsp;Noble Corp, Expires 02/08/2028 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $23.13\* | 18303 | 331 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC, Expires 02/07/2028 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $19.27\* | 18303 | 357 |
| &nbsp;&nbsp;&nbsp;Windstream Services |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Strike Price $0.00 \*<sup>‡</sup><sup>‡</sup>(B) | 50968 | 663 |
| Total Warrants |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,026) ($ Thousands) |  | 2613 |
|  | <br> Shares |  |
| **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;3.370%\*\*<sup>†</sup> | 46687434 | 46687 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $46,687) ($ Thousands) |  | 46687 |
| Total Investments in Securities — 99.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,175,851) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,175,851) ($ Thousands)  | $1949275 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,967,031 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <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 November 30, 2022, the value of these securities amounted to $1,277,900 ($ Thousands), representing 65.0% of the Net Assets of the Fund. |
| (B) | Level 3 security in accordance with fair value hierarchy. |
| (C) | No interest rate available. |
| (D) | Security is in default on interest payment. |
| (E) | 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. |
| (F) | Perpetual security with no stated maturity date. |
| (G) | Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC. |
| (H) | Zero coupon security.  |
| (I) | Unsettled bank loan. Interest rate may not be available. |
| (J) | Security considered restricted, excluding 144A. The total market value of such securities as <br>of November 30, 2022 was $13,402 ($ Thousands) and represented 0.7% of the Net Assets of the <br>Fund. See table below for acquisition dates and acquisition cost. |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**High Yield Bond Fund** (Continued)

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 1495127 | 925 | 1496052 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  |  | 183175 | 183175 |
| &nbsp;&nbsp;&nbsp;Loan Participations |  | 150564 | 19677 | 170241 |
| &nbsp;&nbsp;&nbsp;Common Stock | 6586 | 246 | 19274 | 26106 |
| &nbsp;&nbsp;&nbsp;Preferred Stock | 2172 | 2267 | 10669 | 15108 |
| &nbsp;&nbsp;&nbsp;Convertible Bonds |  | 5555 | 3738 | 9293 |
| &nbsp;&nbsp;&nbsp;Warrants |  | 688 | 1925 | 2613 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 46687 | – | – | 46687 |
| Total Investments in Securities | 55445 | 1654447 | 239383 | 1949275 |

---

The following table depicts purchases and transfers in and/or out of Level 3 investments during the year for investments held as of November 30, 2022 ($ 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 | 7 | (188) |  |  | 2683 |  |
| Realized gain/(loss) |  | (44) | 3894 | 4256 |  |  |  |
| Change in unrealized appreciation/(depreciation) | (44) | (767) | (8562) | (1368) | (730) | (2683) | (184) |
| Purchases |  | 5457 |  | 2377 | 434 | 1615 |  |
| Sales |  | (4288) | (22588) | (3549) |  |  |  |
| Net transfer into Level 3 |  | 2398 |  | 2789 |  |  |  |
| Net transfer out of Level 3 |  | (9167) |  | (2275) |  |  |  |
| Ending Balance as of November 30, 2022 | $925 | $19677 | $183175 | $19274 | $10669 | $3738 | $1925 |
| Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date | $(3436) | $(1084) | $(10219) | $(5183) | $(365) | $(3) | $(184) |

---

(1) Of the $239,383 ($ Thousands) in Level 3 securities as of November 30, 2022, $25,658 ($ 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 November 30, 2022 ($ Thousands) | Valuation Technique | Unobservable Inputs | Range Input Value(s) <br>(Average Input Value) |
| Common Stock | $&nbsp;&nbsp;&nbsp;&nbsp;11732 | 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 | $1,154.2m - $1,298.5m |
|  |  |  | Comparable company valuation | $1,082.1m - $1,226.4m |
|  |  |  | Valuation case probability weighting | 50% |
|  |  | Market Comparables Approach | EBITDA | $190m |
|  |  |  | EBITDA multiple | 3.5x - 4.0x |
|  |  |  | Valuation case probability weighting | 100.0% |
|  |  | Weighted valuation techniques | EBITDA | $207m - $216m |
|  |  |  | EBITDA multiple | 4.50x - 5.75x |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| Category | Market Value <br>at November 30, 2022 ($ Thousands) | Valuation Technique | Unobservable Inputs | Range Input Value(s) <br>(Average Input Value) |
|  |  |  | Weighted Average Cost of Capital | 16.50% |
|  |  |  | Valuation case probability weighting | 50% |
|  |  | Estimated recovery Model | Estimated Excess RBC | $55.0m |
|  |  |  | Estimated Indemnity escrow | $15.0m |
| | | | Discount Rate | 50.0% |
| Convertible Preferred | &nbsp;&nbsp;&nbsp;&nbsp;5239 | Broker Quotation | None | 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 | 15.75% - 16.75% |
| Corporate Bond | 802 | Priced at $0.01 as a placeholder for future disputed claims related to litigation  | None | N/A |
|  |  | Priced at $0.01 as a placeholder for future disputed claims related to litigation  | None | N/A |
|  |  | Priced at $0.01 as a placeholder for future disputed claims related to litigation  | None | N/A |
|  |  | Estimated recovery model | Estimated Total Claims Case | $420.0M - 440.0M |
| | | Estimated recovery model | Estimated Debt Claims | $157.5M |
| Loans | &nbsp;&nbsp;&nbsp;&nbsp;4983 | 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 | 9.56% - 10.56% |
| | | Yield Analysis | Market Yield | 0.1322 |
| Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;6532 | 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 | $96m - $120m |
|  |  |  | EBITDA multiple | 7.0x - 9.5x |
|  |  |  | 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 | 11.64% - 13.64% |
| Warrants | 1262 | Use an average mid-pricing based off of available broker runs on a monthly basis | None | N/A |
|  |  | Weighted valuation techniques | EBITDA | $207m - $216m |
|  |  |  | EBITDA multiple | 4.50x - 5.75x |
|  |  |  | Weighted Average Cost of Capital | 16.50% |
|  |  |  | Valuation case probability weighting | 0.5 |
|  |  | Weighted valuation techniques | EBITDA | $207m - $216m |
|  |  |  | EBITDA multiple | 4.50x - 5.75x |
|  |  |  | Weighted Average Cost of Capital | 16.50% |
|  |  |  | Valuation case probability weighting | 0.5 |
|  |  | Weighted valuation techniques | EBITDA | $207m - $216m |
|  |  |  | EBITDA multiple | 4.50x - 5.75x |
|  |  |  | Weighted Average Cost of Capital | 16.50% |
| | | | Valuation case probability weighting | 50% |
| Total | $&nbsp;&nbsp;&nbsp;&nbsp;30550 |  |  |  |

---

For the period ended November 30, 2022, transfers in or out of Level 3 were due to the availability or lack of availability of observable inputs to determine fair value.

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;63599 | $&nbsp;&nbsp;&nbsp;&nbsp;343098 | $&nbsp;&nbsp;&nbsp;&nbsp;(360010) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;46687 | $&nbsp;&nbsp;&nbsp;&nbsp;326 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**High Yield Bond Fund** (Concluded)

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

A list of the restricted securities, excluding 144a, held by the Fund at November 30, 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 | $4691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gymboree Corp | 18542 | 10/1/2018 | 232 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gymboree Holding Corp | 52848 | 9/14/2018 | 958 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neiman Marcus Group | 1051 | 8/11/2020 |  | 184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parker Drilling | 5140 | 6/17/2020 | 77 | 33 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Parker Drilling Co | 138594 | 4/16/2020 | 1740 | 901 |
| **Corporate Obligation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aventine (Escrow Security) | $2600000 | 4/21/2010 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Envision Healthcare | 3255000 | 10/1/2019 | 2775 | 944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EQM Midstream Partners | 328000 | 6/3/2020 | 328 | 321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northwest Acquisitions ULC | 3290000 | 8/17/2021 | 2312 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Six Flags Theme Parks | 647000 | 7/22/2019 | 665 | 649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trident TPI Holdings | 3272000 | 10/1/2018 | 3281 | 3126 |
| **Loan Participation** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mavenir Systems, Inc., Initial Term Loan, 1st Lien | 1870863 | 5/29/2020 | 1855 | 1515 |
| **Preferred Stock** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Inc | 782 | 1/8/2021 | 74 | 71 |
| **Warrant** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche I | 5960 | 1/8/2021 | 328 | 575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche II | 6486 | 1/8/2021 | 233 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guitar Center Tranche III | 526 | 1/8/2021 | 19 | 29 |
|  |  |  | $17982 | $13402 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration Fund**![](fp0081628-1_263.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 64.2%** | **CORPORATE OBLIGATIONS — 64.2%** | **CORPORATE OBLIGATIONS — 64.2%** |
| **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 | $169 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2035  | 190 | 206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 380 | 394 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2046  | 360 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2035  | 3105 | 2845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  | 5485 | 3982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  | 1976 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  | 1620 | 1136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2053  | 2186 | 1544 |
| &nbsp;&nbsp;&nbsp;Bell Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.464%, 04/01/2048  | 305 | 262 |
| &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 | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.384%, 10/23/2035  | 1740 | 1712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2048  | 941 | 810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/01/2047  | 1864 | 1542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/01/2052  | 250 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/01/2061  | 725 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2051  | 340 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 06/01/2041  | 175 | 118 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 200 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 845 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 2488 | 2019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 910 | 795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 1168 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 4138 | 2682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.887%, 11/01/2051  | 801 | 534 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;COX Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/30/2043 (A) | $382 | $315 |
| &nbsp;&nbsp;&nbsp;Discovery Communications LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/20/2047  | 549 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 05/15/2050  | 310 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2055  | 705 | 452 |
| &nbsp;&nbsp;&nbsp;Fox  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.576%, 01/25/2049  | 270 | 242 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (A) | 600 | 466 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (A) | 161 | 125 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2062 (A) | 195 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) | 1015 | 834 |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  | 1250 | 1058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/19/2050  | 378 | 281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/15/2034  | 765 | 640 |
| &nbsp;&nbsp;&nbsp;Rogers Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2044  | 442 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2052 (A) | 402 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2043  | 257 | 211 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (A) | 950 | 742 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (A) | 560 | 388 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  | 310 | 317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/15/2039  | 310 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 05/01/2037  | 725 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/15/2040  | 335 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  | 760 | 647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  | 405 | 304 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/15/2062  | 170 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 01/15/2053  | 716 | 718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2040  | 100 | 87 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2060  | 335 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  | 755 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  | 1680 | 1222 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2042  | 750 | 615 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/10/2033  | 2680 | 2540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2034  | 700 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  | 723 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/22/2051  | 1203 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  | 3575 | 2744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  | 1750 | 1104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  | 170 | 118 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Vodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  | $| 1291 | $1159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/30/2038  |  | 195 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  |  | 341 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/19/2043  |  | 315 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/17/2050  |  | 260 | 205 |
| &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  |  | 800 | 892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/23/2040  |  | 90 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 1765 | 1389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 425 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 507 | 342 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) |  | 1993 | 1544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) |  | 1710 | 1369 |
|  |  |  | 56714 |
| **Consumer Discretionary — 2.7%** | **Consumer Discretionary — 2.7%** | **Consumer Discretionary — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/26/2047 (A) |  | 475 | 378 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 12/05/2044  |  | 1499 | 1518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  |  | 491 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 382 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 1845 | 1346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  |  | 657 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/03/2060  |  | 570 | 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  |  | 185 | 121 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/15/2049  |  | 544 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 12/01/2051  |  | 462 | 286 |
| &nbsp;&nbsp;&nbsp;Dollar General  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2052  |  | 135 | 137 |
| &nbsp;&nbsp;&nbsp;Dollar Tree  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2051  |  | 165 | 113 |
| &nbsp;&nbsp;&nbsp;eBay  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/10/2051  |  | 369 | 269 |
| &nbsp;&nbsp;&nbsp;General Motors  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 04/01/2036  |  | 150 | 152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/02/2043  |  | 120 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2049  |  | 695 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 10/15/2032  |  | 310 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 04/01/2038  |  | 155 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/01/2035  |  | 65 | 57 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052  |  | 550 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  |  | 955 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  |  | 402 | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2052  |  | 669 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  |  | 545 | 413 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Lowe's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/15/2062  | $| 455 | $451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/15/2053  |  | 895 | 895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  |  | 525 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/03/2047  |  | 190 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2046  |  | 675 | 517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2050  |  | 710 | 477 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  |  | 360 | 387 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/26/2045  |  | 460 | 417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/01/2047  |  | 1015 | 903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  |  | 405 | 314 |
| &nbsp;&nbsp;&nbsp;Newell Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2046  |  | 200 | 154 |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  |  | 215 | 181 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2049  |  | 425 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/12/2050  |  | 660 | 479 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 120 | 85 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2111  |  | 865 | 851 |
|  |  |  | 17403 |
| **Consumer Staples — 4.4%** | **Consumer Staples — 4.4%** | **Consumer Staples — 4.4%** |  |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/06/2052 (A) |  | 590 | 597 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/06/2050  |  | 200 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/04/2061  |  | 590 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/16/2046  |  | 830 | 565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/04/2051  |  | 165 | 107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/04/2041  |  | 665 | 453 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  |  | 3935 | 3681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  |  | 4135 | 3967 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  |  | 826 | 846 |
| &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  |  | 620 | 563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.439%, 10/06/2048  |  | 1127 | 990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2038  |  | 360 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2040  |  | 551 | 497 |
| &nbsp;&nbsp;&nbsp;Bacardi  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/15/2048 (A) |  | 185 | 164 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/19/2032  |  | 145 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 03/16/2052  |  | 275 | 230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.282%, 04/02/2050  |  | 90 | 72 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;4.758%, 09/06/2049  | $420 | $311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540%, 08/15/2047  | 1570 | 1139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 1410 | 1111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 09/25/2040  | 665 | 469 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.839%, 11/15/2050  | 30 | 20 |
| &nbsp;&nbsp;&nbsp;Bimbo Bakeries USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/17/2051 (A) | 265 | 203 |
| &nbsp;&nbsp;&nbsp;Church & Dwight  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2052  | 650 | 614 |
| &nbsp;&nbsp;&nbsp;City of Hope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.378%, 08/15/2048  | 650 | 543 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 305 | 226 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/15/2048  | 465 | 379 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/16/2050  | 410 | 293 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052  | 250 | 199 |
| &nbsp;&nbsp;&nbsp;Indiana University Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.852%, 11/01/2051  | 350 | 226 |
| &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 (A) | 1235 | 1192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/02/2052 (A) | 840 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2032 (A) | 582 | 456 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2052  | 290 | 246 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/01/2050  | 470 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/15/2045  | 125 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  | 540 | 506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  | 739 | 665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/01/2046  | 90 | 76 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/01/2047  | 960 | 821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 01/15/2050  | 550 | 438 |
| &nbsp;&nbsp;&nbsp;MedStar Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.626%, 08/15/2049  | 530 | 382 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2053 (A) | 265 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/24/2038 (A) | 620 | 553 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.256%, 08/01/2040  | 395 | 263 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 10/15/2049  | 415 | 308 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/17/2032  | 600 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  | 575 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  | 655 | 492 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  | $| 295 | $258 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.027%, 08/15/2051  |  | 380 | 261 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/22/2051  |  | 200 | 141 |
|  |  |  | 29204 |
| **Energy — 6.6%** | **Energy — 6.6%** | **Energy — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (A) |  | 240 | 198 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2041 (A) |  | 205 | 193 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  |  | 645 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  |  | 705 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  |  | 420 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 25 | 17 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 28 | 19 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  |  | 1140 | 754 |
| &nbsp;&nbsp;&nbsp;Canadian Natural Resources MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/01/2047  |  | 350 | 315 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.078%, 05/11/2050  |  | 289 | 215 |
| &nbsp;&nbsp;&nbsp;Columbia Pipeline Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 06/01/2045  |  | 285 | 282 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/15/2044  |  | 670 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062  |  | 633 | 517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2052  |  | 280 | 227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.758%, 03/15/2042  |  | 280 | 237 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  |  | 120 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  |  | 80 | 71 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2033  |  | 265 | 274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2052  |  | 213 | 163 |
| &nbsp;&nbsp;&nbsp;El Paso Natural Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  |  | 120 | 138 |
| &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  |  | 295 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 12/15/2045  |  | 838 | 794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2048  |  | 30 | 28 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 10/01/2043  |  | 1115 | 1030 |
| &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  |  | 1555 | 1341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 05/15/2045  |  | 255 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  |  | 485 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 02/01/2043  |  | 75 | 63 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  |  | 200 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/15/2035  |  | 1000 | 900 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/01/2040 (A) | $170 | $158 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 10/15/2034  | 890 | 952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/15/2039  | 285 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 02/15/2042  | 540 | 530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 02/15/2045  | 400 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2054  | 545 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 05/15/2046  | 1305 | 1153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 03/15/2044  | 290 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  | 105 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/31/2051  | 95 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/15/2052  | 340 | 230 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  | 234 | 229 |
| &nbsp;&nbsp;&nbsp;EQM Midstream Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/15/2048  | 500 | 387 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/06/2040  | 1080 | 904 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 175 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 2473 | 1916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 160 | 118 |
| &nbsp;&nbsp;&nbsp;Halliburton  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/15/2045  | 60 | 54 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 55 | 55 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/01/2047  | 120 | 117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 02/15/2041  | 440 | 424 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 06/01/2045  | 260 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 08/01/2052  | 170 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 12/01/2034  | 2406 | 2286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 02/15/2046  | 125 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/15/2051  | 55 | 39 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/01/2050  | 305 | 202 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Energy Partners  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/01/2041  | 636 | 636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2042  | 700 | 614 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2041  | 193 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/15/2044  | 50 | 43 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2049  | 120 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2032  | 80 | 76 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  | 90 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 670 | 575 |
| &nbsp;&nbsp;&nbsp;Northern Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049 (A) | 275 | 221 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.574%, 10/10/2036 (B) | 2731 | 1383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2039  | 436 | 353 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Petroleos Mexicanos  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 02/12/2048  | $| 745 | $453 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  |  | 525 | 333 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 10/01/2046 (A) |  | 989 | 896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/15/2044  |  | 650 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/15/2034  |  | 999 | 946 |
| &nbsp;&nbsp;&nbsp;Plains All American Pipeline/PAA Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/15/2045  |  | 475 | 374 |
| &nbsp;&nbsp;&nbsp;Rockies Express Pipeline LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/15/2040 (A) |  | 935 | 776 |
| &nbsp;&nbsp;&nbsp;Sabal Trail Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.832%, 05/01/2048 (A) |  | 530 | 460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.682%, 05/01/2038 (A) |  | 285 | 257 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  |  | 877 | 985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/25/2040  |  | 435 | 453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  |  | 635 | 583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  |  | 1660 | 1491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  |  | 254 | 206 |
| &nbsp;&nbsp;&nbsp;Suncor Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 05/15/2038  |  | 535 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/04/2051  |  | 275 | 203 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/15/2032  |  | 480 | 525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/15/2048 (A) |  | 475 | 384 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  |  | 1330 | 961 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2038  |  | 880 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/15/2048  |  | 195 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2038  |  | 315 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  |  | 350 | 323 |
| &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/15/2041  |  | 750 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/15/2048  |  | 536 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/01/2042  |  | 470 | 406 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2031  |  | 270 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2052  |  | 505 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/15/2051  |  | 465 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 03/15/2031  |  | 320 | 263 |
|  |  |  | 43354 |
| **Financials — 11.4%** | **Financials — 11.4%** | **Financials — 11.4%** |  |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) |  | 1317 | 1416 |
| &nbsp;&nbsp;&nbsp;Allstate  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2043  |  | 50 | 45 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  |  | 50 | 45 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;4.750%, 04/01/2048  | $160 | $145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  | 370 | 320 |
| &nbsp;&nbsp;&nbsp;Aon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  | 1314 | 1021 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2051  | 435 | 310 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/15/2052  | 500 | 312 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110%, 01/29/2037  | 660 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  | 1890 | 1976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, U.S. SOFR + 1.650%, 03/13/2052 (C) | 308 | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C) | 1040 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C) | 205 | 168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.560%, 07/21/2052 (C) | 270 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C) | 1235 | 1001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, U.S. SOFR + 1.220%, 03/11/2032 (C) | 280 | 227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C) | 315 | 251 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/07/2042  | 1210 | 1263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C) | 225 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (C) | 860 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (C) | 1000 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C) | 1726 | 1204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (C) | 695 | 572 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.834%, SOFRINDX + 2.074%, 10/25/2033 (C) | 500 | 527 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | 218 | 207 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2042  | 1300 | 1209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  | 560 | 503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 677 | 553 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/15/2042 (A) | 869 | 880 |
| &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 | 44 |
| &nbsp;&nbsp;&nbsp;Brown & Brown  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/17/2052  | 405 | 335 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Carlyle Holdings II Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/30/2043 (A) | $723 | $647 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 05/15/2036  | 627 | 702 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 245 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 265 | 205 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.920%, 05/15/2028  | 509 | 548 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 204 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2032  | 810 | 858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.270%, U.S. SOFR + 2.338%, 11/17/2033 (C) | 410 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 1096 | 935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 775 | 698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C) | 1053 | 889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (C) | 200 | 167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C) | 295 | 207 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.743%, 09/12/2039 (A) | 230 | 170 |
| &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/04/2045  | 100 | 90 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/05/2052 (A) | 325 | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/05/2042 (A) | 100 | 82 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/05/2032 (A) | 360 | 317 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, U.S. SOFR + 5.020%, 11/15/2033 (A)(C) | 1295 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(C) | 490 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(C) | 680 | 463 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (A) | 225 | 246 |
| &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 | 361 |
| &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 | 181 |
| &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 | 246 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2038  | 286 | 348 |
| &nbsp;&nbsp;&nbsp;Global Atlantic Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 06/15/2031 (A) | 315 | 232 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | $1330 | $1425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 1303 | 1382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C) | 600 | 526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C) | 3100 | 2614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C) | 555 | 420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C) | 655 | 486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C) | 20 | 14 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 75 | 68 |
| &nbsp;&nbsp;&nbsp;Guardian Life Insurance of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2064 (A) | 755 | 648 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/30/2040  | 310 | 327 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 320 | 349 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.113%, U.S. SOFR + 4.250%, 11/03/2033 (C) | 200 | 211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 06/01/2038  | 737 | 730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2037  | 1275 | 1232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (C) | 825 | 772 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C) | 150 | 132 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 738 | 710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 250 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2060  | 180 | 119 |
| &nbsp;&nbsp;&nbsp;Jefferies Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/15/2036  | 338 | 337 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 1461 | 1491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (C) | 760 | 620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C) | 1465 | 1185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C) | 1171 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (C) | 435 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C) | 336 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C) | 1135 | 786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.460%, 04/22/2041 (C) | 475 | 356 |

---

---

| | | |
|:---|:---|:---|
| 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;2.545%, U.S. SOFR + 1.180%, 11/08/2032 (C) | $350 | $280 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (A) | 588 | 555 |
| &nbsp;&nbsp;&nbsp;Liberty Mutual Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.951%, 10/15/2050 (A) | 220 | 155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/15/2060 (A) | 25 | 16 |
| &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) | 300 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.344%, 01/09/2048  | 391 | 286 |
| &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 | 572 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/01/2052  | 330 | 369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/15/2039  | 449 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 540 | 446 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.672%, 12/01/2052 (A) | 236 | 237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 10/15/2070 (A) | 428 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2050 (A) | 637 | 447 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/06/2041  | 280 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 840 | 811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/13/2043  | 375 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, 12/15/2044  | 255 | 232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/01/2045  | 781 | 660 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/17/2048  | 560 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2052  | 65 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/19/2041  | 455 | 323 |
| &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 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C) | 680 | 512 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | 894 | 990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 540 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C) | 1065 | 907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C) | 435 | 346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C) | 325 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.794%, U.S. SOFR + 1.034%, 02/13/2032 (C) | 575 | 438 |
| &nbsp;&nbsp;&nbsp;Nasdaq  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/07/2052  | 410 | 323 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 320 | 245 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/15/2039 (A) | $725 | $812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 452 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 05/15/2069 (A) | 750 | 617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 226 | 173 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (A) | 776 | 546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/30/2051 (A) | 150 | 106 |
| &nbsp;&nbsp;&nbsp;Progressive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 320 | 247 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, 12/07/2047  | 55 | 44 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 782 | 808 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2046  | 305 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2051  | 425 | 313 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2062 (A) | 100 | 81 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2049  | 250 | 186 |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (A) | 480 | 404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (A) | 300 | 212 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 06/08/2051  | 315 | 219 |
| &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) | 455 | 424 |
| &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 | 23 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, U.S. SOFR + 2.090%, 10/21/2033 (C) | 575 | 600 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 02/01/2037  | 2205 | 2251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 160 | 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) | 2246 | 2110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 290 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (C) | 330 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  | 700 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (C) | 1125 | 999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  | 80 | 65 |
| &nbsp;&nbsp;&nbsp;Westpac Banking  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.133%, 11/18/2041  | 245 | 160 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (C) | $| 205 | $151 |
| &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 | 44 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/15/2049  |  | 460 | 332 |
| &nbsp;&nbsp;&nbsp;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  |  | 587 | 580 |
|  |  |  | 75004 |
| **Health Care — 7.9%** | **Health Care — 7.9%** | **Health Care — 7.9%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 599 | 601 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 735 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 06/15/2044  |  | 530 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2035  |  | 1785 | 1698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/14/2035  |  | 1280 | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/06/2042  |  | 2039 | 1821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 1998 | 1718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 457 | 399 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 391 | 340 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2042  |  | 400 | 329 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 09/23/2049 (A) |  | 425 | 321 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2041  |  | 825 | 768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2053  |  | 587 | 535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 1819 | 1572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/22/2062  |  | 125 | 102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 02/22/2052  |  | 5 | 4 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2037  |  | 1031 | 1175 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.132%, 12/01/2051  |  | 565 | 378 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  |  | 365 | 293 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/25/2038 (A) |  | 150 | 130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (A) |  | 1080 | 854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/15/2045 (A) |  | 200 | 146 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 11/15/2045  |  | 390 | 335 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, 05/20/2050  |  | 335 | 261 |
| &nbsp;&nbsp;&nbsp;Biogen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2051  |  | 100 | 69 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Boston Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/01/2039  | $172 | $155 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  | 182 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/26/2049  | 1168 | 1038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 660 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  | 305 | 254 |
| &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 11/15/2050  | 450 | 294 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 410 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/15/2046  | 828 | 752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 1290 | 1019 |
| &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 01/01/2114  | 72 | 63 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 1081 | 837 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 07/20/2045  | 195 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 2335 | 2168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 03/25/2038  | 2225 | 2056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 04/01/2040  | 595 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/21/2040  | 300 | 211 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 525 | 362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 10/01/2050  | 60 | 40 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/15/2052  | 230 | 250 |
| &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 | 1565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 09/15/2049  | 625 | 480 |
| &nbsp;&nbsp;&nbsp;GE Healthcare Holding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.377%, 11/22/2052 (A) | 880 | 979 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/01/2044  | 320 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 09/01/2035  | 695 | 672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2045  | 695 | 629 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 05/15/2038  | 260 | 297 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | 235 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 615 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (A) | 585 | 472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2042 (A) | 75 | 61 |
| &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 | 437 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/01/2044  | 490 | 454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/15/2049  | 450 | 358 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 475 | 411 |

---

---

| | | |
|:---|:---|:---|
| 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;3.400%, 01/15/2038  | $410 | $355 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 390 | 339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.266%, 11/01/2049  | 580 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.002%, 06/01/2051  | 525 | 364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 1094 | 805 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 85 | 61 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2035  | 240 | 231 |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | 275 | 205 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/18/2043  | 250 | 225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/10/2061  | 395 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 06/24/2050  | 150 | 99 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 179 | 151 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 260 | 208 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2051  | 200 | 140 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 795 | 736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2039  | 400 | 359 |
| &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.744%, 10/01/2047  | 525 | 406 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 09/15/2050  | 150 | 95 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (A) | 542 | 363 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/02/2040  | 150 | 108 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 11/15/2048  | 431 | 350 |
| &nbsp;&nbsp;&nbsp;STERIS Irish FinCo UnLtd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/15/2051  | 425 | 307 |
| &nbsp;&nbsp;&nbsp;Stryker  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/01/2043  | 590 | 484 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.175%, 07/09/2050  | 707 | 495 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/15/2047  | 140 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  | 310 | 233 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  | 445 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 555 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 02/15/2063  | 290 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2053  | 870 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 05/15/2062  | 170 | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2052  | 964 | 912 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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%, 07/15/2035  | $| 485 | $476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/15/2047  |  | 725 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  |  | 630 | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  |  | 365 | 291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  |  | 595 | 437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 390 | 298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2050  |  | 170 | 118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 05/15/2040  |  | 95 | 71 |
| &nbsp;&nbsp;&nbsp;Viatris  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/22/2050  |  | 770 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/22/2040  |  | 190 | 131 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2036  |  | 760 | 825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 436 | 478 |
|  |  |  | 51639 |
| **Industrials — 5.9%** | **Industrials — 5.9%** | **Industrials — 5.9%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/29/2041  |  | 415 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/29/2033  |  | 130 | 101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1285 | 1024 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/01/2029  |  | 155 | 131 |
| &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 | 505 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/11/2041 (A) |  | 150 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2050 (A) |  | 525 | 352 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  |  | 505 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 3648 | 3442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 2435 | 2320 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 08/15/2036  |  | 880 | 969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/01/2037  |  | 455 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2040  |  | 120 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/01/2041  |  | 130 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  |  | 130 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  |  | 206 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2042  |  | 1685 | 1539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/15/2051  |  | 490 | 366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 02/15/2051  |  | 125 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  |  | 160 | 111 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/01/2036  |  | 156 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  |  | 395 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/03/2048  |  | 450 | 365 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  |  | 1080 | 1092 |

---

---

| | | |
|:---|:---|:---|
| 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;3.100%, 12/02/2051  | $770 | $542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/02/2041  | 160 | 121 |
| &nbsp;&nbsp;&nbsp;Carrier Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.577%, 04/05/2050  | 840 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.377%, 04/05/2040  | 275 | 214 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/19/2049  | 225 | 173 |
| &nbsp;&nbsp;&nbsp;Crane Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 450 | 325 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/30/2042  | 890 | 826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/15/2048  | 202 | 185 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 431 | 372 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | 673 | 448 |
| &nbsp;&nbsp;&nbsp;FedEx  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 01/15/2044  | 125 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/01/2046  | 768 | 630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 01/15/2047  | 205 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 02/15/2048  | 285 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/01/2035  | 410 | 352 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 2587 | 2442 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 245 | 227 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (C) | 450 | 362 |
| &nbsp;&nbsp;&nbsp;Kansas City Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 11/15/2069  | 453 | 342 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/15/2063  | 160 | 177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 11/15/2054  | 480 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2046  | 841 | 797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 97 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2035  | 810 | 724 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/01/2118  | 710 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2043  | 528 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/15/2052  | 264 | 218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.942%, 11/01/2047  | 201 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2053  | 265 | 202 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/01/2043  | 685 | 644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030%, 10/15/2047  | 370 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/15/2045  | 570 | 469 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 11/21/2044  | 405 | 352 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  | 725 | 670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2047  | 740 | 647 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.030%, 03/15/2052  | $| 1135 | $796 |
| &nbsp;&nbsp;&nbsp;Snap-on  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2050  |  | 571 | 415 |
| &nbsp;&nbsp;&nbsp;Trane Technologies Global Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/21/2048  |  | 140 | 111 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) |  | 538 | 478 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  |  | 1050 | 829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799%, 04/06/2071  |  | 652 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  |  | 300 | 234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 80 | 65 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/05/2050  |  | 805 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.973%, 09/16/2062  |  | 308 | 203 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  |  | 375 | 316 |
| &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  |  | 224 | 201 |
| &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  |  | 515 | 514 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/15/2050  |  | 580 | 415 |
| &nbsp;&nbsp;&nbsp;Waste Management  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2035  |  | 360 | 320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2041  |  | 360 | 272 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 340 | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2047  |  | 322 | 275 |
|  |  |  | 37660 |
| **Information Technology — 4.3%** | **Information Technology — 4.3%** | **Information Technology — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2047  |  | 235 | 211 |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 705 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2041  |  | 330 | 248 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 964 | 941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/23/2036  |  | 440 | 444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 1465 | 1393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 160 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/04/2046  |  | 130 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2047  |  | 250 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/09/2045  |  | 670 | 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/11/2049  |  | 175 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/08/2061  |  | 215 | 143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 1175 | 812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 320 | 219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 08/20/2060  |  | 420 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 350 | 256 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/01/2047  | $226 | $208 |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/15/2051 (A) | 620 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2041 (A) | 460 | 333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (A) | 740 | 548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/15/2033 (A) | 450 | 340 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  | 331 | 362 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/15/2068  | 159 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/15/2079  | 540 | 480 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2052  | 450 | 421 |
| &nbsp;&nbsp;&nbsp;Fiserv  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/01/2049  | 300 | 247 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/15/2052  | 620 | 566 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  | 365 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 760 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/25/2050  | 190 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 1020 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 575 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 02/15/2060  | 320 | 205 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2049  | 317 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 320 | 308 |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2050  | 312 | 219 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 170 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2049  | 190 | 159 |
| &nbsp;&nbsp;&nbsp;Micron Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 11/01/2041  | 165 | 115 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 163 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 527 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 3058 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 380 | 257 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 230 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 457 | 354 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2041  | 500 | 358 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/09/2052  | 1435 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/09/2032  | 280 | 295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  | 885 | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/08/2034  | 470 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2045  | 1330 | 1016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  | 1085 | 802 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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%, 11/15/2047  | $| 1194 | $883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/25/2051  |  | 380 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  |  | 1420 | 1125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/25/2041  |  | 920 | 684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2050  |  | 285 | 198 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2050  |  | 125 | 88 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2052  |  | 290 | 257 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 07/15/2061  |  | 230 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/15/2051  |  | 745 | 517 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  |  | 117 | 104 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 10/25/2041  |  | 375 | 287 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  |  | 460 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  |  | 590 | 567 |
|  |  |  | 28849 |
| **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 | 316 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 360 | 357 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032  |  | 585 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  |  | 240 | 231 |
| &nbsp;&nbsp;&nbsp;Dow Chemical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 05/15/2053  |  | 165 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 11/15/2042  |  | 195 | 162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 11/15/2050  |  | 370 | 264 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.319%, 11/15/2038  |  | 1030 | 1001 |
| &nbsp;&nbsp;&nbsp;FMC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/01/2049  |  | 280 | 229 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 03/15/2043  |  | 948 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2034  |  | 84 | 79 |
| &nbsp;&nbsp;&nbsp;Glencore Finance Canada  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2041 (A) |  | 476 | 450 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  |  | 575 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, 12/01/2050 (A) |  | 1195 | 822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.268%, 11/15/2040 (A) |  | 325 | 236 |
| &nbsp;&nbsp;&nbsp;LYB International Finance III LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 10/15/2049  |  | 435 | 326 |
| &nbsp;&nbsp;&nbsp;Newmont Goldcorp  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2035  |  | 45 | 46 |
|  |  |  | 6600 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| **Real Estate — 1.5%** | **Real Estate — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Agree  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2030  | $245 | $200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 06/15/2033  | 180 | 137 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/15/2049  | 310 | 266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 775 | 557 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  | 680 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2032  | 170 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2051  | 260 | 166 |
| &nbsp;&nbsp;&nbsp;American Tower  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/15/2050  | 190 | 126 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/01/2033  | 130 | 96 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2051  | 150 | 103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 04/01/2041  | 319 | 224 |
| &nbsp;&nbsp;&nbsp;Equinix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2051  | 540 | 345 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/15/2032  | 160 | 122 |
| &nbsp;&nbsp;&nbsp;GLP Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2032  | 445 | 351 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Operating Partnership  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032  | 30 | 26 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/15/2033  | 215 | 153 |
| &nbsp;&nbsp;&nbsp;Kimco Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2045  | 110 | 85 |
| &nbsp;&nbsp;&nbsp;National Retail Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/15/2048  | 335 | 283 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  | 405 | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  | 200 | 157 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 09/01/2031  | 455 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  | 45 | 35 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  | 634 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  | 50 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/13/2049  | 135 | 90 |
| &nbsp;&nbsp;&nbsp;Spirit Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/15/2031  | 680 | 540 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/15/2032  | 475 | 410 |
| &nbsp;&nbsp;&nbsp;Ventas Realty  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 09/30/2043  | 700 | 645 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (A) | 35 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  | 925 | 835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/15/2032  | 300 | 281 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/15/2043  | $| 999 | $858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2048  |  | 274 | 232 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/09/2052  |  | 440 | 340 |
|  |  |  | 9745 |
| **Utilities — 9.7%** | **Utilities — 9.7%** | **Utilities — 9.7%** |  |
| &nbsp;&nbsp;&nbsp;AEP Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/15/2049  |  | 285 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 600 | 457 |
| &nbsp;&nbsp;&nbsp;AES  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2031  |  | 160 | 127 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2048  |  | 475 | 400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/15/2044  |  | 450 | 379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 861 | 670 |
| &nbsp;&nbsp;&nbsp;American Water Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/01/2050  |  | 1030 | 766 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/01/2045  |  | 650 | 544 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/15/2050  |  | 845 | 568 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/15/2033  |  | 803 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2050  |  | 295 | 198 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2036  |  | 3321 | 3542 |
| &nbsp;&nbsp;&nbsp;Black Hills  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/01/2033  |  | 325 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2046  |  | 500 | 385 |
| &nbsp;&nbsp;&nbsp;Brooklyn Union Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.273%, 03/15/2048 (A) |  | 375 | 282 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  |  | 160 | 125 |
| &nbsp;&nbsp;&nbsp;Cleco Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 12/01/2040  |  | 310 | 295 |
| &nbsp;&nbsp;&nbsp;CMS Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2044  |  | 677 | 612 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/15/2045  |  | 775 | 671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  |  | 140 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2045  |  | 600 | 471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/15/2049  |  | 295 | 211 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  |  | 320 | 270 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/01/2038  |  | 275 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 08/15/2037  |  | 865 | 923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 11/15/2052  |  | 195 | 214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2044  |  | 95 | 83 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2046  |  | 500 | 397 |

---

---

| | | |
|:---|:---|:---|
| 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%, 11/15/2059  | $600 | $453 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Generation LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/01/2041  | 339 | 331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 06/15/2042  | 585 | 571 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 08/15/2050  | 260 | 183 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/01/2033  | 1620 | 1583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/01/2041  | 1215 | 1093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 08/15/2052  | 95 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2041  | 425 | 319 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/15/2048  | 360 | 300 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2052  | 888 | 807 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 06/01/2037  | 1210 | 1263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2038  | 614 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 930 | 931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  | 850 | 741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 145 | 111 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 09/15/2037  | 295 | 320 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 190 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 485 | 448 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/30/2044  | 1720 | 1498 |
| &nbsp;&nbsp;&nbsp;Electricite de France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/22/2114 (A) | 173 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/21/2048 (A) | 335 | 263 |
| &nbsp;&nbsp;&nbsp;Elm Road Generating Station Supercritical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 01/19/2041 (A) | 2007 | 2032 |
| &nbsp;&nbsp;&nbsp;Entergy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/15/2050  | 114 | 86 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 09/15/2052  | 100 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 530 | 438 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2052  | 160 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 310 | 228 |
| &nbsp;&nbsp;&nbsp;Essential Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/01/2052  | 370 | 350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.276%, 05/01/2049  | 195 | 157 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2035  | 1060 | 1027 |
| &nbsp;&nbsp;&nbsp;Exelon Generation LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/01/2039  | 753 | 785 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 07/15/2044 (A) | 200 | 185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/01/2049 (A) | 120 | 98 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | $980 | $1048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 656 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/01/2035  | 2315 | 2271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 175 | 147 |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2042  | 420 | 365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 1060 | 807 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 10/01/2036 (A) | 741 | 765 |
| &nbsp;&nbsp;&nbsp;Interstate Power and Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 11/30/2051  | 430 | 286 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2036  | 1225 | 1230 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819%, 04/01/2041 (A) | 710 | 692 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 325 | 303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 10/15/2044  | 1350 | 1191 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/15/2036  | 290 | 308 |
| &nbsp;&nbsp;&nbsp;Narragansett Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 12/10/2042 (A) | 1320 | 1058 |
| &nbsp;&nbsp;&nbsp;New England Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.936%, 11/25/2052 (A) | 260 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.807%, 10/06/2050 (A) | 265 | 164 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.783%, 09/16/2052 (A) | 265 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025%, 06/27/2050 (A) | 300 | 186 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2039  | 1195 | 1215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 65 | 60 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2047  | 200 | 156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 08/15/2042  | 325 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 120 | 87 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 628 | 574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/01/2044  | 430 | 379 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2050  | 686 | 597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 10/01/2048  | 655 | 570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | 280 | 225 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 430 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 250 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2040  | 425 | 425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052 (A) | 110 | 108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/15/2051  | 535 | 352 |
| &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;4.950%, 07/01/2050  | 110 | 88 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 215 | 163 |

---

---

| | | |
|:---|:---|:---|
| 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%, 08/01/2050  | $120 | $78 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 08/01/2040  | 160 | 112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2031  | 235 | 184 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 627 | 657 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 08/15/2052  | 180 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2048  | 600 | 489 |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/01/2043  | 330 | 285 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 335 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2044  | 570 | 478 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | 255 | 213 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2038  | 320 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  | 480 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 100 | 90 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2048  | 280 | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 09/15/2049  | 93 | 77 |
| &nbsp;&nbsp;&nbsp;Puget Sound Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 06/15/2048  | 680 | 564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.893%, 09/15/2051  | 190 | 124 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  | 70 | 50 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2039  | 865 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2038  | 250 | 204 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2039  | 405 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2043  | 245 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2050  | 80 | 60 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/15/2052  | 345 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  | 440 | 346 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/15/2041  | 1008 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2043  | 545 | 453 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 03/15/2040  | 1070 | 1094 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/15/2048  | 385 | 329 |
| &nbsp;&nbsp;&nbsp;Tampa Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2048  | 715 | 593 |
| &nbsp;&nbsp;&nbsp;Tucson Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2051  | 760 | 511 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 12/01/2048  | 400 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/15/2044  | 750 | 655 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/01/2049  | 175 | 124 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/01/2051  | $| 500 | $| 331 |
| &nbsp;&nbsp;&nbsp;Xcel Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2041  |  | 50 |  | 44 |
|  |  |  |  | 63600 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $489,559) ($ Thousands) |  |  |  | 419772 |
| **U.S. TREASURY OBLIGATIONS — 27.2%** | **U.S. TREASURY OBLIGATIONS — 27.2%** | **U.S. TREASURY OBLIGATIONS — 27.2%** | **U.S. TREASURY OBLIGATIONS — 27.2%** | **U.S. TREASURY OBLIGATIONS — 27.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.431%, 04/20/2023 (D) |  | 555 |  | 546 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.043%, 05/15/2050 (B) |  | 9160 |  | 3216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2042  |  | 2375 |  | 2386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2052  |  | 3185 |  | 3312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2041  |  | 1245 |  | 1211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/15/2043  |  | 2005 |  | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/15/2043  |  | 1657 |  | 1562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 02/15/2044  |  | 1706 |  | 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.481%, 11/15/2047 (B) |  | 4240 |  | 1575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.384%, 08/15/2043 (B) |  | 9912 |  | 4310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 6927 |  | 6337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/15/2041  |  | 1965 |  | 1737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 02/15/2043  |  | 2360 |  | 2061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 08/15/2044  |  | 3270 |  | 2826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2042  |  | 1135 |  | 979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/15/2044  |  | 9100 |  | 7691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2047  |  | 2235 |  | 1879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  |  | 21336 |  | 18269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 11/15/2046  |  | 2980 |  | 2451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 10525 |  | 8749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2042  |  | 1300 |  | 1071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/15/2047  |  | 920 |  | 738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  |  | 30212 |  | 23503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/15/2051  |  | 2075 |  | 1543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2052  |  | 18529 |  | 13381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.116%, 08/15/2045 (B) |  | 5420 |  | 2154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2041  |  | 38995 |  | 28401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2051  |  | 13875 |  | 9430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/15/2051  |  | 9970 |  | 6556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/15/2041  |  | 12145 |  | 8473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 11/15/2040  |  | 120 |  | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 08/15/2050  |  | 6035 |  | 3480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 05/15/2040  |  | 1250 |  | 800 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 02/15/2049  |  | 703 |  | 615 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2032  |  | 1425 |  | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/31/2029  |  | 265 |  | 269 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;2.750%, 08/15/2032  | $| 964 | $| 893 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $199,902) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $199,902) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $199,902) ($ Thousands) |  | 177493 |
| **MUNICIPAL BONDS — 3.3%** | **MUNICIPAL BONDS — 3.3%** | **MUNICIPAL BONDS — 3.3%** | **MUNICIPAL BONDS — 3.3%** | **MUNICIPAL BONDS — 3.3%** |
| **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 |  | 688 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  |  | 2165 |  | 2666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 11/01/2039  |  | 1160 |  | 1437 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  |  | 125 |  | 93 |
| &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 |  | 711 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Airports, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.582%, 05/15/2039  |  | 265 |  | 293 |
| &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 |  | 1542 |
| &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 |  | 537 |
| &nbsp;&nbsp;&nbsp;Riverside County, Pension Obligation, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.818%, 02/15/2038  |  | 345 |  | 298 |
| &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 |  | 1328 |
| &nbsp;&nbsp;&nbsp;University of California Regents, Ser H, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.548%, 05/15/2048  |  | 605 |  | 701 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AD, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 05/15/2112  |  | 635 |  | 551 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AP, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 05/15/2045  |  | 475 |  | 425 |
|  |  |  |  | 11270 |
| **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 |  | 632 |
| **Illinois — 0.2%** | **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 |  | 1093 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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  | $370 | $267 |
| **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 | 191 |
| **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 | 201 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser B, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.504%, 04/01/2052  | 615 | 485 |
|  |  | 686 |
| **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 | 681 |
| **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 | 75 |
| **New York — 0.6%** | **New York — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  | 350 | 315 |
| &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 | 906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.508%, 08/01/2037  | 250 | 254 |
| &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 | 957 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  | 1470 | 1523 |
|  |  | 3955 |
| **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 | 254 |
| **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 | 540 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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  | $| 490 | $| 587 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.029%, 01/01/2040  |  | 735 |  | 555 |
| &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 |  | 274 |
| &nbsp;&nbsp;&nbsp;University of Texas, Build America Bonds, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.262%, 07/01/2039  |  | 575 |  | 627 |
|  |  |  |  | 2583 |
| Total Municipal Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $23,763) ($ Thousands) |  |  |  | 21687 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.6%** |
| &nbsp;&nbsp;&nbsp;FNMA, PO MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 05/15/2030(B) |  | 8380 |  | 6171 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/15/2039 |  | 2615 |  | 2740 |
| &nbsp;&nbsp;&nbsp;Tennessee Valley Authority, PO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/15/2038(B) |  | 3700 |  | 1792 |
| Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations | Total U.S. Government Agency Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $9,943) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $9,943) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $9,943) ($ Thousands) |  | 10703 |
| **SOVEREIGN DEBT — 1.0%** | **SOVEREIGN DEBT — 1.0%** | **SOVEREIGN DEBT — 1.0%** | **SOVEREIGN DEBT — 1.0%** | **SOVEREIGN DEBT — 1.0%** |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340%, 03/07/2042 |  | 435 |  | 371 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 09/20/2052 |  | 95 |  | 94 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 09/20/2032 |  | 190 |  | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 01/11/2048 |  | 40 |  | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/30/2049 |  | 1020 |  | 782 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 |  | 179 |  | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2050 |  | 788 |  | 601 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 |  | 234 |  | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/27/2051 |  | 1085 |  | 922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/31/2050 |  | 930 |  | 743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/12/2052 |  | 340 |  | 261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.280%, 08/14/2041 |  | 244 |  | 196 |
| &nbsp;&nbsp;&nbsp;Minera Mexico |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/26/2050(A) |  | 275 |  | 213 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration 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;Panama Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050 | $| 470 | $| 360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056 |  | 108 |  | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053 |  | 50 |  | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 07/23/2060 |  | 260 |  | 172 |
| &nbsp;&nbsp;&nbsp;Perusahaan Penerbit SBSN Indonesia III |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 06/09/2051(A) |  | 120 |  | 91 |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 10/13/2047 |  | 200 |  | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609%, 04/13/2033 |  | 105 |  | 110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 07/06/2046 |  | 530 |  | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/05/2045 |  | 150 |  | 109 |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050 |  | 255 |  | 251 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $8,109) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $8,109) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $8,109) ($ Thousands) |  | 6572 |
| **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 — 0.9%** | **Agency Mortgage-Backed Obligations — 0.9%** | **Agency Mortgage-Backed Obligations — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2733, Cl ME |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2034 |  | 48 |  | 48 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2004-2748, Cl ZT |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/15/2024 |  | 69 |  | 69 |
| &nbsp;&nbsp;&nbsp;FHLMC REMIC CMO, Ser 2010-3756, Cl PZ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2040 |  | 3273 |  | 3147 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2004-12, Cl ZX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 03/25/2034 |  | 849 |  | 879 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2004-80, Cl XZ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 11/25/2034 |  | 611 |  | 607 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2007-68, Cl SC, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.684%, 07/25/2037(C) |  | 12 |  | 1 |
| &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) |  | 24 |  | 24 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2009-8, Cl PS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.413%, 08/16/2038(C) |  | 12 |  |  |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-4, Cl NS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.503%, 01/16/2040(C) |  | 39 |  | 4 |
| &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) |  | 1616 |  | 1281 |
|  |  |  |  | 6060 |
| **Non-Agency Mortgage-Backed Obligations — 0.1%** | **Non-Agency Mortgage-Backed Obligations — 0.1%** | **Non-Agency Mortgage-Backed Obligations — 0.1%** |  |  |
| &nbsp;&nbsp;&nbsp;Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.964%, 03/25/2037(E) |  | 63 |  | 61 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.359%, 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;4.739%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2034(C) |  | 49 | 45 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824%, ICE LIBOR USD 1 Month + 0.780%, 12/25/2034(C) |  | 50 | 37 |
| &nbsp;&nbsp;&nbsp;Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.904%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(C) |  | 9 | 7 |
| &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;3.440%, 12/25/2034(C) |  | 13 | 11 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.704%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2045(C) |  | 26 | 25 |
|  |  |  | 214 |
| Total Mortgage-Backed Securities |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $4,949) ($ Thousands) |  |  | 6274 |
|  | <br> Shares | <br> Shares |  |
| **CASH EQUIVALENT — 2.5%** | **CASH EQUIVALENT — 2.5%** | **CASH EQUIVALENT — 2.5%** | **CASH EQUIVALENT — 2.5%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> |  | 16352956 | 16353 |
| Total Cash Equivalent |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $16,353) ($ Thousands) |  |  | 16353 |
| Total Investments in Securities — 100.8% |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $752,578) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $752,578) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $752,578) ($ Thousands)  | $658854 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open futures contracts held by the Fund at November 30, 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 | 24 | Mar-2023 | $4916 | $4929 | $13 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 259 | Mar-2023 | 27967 | 28120 | 153 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 7 | Mar-2023 | 793 | 794 | 1 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 312 | Mar-2023 | 42014 | 42520 | 506 |
|  |  |  | 75690 | 76363 | 673 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (18) |  | $(1942) | $(1954) | $(12) |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (111) | Mar-2023 | (13952) | (14097) | (145) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (167) | Mar-2023 | (19868) | (19983) | (115) |
|  |  |  | (35762) | (36034) | (272) |
|  |  |  | $39928 | $40329 | $401 |

---

A list of the open centrally cleared swap agreements held by the Fund at November 30, 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 | $(462) | $– | $(462) |
| 3 MONTH USD - LIBOR | 1.0335% FIXED | Quarterly | 07/24/2025 | USD | 5980 | (341) |  | (341) |
| 3 MONTH USD - LIBOR | 1.0725% FIXED | Quarterly | 07/24/2025 | USD | 4035 | (227) |  | (227) |
| 1.7725% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 670 | 192 |  | 192 |
| 1.785% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 505 | 143 |  | 143 |
| 1.8075% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 07/24/2053 | USD | 335 | 94 |  | 94 |
| 3 MONTH USD - LIBOR | 1.39% FIXED | Quarterly | 09/28/2025 | USD | 9070 | (426) |  | (426) |
| 1.87% FIXED | 3-MONTH USD - LIBOR | Semi-Annually | 09/28/2053 | USD | 775 | 203 | – | 203 |
|  |  |  |  |  |  | $(824) | $– | $(824) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $653,427 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $44,361 ($ Thousands), representing 6.8% 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) | Interest rate represents the security's effective yield at the time of purchase. |
| (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. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 419772 |  | 419772 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 177493 |  | 177493 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 21687 |  | 21687 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 10703 |  | 10703 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 6572 |  | 6572 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 6274 |  | 6274 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 16353 | – |  | 16353 |
| Total Investments in Securities | 16353 | 642501 |  | 658854 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration 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 | 673 |  |  | 673 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (272) |  |  | (272) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 632 |  | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (1456) |  | (1456) |
| Total Other Financial Instruments | 401 | (824) |  | (423) |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $4469 | $145556 | $(133672) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $16353 | $69 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration Credit Fund**![](fp0081628-1_281.jpg)

<sup>†</sup>Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 86.5%** | **CORPORATE OBLIGATIONS — 86.5%** | **CORPORATE OBLIGATIONS — 86.5%** |
| **Communication Services — 6.5%** | **Communication Services — 6.5%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2050  | $4190 | $2653 |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/15/2060  | 4358 | 2637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 08/15/2040  | 1300 | 893 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 3285 | 3402 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/15/2042  | 500 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2057  | 689 | 500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2053  | 5627 | 3973 |
| &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 | 555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484%, 10/23/2045  | 535 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 03/01/2050  | 1480 | 1110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/01/2042  | 194 | 132 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 11/15/2035  | 420 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 06/15/2035  | 3560 | 3737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/15/2045  | 1150 | 1036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2033  | 3950 | 3752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 3340 | 3138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.049%, 11/01/2052  | 6068 | 4936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 5465 | 4473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 5060 | 4106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 4960 | 4333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 6725 | 5018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/01/2039  | 250 | 198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 30289 | 19162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 32755 | 21232 |

---

---

| | | |
|:---|:---|:---|
| 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;2.887%, 11/01/2051  | $10448 | $6970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/15/2051  | 2000 | 1304 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/01/2035 (A) | 1400 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 12/15/2042 (A) | 294 | 248 |
| &nbsp;&nbsp;&nbsp;Crown Castle Towers LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.663%, 05/15/2025 (A) | 2585 | 2474 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 11/15/2029 (A) | 535 | 416 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.391%, 03/15/2062 (A) | 2150 | 1664 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2062 (A) | 4395 | 3593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) | 8580 | 7050 |
| &nbsp;&nbsp;&nbsp;NBCUniversal Media LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2043  | 1187 | 1058 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.591%, 04/03/2028 (A) | 2360 | 1996 |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 10/15/2040  | 40 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  | 815 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/15/2034  | 300 | 251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 01/15/2045  | 515 | 370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2043  | 1629 | 1149 |
| &nbsp;&nbsp;&nbsp;SES GLOBAL Americas Holdings GP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/25/2044 (A) | 1550 | 1210 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 04/22/2051 (A) | 1245 | 863 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable Enterprises LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 07/15/2033  | 1709 | 1918 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 07/01/2038  | 381 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/01/2041  | 650 | 553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  | 500 | 375 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/15/2062  | 540 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 01/15/2053  | 765 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/15/2052  | 595 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/15/2051  | 500 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/15/2041  | 1125 | 818 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2041  | 1530 | 1345 |
| &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/01/2044  | 1854 | 1622 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/16/2037  | 840 | 835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.862%, 08/21/2046  | 1100 | 1004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/01/2052  | 2584 | 2006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/22/2061  | 2355 | 1691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/22/2041  | 1755 | 1347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/20/2040  | 1450 | 1004 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Vodafone Group PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/30/2048  | $| 1065 | $956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2049  |  | 538 | 459 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/15/2037  |  | 990 | 1136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2035  |  | 2043 | 2272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/23/2040  |  | 1190 | 1133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 14264 | 11224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 5400 | 4441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 21971 | 14835 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) |  | 3030 | 2348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) |  | 275 | 220 |
|  |  |  | 180971 |
| **Consumer Discretionary — 4.8%** | **Consumer Discretionary — 4.8%** | **Consumer Discretionary — 4.8%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/10/2041 (A) |  | 870 | 582 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/26/2047 (A) |  | 1200 | 955 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/22/2047  |  | 8860 | 7778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 6691 | 5717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 1714 | 1544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/12/2061  |  | 10106 | 7250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 6294 | 4590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/12/2041  |  | 3705 | 2830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 06/03/2060  |  | 6095 | 3854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/03/2050  |  | 9332 | 6096 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/09/2030 (A) |  | 1030 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/01/2031 (A) |  | 1615 | 1352 |
| &nbsp;&nbsp;&nbsp;Boston University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.061%, 10/01/2048  |  | 1800 | 1493 |
| &nbsp;&nbsp;&nbsp;California Institute of Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.321%, 08/01/2045  |  | 650 | 573 |
| &nbsp;&nbsp;&nbsp;Dollar General  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/01/2052  |  | 540 | 547 |
| &nbsp;&nbsp;&nbsp;Dollar Tree  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2051  |  | 855 | 585 |
| &nbsp;&nbsp;&nbsp;Emory University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.969%, 09/01/2050  |  | 1660 | 1144 |
| &nbsp;&nbsp;&nbsp;Georgetown University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.215%, 10/01/2118  |  | 1921 | 1642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.315%, 04/01/2049  |  | 1735 | 1442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.943%, 04/01/2050  |  | 540 | 336 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2041  |  | 2700 | 2952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052  |  | 5745 | 5685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/06/2048  |  | 3755 | 3469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2045  |  | 6980 | 6358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  |  | 8912 | 7896 |

---

---

| | | |
|:---|:---|:---|
| 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;4.200%, 04/01/2043  | $1810 | $1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  | 12273 | 10359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/15/2052  | 485 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  | 3035 | 2302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  | 1460 | 1182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/15/2049  | 400 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/15/2051  | 3460 | 2346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2051  | 5559 | 3463 |
| &nbsp;&nbsp;&nbsp;Johns Hopkins University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, 07/01/2053  | 2000 | 1701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.813%, 01/01/2060  | 490 | 314 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/15/2053  | 385 | 385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2052  | 550 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/15/2046  | 2116 | 1621 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  | 2740 | 2944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.067%, 04/01/2052  | 2540 | 1866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.294%, 07/01/2051  | 21 | 13 |
| &nbsp;&nbsp;&nbsp;McDonald's MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/01/2049  | 400 | 310 |
| &nbsp;&nbsp;&nbsp;NIKE  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/01/2043  | 1300 | 1103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/27/2040  | 3360 | 2757 |
| &nbsp;&nbsp;&nbsp;Northwestern University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 12/01/2038  | 2070 | 1811 |
| &nbsp;&nbsp;&nbsp;Pomona College  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.888%, 01/01/2051  | 1240 | 829 |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  | 4222 | 3563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.619%, 10/01/2037  | 400 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.517%, 10/15/2050  | 1410 | 933 |
| &nbsp;&nbsp;&nbsp;Princeton University  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 03/01/2039  | 1169 | 1281 |
| &nbsp;&nbsp;&nbsp;Starbucks  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 03/12/2050  | 770 | 559 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  | 3520 | 2486 |
| &nbsp;&nbsp;&nbsp;Trustees of Boston College  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.042%, 07/01/2057  | 1230 | 794 |
| &nbsp;&nbsp;&nbsp;Trustees of Tufts College  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.099%, 08/15/2051  | 2667 | 1854 |
| &nbsp;&nbsp;&nbsp;University of Chicago  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, 10/01/2044  | 715 | 638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.761%, 04/01/2045  | 2520 | 1917 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.841%, 10/01/2047  | 1325 | 1114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.028%, 10/01/2039  | 2300 | 1833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.805%, 10/01/2050  | 925 | 630 |
|  |  | 133660 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| **Consumer Staples — 3.7%** | **Consumer Staples — 3.7%** |  |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/06/2052 (A) | $700 | $708 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.200%, 02/06/2039  | 2501 | 3192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.950%, 11/10/2038  | 1555 | 1942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/14/2039  | 230 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/02/2043  | 100 | 75 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/09/2042  | 575 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/16/2046  | 640 | 436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 02/04/2041  | 240 | 163 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  | 4291 | 4014 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 01/15/2039  | 1445 | 1821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2039  | 2786 | 3468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/15/2048  | 25 | 23 |
| &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 | 265 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 1095 | 863 |
| &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) | 4140 | 3660 |
| &nbsp;&nbsp;&nbsp;Church & Dwight  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2052  | 1220 | 1153 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 06/01/2040  | 425 | 315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/15/2051  | 6250 | 4173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/05/2031  | 675 | 563 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/01/2050  | 1150 | 880 |
| &nbsp;&nbsp;&nbsp;CSL Finance PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/27/2062 (A) | 1180 | 1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/27/2052 (A) | 2849 | 2589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/27/2042 (A) | 320 | 290 |
| &nbsp;&nbsp;&nbsp;Estee Lauder  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 12/01/2049  | 2490 | 1812 |
| &nbsp;&nbsp;&nbsp;Fomento Economico Mexicano  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/16/2050  | 2890 | 2066 |
| &nbsp;&nbsp;&nbsp;Ford Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.815%, 06/01/2070  | 880 | 520 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/24/2052  | 1095 | 873 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 06/03/2051  | 1305 | 922 |
| &nbsp;&nbsp;&nbsp;JBS USA LUX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 12/01/2052 (A) | 4105 | 3961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2033 (A) | 7370 | 7140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/02/2052 (A) | 1250 | 909 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Kimberly-Clark  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 03/01/2041  | $| 555 | $562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/04/2047  |  | 2275 | 1912 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 08/01/2039 (A) |  | 1160 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 07/15/2045  |  | 750 | 709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/04/2042  |  | 495 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2049  |  | 470 | 423 |
| &nbsp;&nbsp;&nbsp;Kroger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 01/15/2049  |  | 1371 | 1324 |
| &nbsp;&nbsp;&nbsp;Mars  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/01/2049 (A) |  | 1780 | 1477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 07/16/2040 (A) |  | 1680 | 1172 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2053 (A) |  | 550 | 536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/24/2048 (A) |  | 445 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/24/2038 (A) |  | 2685 | 2396 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/18/2052  |  | 1835 | 1712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 10/06/2046  |  | 6625 | 5460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/21/2051  |  | 2135 | 1532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 10/21/2041  |  | 1410 | 1068 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/17/2032  |  | 3320 | 3419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/15/2043  |  | 2830 | 2438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  |  | 5945 | 4927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/04/2043  |  | 806 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  |  | 1735 | 1304 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  |  | 2390 | 2534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 08/15/2045  |  | 1895 | 1657 |
| &nbsp;&nbsp;&nbsp;Walmart  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/09/2052  |  | 4230 | 4115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/22/2051  |  | 5825 | 4112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/22/2041  |  | 3721 | 2778 |
|  |  |  | 101108 |
| **Energy — 5.0%** | **Energy — 5.0%** | **Energy — 5.0%** |  |
| &nbsp;&nbsp;&nbsp;Aker BP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 07/15/2031 (A) |  | 475 | 392 |
| &nbsp;&nbsp;&nbsp;BG Energy Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/15/2041 (A) |  | 3605 | 3397 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  |  | 12816 | 9105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  |  | 2030 | 1548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  |  | 1060 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 3167 | 2182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 6415 | 4382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  |  | 4022 | 2659 |
| &nbsp;&nbsp;&nbsp;Chevron USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.343%, 08/12/2050  |  | 1685 | 1094 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;ConocoPhillips  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 11/15/2044  | $3715 | $3295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062  | 12614 | 10310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2052  | 2025 | 1641 |
| &nbsp;&nbsp;&nbsp;Devon Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 09/30/2031  | 815 | 930 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  | 985 | 932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 06/01/2041  | 2225 | 2104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 10/01/2047  | 2202 | 1899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/15/2047  | 170 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 03/15/2045  | 75 | 64 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/01/2040 (A) | 2285 | 2126 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/01/2041  | 602 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/15/2048  | 500 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/31/2050  | 1205 | 960 |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 04/15/2050  | 1600 | 1569 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/17/2040  | 1415 | 1417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 11/08/2043  | 899 | 864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/06/2050  | 2985 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 04/06/2040  | 2585 | 2164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/18/2049  | 1029 | 774 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.327%, 03/19/2050  | 2198 | 1981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 3670 | 3370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 1035 | 901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.567%, 03/06/2045  | 4100 | 3342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 13007 | 10077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 735 | 541 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 3100 | 3109 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2054  | 530 | 456 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2038  | 465 | 399 |
| &nbsp;&nbsp;&nbsp;Northern Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049 (A) | 1530 | 1229 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 08/15/2039  | 462 | 374 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 2320 | 1597 |
| &nbsp;&nbsp;&nbsp;Phillips 66  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2052  | 1425 | 1009 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 3326 | 3736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 1825 | 1677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/11/2045  | 8062 | 7239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  | 5163 | 4361 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.750%, 09/12/2046  | $| 6364 | $5155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 08/21/2042  |  | 2185 | 1789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/26/2051  |  | 3147 | 2215 |
| &nbsp;&nbsp;&nbsp;Suncor Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/01/2034  |  | 3080 | 3096 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  |  | 2020 | 2326 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.386%, 06/29/2060  |  | 445 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  |  | 10395 | 7510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.986%, 06/29/2041  |  | 1370 | 1044 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2038  |  | 1765 | 1980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/01/2034  |  | 1965 | 1814 |
| &nbsp;&nbsp;&nbsp;Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/04/2044  |  | 1000 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2052  |  | 250 | 230 |
|  |  |  | 133924 |
| **Financials — 21.1%** | **Financials — 21.1%** | **Financials — 21.1%** |  |
| &nbsp;&nbsp;&nbsp;AIA Group MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/11/2044 (A) |  | 3372 | 2991 |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) |  | 4190 | 4506 |
| &nbsp;&nbsp;&nbsp;Alleghany  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044  |  | 1380 | 1273 |
| &nbsp;&nbsp;&nbsp;Allstate  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/15/2043  |  | 528 | 470 |
| &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 | 1359 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  |  | 190 | 171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2048  |  | 55 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  |  | 335 | 289 |
| &nbsp;&nbsp;&nbsp;Aon  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/28/2052  |  | 1885 | 1465 |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872%, 02/15/2029 (A) |  | 2245 | 2135 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/20/2051  |  | 1275 | 909 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.673%, 06/07/2031 (A) |  | 6440 | 4950 |
| &nbsp;&nbsp;&nbsp;Athene Holding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 02/01/2033  |  | 1275 | 1276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/15/2052  |  | 810 | 506 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/14/2038  |  | 3920 | 4703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110%, 01/29/2037  |  | 1655 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  |  | 3725 | 3894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.483%, U.S. SOFR + 1.650%, 03/13/2052 (B) |  | 724 | 531 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (B) | $7487 | $5669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B) | 950 | 777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.560%, 07/21/2052 (B) | 6399 | 4207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.651%, U.S. SOFR + 1.220%, 03/11/2032 (B) | 1095 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B) | 2535 | 2018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.299%, U.S. SOFR + 1.220%, 07/21/2032 (B) | 1075 | 842 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/07/2042  | 6600 | 6889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B) | 6430 | 5443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B) | 9525 | 7830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (B) | 8885 | 7523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (B) | 27951 | 19498 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) | 1560 | 1643 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | 370 | 352 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2042  | 1750 | 1627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/15/2043  | 1525 | 1388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/15/2049  | 3030 | 2713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  | 1575 | 1415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 7425 | 6063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/15/2050  | 7191 | 4915 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 08/15/2042 (A) | 1313 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2044 (A) | 2050 | 1846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/30/2032 (A) | 1065 | 800 |
| &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 | 183 |
| &nbsp;&nbsp;&nbsp;Brown & Brown  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/17/2052  | 1100 | 910 |
| &nbsp;&nbsp;&nbsp;Carlyle Holdings II Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 03/30/2043 (A) | 3818 | 3418 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 05/15/2036  | 4870 | 5452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/03/2045  | 2975 | 2632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 12/15/2061  | 1890 | 1255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/15/2051  | 1075 | 723 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 1455 | 880 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/01/2034  | $3553 | $3744 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 2750 | 3453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 08/25/2036  | 690 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316%, U.S. SOFR + 4.548%, 03/26/2041 (B) | 5920 | 5708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/30/2045  | 1539 | 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 4069 | 3665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (B) | 1494 | 1261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (B) | 3430 | 2868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (B) | 4380 | 3075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.561%, U.S. SOFR + 1.167%, 05/01/2032 (B) | 975 | 780 |
| &nbsp;&nbsp;&nbsp;Citigroup Capital III  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 12/01/2036  | 890 | 963 |
| &nbsp;&nbsp;&nbsp;CME Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 1634 | 1465 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316%, 01/10/2048 (A) | 2536 | 1887 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, U.S. SOFR + 5.020%, 11/15/2033 (A)(B) | 2820 | 2863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(B) | 895 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(B) | 1595 | 1087 |
| &nbsp;&nbsp;&nbsp;Farmers Exchange Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.200%, 07/15/2048 (A) | 800 | 876 |
| &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 | 2784 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/01/2038  | 1875 | 2280 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.345%, 02/15/2034  | 3940 | 3984 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 1668 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 05/01/2036  | 890 | 945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 02/01/2041  | 6718 | 7128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (B) | 11340 | 9936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (B) | 7985 | 6734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (B) | 2420 | 1833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B) | 5790 | 4292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) | 3425 | 2845 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B) | $185 | $131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) | 320 | 253 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 6373 | 5808 |
| &nbsp;&nbsp;&nbsp;Guardian Life Insurance of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/19/2064 (A) | 3260 | 2798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/22/2070 (A) | 1070 | 716 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 7167 | 7813 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 06/01/2038  | 3469 | 3435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/15/2037  | 5125 | 4952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (B) | 1570 | 1470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/14/2044  | 431 | 375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B) | 1260 | 979 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (B) | 670 | 590 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 10001 | 9623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/21/2048  | 697 | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 2175 | 1507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 09/15/2040  | 125 | 88 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1005 | 1189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2038  | 6679 | 7370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.717%, U.S. SOFR + 2.580%, 09/14/2033 (B) | 8212 | 8124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2041  | 6115 | 6240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2040  | 4097 | 4108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 01/06/2042  | 6295 | 6357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, U.S. SOFR + 2.080%, 07/25/2033 (B) | 2280 | 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B) | 550 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (B) | 2370 | 1934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (B) | 9389 | 7597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B) | 9950 | 7932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B) | 16905 | 14210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (B) | 9563 | 6917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157%, U.S. SOFR + 1.460%, 04/22/2042 (B) | 2570 | 1907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B) | 2510 | 1739 |

---

---

| | | |
|:---|:---|:---|
| 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;3.109%, U.S. SOFR + 2.460%, 04/22/2041 (B) | $345 | $258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B) | 3095 | 2552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B) | 960 | 801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, U.S. SOFR + 1.510%, 11/19/2041 (B) | 445 | 304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B) | 1665 | 1295 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/01/2043 (A) | 1073 | 1013 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (A) | 4157 | 3731 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance X LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/15/2051 (A) | 1473 | 955 |
| &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 (B) | 1280 | 1178 |
| &nbsp;&nbsp;&nbsp;LSEGA Financing PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/06/2041 (A) | 2914 | 2158 |
| &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 | 1546 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/01/2052  | 3040 | 3397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 03/15/2049  | 3112 | 2904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 4400 | 3638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/15/2051  | 975 | 634 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2077 (A) | 2690 | 2246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729%, 10/15/2070 (A) | 1975 | 1323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2061 (A) | 615 | 380 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/06/2041  | 1675 | 1734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 06/15/2035  | 6239 | 6547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 6465 | 6245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/13/2043  | 3080 | 2884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, 12/15/2044  | 2970 | 2702 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 12/17/2048  | 1891 | 1751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2052  | 455 | 353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/20/2050  | 770 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/19/2041  | 250 | 177 |
| &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 | 223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, ICE LIBOR USD 3 Month + 1.431%, 04/22/2039 (B) | 3743 | 3329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/22/2047  | 515 | 447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (B) | 1195 | 900 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | $6540 | $7243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 12770 | 10998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B) | 8250 | 7024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.802%, U.S. SOFR + 1.430%, 01/25/2052 (B) | 2490 | 1607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B) | 3565 | 2835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B) | 1025 | 799 |
| &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 | 529 |
| &nbsp;&nbsp;&nbsp;Nasdaq  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/07/2052  | 925 | 728 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 08/15/2039 (A) | 1170 | 1528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 1430 | 1095 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/15/2039 (A) | 2215 | 2481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 2224 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 2254 | 1729 |
| &nbsp;&nbsp;&nbsp;Northwestern Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 09/30/2047 (A) | 1238 | 961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/30/2059 (A) | 3480 | 2447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/30/2051 (A) | 850 | 600 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2031 (A) | 4380 | 3418 |
| &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 | 1059 |
| &nbsp;&nbsp;&nbsp;Pacific LifeCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/15/2052 (A) | 4040 | 3858 |
| &nbsp;&nbsp;&nbsp;Progressive  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 4680 | 3613 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.905%, 12/07/2047  | 2280 | 1826 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 6384 | 6596 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2051  | 1115 | 820 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2062 (A) | 1245 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2052 (A) | 2470 | 1986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 12/01/2049  | 2331 | 1730 |
| &nbsp;&nbsp;&nbsp;Securian Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/15/2048 (A) | 2921 | 2376 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (A) | 1475 | 948 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Teachers Insurance & Annuity Association of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 09/15/2044 (A) | $1285 | $1199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.270%, 05/15/2047 (A) | 2793 | 2353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2050 (A) | 2750 | 1939 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 1345 | 1287 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/01/2040  | 1565 | 1564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/01/2043  | 3825 | 3424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/04/2049  | 3853 | 3177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/07/2048  | 1300 | 1069 |
| &nbsp;&nbsp;&nbsp;Travelers MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/15/2037  | 1205 | 1321 |
| &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 | 2962 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (A) | 2170 | 1848 |
| &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) | 1910 | 1779 |
| &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) | 6895 | 6669 |
| &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 | 86 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, U.S. SOFR + 2.090%, 10/21/2033 (B) | 1520 | 1585 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 2035 | 2552 |
| &nbsp;&nbsp;&nbsp;Wachovia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2035  | 440 | 504 |
| &nbsp;&nbsp;&nbsp;WEA Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 09/20/2048 (A) | 2000 | 1381 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.950%, 11/15/2029  | 695 | 775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 01/15/2038  | 9325 | 10297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/26/2036  | 4720 | 4840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/15/2036  | 1002 | 952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 02/01/2037  | 11063 | 11295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 2806 | 2746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 05/01/2045  | 3674 | 2965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, U.S. SOFR + 2.530%, 04/30/2041 (B) | 2490 | 1848 |
| &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) | 16027 | 15054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 1665 | 1470 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (B) | $| 900 | $867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  |  | 5656 | 4859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 11/04/2044  |  | 2410 | 2089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (B) |  | 4795 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  |  | 6185 | 5036 |
| &nbsp;&nbsp;&nbsp;Western & Southern Life Insurance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/28/2061 (A) |  | 695 | 476 |
| &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) |  | 520 | 480 |
| &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 (B) |  | 275 | 203 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/15/2049  |  | 875 | 631 |
| &nbsp;&nbsp;&nbsp;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  |  | 2405 | 2378 |
|  |  |  | 577375 |
| **Health Care — 12.0%** | **Health Care — 12.0%** | **Health Care — 12.0%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/27/2040  |  | 1370 | 1421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/30/2046  |  | 7088 | 7113 |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 11/14/2048  |  | 275 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 06/15/2044  |  | 225 | 210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/15/2045  |  | 5790 | 5378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/06/2042  |  | 1100 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 4778 | 4108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 11/21/2039  |  | 485 | 424 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 1717 | 1492 |
| &nbsp;&nbsp;&nbsp;Aetna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2042  |  | 780 | 641 |
| &nbsp;&nbsp;&nbsp;Alcon Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 09/23/2049 (A) |  | 1210 | 913 |
| &nbsp;&nbsp;&nbsp;Allina Health System  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.805%, 11/15/2045  |  | 1666 | 1573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, 04/15/2049  |  | 1454 | 1192 |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2053  |  | 450 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/01/2045  |  | 250 | 216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 02/22/2052  |  | 350 | 287 |
| &nbsp;&nbsp;&nbsp;Ascension Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, 11/15/2053  |  | 520 | 494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, 11/15/2046  |  | 1291 | 1077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, 11/15/2039  |  | 3135 | 2425 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 09/15/2037  |  | 1220 | 1390 |

---

---

| | | |
|:---|:---|:---|
| 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%, 11/16/2045  | $2084 | $1917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/28/2051  | 1173 | 838 |
| &nbsp;&nbsp;&nbsp;Banner Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.907%, 01/01/2042  | 1781 | 1305 |
| &nbsp;&nbsp;&nbsp;Baptist Health South Florida  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.342%, 11/15/2041  | 610 | 529 |
| &nbsp;&nbsp;&nbsp;BayCare Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.831%, 11/15/2050  | 1000 | 804 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (A) | 1080 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/25/2038 (A) | 645 | 559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 07/15/2044 (A) | 1585 | 1253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/15/2045 (A) | 2680 | 1963 |
| &nbsp;&nbsp;&nbsp;Baylor Scott & White Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.185%, 11/15/2045  | 2636 | 2267 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.794%, 05/20/2050  | 1430 | 1112 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.205%, 06/01/2050  | 1100 | 738 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  | 1614 | 1495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/26/2049  | 17284 | 15361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/15/2062  | 1340 | 1076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2052  | 11439 | 9290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  | 5370 | 4471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  | 3375 | 2218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 11/13/2040  | 400 | 282 |
| &nbsp;&nbsp;&nbsp;Carilion Clinic Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.147%, 07/01/2051  | 535 | 366 |
| &nbsp;&nbsp;&nbsp;Children's Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.448%, 08/15/2049  | 815 | 623 |
| &nbsp;&nbsp;&nbsp;Children's Hospital Medical Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.820%, 11/15/2050  | 1180 | 771 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 12/15/2048  | 1385 | 1279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 08/15/2038  | 3105 | 2930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/15/2047  | 1450 | 1146 |
| &nbsp;&nbsp;&nbsp;City of Hope  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.623%, 11/15/2043  | 920 | 942 |
| &nbsp;&nbsp;&nbsp;Cleveland Clinic Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.858%, 01/01/2114  | 1223 | 1076 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.461%, 11/01/2052  | 689 | 742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  | 805 | 624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.910%, 10/01/2050  | 370 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.817%, 10/01/2049  | 2490 | 1837 |
| &nbsp;&nbsp;&nbsp;CVS Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/25/2048  | 3649 | 3389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780%, 03/25/2038  | 1015 | 938 |
| &nbsp;&nbsp;&nbsp;Danaher  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/10/2051  | 1525 | 1050 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Dartmouth-Hitchcock Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.178%, 08/01/2048  | $3560 | $2864 |
| &nbsp;&nbsp;&nbsp;Duke University Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920%, 06/01/2047  | 2075 | 1718 |
| &nbsp;&nbsp;&nbsp;Elevance Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/15/2052  | 850 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2042  | 65 | 59 |
| &nbsp;&nbsp;&nbsp;Eli Lilly  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2049  | 5600 | 5057 |
| &nbsp;&nbsp;&nbsp;GE Healthcare Holding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.377%, 11/22/2052 (A) | 830 | 923 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/01/2044  | 500 | 470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  | 450 | 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/01/2045  | 3550 | 3214 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 05/15/2038  | 8439 | 9639 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/15/2049  | 1780 | 1557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/15/2052 (A) | 580 | 468 |
| &nbsp;&nbsp;&nbsp;Health Care Service, A Mutual Legal Reserve  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/01/2050 (A) | 2460 | 1661 |
| &nbsp;&nbsp;&nbsp;Hoag Memorial Hospital Presbyterian  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.803%, 07/15/2052  | 1385 | 1102 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 06/15/2038  | 1510 | 1787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 12/01/2042  | 705 | 623 |
| &nbsp;&nbsp;&nbsp;Indiana University Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.970%, 11/01/2048  | 1840 | 1531 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/15/2041  | 5652 | 5665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 1802 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/03/2037  | 2720 | 2450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2038  | 3100 | 2686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/01/2060  | 4550 | 2930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 09/01/2050  | 985 | 640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 09/01/2040  | 1335 | 939 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 1790 | 1555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.266%, 11/01/2049  | 1910 | 1398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.002%, 06/01/2051  | 3365 | 2331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 7450 | 5483 |
| &nbsp;&nbsp;&nbsp;Mass General Brigham  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.765%, 07/01/2048  | 1000 | 795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.342%, 07/01/2060  | 1015 | 677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.192%, 07/01/2049  | 2260 | 1620 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2035  | 2330 | 2245 |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | 2815 | 2097 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Memorial Sloan-Kettering Cancer Center  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/01/2042  | $235 | $236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/01/2052  | 2385 | 2005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.955%, 01/01/2050  | 489 | 328 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/18/2043  | 2700 | 2425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/07/2049  | 550 | 481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/07/2039  | 3345 | 2973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/10/2045  | 7560 | 6332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2042  | 750 | 629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 12/10/2061  | 3106 | 2089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 12/10/2051  | 2215 | 1533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 06/24/2040  | 345 | 246 |
| &nbsp;&nbsp;&nbsp;Merck Sharp & Dohme Corp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/15/2036  | 1200 | 1295 |
| &nbsp;&nbsp;&nbsp;Mount Sinai Hospitals Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.737%, 07/01/2049  | 2700 | 2027 |
| &nbsp;&nbsp;&nbsp;MyMichigan Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.409%, 06/01/2050  | 2220 | 1548 |
| &nbsp;&nbsp;&nbsp;Nationwide Children's Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.556%, 11/01/2052  | 355 | 322 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 1705 | 1435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.063%, 08/01/2056  | 2300 | 1862 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 650 | 519 |
| &nbsp;&nbsp;&nbsp;Novant Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.168%, 11/01/2051  | 2330 | 1667 |
| &nbsp;&nbsp;&nbsp;Novartis Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/06/2044  | 535 | 508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/20/2045  | 4325 | 3831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/14/2050  | 2614 | 1866 |
| &nbsp;&nbsp;&nbsp;NYU Langone Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/01/2043  | 1705 | 1731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.368%, 07/01/2047  | 1630 | 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.380%, 07/01/2055  | 2805 | 1944 |
| &nbsp;&nbsp;&nbsp;OhioHealth  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.042%, 11/15/2050  | 1462 | 1031 |
| &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.327%, 10/01/2050  | 745 | 531 |
| &nbsp;&nbsp;&nbsp;PeaceHealth Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.218%, 11/15/2050  | 4895 | 3287 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/15/2051  | 325 | 228 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 09/15/2040  | 808 | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/15/2044  | 3050 | 2864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2043  | 3520 | 3265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2048  | 1380 | 1257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 09/15/2038  | 1900 | 1757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2036  | 2341 | 2167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2049  | 1705 | 1513 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.900%, 03/15/2039  | $2100 | $1882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/28/2040  | 575 | 428 |
| &nbsp;&nbsp;&nbsp;Pharmacia LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 12/01/2028  | 1045 | 1154 |
| &nbsp;&nbsp;&nbsp;Providence St. Joseph Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.744%, 10/01/2047  | 1520 | 1175 |
| &nbsp;&nbsp;&nbsp;Rady Children's Hospital-San Diego  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.154%, 08/15/2051  | 865 | 610 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.607%, 12/13/2051 (A) | 700 | 469 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/02/2050  | 475 | 318 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.949%, 07/01/2046  | 50 | 42 |
| &nbsp;&nbsp;&nbsp;Sentara Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.927%, 11/01/2051  | 805 | 522 |
| &nbsp;&nbsp;&nbsp;Shands Teaching Hospital and Clinics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.741%, 12/01/2042  | 1750 | 1561 |
| &nbsp;&nbsp;&nbsp;Sharp HealthCare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.680%, 08/01/2050  | 1500 | 948 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.795%, 11/15/2048  | 5312 | 4314 |
| &nbsp;&nbsp;&nbsp;STERIS Irish FinCo UnLtd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/15/2051  | 325 | 235 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/15/2041  | 110 | 83 |
| &nbsp;&nbsp;&nbsp;Trinity Health  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/01/2045  | 2392 | 2043 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  | 2005 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  | 1080 | 1229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2037  | 1180 | 1320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 02/15/2063  | 2870 | 3220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/15/2041  | 1130 | 1203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2053  | 3095 | 3425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 03/15/2036  | 620 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 10/15/2040  | 370 | 384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/15/2045  | 5750 | 5429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2052  | 4975 | 4708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  | 930 | 913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 12/15/2048  | 12274 | 11007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2042  | 30 | 27 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/15/2043  | 766 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/15/2047  | 3100 | 2691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/15/2048  | 7930 | 6957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  | 1477 | 1272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2042  | 910 | 773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/15/2047  | 750 | 604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2049  | 1726 | 1374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2039  | 4330 | 3585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2051  | 4630 | 3398 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;3.050%, 05/15/2041  | $| 3070 | $2348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 05/15/2050  |  | 1720 | 1190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 2750 | 2298 |
| &nbsp;&nbsp;&nbsp;West Virginia United Health System Obligated Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.129%, 06/01/2050  |  | 900 | 593 |
| &nbsp;&nbsp;&nbsp;Willis-Knighton Medical Center  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.813%, 09/01/2048  |  | 1735 | 1521 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/01/2034  |  | 1890 | 2135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 17209 | 18869 |
|  |  |  | 329283 |
| **Industrials — 6.3%** | **Industrials — 6.3%** | **Industrials — 6.3%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1335 | 1064 |
| &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) |  | 308 | 279 |
| &nbsp;&nbsp;&nbsp;Airbus  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/10/2047 (A) |  | 2500 | 2035 |
| &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  |  | 2668 | 2345 |
| &nbsp;&nbsp;&nbsp;BAE Systems PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2050 (A) |  | 1200 | 804 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.930%, 05/01/2060  |  | 775 | 719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  |  | 5005 | 4722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  |  | 345 | 329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  |  | 1080 | 1054 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 09/01/2043  |  | 1335 | 1339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  |  | 8901 | 8615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  |  | 3800 | 3504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 03/15/2043  |  | 560 | 514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  |  | 2769 | 2534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2042  |  | 2825 | 2580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/01/2042  |  | 255 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/01/2045  |  | 7795 | 6824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 06/15/2048  |  | 2655 | 2283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/15/2051  |  | 1150 | 859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2052  |  | 4225 | 2932 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/01/2036  |  | 6610 | 7217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/07/2043  |  | 3800 | 3287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/05/2052  |  | 1420 | 1284 |
| &nbsp;&nbsp;&nbsp;Canadian Pacific Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 09/15/2115  |  | 1405 | 1420 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/15/2064  |  | 460 | 445 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Crane Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | $775 | $560 |
| &nbsp;&nbsp;&nbsp;Cummins  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/01/2050  | 3535 | 2269 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/09/2042  | 2195 | 1974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 1355 | 1170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 09/07/2049  | 1795 | 1308 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 12/21/2051  | 4841 | 3222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/15/2050  | 820 | 545 |
| &nbsp;&nbsp;&nbsp;FedEx  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2050  | 1160 | 1070 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 5288 | 4991 |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | 2550 | 2366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 2040 | 1856 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/15/2032  | 678 | 769 |
| &nbsp;&nbsp;&nbsp;Georgia-Pacific LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/15/2031  | 475 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/01/2028  | 330 | 360 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/15/2063  | 3250 | 3595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 11/15/2054  | 1695 | 1838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 05/15/2046  | 550 | 521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 06/15/2062  | 1876 | 1619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.090%, 09/15/2052  | 6647 | 5759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 5790 | 5121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 06/15/2050  | 3590 | 2500 |
| &nbsp;&nbsp;&nbsp;Nature Conservancy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.957%, 03/01/2052  | 2140 | 1745 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 08/01/2118  | 1900 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.837%, 10/01/2041  | 2600 | 2436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/15/2052  | 876 | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2053  | 500 | 381 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/01/2047  | 2404 | 1968 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 07/15/2038  | 295 | 319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 11/16/2048  | 415 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  | 4490 | 4149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/01/2046  | 2039 | 1620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.030%, 03/15/2052  | 150 | 105 |
| &nbsp;&nbsp;&nbsp;Rockefeller Foundation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.492%, 10/01/2050  | 3020 | 1970 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2049  | 740 | 635 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 03/11/2041 (A) | 7250 | 5383 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Snap-on  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/01/2048  | $| 1786 | $1535 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) |  | 1642 | 1458 |
| &nbsp;&nbsp;&nbsp;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/01/2055  |  | 2130 | 1728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/20/2060  |  | 10024 | 7910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.799%, 10/01/2051  |  | 435 | 356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/05/2070  |  | 1200 | 893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  |  | 4500 | 3503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 750 | 607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.973%, 09/16/2062  |  | 3115 | 2055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/10/2052  |  | 14122 | 9855 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  |  | 880 | 740 |
| &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  |  | 958 | 860 |
| &nbsp;&nbsp;&nbsp;United Parcel Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, 04/01/2030 (C) |  | 710 | 823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 01/15/2038  |  | 4172 | 4714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 04/01/2050  |  | 2560 | 2716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 04/01/2040  |  | 725 | 739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/01/2042  |  | 1235 | 1038 |
| &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  |  | 499 | 481 |
| &nbsp;&nbsp;&nbsp;Waste Connections  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 01/15/2052  |  | 500 | 341 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 1328 | 1236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 05/15/2047  |  | 2738 | 2337 |
|  |  |  | 172547 |
| **Information Technology — 9.1%** | **Information Technology — 9.1%** | **Information Technology — 9.1%** |  |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 6909 | 4920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2041  |  | 4420 | 3327 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 10250 | 10010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 13073 | 12432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 05/04/2043  |  | 4885 | 4360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/04/2046  |  | 14162 | 12279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2047  |  | 6860 | 5856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/13/2047  |  | 155 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/09/2045  |  | 12155 | 10044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/11/2049  |  | 20 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/05/2061  |  | 2770 | 1881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 02/08/2061  |  | 845 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 08/05/2051  |  | 3165 | 2188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 1000 | 691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/08/2051  |  | 9865 | 6747 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;2.550%, 08/20/2060  | $310 | $200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  | 1455 | 1065 |
| &nbsp;&nbsp;&nbsp;Applied Materials  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/01/2047  | 2239 | 2061 |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.137%, 11/15/2035 (A) | 1000 | 741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/15/2033 (A) | 200 | 151 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  | 3985 | 4355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/15/2040  | 2094 | 2200 |
| &nbsp;&nbsp;&nbsp;Deutsche Telekom International Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 06/01/2032  | 2192 | 2776 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 07/15/2052  | 1150 | 1076 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 08/15/2052  | 1055 | 963 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 08/05/2062  | 1630 | 1481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  | 6895 | 6293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/25/2050  | 2010 | 1808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 03/25/2040  | 2270 | 2098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/19/2046  | 2319 | 1923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/11/2047  | 3665 | 3012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 12/08/2047  | 10990 | 8442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/15/2049  | 3575 | 2508 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/27/2052  | 435 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2049  | 3725 | 3171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2039  | 530 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/20/2042  | 1740 | 1459 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 5797 | 5584 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/15/2041  | 850 | 508 |
| &nbsp;&nbsp;&nbsp;Lam Research  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2050  | 1673 | 1171 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 02/26/2048  | 1235 | 1085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 7366 | 6426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2049  | 990 | 831 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/08/2046  | 3493 | 3097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 1226 | 1140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 2320 | 2112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 11948 | 8688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 19284 | 14306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 5490 | 3710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 24982 | 17205 |
| &nbsp;&nbsp;&nbsp;NVIDIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2040  | 2745 | 2286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/01/2050  | 3150 | 2441 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Oracle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/09/2052  | $| 3185 | $3528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/09/2032  |  | 1185 | 1250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  |  | 1610 | 1224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/15/2045  |  | 2570 | 1962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  |  | 7864 | 5811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/25/2051  |  | 905 | 662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  |  | 4215 | 3338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  |  | 4893 | 3675 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 06/01/2052  |  | 325 | 301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/01/2050  |  | 2000 | 1410 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/20/2052  |  | 2295 | 2037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/20/2047  |  | 4855 | 4260 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 07/15/2061  |  | 4355 | 2920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/15/2051  |  | 1765 | 1226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 07/15/2041  |  | 1630 | 1203 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  |  | 5652 | 5014 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2051  |  | 1950 | 1413 |
| &nbsp;&nbsp;&nbsp;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/14/2045  |  | 9045 | 8468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  |  | 1060 | 1019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2040  |  | 915 | 713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2050  |  | 5410 | 3380 |
|  |  |  | 249500 |
| **Materials — 0.8%** | **Materials — 0.8%** | **Materials — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Barrick North America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/01/2043  |  | 1570 | 1586 |
| &nbsp;&nbsp;&nbsp;Barrick PD Australia Finance Pty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 10/15/2039  |  | 1245 | 1284 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.420%, 03/01/2026  |  | 1320 | 1382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 5220 | 5175 |
| &nbsp;&nbsp;&nbsp;Dow Chemical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 05/15/2053  |  | 535 | 582 |
| &nbsp;&nbsp;&nbsp;Ecolab  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/18/2055  |  | 2757 | 1736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 12/15/2051  |  | 10985 | 7080 |
| &nbsp;&nbsp;&nbsp;International Flavors and Fragrances  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/26/2048  |  | 360 | 310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.468%, 12/01/2050 (A) |  | 970 | 667 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/01/2051  |  | 440 | 292 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 11/02/2040  |  | 2502 | 2537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/02/2051  |  | 4135 | 2799 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Sherwin-Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2052  | $| 250 | $162 |
| &nbsp;&nbsp;&nbsp;Vale Overseas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/21/2036  |  | 690 | 713 |
|  |  |  | 26305 |
| **Real Estate — 0.9%** | **Real Estate — 0.9%** | **Real Estate — 0.9%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 04/15/2049  |  | 210 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  |  | 790 | 568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/15/2034  |  | 225 | 183 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/15/2052  |  | 1445 | 1072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/15/2051  |  | 300 | 192 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2048  |  | 220 | 184 |
| &nbsp;&nbsp;&nbsp;Crown Castle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 07/01/2050  |  | 500 | 396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2051  |  | 100 | 68 |
| &nbsp;&nbsp;&nbsp;ERP Operating  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2045  |  | 900 | 773 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 11/15/2033  |  | 455 | 324 |
| &nbsp;&nbsp;&nbsp;Nationwide Health Properties MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 10/01/2037  |  | 1600 | 1686 |
| &nbsp;&nbsp;&nbsp;Prologis  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2050  |  | 65 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 10/15/2050  |  | 1080 | 621 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2047  |  | 1355 | 1214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/15/2033  |  | 1580 | 1150 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  |  | 1326 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  |  | 475 | 374 |
| &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 | 1519 |
| &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 | 1100 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  |  | 2365 | 2544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  |  | 2295 | 1815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2050  |  | 1400 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/13/2049  |  | 2330 | 1551 |
| &nbsp;&nbsp;&nbsp;Ventas Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 09/30/2043  |  | 850 | 783 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/15/2052  |  | 1320 | 1192 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/15/2043  |  | 1085 | 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;Weyerhaeuser  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/09/2052  | $| 1020 | $787 |
|  |  |  | 23354 |
| **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  |  | 2110 | 1653 |
| &nbsp;&nbsp;&nbsp;AEP Transmission LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/01/2046  |  | 5703 | 4603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/15/2049  |  | 1855 | 1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 1435 | 1092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/15/2051  |  | 405 | 259 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 03/15/2041  |  | 648 | 632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/01/2041  |  | 155 | 146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 07/15/2048  |  | 1450 | 1221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/01/2042  |  | 3767 | 3067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 1500 | 1167 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 12/01/2052  |  | 1032 | 1126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  |  | 4415 | 3524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 03/15/2050  |  | 50 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2051  |  | 3724 | 2491 |
| &nbsp;&nbsp;&nbsp;American Transmission Systems  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/01/2044 (A) |  | 400 | 363 |
| &nbsp;&nbsp;&nbsp;American Water Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/01/2047  |  | 1475 | 1163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 05/01/2050  |  | 150 | 112 |
| &nbsp;&nbsp;&nbsp;Appalachian Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 08/15/2037  |  | 50 | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/01/2035  |  | 125 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2049  |  | 700 | 584 |
| &nbsp;&nbsp;&nbsp;Arizona Public Service  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 09/01/2041  |  | 50 | 44 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2042  |  | 112 | 92 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/15/2045  |  | 1735 | 1379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2049  |  | 450 | 349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2048  |  | 1200 | 927 |
| &nbsp;&nbsp;&nbsp;Atmos Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/15/2044  |  | 2805 | 2336 |
| &nbsp;&nbsp;&nbsp;Avista  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 06/01/2048  |  | 1425 | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2052  |  | 1350 | 1063 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 06/15/2033  |  | 1235 | 1205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/15/2046  |  | 4995 | 3770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2050  |  | 1095 | 737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  |  | 2740 | 2241 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/01/2053 (A) |  | 1320 | 1195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2049  |  | 2745 | 2409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2050  |  | 4915 | 4161 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.800%, 07/15/2048  | $10040 | $7925 |
| &nbsp;&nbsp;&nbsp;Black Hills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/15/2046  | 1135 | 873 |
| &nbsp;&nbsp;&nbsp;Boston Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.487%, 02/15/2042 (A) | 250 | 208 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2044  | 500 | 456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 02/01/2049  | 1760 | 1528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 500 | 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 03/01/2052  | 780 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/01/2051  | 695 | 516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/01/2050  | 895 | 612 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2044  | 5643 | 5159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 08/15/2043  | 2070 | 1876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 2515 | 2097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2049  | 1190 | 978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2047  | 2705 | 2145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/01/2045  | 6675 | 5244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/15/2051  | 3730 | 2625 |
| &nbsp;&nbsp;&nbsp;Connecticut Light & Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/01/2045  | 3015 | 2537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  | 2712 | 2292 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/01/2038  | 1915 | 2109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 06/15/2036  | 65 | 69 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 11/15/2052  | 2390 | 2628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 06/15/2040  | 40 | 40 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/15/2058  | 930 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2043  | 6265 | 5109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/15/2047  | 3073 | 2396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2046  | 3427 | 2721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2059  | 850 | 641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/01/2060  | 1700 | 1077 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/15/2049  | 4823 | 4224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2052  | 790 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2051  | 1230 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 05/01/2060  | 620 | 360 |
| &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 | 1509 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/01/2065  | 1215 | 1133 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/15/2042  | 80 | 64 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 03/15/2045  | 4300 | 3453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 03/01/2052  | 1480 | 1160 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 08/15/2052  | 715 | 650 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 10/15/2032  | 110 | 119 |

---

---

| | | |
|:---|:---|:---|
| 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;6.050%, 04/15/2038  | $2285 | $2423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2038  | 2166 | 2294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 6675 | 6686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2041  | 6590 | 5747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/30/2042  | 11250 | 9449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2046  | 1570 | 1252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2052  | 690 | 526 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/15/2038  | 2330 | 2585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 11/15/2052  | 1006 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 10/01/2046  | 2040 | 1502 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida Project Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.112%, 09/01/2036  | 4060 | 3289 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 04/01/2039  | 4275 | 4656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 1545 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 825 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2046  | 750 | 589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/01/2049  | 3110 | 2161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/01/2050  | 1885 | 1208 |
| &nbsp;&nbsp;&nbsp;Duke Energy Ohio  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 02/01/2049  | 650 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/01/2030  | 845 | 697 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/30/2044  | 2880 | 2509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2045  | 3475 | 2943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/01/2044  | 975 | 823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 03/15/2043  | 860 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2047  | 1850 | 1405 |
| &nbsp;&nbsp;&nbsp;East Ohio Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050 (A) | 1375 | 899 |
| &nbsp;&nbsp;&nbsp;Electricite de France  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/22/2114 (A) | 695 | 600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/21/2048 (A) | 2215 | 1742 |
| &nbsp;&nbsp;&nbsp;Elm Road Generating Station Supercritical  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848%, 01/19/2041 (A) | 1000 | 1012 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2049  | 1620 | 1356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/15/2052  | 2740 | 1958 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2048  | 1030 | 860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2050  | 1445 | 1194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/15/2033  | 1265 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/15/2041  | 3360 | 2532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/15/2051  | 3825 | 2512 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 1395 | 1024 |
| &nbsp;&nbsp;&nbsp;Essential Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/01/2052  | 900 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.276%, 05/01/2049  | 1330 | 1072 |
| &nbsp;&nbsp;&nbsp;Evergy Kansas Central  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/15/2050  | 930 | 675 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Evergy Metro  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/01/2041  | $150 | $144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/15/2047  | 500 | 411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/15/2048  | 1000 | 814 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2035  | 1410 | 1365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2050  | 700 | 618 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | 2285 | 2444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 4978 | 5177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 02/01/2037  | 1000 | 1021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 06/01/2042  | 2960 | 2576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 10/01/2044  | 2715 | 2330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/01/2048  | 2930 | 2459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/15/2042  | 3605 | 3024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/01/2047  | 1900 | 1539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032  | 4795 | 4023 |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2042  | 6850 | 5950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2043  | 2043 | 1755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 3230 | 2459 |
| &nbsp;&nbsp;&nbsp;Gulf Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 10/01/2044  | 700 | 627 |
| &nbsp;&nbsp;&nbsp;Idaho Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 1600 | 1302 |
| &nbsp;&nbsp;&nbsp;Indiana Michigan Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 03/15/2046  | 780 | 666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/15/2048  | 1090 | 898 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/01/2043 (A) | 1750 | 1489 |
| &nbsp;&nbsp;&nbsp;International Transmission  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/15/2043  | 2525 | 2239 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 06/01/2037  | 775 | 774 |
| &nbsp;&nbsp;&nbsp;John Sevier Combined Cycle Generation  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.626%, 01/15/2042  | 4137 | 3960 |
| &nbsp;&nbsp;&nbsp;Kentucky Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/01/2050  | 710 | 506 |
| &nbsp;&nbsp;&nbsp;KeySpan Gas East  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819%, 04/01/2041 (A) | 2117 | 2063 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2043  | 5260 | 4899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 10/15/2044  | 5190 | 4579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/01/2046  | 1675 | 1433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 08/01/2047  | 560 | 463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 08/01/2048  | 3075 | 2421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 04/15/2050  | 2025 | 1445 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/15/2036  | 635 | 675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2035  | 640 | 670 |
| &nbsp;&nbsp;&nbsp;Narragansett Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170%, 12/10/2042 (A) | 1000 | 802 |

---

---

| | | |
|:---|:---|:---|
| 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  | $2170 | $1845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2049  | 3643 | 3059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, 11/01/2032  | 392 | 359 |
| &nbsp;&nbsp;&nbsp;Nevada Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 05/01/2053  | 1490 | 1615 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.783%, 09/16/2052 (A) | 575 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.278%, 10/01/2034 (A) | 2303 | 2044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/28/2042 (A) | 2000 | 1588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.025%, 06/27/2050 (A) | 500 | 310 |
| &nbsp;&nbsp;&nbsp;NiSource  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 02/01/2042  | 900 | 854 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2036  | 5255 | 5737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 07/01/2037  | 4450 | 4868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 1435 | 1320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/15/2046  | 500 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 08/15/2042  | 214 | 169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2052  | 795 | 576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/01/2031  | 830 | 695 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052  | 1859 | 1809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 06/01/2052  | 955 | 873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 06/01/2051  | 2625 | 1831 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2040  | 1815 | 1650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2050  | 835 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | 1220 | 982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  | 1360 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/01/2042  | 2920 | 2153 |
| &nbsp;&nbsp;&nbsp;Ohio Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 10/15/2038  | 655 | 789 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 781 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 404 | 408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/30/2040  | 3696 | 3694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052 (A) | 505 | 497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/01/2052 (A) | 400 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 12/01/2041  | 3770 | 3490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 11/15/2048  | 750 | 635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 06/01/2049  | 4650 | 3760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/15/2050  | 1540 | 1223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/15/2049  | 70 | 50 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 11/15/2051  | 2050 | 1350 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 04/15/2042  | 1465 | 1104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 505 | 383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2042  | 95 | 65 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2037  | 3760 | 4001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 4970 | 5208 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;5.350%, 12/01/2053  | $1900 | $1911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 02/01/2042  | 1940 | 1639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2051  | 820 | 591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 1900 | 1281 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 10/15/2043  | 1505 | 1347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 05/15/2052  | 1435 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 03/15/2051  | 1919 | 1336 |
| &nbsp;&nbsp;&nbsp;Pennsylvania Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 10/01/2038  | 100 | 101 |
| &nbsp;&nbsp;&nbsp;Piedmont Natural Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/01/2043  | 1330 | 1150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.640%, 11/01/2046  | 1300 | 944 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 07/15/2043  | 3600 | 3304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/15/2044  | 1925 | 1615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/01/2047  | 2425 | 1993 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/01/2045  | 2106 | 1744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | 2176 | 1819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/01/2044  | 945 | 753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/01/2046  | 900 | 719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/01/2042  | 1290 | 1044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 12/01/2047  | 3740 | 2910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 08/01/2049  | 3775 | 2712 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 08/01/2038  | 40 | 45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  | 1240 | 1362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/15/2041  | 40 | 36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 3250 | 2924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2044  | 1445 | 1255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2048  | 475 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 09/15/2049  | 1495 | 1240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/15/2043  | 4365 | 3494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2050  | 1190 | 861 |
| &nbsp;&nbsp;&nbsp;Public Service of New Hampshire  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2049  | 1650 | 1280 |
| &nbsp;&nbsp;&nbsp;Puget Sound Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.795%, 03/15/2040  | 130 | 132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, 06/15/2048  | 2470 | 2050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.893%, 09/15/2051  | 2315 | 1511 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/01/2026  | 340 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2049  | 1340 | 1106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/01/2047  | 2380 | 1868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  | 4639 | 3339 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/01/2048  | 1042 | 802 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/01/2038  | 280 | 285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 10/01/2043  | 2480 | 2170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/01/2048  | 4245 | 3392 |

---

---

| | | |
|:---|:---|:---|
| 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;4.050%, 03/15/2042  | $5355 | $4297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2047  | 2630 | 2065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 02/01/2050  | 355 | 265 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/15/2052  | 1440 | 1627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049  | 1240 | 1025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 06/01/2048  | 2865 | 2321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  | 2330 | 1832 |
| &nbsp;&nbsp;&nbsp;Southern Gas Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/01/2043  | 825 | 685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/30/2047  | 50 | 41 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/01/2046  | 800 | 609 |
| &nbsp;&nbsp;&nbsp;Southwest Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.180%, 08/15/2051  | 1065 | 647 |
| &nbsp;&nbsp;&nbsp;Southwestern Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 03/15/2040  | 1204 | 1231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 02/01/2048  | 3860 | 2882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/01/2051  | 300 | 202 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 06/01/2052  | 440 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2041  | 8995 | 7973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/15/2047  | 1060 | 809 |
| &nbsp;&nbsp;&nbsp;Tampa Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/15/2044  | 1225 | 1029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/15/2050  | 1689 | 1244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 03/15/2051  | 600 | 437 |
| &nbsp;&nbsp;&nbsp;Tucson Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 12/01/2048  | 1810 | 1590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2050  | 225 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/01/2051  | 1500 | 1008 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 11/15/2038  | 1982 | 2606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/30/2037  | 2475 | 2627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 08/15/2043  | 5290 | 4709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 12/01/2048  | 3310 | 2905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 02/15/2044  | 4950 | 4321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/15/2043  | 300 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2046  | 1108 | 886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  | 400 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 12/15/2050  | 540 | 327 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 12/15/2042  | 2310 | 1738 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/15/2044  | 325 | 255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  | 360 | 271 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 12/01/2051  | 800 | 530 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Xcel Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 09/15/2041  | $| 1907 | $| 1695 |
|  |  |  |  | 447753 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,873,707) ($ Thousands) |  |  |  | 2375780 |
| **MUNICIPAL BONDS — 5.9%** | **MUNICIPAL BONDS — 5.9%** | **MUNICIPAL BONDS — 5.9%** | **MUNICIPAL BONDS — 5.9%** | **MUNICIPAL BONDS — 5.9%** |
| **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 |  | 797 |
| **California — 2.8%** | **California — 2.8%** | **California — 2.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Bay Area, Toll Authority, Build America Project, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.263%, 04/01/2049  |  | 3795 |  | 4348 |
| &nbsp;&nbsp;&nbsp;California State University, Ser B, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.899%, 11/01/2047  |  | 2375 |  | 2026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.719%, 11/01/2052  |  | 890 |  | 599 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 03/01/2040  |  | 2510 |  | 3217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 11/01/2040  |  | 385 |  | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/01/2039  |  | 1535 |  | 1973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  |  | 14945 |  | 18402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 10/01/2039  |  | 9875 |  | 12178 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.353%, 06/01/2041  |  | 1975 |  | 1681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2051  |  | 390 |  | 291 |
| &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 |  | 1398 |
| &nbsp;&nbsp;&nbsp;Los Angeles County, Metropolitan Transportation Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.735%, 06/01/2039  |  | 960 |  | 1023 |
| &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 |  | 1236 |
| &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 |  | 566 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Airports, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.887%, 05/15/2038  |  | 1430 |  | 1201 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Department of Water & Power, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.716%, 07/01/2039  |  | 1510 |  | 1631 |
| &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 |  | 1888 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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, Unified School District, Build America Project, Ser RY, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.758%, 07/01/2034  | $| 3950 | $4478 |
| &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 | 2158 |
| &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 | 1348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.006%, 05/15/2050  |  | 2005 | 1361 |
| &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 | 1123 |
| &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 | 519 |
| &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 | 1075 |
| &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 | 621 |
| &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 | 1070 |
| &nbsp;&nbsp;&nbsp;University of California, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.946%, 05/15/2045  |  | 4795 | 5097 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AP, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 05/15/2045  |  | 950 | 851 |
| &nbsp;&nbsp;&nbsp;University of California, Ser AQ, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.767%, 05/15/2115  |  | 1076 | 913 |
| &nbsp;&nbsp;&nbsp;University of California, Ser J, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.131%, 05/15/2045  |  | 1000 | 873 |
|  |  |  | 75647 |
| **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 | 462 |
| **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 | 1105 |
| **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 | 2016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 136 | 142 |
|  |  |  | 2158 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration Credit Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **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 | $3486 |
| **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 | 2796 |
| **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 | 642 |
| **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 | 3243 |
| &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 | 1447 |
| &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 | 804 |
|  |  | 5494 |
| **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 | 812 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser C, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.599%, 04/01/2047  | 2525 | 2169 |
|  |  | 2981 |
| **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 | 517 |
| **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 | 3008 |
| &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 | 860 |
|  |  | 3868 |
| **New York — 1.1%** | **New York — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 10/01/2051  | 245 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  | 2690 | 2419 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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 & New Jersey, Port Authority, Ser 181, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960%, 08/01/2046  | $| 465 | $464 |
| &nbsp;&nbsp;&nbsp;New York City, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.985%, 12/01/2036  |  | 1340 | 1422 |
| &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 | 852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.882%, 06/15/2044  |  | 500 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.724%, 06/15/2042  |  | 3720 | 4086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.440%, 06/15/2043  |  | 3000 | 3193 |
| &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 | 2534 |
| &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 | 3963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.508%, 08/01/2037  |  | 1890 | 1919 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.628%, 03/15/2039  |  | 1385 | 1436 |
| &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 | 3324 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  |  | 1970 | 2041 |
| &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 | 615 |
|  |  |  | 29063 |
| **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 | 360 |
| &nbsp;&nbsp;&nbsp;Ohio State University, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910%, 06/01/2040  |  | 2265 | 2309 |
| &nbsp;&nbsp;&nbsp;Ohio State University, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.048%, 12/01/2056  |  | 1650 | 1408 |
| &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 | 773 |
|  |  |  | 4850 |
| **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 | 2581 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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 — 0.9%** | **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 | $| 2360 |
| &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 |  | 3306 |
| &nbsp;&nbsp;&nbsp;Grand Parkway, Transportation Corp, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, 10/01/2042  | 325 |  | 331 |
| &nbsp;&nbsp;&nbsp;Houston, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 03/01/2047  | 1500 |  | 1307 |
| &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 |  | 377 |
| &nbsp;&nbsp;&nbsp;North Texas, Tollway Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.079%, 01/01/2042  | 1170 |  | 828 |
| &nbsp;&nbsp;&nbsp;San Antonio, Electric & Gas Systems Revenue, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.808%, 02/01/2041  | 2800 |  | 3003 |
| &nbsp;&nbsp;&nbsp;Texas State, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.517%, 04/01/2039  | 3925 |  | 4190 |
| &nbsp;&nbsp;&nbsp;University of Texas, Build America Bonds, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.262%, 07/01/2039  | 4540 |  | 4954 |
| &nbsp;&nbsp;&nbsp;University of Texas, Ser B, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.439%, 08/15/2049  | 2220 |  | 1444 |
|  |  |  | 22100 |
| **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 |  | 450 |
| **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 |  | 2533 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $186,025) ($ Thousands) |  |  | 161530 |
| **U.S. TREASURY OBLIGATIONS — 5.2%** | **U.S. TREASURY OBLIGATIONS — 5.2%** | **U.S. TREASURY OBLIGATIONS — 5.2%** | **U.S. TREASURY OBLIGATIONS — 5.2%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2042  | 15730 |  | 15804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2052  | 565 |  | 588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  | 14191 |  | 12983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2042  | 18705 |  | 16802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/15/2052  | 58058 |  | 49712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  | 20020 |  | 16642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/15/2042  | 19471 |  | 15147 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** | **U.S. TREASURY OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 08/15/2041  | 6925 | $4831 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2032  | 9550 | 9923 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $144,170) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $144,170) ($ Thousands) | 142432 |
| **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** | **SOVEREIGN DEBT — 0.4%** |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/25/2050 | 1930 | 1427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041 | 4930 | 3589 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/30/2049 | 1530 | 1174 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 01/17/2048 | 1230 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 | 3150 | 2625 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110 | 285 | 246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/08/2044 | 490 | 412 |
| Total Sovereign Debt | Total Sovereign Debt |  |
| &nbsp;&nbsp;&nbsp;(Cost $14,135) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $14,135) ($ Thousands) | 10543 |
| **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 | 2750 |
| Total Asset-Backed Security |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,708) ($ Thousands) |  | 2750 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** | **CASH EQUIVALENT — 0.8%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 22875328 | 22875 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $22,875) ($ Thousands) |  | 22875 |
| Total Investments in Securities — 98.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,243,620) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $3,243,620) ($ Thousands)  | $2715910 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Long Duration Credit Fund** (Concluded)

A list of the open futures contracts held by the Fund at November 30, 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 | 48 | Mar-2023 | $9832 | $9857 | $25 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Notes | 1043 | Mar-2023 | 112627 | 113239 | 612 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Notes | 49 | Mar-2023 | 5516 | 5562 | 46 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 135 | Mar-2023 | 17048 | 17145 | 97 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 89 | Mar-2023 | 12023 | 12129 | 106 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | 214 | Mar-2023 | 25386 | 25606 | 220 |
|  |  |  | 182432 | 183538 | 1106 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. Long Treasury Bond | (111) | Mar-2023 | $(13937) | $(14097) | $(160) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (106) | Mar-2023 | (14296) | (14446) | (150) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (271) | Mar-2023 | (32238) | (32427) | (189) |
|  |  |  | (60471) | (60970) | (499) |
|  |  |  | $121961 | $122568 | $607 |

---

A list of the open centrally cleared swap contracts held by the Fund at November 30, 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 | Quarterly | 07/24/2025 | USD | 12660 | $(724) | $– | $(724) |
| 3 MONTH USD - LIBOR | 1.0355% | Quarterly | 07/24/2025 | USD | 9375 | (535) |  | (535) |
| 3 MONTH USD - LIBOR | 1.0725 | Quarterly | 07/24/2025 | USD | 6330 | (357) |  | (357) |
| FLOATING | 1.39% FIXED | Quarterly | 09/28/2025 | USD | 14240 | (668) |  | (668) |
| 1.7725% | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 1060 | 303 |  | 303 |
| 1.785% | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 780 | 221 |  | 221 |
| 1.8075 | 3-MONTH USD - LIBOR | Quarterly | 07/24/2053 | USD | 530 | 148 |  | 148 |
| 1.87% FIXED | 3-MONTH USD - LIBOR | Quarterly | 09/28/2053 | USD | 1215 | 319 | – | 319 |
|  |  |  |  |  |  | $(1293) | $– | $(1293) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $2,746,022 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $200,014 ($ Thousands), representing 7.3% 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. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 2375780 |  | 2375780 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 161530 |  | 161530 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations |  | 142432 |  | 142432 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 10543 |  | 10543 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Security |  | 2750 |  | 2750 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 22875 | – |  | 22875 |
| Total Investments in Securities | 22875 | 2693035 |  | 2715910 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 1106 |  |  | 1106 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (499) |  |  | (499) |
| Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 991 |  | 991 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (2284) |  | (2284) |
| Total Other Financial Instruments | 607 | (1293) |  | (686) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value <br> 5/31/2022** | **Purchases at<br> Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value<br> 11/30/2022** | **Income**  | **Capital<br> Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $18516 | $753059 | $(748700) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $22875 | $261 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Ultra Short Duration Bond Fund**![](fp0081628-1_302.jpg)

<sup>†</sup>Percentages based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 36.7%** | **CORPORATE OBLIGATIONS — 36.7%** | **CORPORATE OBLIGATIONS — 36.7%** |
| **Communication Services — 1.7%** | **Communication Services — 1.7%** |  |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.373%, 03/03/2023 (A) | $2545 | $2515 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/28/2024  | 550 | 535 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.145%, SOFRINDX + 0.790%, 03/20/2026 (B) | 1200 | 1165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.923%, SOFRINDX + 0.500%, 03/22/2024 (B) | 1200 | 1192 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.428%, 03/15/2024 (A) | 1320 | 1282 |
|  |  | 6689 |
| **Consumer Discretionary — 4.3%** | **Consumer Discretionary — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 02/10/2023 (A) | 4295 | 4257 |
| &nbsp;&nbsp;&nbsp;Daimler Trucks Finance North America LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.562%, U.S. SOFR + 1.000%, 04/05/2024 (A)(B) | 750 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B) | 1125 | 1111 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.264%, U.S. SOFR + 0.620%, 10/15/2024 (B) | 4410 | 4280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/15/2023  | 800 | 797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, U.S. SOFR + 0.760%, 03/08/2024 (B) | 1000 | 980 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;1.200%, 10/15/2024  | $| 750 | $692 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/15/2025  |  | 60 | 60 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 10/01/2023  |  | 340 | 328 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 04/03/2023 (A) |  | 1445 | 1421 |
| &nbsp;&nbsp;&nbsp;Nordstrom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 04/08/2024  |  | 530 | 499 |
| &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/12/2023 (A) |  | 1600 | 1585 |
|  |  |  | 16755 |
| **Consumer Staples — 2.0%** | **Consumer Staples — 2.0%** | **Consumer Staples — 2.0%** |  |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/01/2023  |  | 1460 | 1451 |
| &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 | 539 |
| &nbsp;&nbsp;&nbsp;GE Healthcare Holding LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 11/15/2024 (A) |  | 500 | 502 |
| &nbsp;&nbsp;&nbsp;General Mills  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.241%, 11/18/2025  |  | 285 | 285 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, 03/24/2024 (A) |  | 735 | 714 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/24/2024 (A) |  | 1000 | 912 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/15/2024  |  | 2215 | 2097 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/26/2023  |  | 610 | 605 |
|  |  |  | 7758 |
| **Energy — 1.5%** | **Energy — 1.5%** | **Energy — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, SOFRINDX + 0.630%, 02/16/2024 (B) |  | 1400 | 1386 |
| &nbsp;&nbsp;&nbsp;Equities  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.678%, 10/01/2025  |  | 525 | 524 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 05/15/2023  |  | 1010 | 990 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/16/2024 (A) |  | 1895 | 1835 |
| &nbsp;&nbsp;&nbsp;Southern Natural Gas LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/28/2023 (A) |  | 695 | 679 |
|  |  |  | 5414 |
| **Financials — 15.0%** | **Financials — 15.0%** | **Financials — 15.0%** |  |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 11/03/2023  |  | 2700 | 2598 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, SOFRINDX + 0.700%, 05/24/2024 (A)(B) | $1820 | $1785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, SOFRINDX + 0.715%, 01/07/2025 (A)(B) | 800 | 776 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.892%, 05/24/2024  | 600 | 588 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.484%, U.S. SOFR + 0.660%, 02/04/2025 (B) | 950 | 933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.428%, U.S. SOFR + 0.690%, 04/22/2025 (B) | 1600 | 1573 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.963%, BSBY3M + 0.430%, 05/28/2024 (B) | 1350 | 1338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.486%, U.S. SOFR + 1.460%, 05/19/2024 (B) | 475 | 466 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.052%, SOFRINDX + 0.465%, 01/10/2025 (B) | 800 | 784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.924%, SOFRINDX + 0.620%, 09/15/2026 (B) | 1350 | 1301 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.145%, U.S. SOFR + 0.380%, 07/31/2024 (B) | 1375 | 1358 |
| &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, 07/13/2025 (A) | 475 | 467 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, 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;4.072%, SOFRINDX + 0.420%, 10/18/2024 (B) | 825 | 811 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.985%, U.S. SOFR + 2.160%, 07/24/2026 (B) | 250 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.518%, U.S. SOFR + 0.690%, 12/06/2024 (B) | 800 | 782 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.476%, U.S. SOFR + 0.669%, 05/01/2025 (B) | 800 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410%, U.S. SOFR + 0.694%, 01/25/2026 (B) | 650 | 633 |
| &nbsp;&nbsp;&nbsp;Citizens Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, U.S. SOFR + 1.395%, 05/23/2025 (B) | 400 | 394 |
| &nbsp;&nbsp;&nbsp;CNA Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 11/15/2023  | 500 | 511 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (A) | 385 | 369 |
| &nbsp;&nbsp;&nbsp;Credit Suisse NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.189%, SOFRINDX + 0.390%, 02/02/2024 (B) | 3855 | 3667 |

---

---

| | | |
|:---|:---|:---|
| 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;0.520%, 08/09/2023  | $1375 | $1310 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.046%, U.S. SOFR + 1.219%, 11/16/2027 (B) | 1100 | 960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.324%, U.S. SOFR + 0.500%, 11/08/2023 (B) | 1150 | 1142 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 02/06/2023  | 2580 | 2572 |
| &nbsp;&nbsp;&nbsp;DNB Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B) | 450 | 434 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/02/2025 (A) | 395 | 397 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.852%, U.S. SOFR + 1.230%, 10/27/2025 (B) | 620 | 625 |
| &nbsp;&nbsp;&nbsp;GA Global Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.736%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B) | 2275 | 2214 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.405%, U.S. SOFR + 0.700%, 01/24/2025 (B) | 800 | 785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719%, U.S. SOFR + 0.500%, 09/10/2024 (B) | 550 | 541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 02/23/2023  | 1730 | 1724 |
| &nbsp;&nbsp;&nbsp;HSBC Bank Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 05/14/2023 (A) | 2000 | 1964 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 05/25/2023  | 1315 | 1306 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.336%, U.S. SOFR + 3.030%, 11/03/2026 (B) | 400 | 418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.407%, U.S. SOFR + 0.580%, 11/22/2024 (B) | 825 | 804 |
| &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) | 345 | 338 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 11/22/2023  | 825 | 791 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.588%, U.S. SOFR + 0.885%, 04/22/2027 (B) | 1600 | 1555 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.352%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B) | 825 | 801 |
| &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/21/2025  | 400 | 402 |
| &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 (B) | 600 | 594 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Mizuho Financial Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.387%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (B) | $| 1200 | $1192 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, U.S. SOFR + 1.160%, 04/17/2025 (B) |  | 550 | 536 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/25/2023  |  | 2935 | 2928 |
| &nbsp;&nbsp;&nbsp;Nationwide Building Society  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 01/22/2024 (A) |  | 750 | 711 |
| &nbsp;&nbsp;&nbsp;NatWest Markets  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.355%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B) |  | 1265 | 1245 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671%, SOFRINDX + 1.090%, 10/28/2025 (B) |  | 380 | 383 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.208%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B) |  | 900 | 890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.054%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B) |  | 430 | 427 |
| &nbsp;&nbsp;&nbsp;Protective Life Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.082%, 06/09/2023 (A) |  | 610 | 598 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.746%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B) |  | 800 | 767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.351%, 06/13/2025 (A) |  | 525 | 514 |
| &nbsp;&nbsp;&nbsp;Standard Chartered  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.776%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.100%, 11/16/2025 (A)(B) |  | 400 | 412 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.728%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B) |  | 1000 | 993 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.809%, U.S. SOFR + 0.590%, 09/10/2026 (B) |  | 850 | 822 |
| &nbsp;&nbsp;&nbsp;Truist Financial MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.602%, U.S. SOFR + 0.400%, 06/09/2025 (B) |  | 900 | 879 |
| &nbsp;&nbsp;&nbsp;UBS AG/London  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 08/09/2024 (A) |  | 850 | 790 |
|  |  |  | 58999 |
| **Health Care — 2.8%** | **Health Care — 2.8%** | **Health Care — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.268%, SOFRINDX + 0.440%, 11/29/2024 (B) |  | 825 | 805 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2023  |  | 2325 | 2309 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 08/03/2023  |  | 1725 | 1674 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Illumina  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 12/12/2025  | $| 400 | $402 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 09/15/2023  |  | 1250 | 1204 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  |  | 1450 | 1400 |
| &nbsp;&nbsp;&nbsp;SSM Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 06/01/2023  |  | 1295 | 1286 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.182%, SOFRINDX + 0.530%, 10/18/2024 (B) |  | 1810 | 1793 |
|  |  |  | 10873 |
| **Industrials — 1.3%** | **Industrials — 1.3%** | **Industrials — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, U.S. SOFR + 0.680%, 09/29/2023 (B) |  | 1325 | 1297 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.643%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (B) |  | 1200 | 1200 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.508%, 05/01/2023  |  | 1000 | 996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.167%, 02/04/2023  |  | 1100 | 1092 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.550%, 08/01/2024 (A) |  | 965 | 898 |
|  |  |  | 5483 |
| **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;3.771%, U.S. SOFR + 0.250%, 10/01/2024 (B) |  | 590 | 582 |
| &nbsp;&nbsp;&nbsp;Microchip Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.972%, 02/15/2024  |  | 610 | 577 |
| &nbsp;&nbsp;&nbsp;Qorvo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/15/2024 (A) |  | 430 | 394 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/15/2024  |  | 2105 | 1974 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2023  |  | 1610 | 1573 |
| &nbsp;&nbsp;&nbsp;TD SYNNEX  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 08/09/2024  |  | 1375 | 1272 |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  |  | 1950 | 1816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.600%, 08/15/2023  |  | 830 | 804 |
|  |  |  | 8992 |
| **Materials — 0.4%** | **Materials — 0.4%** | **Materials — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 07/05/2024  |  | 475 | 472 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 07/15/2023  |  | 495 | 481 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Nutrien  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/07/2024  | $| 235 | $238 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 08/08/2024  |  | 325 | 320 |
|  |  |  | 1511 |
| **Utilities — 5.4%** | **Utilities — 5.4%** | **Utilities — 5.4%** |  |
| &nbsp;&nbsp;&nbsp;American Electric Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (B) |  | 1430 | 1421 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.475%, SOFRINDX + 0.650%, 05/13/2024 (B) |  | 625 | 616 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Resources  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.279%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (B) |  | 876 | 875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 03/02/2023  |  | 2060 | 2037 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.823%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (B) |  | 1726 | 1722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2023 (A) |  | 800 | 796 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 05/01/2023  |  | 1155 | 1145 |
| &nbsp;&nbsp;&nbsp;Mississippi Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.782%, U.S. SOFR + 0.300%, 06/28/2024 (B) |  | 740 | 723 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.207%, SOFRINDX + 0.400%, 11/03/2023 (B) |  | 1325 | 1314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 03/21/2024  |  | 625 | 607 |
| &nbsp;&nbsp;&nbsp;OGE Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.703%, 05/26/2023  |  | 540 | 529 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/16/2024  |  | 625 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 11/15/2023  |  | 525 | 503 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.891%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (B) |  | 1235 | 1230 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.841%, 11/08/2023  |  | 3425 | 3285 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.351%, SOFRINDX + 0.830%, 04/01/2024 (B) |  | 1690 | 1678 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (B) |  | 1795 | 1791 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Tampa Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/12/2024  | $| 475 | $| 464 |
|  |  |  |  | 21342 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $147,206) ($ Thousands) |  |  |  | 143816 |
| **ASSET-BACKED SECURITIES — 25.2%** | **ASSET-BACKED SECURITIES — 25.2%** | **ASSET-BACKED SECURITIES — 25.2%** | **ASSET-BACKED SECURITIES — 25.2%** | **ASSET-BACKED SECURITIES — 25.2%** |
| **Automotive — 13.1%** | **Automotive — 13.1%** | **Automotive — 13.1%** |  |  |
| &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 (A) |  | 1 |  | 1 |
| &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 (A) |  | 380 |  | 378 |
| &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 (A) |  | 172 |  | 172 |
| &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 |  | 2038 |
| &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 |  | 1145 |
| &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 (A) |  | 539 |  | 528 |
| &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 (A) |  | 1475 |  | 1444 |
| &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 (A) |  | 58 |  | 58 |
| &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  |  | 179 |  | 178 |
| &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 |  | 656 |
| &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 |  | 1218 |
| &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  |  | 787 |  | 760 |
| &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 |  | 1026 |
| &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  |  | 1468 |  | 1451 |
| &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 |  | 790 |
| &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  |  | 1017 |  | 951 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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-N2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.320%, 03/10/2028  | $32 | $31 |
| &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  | 192 | 176 |
| &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  | 410 | 379 |
| &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  | 338 | 328 |
| &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  | 223 | 221 |
| &nbsp;&nbsp;&nbsp;CFMT LLC, Ser 2021-AL1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390%, 09/22/2031 (A) | 813 | 766 |
| &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.105%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B) | 362 | 361 |
| &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 (A) | 781 | 773 |
| &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 (A) | 1137 | 1117 |
| &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 (A) | 570 | 538 |
| &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 (A) | 1005 | 969 |
| &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 (A) | 531 | 529 |
| &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 (A) | 506 | 501 |
| &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 (A) | 530 | 517 |
| &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 (A) | 945 | 927 |
| &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 (A) | 287 | 285 |
| &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 (A) | 378 | 359 |
| &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) | 1870 | 1837 |
| &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 (A) | 80 | 78 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760%, 10/22/2029 (A) | $375 | $375 |
| &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 (A) | 1395 | 1344 |
| &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 (A) | 95 | 95 |
| &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  | 709 | 702 |
| &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;Exeter Automobile Receivables Trust, Ser 2022-5A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.290%, 01/15/2025  | 725 | 724 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026 (A) | 291 | 276 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430%, 01/18/2028 (A) | 539 | 525 |
| &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 (A) | 421 | 416 |
| &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 (A) | 615 | 595 |
| &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 (A) | 718 | 711 |
| &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 (A) | 7 | 7 |
| &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 (A) | 755 | 715 |
| &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 (A) | 312 | 302 |
| &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 (A) | 1121 | 1107 |
| &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust, Ser 2018-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.190%, 07/15/2031 (A) | 605 | 577 |
| &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 (A) | 52 | 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 (A) | 265 | 256 |
| &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 (A) | 159 | 156 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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 (A) | $280 | $279 |
| &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 (A) | 148 | 147 |
| &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 (A) | 805 | 793 |
| &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 | 740 |
| &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  | 1102 | 1091 |
| &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  | 175 | 166 |
| &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) | 269 | 264 |
| &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) | 688 | 669 |
| &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 (A) | 320 | 314 |
| &nbsp;&nbsp;&nbsp;Lendbuzz Securitization Trust, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.460%, 06/15/2026 (A) | 791 | 752 |
| &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 (A) | 208 | 208 |
| &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.721%, 08/16/2032 (A) | 1349 | 1342 |
| &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  | 95 | 94 |
| &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  | 1151 | 1137 |
| &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  | 1497 | 1473 |
| &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  | 216 | 215 |
| &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  | 467 | 462 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.260%, 02/16/2027  | $| 1600 | $1519 |
| &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  |  | 1024 | 1018 |
| &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 | 969 |
| &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 | 139 |
| &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 (A) |  | 35 | 35 |
| &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 (A) |  | 249 | 245 |
| &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 (A) |  | 363 | 359 |
| &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 (A) |  | 138 | 137 |
| &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 (A) |  | 805 | 789 |
| &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 (A) |  | 707 | 703 |
| &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 (A) |  | 1050 | 1043 |
| &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 (A) |  | 950 | 933 |
| &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 (A) |  | 183 | 180 |
| &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 (A) |  | 485 | 469 |
|  |  |  | 51350 |
| **Credit Cards — 0.8%** | **Credit Cards — 0.8%** | **Credit Cards — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;CARDS II Trust, Ser 2021-1A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.602%, 04/15/2027 (A) |  | 1100 | 1034 |
| &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 (A) |  | 675 | 662 |
| &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 (A) |  | 1225 | 1162 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Synchrony Card Funding LLC, Ser 2022-A1, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%, 04/15/2028  | $| 525 | $506 |
|  |  |  | 3364 |
| **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;4.724%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (B) |  | 59 | 58 |
| **Other Asset-Backed Securities — 11.3%** | **Other Asset-Backed Securities — 11.3%** | **Other Asset-Backed Securities — 11.3%** |  |
| &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 (A) |  | 56 | 56 |
| &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 (A) |  | 152 | 147 |
| &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 (A) |  | 740 | 697 |
| &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 (A) |  | 635 | 616 |
| &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 (A) |  | 305 | 291 |
| &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 (A) |  | 698 | 678 |
| &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 (A) |  | 544 | 522 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/21/2028 (A) |  | 245 | 242 |
| &nbsp;&nbsp;&nbsp;Apidos CLO XII, Ser 2018-12A, Cl AR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B) |  | 925 | 912 |
| &nbsp;&nbsp;&nbsp;Aqua Finance Trust, Ser 2021-A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.540%, 07/17/2046 (A) |  | 355 | 324 |
| &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 (A) |  | 317 | 307 |
| &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 (A) |  | 610 | 578 |
| &nbsp;&nbsp;&nbsp;Benefit Street Partners CLO X, Ser 2021-10A, Cl X |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.843%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B) |  | 94 | 94 |

---

---

| | | |
|:---|:---|:---|
| 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 XII, Ser 2021-12A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.029%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B) | $1200 | $1178 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.710%, 02/20/2035 (A) | 917 | 855 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/18/2035 (A) | 781 | 769 |
| &nbsp;&nbsp;&nbsp;BHG Securitization Trust, Ser 2022-C, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.320%, 10/17/2035 (A) | 185 | 183 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.718%, SOFR30A + 1.500%, 02/15/2037 (A)(B) | 825 | 785 |
| &nbsp;&nbsp;&nbsp;Carbone CLO, Ser 2017-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.383%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B) | 350 | 344 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B) | 997 | 975 |
| &nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B) | 1029 | 1011 |
| &nbsp;&nbsp;&nbsp;CCG Receivables Trust, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.300%, 06/14/2027 (A) | 152 | 146 |
| &nbsp;&nbsp;&nbsp;CIFC Funding, Ser 2017-1A, Cl ARR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.435%, 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;5.097%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B) | 821 | 806 |
| &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) |  |  |
| &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 | 1042 |
| &nbsp;&nbsp;&nbsp;Crossroads Asset Trust, Ser 2021-A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820%, 03/20/2024 (A) | 152 | 151 |
| &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 (A) | 1113 | 1028 |
| &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 (A) | 515 | 510 |
| &nbsp;&nbsp;&nbsp;Dext ABS LLC, Ser 2021-1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.120%, 02/15/2028 (A) | 305 | 290 |
| &nbsp;&nbsp;&nbsp;FCI Funding LLC, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.130%, 04/15/2033 (A) | 181 | 177 |
| &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 | 1242 |
| &nbsp;&nbsp;&nbsp;FREED ABS Trust, Ser 2022-1FP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.940%, 03/19/2029 (A) | 34 | 34 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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) | $1267 | $1190 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610%, 09/20/2028 (A) | 535 | 511 |
| &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust, Ser 2022-3A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.430%, 08/20/2029 (A) | 475 | 475 |
| &nbsp;&nbsp;&nbsp;HPS Loan Management, Ser 2021-19, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.958%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B) | 145 | 145 |
| &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 | 790 |
| &nbsp;&nbsp;&nbsp;KKR CLO 21, Ser 2018-21, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.079%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B) | 775 | 761 |
| &nbsp;&nbsp;&nbsp;KKR CLO, Ser 2017-11, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.259%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B) | 750 | 736 |
| &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 (A) | 133 | 129 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B) | 973 | 953 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.278%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B) | 1670 | 1639 |
| &nbsp;&nbsp;&nbsp;Magnetite VIII, Ser 2018-8A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B) | 678 | 666 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.510%, 09/15/2031 (A) | 24 | 24 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2021-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 12/15/2031 (A) | 145 | 143 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2022-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.360%, 04/15/2032 (A) | 691 | 676 |
| &nbsp;&nbsp;&nbsp;Marlette Funding Trust, Ser 2022-3A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180%, 11/15/2032 (A) | 269 | 266 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2022-FL8, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.768%, SOFR30A + 1.350%, 02/19/2037 (A)(B) | 750 | 717 |
| &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 (A) | 2 | 2 |
| &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 (A) | 185 | 172 |
| &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) | 352 | 322 |

---

---

| | | |
|:---|:---|:---|
| 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 2020-DA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690%, 05/15/2069 (A) | $883 | $790 |
| &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) | 423 | 361 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.114%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B) | 1150 | 1129 |
| &nbsp;&nbsp;&nbsp;Nyctl Trust, Ser 2022-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 11/10/2034 (A) | 797 | 759 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2018-5A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.407%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B) | 300 | 294 |
| &nbsp;&nbsp;&nbsp;Octagon Investment Partners 30, Ser 2021-1A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.243%, ICE LIBOR USD 3 Month + 1.000%, 03/17/2030 (A)(B) | 670 | 661 |
| &nbsp;&nbsp;&nbsp;OHA Credit Funding 3, Ser 2021-3A, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.843%, ICE LIBOR USD 3 Month + 0.600%, 07/02/2035 (A)(B) | 281 | 281 |
| &nbsp;&nbsp;&nbsp;OZLM VII, Ser 2018-7RA, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.089%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B) | 704 | 693 |
| &nbsp;&nbsp;&nbsp;OZLM VIII, Ser 2021-8A, Cl A1R3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B) | 672 | 661 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2020-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.270%, 06/15/2025 (A) | 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 (A) | 1240 | 1187 |
| &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 (A) | 996 | 961 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.479%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B) | 1077 | 1068 |
| &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 (A) | 141 | 137 |
| &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 (A) | 260 | 252 |
| &nbsp;&nbsp;&nbsp;SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 10/20/2030 (A)(B) | 750 | 739 |
| &nbsp;&nbsp;&nbsp;Symphony CLO XIV, Ser 2019-14A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.961%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B) | 43 | 43 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Ultra Short 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;Symphony CLO XVIII, Ser 2021-18A, Cl X |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.075%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B) | $| 583 | $| 580 |
| &nbsp;&nbsp;&nbsp;Symphony Static CLO I, Ser 2021-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.188%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B) |  | 987 |  | 970 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2020-3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.702%, 11/20/2030 (A) |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-2, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.910%, 06/20/2031 (A) |  | 311 |  | 304 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.840%, 09/20/2031 (A) |  | 455 |  | 439 |
| &nbsp;&nbsp;&nbsp;Verde CLO, Ser 2021-1A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B) |  | 175 |  | 175 |
| &nbsp;&nbsp;&nbsp;Verizon Owner Trust, Ser 2020-C, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.410%, 04/21/2025  |  | 347 |  | 340 |
| &nbsp;&nbsp;&nbsp;Vibrant CLO VI, Ser 2021-6A, Cl AR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.477%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B) |  | 650 |  | 641 |
| &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 (A) |  | 383 |  | 375 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2017-1A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.094%, ICE LIBOR USD 3 Month + 0.900%, 01/18/2029 (A)(B) |  | 608 |  | 600 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2018-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.292%, TSFR3M + 1.232%, 04/25/2031 (A)(B) |  | 950 |  | 932 |
|  |  |  |  | 44023 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $101,619) ($ Thousands) |  |  |  | 98795 |
| **MORTGAGE-BACKED SECURITIES — 18.7%** | **MORTGAGE-BACKED SECURITIES — 18.7%** | **MORTGAGE-BACKED SECURITIES — 18.7%** | **MORTGAGE-BACKED SECURITIES — 18.7%** | **MORTGAGE-BACKED SECURITIES — 18.7%** |
| **Agency Mortgage-Backed Obligations — 5.6%** | **Agency Mortgage-Backed Obligations — 5.6%** | **Agency Mortgage-Backed Obligations — 5.6%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.080%, 10/25/2024 |  | 1800 |  | 1797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/21/2025 to 08/28/2025  |  | 3540 |  | 3476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/30/2024 to 02/28/2025  |  | 3420 |  | 3371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 11/24/2023 |  | 850 |  | 833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/25/2025 |  | 2150 |  | 2047 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.276%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.083%, 02/01/2030(B) |  | 5 |  | 5 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4030, Cl AN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/15/2027 |  | 270 |  | 259 |

---

---

| | | |
|:---|:---|:---|
| 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 2013-4272, Cl YG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 11/15/2026 | $196 | $191 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4379, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/15/2033 | 100 | 96 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4387, Cl DA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2032 | 79 | 78 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4721, Cl HV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2030 | 312 | 309 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2018-4818, Cl BD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/15/2045 | 352 | 343 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser K035, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, 08/25/2023(B) | 2172 | 2146 |
| &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 | 668 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2027 to 04/01/2040  | 80 | 84 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/01/2023 to 12/01/2024  | 2 | 2 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/01/2023 to 03/01/2025  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 | 276 | 265 |
| &nbsp;&nbsp;&nbsp;FNMA ARM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.045%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.045%, 05/01/2028(B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.151%, ICE LIBOR USD 6 Month + 1.837%, 09/01/2024(B) | 5 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.053%, ICE LIBOR USD 6 Month + 1.773%, 09/01/2024(B) | 2 | 2 |
| &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(B) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.245%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(B) |  |  |
| &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;4.466%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(B) | 4 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2002-64, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.161%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(B) | 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 | 170 | 158 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-97, Cl KA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/25/2031 | 29 | 28 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-99, Cl H |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 08/25/2043 | 692 | 669 |
| &nbsp;&nbsp;&nbsp;FNMA, Ser 2017-M13, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.880%, LIBOR USD 1 Month + 0.400%, 10/25/2024(B) | 68 | 68 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;FNMA, Ser M2, Cl A3 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113%, 12/25/2024(B) | $| 2267 | $2183 |
| &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 | 715 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K28, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.576%, 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;3.610%, 08/25/2046(A)(B) |  | 1110 | 1087 |
| &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 | 122 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-158, Cl CA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/20/2026 |  | 81 | 81 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2015-56, Cl LB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/16/2040 |  | 205 | 200 |
|  |  |  | 22006 |
| **Non-Agency Mortgage-Backed Obligations — 13.1%** | **Non-Agency Mortgage-Backed Obligations — 13.1%** | **Non-Agency Mortgage-Backed Obligations — 13.1%** |  |
| &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) |  | 3 | 3 |
| &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) |  | 10 | 10 |
| &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) |  | 18 | 18 |
| &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) |  | 35 | 33 |
| &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) |  | 240 | 214 |
| &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) |  | 347 | 315 |
| &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) |  | 202 | 182 |
| &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) |  | 273 | 254 |
| &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) |  | 667 | 523 |
| &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) |  | 534 | 415 |
| &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) |  | 900 | 704 |
| &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) |  | 152 | 139 |

---

---

| | | |
|:---|:---|:---|
| 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-F, Cl 2A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.942%, 07/25/2035(B) | $36 | $32 |
| &nbsp;&nbsp;&nbsp;Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.857%, 11/25/2035(B) | 6 | 5 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2017-DELC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, LIBOR USD 1 Month + 0.975%, 08/15/2036(A)(B) | 595 | 582 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-C8, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.601%, 10/15/2053 | 459 | 432 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.933%, 06/25/2035(B) | 21 | 20 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.884%, 08/25/2035(B) | 44 | 39 |
| &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 | 262 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2020-OBRK, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.925%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B) | 840 | 828 |
| &nbsp;&nbsp;&nbsp;BPR Trust, Ser 2021-TY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.925%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B) | 1000 | 941 |
| &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) | 148 | 141 |
| &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) | 277 | 230 |
| &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) | 254 | 238 |
| &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) | 437 | 392 |
| &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) | 152 | 145 |
| &nbsp;&nbsp;&nbsp;BWay Mortgage Trust, Ser 2013-1515, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.809%, 03/10/2033(A) | 237 | 227 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.829%, TSFR1M + 1.034%, 10/15/2036(A)(B) | 755 | 742 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-XL, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989%, TSFR1M + 1.194%, 10/15/2036(A)(B) | 977 | 954 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B) | $1025 | $981 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B) | 540 | 517 |
| &nbsp;&nbsp;&nbsp;BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.825%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B) | 1370 | 1303 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2021-LGCY, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.381%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2036(A)(B) | 1200 | 1133 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser 2022-LBA6, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, TSFR1M + 1.000%, 01/15/2039(A)(B) | 670 | 641 |
| &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 | 681 | 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) | 96 | 93 |
| &nbsp;&nbsp;&nbsp;Chase Mortgage Finance, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747%, SOFR30A + 1.200%, 02/25/2050(A)(B) | 483 | 426 |
| &nbsp;&nbsp;&nbsp;CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(B) | 9 | 8 |
| &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) | 10 | 10 |
| &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 | 569 | 553 |
| &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 | 166 | 159 |
| &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) | 625 | 608 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.544%, 09/25/2034(B) | 9 | 8 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.160%, 03/25/2036(B) | 52 | 41 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.582%, 02/25/2058(A)(B) | 189 | 180 |
| &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) | 347 | 287 |

---

---

| | | |
|:---|:---|:---|
| 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 2020-2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.853%, 03/25/2065(A)(B) | $56 | $54 |
| &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) | 171 | 151 |
| &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) | 85 | 79 |
| &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) | 426 | 347 |
| &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) | 563 | 457 |
| &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(A) | 203 | 178 |
| &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) | 985 | 801 |
| &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) | 875 | 705 |
| &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) | 461 | 375 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, 09/10/2047 | 9 | 9 |
| &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) | 822 | 667 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2019-AFC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.573%, 07/25/2049(A)(C) | 658 | 604 |
| &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) | 495 | 384 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809%, 05/25/2065(A)(B) | 528 | 468 |
| &nbsp;&nbsp;&nbsp;CSMC, Ser 2021-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015%, 04/25/2066(A)(B) | 809 | 658 |
| &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) | 156 | 138 |
| &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) | 193 | 160 |
| &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) | 69 | 61 |
| &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) | 118 | 93 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &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) | $322 | $250 |
| &nbsp;&nbsp;&nbsp;ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.577%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B) | 1060 | 1011 |
| &nbsp;&nbsp;&nbsp;Extended Stay America Trust, Ser ESH, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.256%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B) | 488 | 464 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(B) | 181 | 183 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.916%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(B) | 385 | 400 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2020-NQM2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.555%, 04/25/2065(A)(C) | 117 | 105 |
| &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) | 672 | 635 |
| &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) | 399 | 336 |
| &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) | 503 | 404 |
| &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) | 1373 | 1060 |
| &nbsp;&nbsp;&nbsp;GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.309%, 11/19/2035(B) | 88 | 73 |
| &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 | 248 | 237 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.525%, 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) | 61 | 61 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.671%, 07/25/2035(B) | 100 | 56 |
| &nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.984%, 05/25/2037(B) | 80 | 45 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2004-9, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.804%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(B) | 17 | 15 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-2, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(B) | 22 | 20 |

---

---

| | | |
|:---|:---|:---|
| 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 2005-3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(B) | $24 | $21 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.684%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(B) | 16 | 15 |
| &nbsp;&nbsp;&nbsp;Impac CMB Trust, Ser 2005-8, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(B) | 51 | 46 |
| &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) | 704 | 584 |
| &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) | 451 | 346 |
| &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) | 451 | 363 |
| &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 | 182 | 176 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960%, 08/25/2035(B) | 21 | 17 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.318%, 05/25/2037(B) | 45 | 39 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.794%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B) | 181 | 173 |
| &nbsp;&nbsp;&nbsp;JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, SOFR30A + 1.300%, 03/25/2051(A)(B) | 937 | 833 |
| &nbsp;&nbsp;&nbsp;KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.673%, LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B) | 290 | 286 |
| &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) | 807 | 803 |
| &nbsp;&nbsp;&nbsp;LSTAR Securities Investment, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B) | 286 | 277 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.454%, 06/25/2037(B) | 56 | 36 |
| &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) | 105 | 98 |
| &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) | 108 | 102 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;MFA Trust, Ser 2020-NQM3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.014%, 01/26/2065(A)(B) | $134 | $123 |
| &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) | 314 | 269 |
| &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) | 392 | 314 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B) | 2800 | 2668 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2021-STOR, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.575%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B) | 325 | 311 |
| &nbsp;&nbsp;&nbsp;MHP, Ser 2022-MHIL, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.609%, TSFR1M + 0.815%, 01/15/2027(A)(B) | 379 | 361 |
| &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) | 121 | 116 |
| &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) | 83 | 80 |
| &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) | 192 | 188 |
| &nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/25/2066(A)(B) | 482 | 455 |
| &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) | 330 | 304 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21, Ser C21, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/15/2048 | 189 | 184 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I Trust 2019-H6, Ser H6, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228%, 06/15/2052 | 1000 | 963 |
| &nbsp;&nbsp;&nbsp;MortgageIT Trust, Ser 2005-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(B) | 46 | 43 |
| &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) | 154 | 146 |
| &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) | 383 | 357 |
| &nbsp;&nbsp;&nbsp;New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.927%, 09/25/2057(A)(B) | 162 | 152 |
| &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) | 67 | 61 |

---

---

| | | |
|:---|:---|:---|
| 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-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.464%, 01/26/2060(A)(B) | $298 | $267 |
| &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) | 123 | 112 |
| &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) | 165 | 143 |
| &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) | 704 | 584 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2018-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.694%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B) | 28 | 26 |
| &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) | 668 | 514 |
| &nbsp;&nbsp;&nbsp;Paragon Mortgages, Ser 2006-12A, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.826%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B) | 74 | 70 |
| &nbsp;&nbsp;&nbsp;PRPM LLC, Ser 2021-RPL1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, 07/25/2051(A)(C) | 251 | 222 |
| &nbsp;&nbsp;&nbsp;Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.553%, 07/27/2037(B) | 63 | 49 |
| &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) | 65 | 60 |
| &nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust, Ser 2004-12, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.479%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(B) | 8 | 7 |
| &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) | 15 | 15 |
| &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) | 965 | 785 |
| &nbsp;&nbsp;&nbsp;SREIT Trust, Ser 2021-MFP, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.955%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B) | 900 | 853 |
| &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) | 359 | 330 |
| &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) | 23 | 22 |
| &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) | 70 | 67 |
| &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) | 183 | 168 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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) | $581 | $464 |
| &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) | 443 | 360 |
| &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) | 191 | 187 |
| &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) | 244 | 240 |
| &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) | 318 | 301 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2017-5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.512%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B) | 192 | 189 |
| &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) | 89 | 85 |
| &nbsp;&nbsp;&nbsp;Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059(A)(B) | 258 | 253 |
| &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) | 864 | 809 |
| &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) | 455 | 444 |
| &nbsp;&nbsp;&nbsp;TTAN, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B) | 691 | 657 |
| &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 | 238 | 226 |
| &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 | 238 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2019-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.642%, 11/25/2059(A)(C) | 69 | 66 |
| &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) | 107 | 101 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.417%, 01/25/2060(A)(C) | 31 | 29 |
| &nbsp;&nbsp;&nbsp;Verus Securitization Trust, Ser 2020-4, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.502%, 05/25/2065(A)(C) | 154 | 137 |
| &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) | 289 | 234 |
| &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) | 377 | 299 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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 2021-2, Cl A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.031%, 02/25/2066(A)(B) | $| 377 | $| 311 |
| &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) |  | 447 |  | 388 |
| &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) |  | 537 |  | 487 |
| &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) |  | 335 |  | 289 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.093%, 03/25/2036(B) |  | 68 |  | 61 |
| &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 |  | 321 |  | 310 |
|  |  |  |  | 51201 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $79,569) ($ Thousands) |  |  |  | 73207 |
| **U.S. TREASURY OBLIGATIONS — 13.7%** | **U.S. TREASURY OBLIGATIONS — 13.7%** | **U.S. TREASURY OBLIGATIONS — 13.7%** | **U.S. TREASURY OBLIGATIONS — 13.7%** | **U.S. TREASURY OBLIGATIONS — 13.7%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.051%, 07/13/2023 (D) |  | 5000 |  | 4864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.616%, 03/23/2023 (D) |  | 3125 |  | 3084 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/30/2024  |  | 4525 |  | 4363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 04/15/2024  |  | 11325 |  | 10689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/15/2024  |  | 4375 |  | 4096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 05/15/2023  |  | 15300 |  | 14995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 08/15/2023  |  | 1550 |  | 1500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2023  |  | 5855 |  | 5623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 12/15/2023  |  | 4700 |  | 4481 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $54,434) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $54,434) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $54,434) ($ Thousands) |  | 53695 |
| **MUNICIPAL BONDS — 4.7%** | **MUNICIPAL BONDS — 4.7%** | **MUNICIPAL BONDS — 4.7%** | **MUNICIPAL BONDS — 4.7%** | **MUNICIPAL BONDS — 4.7%** |
| **California — 0.9%** | **California — 0.9%** | **California — 0.9%** |  |  |
| &nbsp;&nbsp;&nbsp;Golden State Tobacco Securitization, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.672%, 06/01/2023  |  | 1945 |  | 1905 |
| &nbsp;&nbsp;&nbsp;Los Angeles Community College District, Ser C-2, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2023  |  | 1515 |  | 1512 |
|  |  |  |  | 3417 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Ultra Short Duration Bond Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **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 | $778 |
| **District of Columbia — 0.2%** | **District of Columbia — 0.2%** |  |
| &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 | 550 |
| **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  | 1345 | 1311 |
| **New York — 2.3%** | **New York — 2.3%** |  |
| &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 | 1369 |
| &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 | 2337 |
| &nbsp;&nbsp;&nbsp;New York City Housing Development, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.324%, 01/01/2023  | 1410 | 1407 |
| &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 | 2786 |
| &nbsp;&nbsp;&nbsp;New York State Dormitory Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.267%, 03/15/2023  | 910 | 898 |
|  |  | 8797 |
| **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 | 2435 |
| **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 | 832 |
| Total Municipal Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $18,590) ($ Thousands) |  | 18261 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. GOVERNMENT AGENCY OBLIGATION — 0.6%** | **U.S. GOVERNMENT AGENCY OBLIGATION — 0.6%** | **U.S. GOVERNMENT AGENCY OBLIGATION — 0.6%** |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/28/2024 | $2225 | $2189 |
| Total U.S. Government Agency Obligation |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,225) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $2,225) ($ Thousands) | 2189 |
|  | <br> Shares |  |
| **CASH EQUIVALENT — 0.0%** | **CASH EQUIVALENT — 0.0%** | **CASH EQUIVALENT — 0.0%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 174010 | 174 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $174) ($ Thousands) |  | 174 |
|  | Face Amount <br> (Thousands) |  |
| **REPURCHASE AGREEMENT — 0.2%** | **REPURCHASE AGREEMENT — 0.2%** | **REPURCHASE AGREEMENT — 0.2%** |
| &nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, dated 11/30/2022, to be repurchased on 12/01/2022, repurchase price $900,096 (collateralized by various U.S. Government Agencies), 2.000% - 5.000%, 12/20/2050 – 10/01/2052, par value $2,000 – 824,068; with total market value of $918,000) (E) | $900 | 900 |
| Total Repurchase Agreement |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $900) ($ Thousands) |  | 900 |
| Total Investments in Securities — 99.8% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $404,717) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $404,717) ($ Thousands)  | $391037 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open futures contracts held by the Fund at November 30, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Depreciation (Thousands)** |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (1) | Mar-2023 | $(108) | $(109) | $(1) |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | (42) | Mar-2023 | (4730) | (4767) | (37) |
|  |  |  | $(4838) | $(4876) | $(38) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $391,965 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $158,199 ($ Thousands), representing 40.4% 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. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 143816 |  | 143816 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 98795 |  | 98795 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 73207 |  | 73207 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | 4363 | 49332 |  | 53695 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 18261 |  | 18261 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligation |  | 2189 |  | 2189 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 174 |  |  | 174 |
| &nbsp;&nbsp;&nbsp;Repurchase Agreement | – | 900 |  | 900 |
| Total Investments in Securities | 4537 | 386500 |  | 391037 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (38) |  |  | (38) |
| Total Other Financial Instruments | (38) |  |  | (38) |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022**  | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)** | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;693 | $&nbsp;&nbsp;&nbsp;&nbsp;117250 | $&nbsp;&nbsp;&nbsp;&nbsp;(117769) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;174 | $&nbsp;&nbsp;&nbsp;&nbsp;21 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Debt Fund**![](fp0081628-1_318.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS — 93.5%** | **GLOBAL BONDS — 93.5%** | **GLOBAL BONDS — 93.5%** |
| **Angola — 1.4%** | **Angola — 1.4%** |  |
| &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 | $3295 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.500%, 11/12/2025  | 665 | 678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048  | 5113 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 05/08/2048 (B) | 590 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032 (B) | 4321 | 3885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 04/14/2032  | 3517 | 3162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028  | 1796 | 1664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/09/2028 (B) | 364 | 337 |
| &nbsp;&nbsp;&nbsp;Angolan Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049 (B) | 767 | 631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125%, 11/26/2049  | 572 | 471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/26/2029  | 2572 | 2330 |
| &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  | 4351 | 3948 |
|  |  | 25153 |
| **Argentina — 1.0%** | **Argentina — 1.0%** |  |
| &nbsp;&nbsp;&nbsp;Argentine Republic Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/09/2041 (C) | 13925 | 3775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/09/2035 (C) | 37577 | 8784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 07/09/2029  | 1627 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2029  | 13 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 07/09/2030 (C) | $17682 | 4535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/09/2030  | 407 | 84 |
| &nbsp;&nbsp;&nbsp;Provincia de Buenos Aires MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/01/2037 (C) | 977 | 197 |
| &nbsp;&nbsp;&nbsp;Provincia de Cordoba  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/10/2025 (B)(C) | $721 | 577 |
| &nbsp;&nbsp;&nbsp;Rio Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/01/2025 (B) | 372 | 242 |
|  |  | 18609 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Armenia — 0.1%** | **Armenia — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Armenia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 09/26/2029  | $250 | $200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 02/02/2031  | 1247 | 951 |
|  |  | 1151 |
| **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  | 2509 | 2360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/01/2032  | 1560 | 1302 |
| &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026 (B) | 1774 | 1814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/24/2026  | 8329 | 8516 |
| &nbsp;&nbsp;&nbsp;State Oil of the Azerbaijan Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | 4011 | 4058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/18/2030  | 540 | 546 |
| &nbsp;&nbsp;&nbsp;State Oil of the Azerbaijan Republic MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2023  | 1100 | 1094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2023  | 229 | 228 |
|  |  | 19918 |
| **Bahamas — 0.1%** | **Bahamas — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Bahamas Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/21/2028  | 1370 | 1014 |
| **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 | 5241 |
| &nbsp;&nbsp;&nbsp;Bahrain Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 01/25/2028  | 1054 | 962 |
| &nbsp;&nbsp;&nbsp;CBB International Sukuk Programme WLL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/18/2029 (B) | 1359 | 1212 |
| &nbsp;&nbsp;&nbsp;Oil and Gas Holding BSCC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028 (B) | 810 | 828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/07/2028  | 600 | 613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/07/2024 (B) | 304 | 306 |
|  |  | 9162 |
| **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 | 49 |
| **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 | 86 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 01/22/2035  | 1801 | 1340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032 (B) | 3509 | 2805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/19/2032  | 156 | 125 |
|  |  | 4356 |
| **Bermuda — 0.3%** | **Bermuda — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Bermuda Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2032 (B) | $1192 | 1147 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;5.000%, 07/15/2032  | $592 | $570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2029  | 2968 | 2879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.717%, 01/25/2027  | 1048 | 991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 08/20/2030  | 306 | 249 |
|  |  | 5836 |
| **Brazil — 7.5%** | **Brazil — 7.5%** |  |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/31/2050 (B) | 2007 | 1570 |
| &nbsp;&nbsp;&nbsp;Brazil Letras do Tesouro Nacional  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.710%, 01/01/2025 (D) | 51000 | 7500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.620%, 07/01/2023 (D) | 58723 | 10351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.520%, 01/01/2024 (D) | 68174 | 11264 |
| &nbsp;&nbsp;&nbsp;Brazil Loan Trust 1  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.477%, 07/24/2023 (B) | $321 | 319 |
| &nbsp;&nbsp;&nbsp;Brazil Minas SPE via State of Minas Gerais  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028 (E) | 1296 | 1250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, 02/15/2028  | 994 | 958 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Ser B  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2045  | 435 | 326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 08/15/2050  | 623 | 468 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional, Ser F  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2023  | 74831 | 14193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2025  | 83036 | 14965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2027  | 108178 | 18889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2029  | 101672 | 17198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2031  | 36818 | 6086 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional Serie B  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/15/2035  | 390 | 294 |
| &nbsp;&nbsp;&nbsp;Brazil Notas do Tesouro Nacional Serie F  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 01/01/2033  | 6164 | 1046 |
| &nbsp;&nbsp;&nbsp;Brazilian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 01/07/2041  | $523 | 453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/21/2047  | 2318 | 1910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/27/2045  | 3758 | 2904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/14/2050  | 11031 | 8020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/12/2030  | 538 | 469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2031  | 2871 | 2440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/06/2025  | 4074 | 3838 |
| &nbsp;&nbsp;&nbsp;Centrais Eletricas Brasileiras  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 02/04/2030 (B) | 232 | 202 |
| &nbsp;&nbsp;&nbsp;CSN Inova Ventures  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/28/2028 (B) | 800 | 760 |
| &nbsp;&nbsp;&nbsp;CSN Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/10/2031 (B) | 804 | 622 |
| &nbsp;&nbsp;&nbsp;Gol Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/31/2025 (B) | 1240 | 527 |
| &nbsp;&nbsp;&nbsp;Iochpe-Maxion Austria GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 05/07/2028 (B) | 866 | 719 |
| &nbsp;&nbsp;&nbsp;MC Brazil Downstream Trading SARL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031 (B) | 1867 | 1546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 06/30/2031  | 420 | 348 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Minerva Luxembourg  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/18/2031 (B) | $462 | $379 |
| &nbsp;&nbsp;&nbsp;MV24 Capital BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.748%, 06/01/2034 (B) | 571 | 506 |
| &nbsp;&nbsp;&nbsp;Nexa Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 05/04/2027 (B) | 4041 | 3759 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/16/2047  | 572 | 566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2029  | 406 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2030  | 687 | 639 |
|  |  | 137687 |
| **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 | 623 |
| **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 | 1923 |
| **Chile — 2.5%** | **Chile — 2.5%** |  |
| &nbsp;&nbsp;&nbsp;ALFA Desarrollo SPA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/27/2051 (B) | $353 | 259 |
| &nbsp;&nbsp;&nbsp;ATP Tower Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 04/27/2026 (B) | 381 | 330 |
| &nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/12/2027 (B) | $1691 | 1545 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 09/01/2030  | 873412 | 991 |
| &nbsp;&nbsp;&nbsp;Bonos de la Tesoreria de la Republica en pesos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/01/2034 (B) | 8618194 | 10914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/01/2043  | 570000 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/01/2028 (B) | 1565000 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/01/2035  | 690000 | 744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/01/2030 (B) | 4555000 | 4914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/01/2026  | 3110000 | 3369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 10/01/2033 (B) | 625000 | 555 |
| &nbsp;&nbsp;&nbsp;Cencosud  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/17/2027 (B) | $2283 | 2129 |
| &nbsp;&nbsp;&nbsp;Chile Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 01/31/2052  | 625 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 10/30/2042  | 1368 | 1053 |
| &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  | 1690 | 1067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/07/2041  | 1537 | 1119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 01/22/2061  | 730 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 01/31/2027  | 1595 | 1475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 07/27/2033  | 8746 | 6974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/31/2031 (E) | 473 | 399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 05/27/2030  | 230 | 207 |
| &nbsp;&nbsp;&nbsp;Empresa de los Ferrocarriles del Estado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.830%, 09/14/2061  | $500 | 328 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.068%, 08/18/2050  | $300 | $183 |
| &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/14/2047  | 350 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/16/2031 (B) | 504 | 421 |
| &nbsp;&nbsp;&nbsp;Nacional del Cobre de Chile  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2031 (B) | 234 | 213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050 (B) | 669 | 499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 01/14/2030  | 750 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/30/2029  | 1050 | 932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/30/2029 (B) | 390 | 346 |
|  |  | 45530 |
| **China — 2.9%** | **China — 2.9%** |  |
| &nbsp;&nbsp;&nbsp;Alibaba Group Holding Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/09/2061  | 208 | 128 |
| &nbsp;&nbsp;&nbsp;Blossom Joy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100% (A)(F) | 243 | 224 |
| &nbsp;&nbsp;&nbsp;China Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.810%, 09/14/2050  | 8700 | 1326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.720%, 04/12/2051  | 3800 | 567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.530%, 10/18/2051  | 16870 | 2441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.280%, 12/03/2027  | 34540 | 4980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.270%, 11/19/2030  | 32100 | 4653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.020%, 10/22/2025  | 54100 | 7709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.010%, 05/13/2028  | 2000 | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.910%, 10/14/2028  | 5000 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.890%, 11/18/2031  | 63680 | 8905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 03/24/2029  | 4700 | 658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 06/15/2029  | 5000 | 695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690%, 08/12/2026  | 6000 | 843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.620%, 09/25/2029  | 4000 | 551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 09/01/2032  | 5500 | 750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.240%, 05/25/2025  | 4000 | 558 |
| &nbsp;&nbsp;&nbsp;China Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/19/2023  | $2175 | 2152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/26/2026 (B) | 2160 | 1956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 10/21/2025  | 1465 | 1313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 10/21/2023  | 3830 | 3696 |
| &nbsp;&nbsp;&nbsp;Chinalco Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 06/03/2026  | 632 | 571 |
| &nbsp;&nbsp;&nbsp;Chinalco Capital Holdings Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100% (A)(F) | 307 | 294 |
| &nbsp;&nbsp;&nbsp;CNAC HK Finbridge  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 07/19/2027  | 261 | 238 |
| &nbsp;&nbsp;&nbsp;CNAC HK Finbridge Co Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 03/14/2028  | 361 | 341 |
| &nbsp;&nbsp;&nbsp;Dianjian Haiyu Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300% (A)(F) | 205 | 199 |
| &nbsp;&nbsp;&nbsp;Dianjian International Finance Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600% (A)(F) | 448 | 446 |
| &nbsp;&nbsp;&nbsp;ENN Clean Energy International Investment  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/12/2026 (B) | 308 | 263 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Leader Goal International MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250% (A)(F) | $263 | $262 |
| &nbsp;&nbsp;&nbsp;Meituan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/28/2030  | 238 | 179 |
| &nbsp;&nbsp;&nbsp;Minmetals Bounteous Finance BVI  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375% (A)(F) | 1080 | 1032 |
| &nbsp;&nbsp;&nbsp;Powerchina Roadbridge Group British Virgin Islands  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080% (A)(F) | 423 | 380 |
| &nbsp;&nbsp;&nbsp;Prosus NV MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.061%, 07/13/2031 (B) | 1409 | 1052 |
| &nbsp;&nbsp;&nbsp;Shimao Group Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/15/2026  | $2542 | 247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 01/30/2025  | 2111 | 190 |
| &nbsp;&nbsp;&nbsp;Sinopec Group Overseas Development 2018  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 01/08/2031  | 460 | 383 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.240%, 06/03/2050 (B) | 620 | 399 |
| &nbsp;&nbsp;&nbsp;Wanda Properties International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 01/29/2024  | 1217 | 973 |
| &nbsp;&nbsp;&nbsp;Wanda Properties Overseas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 07/23/2023  | 244 | 214 |
|  |  | 52756 |
| **Colombia — 5.0%** | **Colombia — 5.0%** |  |
| &nbsp;&nbsp;&nbsp;AI Candelaria Spain (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 12/15/2028 (E) | 570 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 06/15/2033  | 1280 | 941 |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.850%, 06/28/2027  | 7914000 | 1442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.850%, 06/28/2027  | 994000 | 181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/21/2024  | $288 | 294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 04/20/2033  | 7296 | 7209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/18/2041  | 5764 | 4513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/26/2044  | 1555 | 1107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 05/15/2049  | 4851 | 3209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2045  | 4862 | 3208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2029  | 3277 | 2791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2023  | 4586000 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/22/2042  | $6009 | 3686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 02/15/2061  | 1115 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/22/2032  | 4299 | 3062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031  | 1746 | 1274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/30/2030  | 4250 | 3195 |
| &nbsp;&nbsp;&nbsp;Colombian TES  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 07/24/2024  | 11649300 | 2350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/28/2042  | 14241200 | 2132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/18/2030  | 7800300 | 1210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/26/2026  | 48073200 | 8476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/18/2034  | 33115200 | 4500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/26/2050  | 6253600 | 735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 46005300 | 6655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/26/2031  | 1757100 | 254 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;7.000%, 06/30/2032  | 34716600 | $4852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/26/2025  | 13845700 | 2445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 07/09/2036  | 9621900 | 1146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/28/2028  | 22723100 | 3492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/03/2027  | 45770200 | 7130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/18/2029  | 1309400 | 740 |
| &nbsp;&nbsp;&nbsp;Ecopetrol  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/29/2030  | $686 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/02/2051  | 504 | 334 |
| &nbsp;&nbsp;&nbsp;Empresas Publicas de Medellin ESP (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 11/08/2027  | 4600000 | 706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 09/10/2024  | 2224000 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 09/10/2024  | 1827000 | 339 |
| &nbsp;&nbsp;&nbsp;Financiera de Desarrollo Territorial Findeter  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024 (B) | 1408000 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 08/12/2024  | 1095000 | 201 |
| &nbsp;&nbsp;&nbsp;Geopark  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 01/17/2027 (B)(E) | $1438 | 1260 |
| &nbsp;&nbsp;&nbsp;Gran Tierra Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/23/2027 (B) | 390 | 314 |
| &nbsp;&nbsp;&nbsp;Grupo Aval  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/04/2030 (B) | 1083 | 840 |
| &nbsp;&nbsp;&nbsp;Millicom International Cellular  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2028 (B) | 733 | 662 |
| &nbsp;&nbsp;&nbsp;Promigas ESP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/16/2029  | 1073 | 850 |
| &nbsp;&nbsp;&nbsp;SierraCol Energy Andina LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 06/15/2028 (B) | 1819 | 1357 |
|  |  | 92443 |
| **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  | 2097 | 1953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 04/04/2044  | 780 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/19/2031  | 1141 | 1102 |
|  |  | 3782 |
| **Côte d'Ivoire — 0.6%** | **Côte d'Ivoire — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Ivory Coast Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/17/2040  | 2734 | 2147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048 (B) | 1859 | 1371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048  | 1137 | 839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 03/22/2048  | 4364 | 3218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/15/2033  | $200 | 178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 10/17/2031 (B) | 198 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/31/2032 (C) | $27 | 26 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/22/2030  | 2321 | 2011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/30/2032  | 520 | 420 |
|  |  | 10380 |
| **Czech Republic — 0.3%** | **Czech Republic — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/12/2028  | 15080 | 658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2030  | 39190 | 1693 |

---

---

| | | |
|:---|:---|:---|
| 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;1.950%, 07/30/2037  | 8240 | $246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/23/2032  | 39200 | 1282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 04/24/2040  | 49440 | 1288 |
|  |  | 5167 |
| **Czechia — 1.3%** | **Czechia — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;Czech Republic Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/04/2036  | 12390 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/23/2029  | 117630 | 4378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/25/2028  | 193090 | 7209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 09/17/2025  | 18270 | 715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/13/2033  | 96670 | 3136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/13/2031  | 38160 | 1222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/26/2026  | 77590 | 2850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 05/15/2030  | 47180 | 1519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 02/10/2027  | 29920 | 1039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.050%, 11/29/2029  | 62880 | 1909 |
|  |  | 24472 |
| **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 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044  | $2024 | 1890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.450%, 04/30/2044 (B) | 587 | 548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 01/27/2045  | 2518 | 2181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2048  | 6323 | 5213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 06/05/2049  | 1762 | 1430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033  | 6867 | 6172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/22/2033 (B) | 434 | 390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2060  | 3748 | 2778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 01/21/2041  | 4049 | 3085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030  | 2594 | 2196 |
|  |  | 26314 |
| **Ecuador — 1.1%** | **Ecuador — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Ecuador Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.388%, 07/31/2030 (D) | 100 | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.262%, 07/31/2030 (B)(D) | 2261 | 832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2030 (B)(C) | 3818 | 2321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2030 (C) | 1229 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/31/2035 (C) | 17844 | 7823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/31/2035 (B)(C) | 10962 | 4806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/31/2040 (B)(C) | 6670 | 2666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/31/2040 (C) | 746 | 298 |
|  |  | 19530 |
| **Egypt — 2.1%** | **Egypt — 2.1%** |  |
| &nbsp;&nbsp;&nbsp;Egypt Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16.100%, 05/07/2029  | 21345 | 762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.664%, 10/06/2030  | 7247 | 238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.556%, 10/13/2027  | 17572 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.382%, 01/12/2031  | 5367 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14.292%, 01/05/2028  | 28937 | 986 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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  | $3870 | $2653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/29/2050 (B) | 1808 | 1240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049  | 1710 | 1157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.700%, 03/01/2049 (B) | 724 | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048  | 1572 | 1013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.903%, 02/21/2048 (B) | 1140 | 735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032 (B) | 2905 | 2185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/29/2032  | 4519 | 3400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.588%, 02/21/2028 (B) | 1448 | 1186 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047  | 5294 | 3532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2047 (B) | 1389 | 927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.150%, 11/20/2059  | 874 | 581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029 (B) | 910 | 746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 03/01/2029  | 1133 | 929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 02/16/2061 (B) | 110 | 70 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033  | 3965 | 2875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 09/30/2033 (B) | 2441 | 1770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.053%, 01/15/2032 (B) | 1551 | 1149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031 (B) | 1498 | 1088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/11/2031  | 2820 | 2048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/16/2031  | $1314 | 928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027 (B) | 740 | 610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 09/30/2027  | 1230 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/16/2030  | 1081 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025 (B) | 325 | 299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/11/2025  | 633 | 582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/16/2026  | 2310 | 1982 |
|  |  | 38743 |
| **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  | $10273 | 4238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 02/28/2029  | 2396 | 1018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/10/2032  | 141 | 59 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2041  | 1185 | 435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 02/01/2041 (B) | 755 | 277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 01/20/2050  | 328 | 120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/18/2027 (B) | 1014 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 01/30/2025  | 2784 | 1740 |
|  |  | 8310 |
| **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 | 266 |
| &nbsp;&nbsp;&nbsp;Federal Democratic Republic of Ethiopia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 12/11/2024 (B) | 692 | 428 |
|  |  | 694 |
| **Gabon — 0.1%** | **Gabon — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Gabon Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/24/2031 (B) | 1542 | 1275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 02/06/2031  | 366 | 301 |

---

---

| | | |
|:---|:---|:---|
| 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;6.375%, 12/12/2024 (B) | $699 | $654 |
|  |  | 2230 |
| **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 | 517 |
| &nbsp;&nbsp;&nbsp;Georgian Railway JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/17/2028 (B) | 305 | 252 |
|  |  | 769 |
| **Ghana — 0.7%** | **Ghana — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Ghana Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030  | 6626 | 4602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.750%, 10/14/2030 (B) | 822 | 571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/26/2051 (B) | 492 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/26/2051  | 200 | 67 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/07/2042  | 1946 | 665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 05/07/2042 (B) | 1286 | 439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/11/2061  | 1039 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/11/2061 (B) | 567 | 186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.625%, 04/07/2034  | 4002 | 1411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/11/2035  | 2047 | 709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 04/07/2029  | 1321 | 489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 05/16/2029  | 3054 | 1130 |
| &nbsp;&nbsp;&nbsp;Republic of Ghana Government Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20.750%, 03/06/2023  | 2770 | 187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19.250%, 12/18/2023  | 5730 | 340 |
| &nbsp;&nbsp;&nbsp;Tullow Oil (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.250%, 05/15/2026  | $506 | 434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/01/2025  | 1747 | 1197 |
|  |  | 12932 |
| **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)(E) | 1444 | 1251 |
| &nbsp;&nbsp;&nbsp;Guatemala Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 06/01/2050 (E) | 370 | 340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2032  | 810 | 791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/10/2029  | 1951 | 1870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 06/01/2030  | 1511 | 1422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 10/07/2041  | 1024 | 805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/03/2026  | 941 | 903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033  | 1055 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 10/07/2033 (B) | 320 | 261 |
|  |  | 8505 |
| **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  | 1291 | 1102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/24/2030  | 2043 | 1548 |
|  |  | 2650 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **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 | $742 |
| **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  | 1028690 | 1977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/23/2028  | 1072420 | 2215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 05/27/2032  | 533850 | 1015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/27/2038  | 697320 | 977 |
| &nbsp;&nbsp;&nbsp;Hungary Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 06/16/2029 (B) | $545 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 06/16/2031  | 1088 | 1020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051  | $5704 | 3424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/21/2051 (B) | 584 | 351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/22/2031  | 2549 | 1908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 09/22/2031 (B) | 1200 | 898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/05/2035  | 2232 | 1551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 11/17/2050  | 800 | 414 |
|  |  | 16274 |
| **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 | 537 |
| &nbsp;&nbsp;&nbsp;Export-Import Bank of India MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 01/15/2030  | 1179 | 1032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 01/13/2031  | 1052 | 838 |
| &nbsp;&nbsp;&nbsp;Greenko Power II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 12/13/2028  | 710 | 611 |
| &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)(F) | 290 | 272 |
| &nbsp;&nbsp;&nbsp;Power Finance MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/23/2030 (B) | 786 | 691 |
| &nbsp;&nbsp;&nbsp;Reliance Industries (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/12/2052  | 986 | 669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/12/2032  | 1175 | 979 |
| &nbsp;&nbsp;&nbsp;UPL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/16/2030  | 1087 | 870 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 05/31/2023  | 300 | 280 |
| &nbsp;&nbsp;&nbsp;Vedanta Resources Finance II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.875%, 01/21/2024 (B) | 403 | 345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.950%, 03/11/2025  | 760 | 502 |
|  |  | 7626 |
| **Indonesia — 6.1%** | **Indonesia — 6.1%** |  |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/14/2052 (B) | 949 | 826 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032 (B) | 1605 | 1485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.315%, 04/14/2032  | 929 | 859 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Indonesia Asahan Aluminium Persero  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.757%, 11/15/2048  | $345 | $318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 05/15/2050 (B) | 1683 | 1373 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.710%, 11/15/2023 (B) | 866 | 865 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/12/2035  | 2310 | 2896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 10/12/2035  | 400 | 501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/11/2029  | 534 | 532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 09/20/2032  | 2109 | 2071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 09/20/2027  | 533 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/31/2032  | 862 | 778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/11/2028  | 2736 | 2584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 03/12/2051  | 1640 | 1164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 02/14/2030  | 4270 | 3830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 07/28/2031  | 2517 | 2067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 10/30/2031  | 1430 | 1132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 03/23/2034  | 1087 | 804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 03/12/2033  | 1000 | 746 |
| &nbsp;&nbsp;&nbsp;Indonesia Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/17/2042  | $3928 | 3858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 01/15/2045  | 458 | 440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/15/2043  | 1019 | 925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 06/14/2028  | 712 | 711 |
| &nbsp;&nbsp;&nbsp;Indonesia Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 03/15/2029  | 53386000 | 3757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 05/15/2031  | 81954000 | 5809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2024  | 58925000 | 3852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/15/2034  | 27425000 | 1916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 04/15/2039  | 69773000 | 4890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2029  | 94670000 | 6439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/15/2036  | 108493000 | 7517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/15/2024  | 121545000 | 7946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 08/15/2032  | 30597000 | 2011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/15/2035  | 54500000 | 3577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 05/15/2038  | 26201000 | 1716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/15/2040  | 44557000 | 2893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2042  | 26417000 | 1678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 06/15/2043  | 2000000 | 126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/15/2027  | 27100000 | 1746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/15/2030  | 25941000 | 1659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/15/2033  | 21655000 | 1377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 05/15/2033  | 16461000 | 1014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2025  | 12559000 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/15/2031  | 18400000 | 1138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 08/15/2028  | 64017000 | 4004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 04/15/2032  | 99938000 | 6095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2037  | 2200000 | 133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/15/2027  | 26605000 | 1608 |
| &nbsp;&nbsp;&nbsp;Medco Bell Pte  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/30/2027 (B) | $626 | 556 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Minejesa Capital BV (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/10/2037  | $1448 | $1114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/10/2030  | 582 | 506 |
| &nbsp;&nbsp;&nbsp;Pertamina Persero MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/30/2029 (B) | 985 | 898 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 11/05/2031 (B) | 1143 | 842 |
| &nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/21/2048  | $1070 | 987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/24/2042  | 1097 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 05/15/2047  | 710 | 584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/05/2050 (B) | 355 | 258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/05/2030  | 206 | 174 |
| &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 | 936 |
|  |  | 112804 |
| **Iraq — 0.2%** | **Iraq — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Iraq Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028  | 1391 | 1247 |
| &nbsp;&nbsp;&nbsp;Iraq International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 01/15/2028  | 2502 | 2243 |
|  |  | 3490 |
| **Israel — 0.6%** | **Israel — 0.6%** |  |
| &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 | 526 |
| &nbsp;&nbsp;&nbsp;Israel Government Bond - Fixed  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 04/30/2032  | 32091 | 7872 |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/03/2120  | $1737 | 1478 |
| &nbsp;&nbsp;&nbsp;Leviathan Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/30/2030 (B) | 550 | 519 |
| &nbsp;&nbsp;&nbsp;State of Israel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 05/13/2060  | 269 | 211 |
|  |  | 10606 |
| **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 | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047  | 1120 | 937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/10/2047 (B) | 62 | 52 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030 (B) | 850 | 756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 07/07/2030  | 731 | 651 |
|  |  | 3865 |
| **Kazakhstan — 1.4%** | **Kazakhstan — 1.4%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Kazakhstan JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 12/10/2022  | 880 | 879 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;2.950%, 05/06/2031  | $| 1539 | $1217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 05/06/2031 (B) |  | 723 | 572 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044  |  | 3164 | 2816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/14/2044 (B) |  | 1180 | 1050 |
| &nbsp;&nbsp;&nbsp;Kazakhstan Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 07/21/2045 (B) |  | 3184 | 3302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 09/30/2034  | EUR | 1975 | 1444 |
| &nbsp;&nbsp;&nbsp;KazMunayGas National JSC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048 (B) | $| 1057 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/24/2048  |  | 350 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/19/2047 (B) |  | 3294 | 2483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030  |  | 1549 | 1386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030 (B) |  | 1295 | 1159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/24/2030  |  | 4475 | 4005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033  |  | 2609 | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/14/2033 (B) |  | 384 | 283 |
| &nbsp;&nbsp;&nbsp;KazTransGas JSC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027 (B) |  | 1219 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/26/2027  |  | 108 | 96 |
| &nbsp;&nbsp;&nbsp;Tengizchevroil Finance International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2030 (B) |  | 630 | 441 |
|  |  |  | 25270 |
| **Kenya — 0.4%** | **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 | 972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032  |  | 2345 | 2047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 05/22/2032 (B) |  | 437 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027  |  | 2729 | 2455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 05/22/2027 (B) |  | 423 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 06/24/2024 (B) |  | 1005 | 935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 01/23/2034  |  | 768 | 604 |
|  |  |  | 7775 |
| **Kuwait — 0.1%** | **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 | 247 |
| &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 | 867 |
| &nbsp;&nbsp;&nbsp;NBK Tier 1 Financing 2  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, CMTUSD6Y + 2.832% (A)(B)(F) |  | 693 | 629 |
|  |  |  | 1743 |
| **Lebanon — 0.3%** | **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 | 651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.200%, 05/17/2033 (G) |  | 3557 | 205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/23/2027 (G) |  | 1116 | 65 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/29/2027 (G) |  | 3188 | 185 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;6.650%, 04/22/2024 (G) | $| 2000 | $117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/27/2023 (G) |  | 738 | 43 |
| &nbsp;&nbsp;&nbsp;Lebanon Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 04/12/2021 (G) |  | 23098 | 1391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 03/20/2028 (G) |  | 2671 | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 05/25/2029 (G) |  | 2941 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 11/03/2028 (G) |  | 2959 | 172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.650%, 02/26/2030 (G) |  | 2063 | 119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 11/27/2026 (G) |  | 2218 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/26/2023 (G) |  | 2645 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 03/09/2020 (G) |  | 8235 | 491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/27/2022 (G) |  | 409 | 25 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 06/19/2020 (G) |  | 8161 | 477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) |  | 5652 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 10/04/2022 (G) |  | 3411 | 204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 04/14/2020 (G) |  | 10239 | 609 |
|  |  |  | 5702 |
| **Macao — 0.0%** | **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 | 380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 07/15/2025  |  | 119 | 99 |
|  |  |  | 479 |
| **Malaysia — 6.2%** | **Malaysia — 6.2%** | **Malaysia — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;1MDB Global Investments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  |  | 7000 | 6863 |
| &nbsp;&nbsp;&nbsp;1MDB Global Investments Ltd  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/09/2023  |  | 6600 | 6471 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248%, 09/15/2028  | MYR | 4975 | 1184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.935%, 09/30/2043  |  | 1200 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.921%, 07/06/2048  |  | 3873 | 912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.762%, 04/07/2037  |  | 2775 | 650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.736%, 03/15/2046  |  | 1052 | 242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.696%, 10/15/2042  |  | 4200 | 973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, 04/30/2029  |  | 5000 | 1151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.392%, 04/15/2026  |  | 5125 | 1169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.254%, 05/31/2035  |  | 18929 | 4203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.232%, 06/30/2031  |  | 2000 | 449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.181%, 07/15/2024  |  | 847 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.065%, 06/15/2050  |  | 3800 | 788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.059%, 09/30/2024  |  | 17428 | 3953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.955%, 09/15/2025  |  | 50137 | 11292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.906%, 07/15/2026  |  | 26876 | 6037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 11/30/2026  |  | 9147 | 2052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.899%, 11/16/2027  |  | 18402 | 4122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.885%, 08/15/2029  |  | 16087 | 3566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, 03/14/2025  |  | 32521 | 7321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.828%, 07/05/2034  |  | 44271 | 9465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/17/2023  |  | 29952 | 6771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.757%, 05/22/2040  |  | 30517 | 6273 |

---

---

| | | |
|:---|:---|:---|
| 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;3.733%, 06/15/2028  | 29774 | $6593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.582%, 07/15/2032  | 4963 | 1068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.502%, 05/31/2027  | 9500 | 2093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.478%, 06/14/2024  | 4040 | 908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.632%, 04/15/2031  | 33141 | 6639 |
| &nbsp;&nbsp;&nbsp;Malaysia Government Investment Issue  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369%, 10/31/2028  | 2000 | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.119%, 11/30/2034  | 5418 | 1202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 09/30/2026  | 14000 | 3157 |
| &nbsp;&nbsp;&nbsp;Malaysia Wakala Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.070%, 04/28/2031  | $1770 | 1517 |
| &nbsp;&nbsp;&nbsp;Petronas Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 04/21/2050  | 1931 | 1760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/21/2030  | 1424 | 1307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.480%, 01/28/2032  | 2459 | 2040 |
|  |  | 115122 |
| **Mexico — 9.2%** | **Mexico — 9.2%** |  |
| &nbsp;&nbsp;&nbsp;Alpek  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/18/2029 (B) | 946 | 860 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 12/09/2024  | 23310 | 1116 |
| &nbsp;&nbsp;&nbsp;Banco Mercantil del Norte (B)(F) |  |  |
| &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 | 545 |
| &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 | 1502 |
| &nbsp;&nbsp;&nbsp;Cemex (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450%, 11/19/2029 (E) | 622 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (A)(F) | 277 | 244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/11/2031  | 782 | 636 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.350%, 11/25/2025  | 52305 | 2421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.264%, 02/15/2052 (B) | $925 | 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/14/2042 (B) | 570 | 457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/23/2027 (B) | 364 | 337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029 (B) | 2843 | 2482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/26/2033  | 800 | 594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.348%, 02/09/2031 (B) | 605 | 465 |
| &nbsp;&nbsp;&nbsp;FEL Energy VI Sarl  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 12/01/2040 (B) | 275 | 226 |
| &nbsp;&nbsp;&nbsp;Mexican Bonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 12/05/2024  | 112293 | 5763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 05/31/2029  | 134383 | 6651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 11/18/2038  | 159773 | 7662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/07/2047  | 91207 | 4129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 05/29/2031  | 401385 | 18830 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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%, 11/13/2042  | 151894 | $6700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 06/03/2027  | 276350 | 13273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/09/2023  | 7952 | 407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  | 47634 | 2193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/05/2026  | 19946 | 918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/06/2025  | 27545 | 1274 |
| &nbsp;&nbsp;&nbsp;Mexican Udibonos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/04/2025  | 211022 | 10788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/30/2028  | 141396 | 7135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2023  | 129146 | 6515 |
| &nbsp;&nbsp;&nbsp;Mexico City Airport Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/31/2047 (B) | $1068 | 799 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/19/2033  | 2412 | 2265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/10/2048  | 578 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.771%, 05/24/2061  | 6194 | 4173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/19/2071  | 1104 | 726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2034  | 216 | 179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.659%, 05/24/2031  | 4193 | 3466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/11/2030  | 1170 | 1078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/12/2036  | 608 | 454 |
| &nbsp;&nbsp;&nbsp;Mexico Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 01/11/2040  | $859 | 862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/12/2110  | 4200 | 3628 |
| &nbsp;&nbsp;&nbsp;Minera Mexico  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/26/2050 (B) | 870 | 674 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050 (B) | 2359 | 1623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.690%, 01/23/2050  | 11775 | 8103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/28/2060  | 520 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.840%, 01/23/2030 (B) | 534 | 438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032  | 13060 | 10098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2035  | 5820 | 4106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/15/2038  | 205 | 137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/23/2029  | 1623 | 1364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 01/23/2029 (B) | 1111 | 934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/02/2041  | 646 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 01/23/2045  | 1020 | 626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031  | 1757 | 1316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/28/2031 (B) | 727 | 544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/12/2028 (B) | 576 | 481 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 06/02/2029 (B) | 2987 | 2772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 4253 | 2700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 09/21/2047  | 440 | 279 |
| &nbsp;&nbsp;&nbsp;Poinsettia Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 06/17/2031  | 7890 | 6785 |
| &nbsp;&nbsp;&nbsp;United Mexican States MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/21/2045 (E) | 676 | 630 |
|  |  | 169379 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Mongolia — 0.4%** | **Mongolia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Development Bank of Mongolia LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 10/23/2023 (B) | $1149 | $999 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 04/07/2026  | 846 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 07/07/2031  | 200 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 07/07/2027  | 2155 | 1573 |
| &nbsp;&nbsp;&nbsp;Mongolia Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 03/09/2024  | 3246 | 3035 |
|  |  | 6430 |
| **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 | 222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/15/2050  | 1029 | 703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2032  | 1342 | 1063 |
|  |  | 1988 |
| **Mozambique — 0.0%** | **Mozambique — 0.0%** |  |
| &nbsp;&nbsp;&nbsp;Mozambique International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2031 (C) | 400 | 302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/15/2031 (B)(C) | 355 | 268 |
|  |  | 570 |
| **Nigeria — 0.8%** | **Nigeria — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;IHS Netherlands Holdco BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 09/18/2027 (B) | 399 | 329 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.248%, 01/21/2049  | 524 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.747%, 01/21/2031  | 303 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 02/16/2032  | 1402 | 1074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.696%, 02/23/2038 (B) | 852 | 596 |
| &nbsp;&nbsp;&nbsp;Nigeria Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029  | 2665 | 2214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 03/24/2029 (B) | 1807 | 1502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/28/2051 (B) | 4229 | 2897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625%, 11/28/2047 (B) | 2530 | 1679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033 (B) | 1342 | 980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/28/2033  | 4606 | 3364 |
|  |  | 15289 |
| **Oman — 0.8%** | **Oman — 0.8%** |  |
| &nbsp;&nbsp;&nbsp;Oman Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/25/2051  | 1917 | 1788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/28/2027  | 4931 | 5090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 01/17/2048  | 5257 | 4810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/08/2047  | 300 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 01/25/2031  | 2179 | 2170 |
|  |  | 14125 |
| **Pakistan — 0.2%** | **Pakistan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/30/2025 (B) | 335 | 153 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;7.875%, 03/31/2036  | $| 285 | $104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027 (B) |  | 1073 | 429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 12/05/2027  |  | 854 | 342 |
| &nbsp;&nbsp;&nbsp;Pakistan Government International Bond MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 04/08/2051  |  | 470 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 04/08/2031  |  | 4305 | 1593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/08/2026 (B) |  | 3716 | 1542 |
|  |  |  | 4336 |
| **Panama — 1.6%** | **Panama — 1.6%** | **Panama — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Aeropuerto Internacional de Tocumen  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 08/11/2061 (B) |  | 469 | 350 |
| &nbsp;&nbsp;&nbsp;AES Panama Generation Holdings SRL  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/31/2030 (B) |  | 639 | 534 |
| &nbsp;&nbsp;&nbsp;Banco Nacional de Panama  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 08/11/2030 (B) |  | 1160 | 897 |
| &nbsp;&nbsp;&nbsp;Empresa de Transmision Electrica  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 05/02/2049 (B) |  | 873 | 672 |
| &nbsp;&nbsp;&nbsp;Panama Bonos del Tesoro  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.362%, 06/30/2031  |  | 2115 | 1728 |
| &nbsp;&nbsp;&nbsp;Panama Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 04/01/2029  |  | 870 | 1038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 04/28/2034  |  | 699 | 846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 01/26/2036  |  | 1180 | 1246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 02/14/2035  |  | 4313 | 4486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/16/2050  |  | 3641 | 2789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2056  |  | 3644 | 2703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/19/2063  |  | 3898 | 2833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 04/29/2053  |  | 360 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, 07/23/2060  |  | 2315 | 1536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/16/2025  |  | 1420 | 1381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.298%, 01/19/2033  |  | 910 | 747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.252%, 09/29/2032  |  | 7201 | 5410 |
| &nbsp;&nbsp;&nbsp;Telecomunicaciones Digitales  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/30/2030 (B) |  | 227 | 190 |
|  |  |  | 29651 |
| **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 | 722 |
| **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) |  | 2298 | 1506 |
| &nbsp;&nbsp;&nbsp;Paraguay Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/11/2044  |  | 1980 | 1861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 03/13/2048  |  | 1167 | 994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 03/30/2050  |  | 946 | 795 |
| &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  |  | 1210 | 961 |
|  |  |  | 7162 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **Peru — 3.1%** | **Peru — 3.1%** |  |
| &nbsp;&nbsp;&nbsp;ABY Transmission Sur  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2043 (B) | $308 | $278 |
| &nbsp;&nbsp;&nbsp;Fondo MIVIVIENDA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/14/2024 (B) | 5422 | 1375 |
| &nbsp;&nbsp;&nbsp;Inkia Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 11/09/2027 (B) | $277 | 261 |
| &nbsp;&nbsp;&nbsp;Kallpa Generacion  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/24/2026 (B) | 398 | 382 |
| &nbsp;&nbsp;&nbsp;Kallpa Generacion SA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/16/2027 (B) | 1197 | 1095 |
| &nbsp;&nbsp;&nbsp;Peru Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 4251 | 1070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037  | 1744 | 416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/12/2028  | 2070 | 519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 08/12/2032  | 20472 | 4786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029  | 16824 | 4099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 13979 | 2993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 08/12/2040  | 3082 | 611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 09/12/2023  | 1204 | 310 |
| &nbsp;&nbsp;&nbsp;Peruvian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 11/21/2033  | $540 | 667 |
| &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 | 1713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 724 | 182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 08/12/2031  | 3212 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 08/12/2037  | 4039 | 963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 02/12/2042  | 882 | 207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/12/2028  | 13329 | 3344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.940%, 02/12/2029  | 15595 | 3799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 08/12/2024 (B) | 6317 | 1631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/12/2034  | 1738 | 372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/01/2030  | 170 | 170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/10/2051  | $853 | 619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 07/28/2121  | 3035 | 1810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/15/2034  | 1931 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.783%, 01/23/2031  | 8119 | 6800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 11/17/2036  | 2211 | 1640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/11/2033  | 3208 | 2424 |
| &nbsp;&nbsp;&nbsp;Petroleos del Peru  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047  | $10352 | 7104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 06/19/2047 (B) | 1432 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032  | 1993 | 1567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 06/19/2032 (B) | 1695 | 1332 |
|  |  | 57894 |
| **Philippines — 0.6%** | **Philippines — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Philippine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609%, 04/13/2033  | 211 | 221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.170%, 10/13/2027  | 821 | 840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 07/06/2046  | 1323 | 975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/06/2032  | 6971 | 5660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/28/2041  | 606 | 418 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.648%, 06/10/2031  | $2599 | $2056 |
| &nbsp;&nbsp;&nbsp;Republic of Philippines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/23/2034  | 300 | 329 |
|  |  | 10499 |
| **Poland — 3.4%** | **Poland — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 07/25/2028  | 13879 | 3150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/25/2027  | 19013 | 3668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 07/25/2025  | 12260 | 2458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/25/2028  | 27111 | 4922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 10/25/2029  | 47037 | 8112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2026  | 68426 | 12903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 07/25/2027  | 18610 | 3407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 04/25/2032  | 56120 | 8246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 10/25/2030  | 39934 | 5937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 10/25/2026  | 15264 | 2609 |
| &nbsp;&nbsp;&nbsp;Republic of Poland Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/16/2032  | $5307 | 5596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 11/16/2027  | 1669 | 1720 |
|  |  | 62728 |
| **Qatar — 1.1%** | **Qatar — 1.1%** |  |
| &nbsp;&nbsp;&nbsp;Qatar Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 07/12/2051 (B) | 382 | 278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 07/12/2041 (B) | 466 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031  | 3887 | 3237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 07/12/2031 (B) | 973 | 810 |
| &nbsp;&nbsp;&nbsp;Qatar Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103%, 04/23/2048  | 1583 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.817%, 03/14/2049  | 4678 | 4538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050 (B) | 1656 | 1513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 04/16/2050  | 3468 | 3169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2030  | 4327 | 4156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/16/2030 (B) | 287 | 276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/14/2024  | 1064 | 1044 |
|  |  | 20964 |
| **Romania — 2.8%** | **Romania — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;Romania Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 09/29/2032  | 5385 | 1135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/25/2032  | 36850 | 7040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/12/2029  | 18895 | 3417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 07/25/2029  | 4155 | 736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/11/2034  | 3575 | 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 01/26/2028  | 5910 | 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 10/24/2030  | 4200 | 689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 07/28/2025  | 16080 | 3044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/24/2031  | 7895 | 1212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/24/2026  | 4730 | 853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2027  | 28730 | 4755 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/25/2027 (B) | $1074 | 1042 |

---

---

| | | |
|:---|:---|:---|
| 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;5.125%, 06/15/2048  | $354 | $282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051  | 2474 | 1644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/14/2051 (B) | 930 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/27/2032 (B) | 1752 | 1415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.624%, 05/26/2030  | 590 | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/27/2027 (B) | $542 | 487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/14/2041 (B) | 3759 | 2269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/02/2040 (B) | 592 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033 (B) | 381 | 265 |
| &nbsp;&nbsp;&nbsp;Romanian Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 01/22/2044  | $312 | 284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 04/03/2049  | 1781 | 1375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/11/2039  | 546 | 411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 10/29/2035  | 1700 | 1323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 02/07/2034  | 4072 | 3229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/08/2038 (B) | 1496 | 1072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050  | 3177 | 1986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/28/2050 (B) | 1556 | 973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/26/2028  | 377 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042 (B) | 773 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/13/2042  | 1290 | 780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/08/2030 (B) | 935 | 764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 03/07/2028  | 982 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.124%, 07/16/2031  | 1246 | 930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/28/2032  | 1368 | 983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 04/14/2033  | 2128 | 1479 |
|  |  | 50611 |
| **Russia — 0.4%** | **Russia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Russian Federal Bond - OFZ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.050%, 01/19/2028  | 624386 | 4204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 07/30/2036  | 127961 | 861 |
| &nbsp;&nbsp;&nbsp;Russian Foreign Bond - Eurobond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/21/2029  | $4200 | 1638 |
| &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 | 10 |
|  |  | 6742 |
| **Saudi Arabia — 1.6%** | **Saudi Arabia — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;EIG Pearl Holdings Sarl (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.387%, 11/30/2046  | 1240 | 929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.545%, 08/31/2036  | 992 | 820 |
| &nbsp;&nbsp;&nbsp;Global Sukuk  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.602%, 06/17/2026  | 1476 | 1321 |
| &nbsp;&nbsp;&nbsp;KSA Sukuk (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.268%, 10/25/2028  | 4606 | 4767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 05/17/2031  | 2576 | 2177 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/16/2039  | 1620 | 1459 |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/25/2032 (B) | 3044 | 3204 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Saudi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 04/17/2049 (B) | $1033 | $963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 10/04/2047 (B) | 2539 | 2266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/26/2046  | 2045 | 1795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/26/2046 (B) | 704 | 618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/21/2055 (B) | 1450 | 1131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 02/02/2061  | 1529 | 1096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/22/2030  | 1914 | 1745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/17/2051 (B) | 2160 | 1558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/02/2033 (B) | 3962 | 3209 |
|  |  | 29058 |
| **Senegal — 0.1%** | **Senegal — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Senegal Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 03/13/2048  | 1037 | 748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028  | 1820 | 1614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/13/2028 (B) | 170 | 151 |
|  |  | 2513 |
| **Serbia — 0.3%** | **Serbia — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Serbia International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 05/15/2027  | 451 | 410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  | $512 | 376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/03/2033  | 406 | 271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/26/2029  | 3724 | 2872 |
| &nbsp;&nbsp;&nbsp;Serbia International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 09/23/2036  | 1524 | 946 |
| &nbsp;&nbsp;&nbsp;Serbia Treasury Bonds  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/08/2028  | 61170 | 510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/11/2026  | 24780 | 202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/20/2032  | 14680 | 104 |
|  |  | 5691 |
| **South Africa — 7.0%** | **South Africa — 7.0%** |  |
| &nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/01/2030  | $323 | 279 |
| &nbsp;&nbsp;&nbsp;Bidvest Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 09/23/2026 (B) | 528 | 470 |
| &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;6.350%, 08/10/2028  | 650 | 609 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 02/11/2025 (B) | 3690 | 3461 |
| &nbsp;&nbsp;&nbsp;Eskom Holdings SOC Ltd MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.450%, 08/10/2028 (B) | 1284 | 1180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/15/2033  | 52500 | 2220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/06/2023  | $1174 | 1144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 08/06/2023 (B) | 1100 | 1072 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 12/21/2026  | 163102 | 10168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.000%, 01/31/2040  | 99963 | 4779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 02/28/2035  | 327210 | 16255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 01/31/2044  | 183618 | 8494 |

---

---

| | | |
|:---|:---|:---|
| 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;8.750%, 02/28/2048  | 205163 | $9458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 01/31/2037  | 403818 | 18911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 03/31/2032  | 237311 | 11885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 01/31/2030  | 79253 | 4134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 02/28/2031  | 216330 | 10229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 02/28/2041  | 33672 | 1245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/31/2036  | 103805 | 4019 |
| &nbsp;&nbsp;&nbsp;Republic of South Africa Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.300%, 04/20/2052  | $3005 | 2647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.300%, 06/22/2048  | 570 | 468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 09/16/2025  | 1067 | 1073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 06/22/2030  | 199 | 189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/20/2032  | 4841 | 4471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 09/30/2049  | 7315 | 5559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 09/27/2047  | 899 | 683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 10/12/2046  | 475 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 09/27/2027  | 690 | 658 |
| &nbsp;&nbsp;&nbsp;Sasol Financing USA LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 09/27/2028  | 540 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 03/27/2024  | 661 | 656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/18/2026  | 532 | 483 |
|  |  | 129314 |
| **South Korea — 0.6%** | **South Korea — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;Korea Treasury Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/10/2027  | 15624950 | 11543 |
| **Sri Lanka — 0.4%** | **Sri Lanka — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Sri Lanka Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.850%, 03/14/2029  | $2219 | 681 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 03/28/2030  | 1701 | 522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 03/14/2024  | 1445 | 443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.825%, 07/18/2026 (B) | 1612 | 499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.825%, 07/18/2026  | 800 | 248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028 (B) | 7593 | 2328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 04/18/2028  | 3480 | 1067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 06/28/2024  | 1840 | 564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 05/11/2027  | 3486 | 1068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/18/2023  | 1124 | 343 |
|  |  | 7763 |
| **Supranational — 0.7%** | **Supranational — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Africa Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/28/2028 (B) | 2555 | 2089 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.798%, 05/17/2031 (B) | 301 | 239 |
| &nbsp;&nbsp;&nbsp;African Export-Import Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.994%, 09/21/2029 (B) | 543 | 454 |
| &nbsp;&nbsp;&nbsp;Banque Ouest Africaine de Developpement  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/27/2027 (B) | 1274 | 1176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031 (B) | 934 | 766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 10/22/2031  | 430 | 353 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Inter-American Development Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.875%, 03/14/2023  | 134700000 | $8594 |
|  |  | 13671 |
| **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 | 609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 10/25/2051  | 220 | 159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  | 254 | 211 |
|  |  | 979 |
| **Thailand — 2.8%** | **Thailand — 2.8%** |  |
| &nbsp;&nbsp;&nbsp;GC Treasury Center MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/18/2051 (B) | 1054 | 742 |
| &nbsp;&nbsp;&nbsp;Thailand Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.670%, 03/13/2028  | 3000 | 100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/22/2029  | 15000 | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.775%, 06/25/2032  | 291942 | 9046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/20/2031  | 62000 | 1901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 06/16/2023  | 34000 | 976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/17/2036  | 259387 | 7495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 06/17/2038  | 126579 | 3512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 12/17/2028  | 30402 | 888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/17/2046  | 4865 | 115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/17/2028  | 97000 | 2807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 12/17/2023  | 167000 | 4777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/17/2026  | 13087 | 371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/17/2031  | 162008 | 4386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/17/2042  | 133780 | 2924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 12/17/2029  | 15000 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 06/17/2035  | 51336 | 1241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.585%, 12/17/2035  | 108002 | 2567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 12/17/2024  | 124000 | 3491 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 03/12/2028  | 79365 | 2474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 06/17/2027  | 50000 | 1344 |
|  |  | 52050 |
| **Tunisia — 0.4%** | **Tunisia — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Tunisian Republic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026 (B) | 2686 | 1853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/15/2026  | 962 | 664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/30/2025  | $628 | 458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 01/30/2025 (B) | 194 | 142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 02/17/2024  | 4376 | 3718 |
|  |  | 6835 |
| **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 | 744 |
| &nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 02/24/2027 (B) | 3650 | 3540 |
| &nbsp;&nbsp;&nbsp;Turkey Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/18/2025  | 17902 | 3178 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| &nbsp;&nbsp;&nbsp;Turkey Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 12/23/2023 (E) | $1210 | $1231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 03/17/2036  | 1313 | 1086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 10/14/2025  | 409 | 392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 10/24/2028  | 1486 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/14/2041  | 1091 | 789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 01/15/2031  | 3778 | 3116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 03/22/2024  | 145 | 144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 05/11/2047  | 1069 | 727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/17/2028  | 1986 | 1711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/09/2026  | 847 | 754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 04/16/2043  | 5157 | 3345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/26/2026  | 2048 | 1859 |
| &nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 07/06/2026  | 967 | 854 |
| &nbsp;&nbsp;&nbsp;Turkiye Sise ve Cam Fabrikalari AS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 03/14/2026 (B) | 725 | 703 |
| &nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 06/21/2024 (B) | 632 | 621 |
|  |  | 26113 |
| **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 | 1174 |
| **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 | 241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/19/2024  | 970 | 190 |
| &nbsp;&nbsp;&nbsp;NPC Ukrenergo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2028 (B) | $1499 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 11/09/2028  | 400 | 69 |
| &nbsp;&nbsp;&nbsp;State Agency of Roads of Ukraine  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/24/2030  | 1456 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/24/2030 (B) | 554 | 96 |
| &nbsp;&nbsp;&nbsp;Ukraine Government Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15.840%, 02/26/2025  | 92615 | 1393 |
| &nbsp;&nbsp;&nbsp;Ukraine Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 11/01/2030  | $846 | 199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2027 (B) | 3051 | 694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028 (B) | 3030 | 704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2028  | 1155 | 268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 09/01/2029  | 2093 | 487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 09/25/2034  | 2509 | 527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.253%, 03/15/2035  | 1242 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031  | 9135 | 1918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.876%, 05/21/2031 (B) | 423 | 89 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/20/2028  | 1790 | 359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.258%, 08/01/2041 (A)(B) | $3182 | 942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.258%, 08/01/2041 (A) | 800 | 237 |
|  |  | 9181 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** | **GLOBAL BONDS (continued)** |
| **United Arab Emirates — 1.6%** | **United Arab Emirates — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 11/02/2047 (B) | $2286 | $2046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 11/02/2047  | 550 | 492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 11/02/2029 (B) | 923 | 857 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 09/30/2049  | 771 | 565 |
| &nbsp;&nbsp;&nbsp;Abu Dhabi Government International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/16/2050  | 628 | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051  | 970 | 690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 09/15/2051 (B) | 764 | 543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/16/2025  | 1272 | 1217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 06/02/2028  | 1810 | 1592 |
| &nbsp;&nbsp;&nbsp;DAE Funding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/20/2028 (B) | 850 | 741 |
| &nbsp;&nbsp;&nbsp;DP World MTN (B) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.850%, 07/02/2037  | 245 | 253 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 09/25/2048  | 648 | 586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 09/30/2049  | 1207 | 973 |
| &nbsp;&nbsp;&nbsp;DP World Crescent MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.848%, 09/26/2028  | 725 | 706 |
| &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)(F) | 4046 | 3996 |
| &nbsp;&nbsp;&nbsp;Emirate of Dubai Government International Bonds MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/09/2050  | 670 | 469 |
| &nbsp;&nbsp;&nbsp;Finance Department Government of Sharjah MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/28/2050 (B) | 2246 | 1404 |
| &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040  | 5898 | 4704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 09/30/2040 (B) | 884 | 705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (B) | 827 | 658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.160%, 03/31/2034  | 2116 | 1787 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/28/2033 (B) | 1674 | 1757 |
| &nbsp;&nbsp;&nbsp;MDGH GMTN RSC MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/07/2028 (B) | 796 | 787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/21/2050  | 338 | 283 |
| &nbsp;&nbsp;&nbsp;Sharjah Sukuk Program MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.854%, 04/03/2026  | 1037 | 983 |
|  |  | 29318 |
| **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 | 221 |
| **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 | 106 |

---

---

| | | |
|:---|:---|:---|
| 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;7.500%, 06/15/2035  | 48361000 | $3174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 09/18/2030 (A) | 117660000 | 7524 |
| &nbsp;&nbsp;&nbsp;Sagicor Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 05/13/2028 (B) | $712 | 637 |
|  |  | 11441 |
| **Uruguay — 0.4%** | **Uruguay — 0.4%** |  |
| &nbsp;&nbsp;&nbsp;Uruguay Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 05/21/2031  | 19962 | 433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/28/2034  | $4315 | 4687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100%, 06/18/2050  | 260 | 256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, 04/20/2055  | 2647 | 2537 |
|  |  | 7913 |
| **Uzbekistan — 0.3%** | **Uzbekistan — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/19/2031  | 774 | 625 |
| &nbsp;&nbsp;&nbsp;Republic of Uzbekistan International Bond MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 02/20/2029  | 2069 | 1883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/25/2030  | 301 | 245 |
| &nbsp;&nbsp;&nbsp;Uzauto Motors AJ  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/04/2026 (B) | 2102 | 1632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/04/2026  | 1050 | 815 |
| &nbsp;&nbsp;&nbsp;Uzbekneftegaz JSC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 11/16/2028 (B) | 1187 | 929 |
|  |  | 6129 |
| **Venezuela — 0.3%** | **Venezuela — 0.3%** |  |
| &nbsp;&nbsp;&nbsp;Petroleos de Venezuela  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.750%, 05/17/2035 (G) | 3202 | 150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 16821 | 757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 7900 | 355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/16/2024 (G) | 1777 | 80 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/15/2026 (G) | 24577 | 1303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 04/12/2037 (G) | 1620 | 73 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 04/12/2027 (G) | 7825 | 352 |
| &nbsp;&nbsp;&nbsp;Venezuela Government International Bond  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 09/15/2027 (G) | 3400 | 297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.250%, 05/07/2028 (G) | 4965 | 412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 10/13/2024 (G) | 4151 | 318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 10/13/2019 (G) | 7816 | 503 |
|  |  | 4600 |
| **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 | 1355 |
| **Zambia — 0.9%** | **Zambia — 0.9%** |  |
| &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 | 512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 10/15/2027  | 928 | 884 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Zambia Government Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 08/29/2026  | ZMW | 2040 | $77 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 12/18/2027  |  | 8370 | 272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13.000%, 01/25/2031  |  | 18763 | 493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 01/25/2026  |  | 27670 | 1051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.000%, 06/28/2026  |  | 118640 | 4254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.000%, 06/28/2024  |  | 99750 | 4723 |
| &nbsp;&nbsp;&nbsp;Zambia Government International Bond  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.970%, 07/30/2027  | $| 4016 | 1831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.500%, 04/14/2024  |  | 280 | 129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022  |  | 3663 | 1544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 09/20/2022 (B) |  | 1822 | 768 |
|  |  |  | 17058 |
| Total Global Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,043,250) ($ Thousands) |  |  | 1725196 |
|  | <br> Shares | <br> Shares |  |
| **AFFILIATED PARTNERSHIP — 0.2%** | **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;3.810% \*\*<sup>†</sup>(H) |  | 3270470 | 3271 |
| Total Affiliated Partnership |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,271) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $3,271) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $3,271) ($ Thousands) | 3271 |
| Total Investments in Securities — 93.7% |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $2,046,521) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,046,521) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $2,046,521) ($ Thousands)  | $1728467 |

---

A list of the open futures contracts held by the Fund at November 30, 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 10-Year Bond | 33 | Dec-2022 | $2737 | $2777 | $42 |
| &nbsp;&nbsp;Korea 3-Year Bond | 170 | Dec-2022 | 12996 | 13360 | 76 |
| &nbsp;&nbsp;R186 Bond Future | 780 | Feb-2023 | 4452 | 4905 | 86 |
| &nbsp;&nbsp;R2030 Bond Future | 668 | Feb-2023 | 3111 | 3487 | 117 |
| &nbsp;&nbsp;R2032 Bond Future | 908 | Feb-2023 | 4183 | 4695 | 164 |
| &nbsp;&nbsp;R2035 Bond Future | 851 | Feb-2023 | 3921 | 4410 | 163 |
| &nbsp;&nbsp;R2037 Bond Future | 995 | Feb-2023 | 4133 | 4660 | 181 |
| &nbsp;&nbsp;R213 Bond Future | 612 | Feb-2023 | 2674 | 3002 | 106 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Note | 49 | Mar-2023 | 10036 | 10063 | 27 |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | 49 | Mar-2023 | 5288 | 5320 | 32 |
| &nbsp;&nbsp;U.S. 10-Year Treasury Note | 172 | Mar-2023 | 19368 | 19522 | 154 |
| &nbsp;&nbsp;U.S. Long Treasury Bond | 32 | Mar-2023 | 4011 | 4064 | 54 |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | 59 | Mar-2023 | 7907 | 8041 | 134 |
|  |  |  | 84817 | 88306 | 1336 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Euro-BOBL | (50) | Dec-2022 | $(6097) | $(6180) | $130 |
| &nbsp;&nbsp;Euro-Bund | (127) | Dec-2022 | (18254) | (18422) | 326 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;Euro-BUXL | (41) | Dec-2022 | $(6455) | $(6683) | $(89) |
|  |  |  | (30806) | (31285) | 367 |
|  |  |  | $54011 | $57021 | $1703 |

---

A list of the open forward foreign currency contracts held by the Fund at November 30, 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 | 12/02/22 | BRL | 9083 | USD | 1706 | $(21) |
| Barclays PLC | 12/05/22 | USD | 1867 | ZAR | 33927 | 128 |
| Barclays PLC | 12/05/22 | EUR | 1969 | PLN | 9291 | 17 |
| Barclays PLC | 12/05/22 | EUR | 1969 | HUF | 813435 | 14 |
| Barclays PLC | 01/10/23 | EUR | 1336 | HUF | 553282 | (4) |
| Barclays PLC | 12/05/22 - 12/21/22 | USD | 4744 | EUR | 4665 | 66 |
| Barclays PLC | 12/05/22 | USD | 1574 | EUR | 1514 | (15) |
| Barclays PLC | 12/05/22 | EUR | 2630 | USD | 2740 | 31 |
| Barclays PLC | 12/21/22 - 01/27/23 | EUR | 5145 | USD | 5069 | (240) |
| Barclays PLC | 12/09/22 | EUR | 1634 | RON | 8041 | (6) |
| Barclays PLC | 12/12/22 | USD | 2594 | COP | 11889831 | (129) |
| Barclays PLC | 12/21/22 | USD | 551 | ZAR | 9840 | 27 |
| Barclays PLC | 12/21/22 | EUR | 2571 | CZK | 62951 | 9 |
| Barclays PLC | 12/21/22 | USD | 2744 | TRY | 52970 | 79 |
| Barclays PLC | 12/21/22 | USD | 6131 | RON | 31380 | 416 |
| Barclays PLC | 12/21/22 | USD | 6925 | KRW | 9128929 | 1 |
| Barclays PLC | 12/21/22 | USD | 1965 | CNY | 14110 | 27 |
| Barclays PLC | 12/21/22 | USD | 5890 | CNY | 41370 | (51) |
| Barclays PLC | 12/21/22 | USD | 8931 | HUF | 3728610 | 388 |
| Barclays PLC | 12/21/22 | MXN | 23278 | USD | 1193 | (5) |
| Barclays PLC | 12/21/22 | RON | 36050 | USD | 7500 | (22) |
| Barclays PLC | 12/21/22 | CNY | 6050 | USD | 878 | 24 |
| Barclays PLC | 12/21/22 | CNY | 84850 | USD | 11871 | (106) |
| Barclays PLC | 12/21/22 | TWD | 91075 | USD | 2962 | (4) |
| Barclays PLC | 12/21/22 | TRY | 147319 | USD | 7239 | (613) |
| Barclays PLC | 02/09/23 | RON | 20 | EUR | 4 |  |
| BNP Paribas | 12/02/22 | USD | 1306 | KRW | 1855482 | 101 |
| BNP Paribas | 12/12/22 | COP | 23480979 | USD | 5244 | 376 |
| BNP Paribas | 12/21/22 | EUR | 292 | PLN | 1439 | 14 |
| BNP Paribas | 12/21/22 | MXN | 22083 | USD | 1103 | (33) |
| BNP Paribas | 12/27/22 | USD | 1372 | SGD | 1893 | 9 |
| Citigroup | 12/02/22 | USD | 44273 | BRL | 240456 | 1451 |
| Citigroup | 12/02/22 - 03/02/23 | BRL | 149008 | USD | 27127 | (822) |
| Citigroup | 12/05/22 | EUR | 1979 | PLN | 9317 | 13 |
| Citigroup | 12/05/22 - 12/21/22 | USD | 5085 | ZAR | 90052 | 207 |
| Citigroup | 12/05/22 - 01/27/23 | EUR | 12541 | USD | 13011 | 79 |
| Citigroup | 12/05/22 - 01/20/23 | EUR | 45800 | USD | 45636 | (1542) |
| Citigroup | 12/05/22 | HUF | 775168 | EUR | 1879 | (11) |
| Citigroup | 12/07/22 - 12/21/22 | PLN | 35857 | USD | 7360 | (512) |
| Citigroup | 12/08/22 | USD | 1349 | TWD | 41674 | 2 |
| Citigroup | 12/08/22 | USD | 1374 | CNY | 9899 | 15 |
| Citigroup | 12/21/22 | TWD | 119529 | USD | 3955 | 62 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 | 12/08/22 - 01/30/23 | TWD | 167964 | USD | 5282 | $(197) |
| Citigroup | 12/09/22 - 02/09/23 | RON | 6585 | EUR | 1330 | 1 |
| Citigroup | 12/21/22 | USD | 10650 | COP | 52027870 | 124 |
| Citigroup | 12/12/22 | USD | 211 | COP | 951054 | (14) |
| Citigroup | 12/12/22 - 12/21/22 | USD | 11443 | CLP | 10712620 | 485 |
| Citigroup | 12/21/22 | USD | 3470 | CLP | 3081730 | (39) |
| Citigroup | 12/12/22 - 12/21/22 | CLP | 13876113 | USD | 14213 | (1237) |
| Citigroup | 12/19/22 | CNY | 16349 | USD | 2288 | (17) |
| Citigroup | 12/21/22 | USD | 133 | TRY | 2631 | 7 |
| Citigroup | 12/21/22 | EUR | 403 | CZK | 9982 | 7 |
| Citigroup | 12/21/22 | USD | 873 | PHP | 51740 | 42 |
| Citigroup | 12/21/22 | USD | 1249 | MXN | 25036 | 39 |
| Citigroup | 12/21/22 | USD | 1538 | RON | 7655 | 60 |
| Citigroup | 12/21/22 | USD | 1647 | PEN | 6344 | 4 |
| Citigroup | 12/21/22 | SGD | 1718 | USD | 1210 | (44) |
| Citigroup | 12/21/22 | USD | 1854 | IDR | 28412788 | (45) |
| Citigroup | 12/21/22 | USD | 2274 | KRW | 2997761 |  |
| Citigroup | 12/21/22 | USD | 3285 | GHS | 27365 | (1350) |
| Citigroup | 12/21/22 | MXN | 4608 | USD | 226 | (11) |
| Citigroup | 12/21/22 | USD | 5343 | PLN | 25533 | 255 |
| Citigroup | 12/21/22 | USD | 5361 | HUF | 2171610 | 67 |
| Citigroup | 12/21/22 | USD | 945 | HUF | 374700 | (9) |
| Citigroup | 12/21/22 | ILS | 7030 | USD | 2009 | (31) |
| Citigroup | 12/21/22 - 01/23/23 | EUR | 7133 | HUF | 2976854 | 17 |
| Citigroup | 12/21/22 | USD | 8845 | CZK | 222900 | 576 |
| Citigroup | 12/21/22 | USD | 4605 | ILS | 15975 | 30 |
| Citigroup | 12/21/22 | USD | 4647 | ILS | 15975 | (12) |
| Citigroup | 12/21/22 | CZK | 12608 | EUR | 506 | (11) |
| Citigroup | 12/21/22 - 01/20/23 | PLN | 13725 | EUR | 2860 | (43) |
| Citigroup | 12/21/22 | USD | 1086 | EGP | 27034 | 4 |
| Citigroup | 12/21/22 - 06/21/23 | USD | 13900 | EGP | 308158 | (2054) |
| Citigroup | 12/21/22 | THB | 16930 | USD | 447 | (35) |
| Citigroup | 12/21/22 | ZMW | 16938 | USD | 1025 | 36 |
| Citigroup | 12/21/22 | PEN | 16975 | USD | 4333 | (85) |
| Citigroup | 12/21/22 | ZAR | 23464 | USD | 1336 | (41) |
| Citigroup | 12/21/22 | USD | 28821 | THB | 1056384 | 1207 |
| Citigroup | 12/21/22 | MXN | 52150 | USD | 2566 | (117) |
| Citigroup | 12/21/22 - 02/07/23 | PHP | 136742 | USD | 2304 | (114) |
| Citigroup | 12/21/22 - 03/15/23 | EGP | 327603 | USD | 14977 | 1842 |
| Citigroup | 12/21/22 | CZK | 37070 | USD | 1574 | 7 |
| Citigroup | 12/21/22 | CZK | 309546 | USD | 12465 | (619) |
| Citigroup | 12/21/22 | KRW | 1377190 | USD | 1026 | (18) |
| Citigroup | 12/21/22 | COP | 7733160 | USD | 1716 | 114 |
| Citigroup | 12/21/22 | IDR | 23335936 | USD | 1520 | 34 |
| Citigroup | 03/22/23 | NGN | 347490 | USD | 738 | 30 |
| Deutsche Bank | 12/07/22 - 12/13/22 | THB | 108537 | USD | 3053 | (28) |
| Deutsche Bank | 12/21/22 | IDR | 6836956 | USD | 436 | 1 |
| Deutsche Bank | 01/03/23 | USD | 3061 | THB | 108537 | 29 |
| Goldman Sachs | 12/02/22 - 03/01/23 | USD | 21996 | BRL | 118556 | 208 |
| Goldman Sachs | 12/02/22 | BRL | 4272 | USD | 825 | 13 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | 12/02/22 | BRL | 21912 | USD | 4086 | $(81) |
| Goldman Sachs | 12/02/22 | BRL | 31818 | USD | 6150 | 100 |
| Goldman Sachs | 12/02/22 - 12/21/22 | KRW | 15453835 | USD | 11457 | (266) |
| Goldman Sachs | 12/05/22 | EUR | 1261 | USD | 1313 | 14 |
| Goldman Sachs | 12/05/22 - 12/12/22 | USD | 3893 | COP | 19460927 | 144 |
| Goldman Sachs | 12/05/22 - 12/21/22 | EUR | 3681 | HUF | 1522105 | 18 |
| Goldman Sachs | 12/21/22 | EUR | 1065 | HUF | 437527 | (6) |
| Goldman Sachs | 12/05/22 | ZAR | 70791 | USD | 4092 | (72) |
| Goldman Sachs | 12/05/22 | HUF | 806807 | EUR | 1958 | (8) |
| Goldman Sachs | 12/07/22 | USD | 1299 | THB | 48899 | 88 |
| Goldman Sachs | 12/07/22 | USD | 2680 | PLN | 13537 | 298 |
| Goldman Sachs | 02/09/23 | EUR | 1398 | RON | 6958 | 1 |
| Goldman Sachs | 12/09/22 | EUR | 1113 | RON | 5484 | (2) |
| Goldman Sachs | 12/09/22 | RON | 3361 | EUR | 684 | 4 |
| Goldman Sachs | 12/09/22 | EUR | 4199 | RON | 21115 | 79 |
| Goldman Sachs | 12/09/22 | RON | 4599 | EUR | 937 | 6 |
| Goldman Sachs | 12/09/22 | RON | 11708 | EUR | 2362 | (9) |
| Goldman Sachs | 12/12/22 | USD | 3410 | CLP | 3182846 | 137 |
| Goldman Sachs | 12/12/22 | COP | 6171904 | USD | 1368 | 89 |
| Goldman Sachs | 12/12/22 | COP | 8928335 | USD | 1783 | (68) |
| Goldman Sachs | 12/12/22 - 12/21/22 | COP | 27718050 | USD | 6222 | 481 |
| Goldman Sachs | 12/21/22 | USD | 347 | PHP | 19887 | 4 |
| Goldman Sachs | 12/21/22 | USD | 662 | ZAR | 12057 | 46 |
| Goldman Sachs | 12/21/22 | USD | 1664 | MXN | 32566 | 11 |
| Goldman Sachs | 12/21/22 | USD | 1695 | CLP | 1537270 | 17 |
| Goldman Sachs | 12/21/22 | USD | 1906 | MXN | 38758 | 88 |
| Goldman Sachs | 12/21/22 | USD | 2230 | IDR | 34893698 | (8) |
| Goldman Sachs | 12/21/22 | USD | 2680 | ILS | 9419 | 52 |
| Goldman Sachs | 12/21/22 | EUR | 2735 | CZK | 68281 | 65 |
| Goldman Sachs | 12/21/22 | USD | 3171 | HUF | 1293931 | 63 |
| Goldman Sachs | 12/21/22 | USD | 685 | HUF | 273760 |  |
| Goldman Sachs | 12/21/22 | USD | 4082 | CNY | 29140 | 31 |
| Goldman Sachs | 12/21/22 | MXN | 5237 | USD | 269 |  |
| Goldman Sachs | 12/21/22 | USD | 7656 | MXN | 156452 | 392 |
| Goldman Sachs | 12/21/22 | USD | 8562 | TRY | 164334 | 197 |
| Goldman Sachs | 12/21/22 | USD | 9449 | CZK | 241150 | 744 |
| Goldman Sachs | 12/21/22 | USD | 8227 | EUR | 8090 | 117 |
| Goldman Sachs | 12/21/22 | USD | 3626 | EUR | 3505 | (11) |
| Goldman Sachs | 12/21/22 - 01/20/23 | PLN | 16566 | EUR | 3452 | (56) |
| Goldman Sachs | 12/21/22 | USD | 18936 | SGD | 26611 | 489 |
| Goldman Sachs | 12/21/22 | ILS | 19930 | USD | 5627 | (155) |
| Goldman Sachs | 12/21/22 | TRY | 27418 | USD | 1386 | (75) |
| Goldman Sachs | 12/21/22 | THB | 49011 | USD | 1307 | (86) |
| Goldman Sachs | 12/21/22 - 01/30/23 | CZK | 84179 | EUR | 3434 | (12) |
| Goldman Sachs | 12/21/22 | PLN | 93670 | USD | 18800 | (1736) |
| Goldman Sachs | 12/21/22 | INR | 758078 | USD | 9408 | 106 |
| Goldman Sachs | 12/21/22 | CLP | 2313797 | USD | 2411 | (164) |
| Goldman Sachs | 12/21/22 | IDR | 13847910 | USD | 929 | 47 |
| Goldman Sachs | 03/15/23 | TRY | 142444 | USD | 7080 | (121) |
| Goldman Sachs | 03/15/23 | NGN | 637150 | USD | 1333 | 30 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 | 05/17/23 | USD | 160 | EGP | 3411 | $(31) |
| HSBC | 12/21/22 | USD | 161 | IDR | 2405460 | (7) |
| JPMorgan Chase Bank | 12/01/22 - 01/09/23 | USD | 7659 | IDR | 120226452 | (15) |
| JPMorgan Chase Bank | 12/01/22 - 12/21/22 | IDR | 335457903 | USD | 21456 | 110 |
| JPMorgan Chase Bank | 12/14/22 - 02/01/23 | IDR | 206157033 | USD | 13101 | (21) |
| JPMorgan Chase Bank | 12/02/22 - 02/22/23 | USD | 6827 | BRL | 37027 | 122 |
| JPMorgan Chase Bank | 12/12/22 | USD | 157 | BRL | 807 | (3) |
| JPMorgan Chase Bank | 12/12/22 | BRL | 436 | USD | 86 | 3 |
| JPMorgan Chase Bank | 12/02/22 - 12/12/22 | BRL | 48230 | USD | 9014 | (143) |
| JPMorgan Chase Bank | 12/05/22 - 01/04/23 | EUR | 3770 | USD | 3909 | 19 |
| JPMorgan Chase Bank | 12/05/22 | EUR | 6651 | USD | 6632 | (218) |
| JPMorgan Chase Bank | 12/05/22 | USD | 15933 | CNY | 109187 | (627) |
| JPMorgan Chase Bank | 12/05/22 | USD | 14416 | EUR | 14507 | 525 |
| JPMorgan Chase Bank | 12/05/22 - 01/04/23 | USD | 5532 | EUR | 5336 | (23) |
| JPMorgan Chase Bank | 12/05/22 - 01/20/23 | PLN | 20899 | EUR | 4350 | (99) |
| JPMorgan Chase Bank | 12/05/22 | CNY | 15944 | USD | 2248 | 13 |
| JPMorgan Chase Bank | 12/05/22 - 03/08/23 | CNY | 214112 | USD | 29806 | (431) |
| JPMorgan Chase Bank | 12/07/22 | USD | 1309 | TWD | 42001 | 53 |
| JPMorgan Chase Bank | 12/08/22 - 03/06/23 | USD | 30187 | CNY | 216212 | 382 |
| JPMorgan Chase Bank | 12/21/22 | USD | 13661 | CNY | 95847 | (133) |
| JPMorgan Chase Bank | 12/08/22 | CNY | 89515 | USD | 12988 | 424 |
| JPMorgan Chase Bank | 12/08/22 | CNY | 17510 | USD | 2451 | (7) |
| JPMorgan Chase Bank | 12/09/22 | USD | 260 | COP | 1305598 | 11 |
| JPMorgan Chase Bank | 12/09/22 | USD | 2 | COP | 8207 |  |
| JPMorgan Chase Bank | 12/09/22 | EUR | 360 | RON | 1778 |  |
| JPMorgan Chase Bank | 12/09/22 | RON | 3401 | EUR | 690 | 1 |
| JPMorgan Chase Bank | 01/12/23 | COP | 8207 | USD | 2 |  |
| JPMorgan Chase Bank | 12/09/22 - 12/15/22 | COP | 16701142 | USD | 3318 | (143) |
| JPMorgan Chase Bank | 12/12/22 | USD | 143 | CZK | 3521 | 6 |
| JPMorgan Chase Bank | 12/12/22 | USD | 3445 | CLP | 3246238 | 173 |
| JPMorgan Chase Bank | 02/21/23 | USD | 3392 | CLP | 3061891 | (15) |
| JPMorgan Chase Bank | 12/12/22 | USD | 8753 | HUF | 3600706 | 268 |
| JPMorgan Chase Bank | 12/12/22 | HUF | 84396 | USD | 205 | (6) |
| JPMorgan Chase Bank | 12/12/22 | CLP | 732600 | USD | 770 | (46) |
| JPMorgan Chase Bank | 12/12/22 | COP | 853954 | USD | 191 | 14 |
| JPMorgan Chase Bank | 12/14/22 | MYR | 12240 | USD | 2714 | (45) |
| JPMorgan Chase Bank | 12/14/22 - 02/21/23 | USD | 15894 | KRW | 21147761 | 189 |
| JPMorgan Chase Bank | 12/14/22 | PEN | 26844 | USD | 6735 | (249) |
| JPMorgan Chase Bank | 12/14/22 - 02/08/23 | KRW | 3141457 | USD | 2241 | (145) |
| JPMorgan Chase Bank | 12/15/22 | THB | 5082 | USD | 140 | (4) |
| JPMorgan Chase Bank | 12/21/22 | USD | 241 | THB | 8870 | 11 |
| JPMorgan Chase Bank | 12/21/22 | USD | 563 | MXN | 11630 | 36 |
| JPMorgan Chase Bank | 12/21/22 | USD | 1052 | MXN | 21016 | 29 |
| JPMorgan Chase Bank | 12/21/22 | USD | 1074 | CLP | 960928 | (5) |
| JPMorgan Chase Bank | 12/21/22 | USD | 1258 | ILS | 4354 | 5 |
| JPMorgan Chase Bank | 12/21/22 | USD | 1551 | CZK | 38680 | 84 |
| JPMorgan Chase Bank | 12/21/22 | EUR | 2662 | HUF | 1079600 | (47) |
| JPMorgan Chase Bank | 12/21/22 - 01/20/23 | EUR | 2672 | PLN | 12708 | 20 |
| JPMorgan Chase Bank | 12/21/22 - 01/03/23 | USD | 3391 | MYR | 15293 | 68 |
| JPMorgan Chase Bank | 12/21/22 | RON | 4650 | USD | 968 | (2) |
| JPMorgan Chase Bank | 12/21/22 | USD | 4681 | GHS | 40421 | (1822) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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 | 12/21/22 | EUR | 8610 | USD | 8723 | $(157) |
| JPMorgan Chase Bank | 12/21/22 | GHS | 8893 | USD | 683 | 54 |
| JPMorgan Chase Bank | 12/21/22 | USD | 7565 | PEN | 29197 | 34 |
| JPMorgan Chase Bank | 12/21/22 | USD | 2072 | PEN | 7959 | (1) |
| JPMorgan Chase Bank | 12/21/22 | CZK | 10026 | EUR | 407 | (5) |
| JPMorgan Chase Bank | 12/21/22 | USD | 13949 | EUR | 13921 | 409 |
| JPMorgan Chase Bank | 12/21/22 - 02/13/23 | USD | 20573 | ZAR | 378809 | 1594 |
| JPMorgan Chase Bank | 12/21/22 | USD | 22801 | PLN | 107698 | 812 |
| JPMorgan Chase Bank | 12/21/22 | TRY | 45197 | USD | 2247 | (162) |
| JPMorgan Chase Bank | 12/21/22 | MXN | 36040 | USD | 1854 |  |
| JPMorgan Chase Bank | 12/21/22 - 02/13/23 | MXN | 111951 | USD | 5514 | (243) |
| JPMorgan Chase Bank | 12/21/22 - 01/17/23 | ZAR | 641012 | USD | 35644 | (1927) |
| JPMorgan Chase Bank | 01/03/23 | THB | 35446 | USD | 1009 |  |
| JPMorgan Chase Bank | 01/09/23 - 01/17/23 | USD | 6504 | PHP | 387190 | 346 |
| JPMorgan Chase Bank | 01/17/23 | USD | 7433 | HUF | 3258594 | 654 |
| JPMorgan Chase Bank | 01/17/23 | HUF | 2232882 | USD | 5185 | (357) |
| JPMorgan Chase Bank | 01/20/23 | EUR |  | PLN |  |  |
| JPMorgan Chase Bank | 01/27/23 | USD | 94 | EUR | 92 | 2 |
| JPMorgan Chase Bank | 01/27/23 | USD | 333 | EUR | 320 | (2) |
| JPMorgan Chase Bank | 01/27/23 | EUR | 2908 | USD | 3028 | 21 |
| JPMorgan Chase Bank | 01/27/23 | EUR | 23662 | USD | 23772 | (701) |
| JPMorgan Chase Bank | 01/27/23 | JPY | 259000 | USD | 1768 | (103) |
| JPMorgan Chase Bank | 01/30/23 | EUR | 2648 | CZK | 64933 |  |
| JPMorgan Chase Bank | 02/09/23 | GHS | 2693 | USD | 283 | 99 |
| JPMorgan Chase Bank | 02/09/23 | RON | 3388 | EUR | 682 |  |
| JPMorgan Chase Bank | 02/13/23 | USD | 12 | RON | 61 | 1 |
| JPMorgan Chase Bank | 02/13/23 | PLN | 741 | USD | 155 | (6) |
| JPMorgan Chase Bank | 02/13/23 | USD | 12704 | PLN | 62023 | 797 |
| JPMorgan Chase Bank | 03/15/23 | TRY | 7564 | USD | 381 | (2) |
| JPMorgan Chase Bank | 05/17/23 | USD | 5382 | EGP | 114466 | (1063) |
| Merrill Lynch | 12/21/22 | USD | 375 | INR | 31060 | 6 |
| Merrill Lynch | 12/21/22 | USD | 420 | ZAR | 7620 | 28 |
| Merrill Lynch | 12/21/22 | USD | 480 | HUF | 199210 | 18 |
| Merrill Lynch | 12/21/22 | USD | 512 | TWD | 16350 | 20 |
| Merrill Lynch | 12/21/22 | PEN | 3210 | USD | 801 | (34) |
| Merrill Lynch | 12/21/22 | MXN | 10280 | USD | 503 | (26) |
| Merrill Lynch | 12/21/22 | COP | 3827020 | USD | 790 | (2) |
| Merrill Lynch | 03/02/23 | BRL | 35400 | USD | 6536 | (88) |
| Merrill Lynch | 03/15/23 | NGN | 138229 | USD | 293 | 10 |
| Merrill Lynch | 05/17/23 | USD | 452 | NGN | 232530 | 5 |
| Midland Walwyn Capital Inc. | 12/02/22 | BRL | 2554 | USD | 466 | (20) |
| Midland Walwyn Capital Inc. | 12/21/22 | USD | 5114 | THB | 188403 | 241 |
| Midland Walwyn Capital Inc. | 12/21/22 | PLN | 8935 | EUR | 1859 | (42) |
| Midland Walwyn Capital Inc. | 01/20/23 | EUR | 2873 | PLN | 13697 | 19 |
| Midland Walwyn Capital Inc. | 02/08/23 | KRW | 1910374 | USD | 1345 | (107) |
| Morgan Stanley | 12/05/22 | EUR | 1994 | USD | 1994 | (60) |
| Morgan Stanley | 12/05/22 | USD | 2682 | EUR | 2575 | (29) |
| Morgan Stanley | 12/05/22 - 12/21/22 | PLN | 15593 | EUR | 3243 | (84) |
| Morgan Stanley | 12/05/22 | COP | 9492968 | USD | 1913 | (57) |
| Morgan Stanley | 12/07/22 | TWD | 41716 | USD | 1297 | (55) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 | 12/08/22 | USD | 1340 | TWD | 42651 | $43 |
| Morgan Stanley | 12/08/22 | USD | 1574 | CNY | 11389 | 24 |
| Morgan Stanley | 12/19/22 | USD | 6175 | CNY | 43655 | (18) |
| Morgan Stanley | 12/08/22 - 12/19/22 | CNY | 22431 | USD | 3083 | (67) |
| Morgan Stanley | 12/09/22 | RON | 3390 | EUR | 689 | 3 |
| Morgan Stanley | 12/12/22 | USD | 734 | CLP | 683153 | 28 |
| Morgan Stanley | 12/12/22 | CLP | 713515 | USD | 715 | (81) |
| Morgan Stanley | 12/13/22 | USD | 1607 | THB | 59638 | 87 |
| Morgan Stanley | 12/21/22 | USD | 1650 | ZAR | 28573 | 28 |
| Morgan Stanley | 12/21/22 | EUR | 2683 | HUF | 1138955 | 79 |
| Morgan Stanley | 12/21/22 | MXN | 21667 | USD | 1076 | (39) |
| Morgan Stanley | 12/21/22 | ZAR | 63374 | USD | 3561 | (161) |
| Morgan Stanley | 12/21/22 | THB | 94309 | USD | 2576 | (105) |
| Morgan Stanley | 12/21/22 | IDR | 7804905 | USD | 509 | 12 |
| Morgan Stanley | 03/01/23 | USD | 2943 | BRL | 15722 | (1) |
| SCB Securities | 12/08/22 | CNY | 2815 | USD | 392 | (3) |
| SCB Securities | 12/14/22 | USD | 2604 | MYR | 12240 | 154 |
| SCB Securities | 12/19/22 | USD | 393 | CNY | 2815 | 4 |
| Standard Bank | 12/02/22 | BRL | 38240 | USD | 7116 | (155) |
| Standard Bank | 12/05/22 | USD | 1625 | EUR | 1619 | 42 |
| Standard Bank | 12/07/22 - 12/21/22 | EUR | 14063 | USD | 13716 | (785) |
| Standard Bank | 12/21/22 | USD | 145 | RON | 740 | 9 |
| Standard Bank | 12/21/22 | USD | 1697 | ZAR | 30520 | 96 |
| Standard Bank | 12/21/22 | USD | 1714 | MYR | 8064 | 106 |
| Standard Bank | 12/21/22 | USD | 1855 | GHS | 15324 | (772) |
| Standard Bank | 12/21/22 | USD | 2303 | HUF | 920470 | (3) |
| Standard Bank | 12/21/22 | USD | 2669 | CZK | 67560 | 187 |
| Standard Bank | 12/21/22 | USD | 11583 | MXN | 234530 | 482 |
| Standard Bank | 12/21/22 | MYR | 12973 | USD | 2840 | (87) |
| Standard Bank | 12/21/22 | USD | 13054 | CNY | 91555 | (131) |
| Standard Bank | 12/21/22 | ZAR | 13130 | USD | 758 | (13) |
| Standard Bank | 12/21/22 | USD | 14890 | IDR | 223938475 | (632) |
| Standard Bank | 12/21/22 | PEN | 36290 | USD | 9132 | (312) |
| Standard Bank | 12/21/22 | EGP | 46861 | USD | 2080 | 190 |
| Standard Bank | 12/21/22 - 03/15/23 | ZMW | 71646 | USD | 4293 | 130 |
| Standard Bank | 12/21/22 | CNY | 71980 | USD | 10441 | 280 |
| Standard Bank | 12/21/22 | HUF | 243050 | USD | 554 | (54) |
| Standard Bank | 12/21/22 | PHP | 283201 | USD | 4771 | (240) |
| Standard Bank | 12/21/22 | TWD | 238491 | USD | 7890 | 123 |
| Standard Bank | 12/21/22 | TWD | 91075 | USD | 2964 | (2) |
| Standard Bank | 12/21/22 | INR | 390120 | USD | 4682 | (105) |
| Standard Bank | 12/21/22 | CLP | 790762 | USD | 810 | (70) |
| Standard Bank | 12/21/22 | COP | 1324360 | USD | 295 | 20 |
| Standard Bank | 03/02/23 | USD | 3019 | BRL | 16130 | (1) |
| Standard Bank | 03/15/23 - 05/17/23 | NGN | 2137760 | USD | 4390 | 143 |
| Standard Chartered | 12/21/22 | PHP | 169744 | USD | 2865 | (138) |
| Standard Chartered | 12/21/22 | COP | 6327410 | USD | 1411 | 101 |
| Standard Chartered | 03/15/23 | ZMW | 15356 | USD | 877 | 2 |
| State Street | 12/05/22 - 12/12/22 | USD | 2882 | COP | 14299901 | 84 |
| State Street | 12/05/22 | COP | 9866574 | USD | 2070 | 23 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| State Street | 12/21/22 | USD | 1353 | PEN | 5236 | $10 |
|  |  |  |  |  |  | $(3859) |

---

A list of open OTC swap agreements held by the Fund at November 30, 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** | **Credit Default Swap - 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> Appreciation<br> (Depreciation)<br> (Thousands)** |
| Goldman Sachs | CDX.EM.38.V1 12/20/2027 | 1.00% | Quarterly | 06/20/2027 | $12795 | $678 | $1058 | $(380) |

---

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 1-DAY BRL - CETIP | 11.985% | Annually | 01/02/2023 | BRL | 3000 | $283 | $– | $283 |
| Goldman Sachs | 1-DAY BRL - CETIP | 10.89% | Quarterly | 01/03/2023 | BRL | 6139 | 405 |  | 405 |
| Goldman Sachs | FLOATING CETIP DI INTERBANK DEPOSIT | 12.80% FIXED | Annually | 01/01/2024 | BRL | 17591 | (44) |  | (44) |
| Goldman Sachs | BRAZIL CETIP DI INTERBANK DEPOSIT | 12.765% FIXED | Annually | 01/02/2024 | BRL | 73511 | (189) |  | (189) |
| Goldman Sachs | FLOATING CETIP DI INTERBANK DEPOSIT | 12.82% FIXED | Annually | 01/02/2024 | BRL | 20523 | (50) |  | (50) |
| Goldman Sachs | 1-DAY BRL-OVERNIGHT BRAZIL INTERBANK DEPOSIT | 12.83% FIXED | Annually | 01/04/2024 | BRL | 73511 | (178) |  | (178) |
| Goldman Sachs | FLOATING CETIP DI INTERBANK DEPOSIT | 12.93% FIXED | Annually | 02/01/2024 | BRL | 35182 | (78) |  | (78) |
| Goldman Sachs | 2.45% FIXED | 3-MONTH THB-THOR-OIS COMPOUND | Quarterly | 10/03/2024 | THB | 94450 | (25) |  | (25) |
| Goldman Sachs | 2.36% FIXED | 3-MONTH THB-THOR-OIS COMPOUND | Quarterly | 10/04/2024 | THB | 92551 | (20) |  | (20) |
| Goldman Sachs | 2.423% FIXED | 3-MONTH THB-THOR-OIS COMPOUND | Quarterly | 10/04/2024 | THB | 283350 | (71) |  | (71) |
| Standard Chartered | 2.388% FIXED | 3-MONTH THB-THOR-OIS COMPOUND | Quarterly | 10/04/2024 | THB | 264750 | (61) |  | (61) |
| 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 | (84) |  | (84) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.165% | Monthly | 03/05/2026 | MXN | 63199 | (264) |  | (264) |
| JPMorgan Chase | 28-DAY MXN - TIIE | 6.13% | Monthly | 06/18/2026 | MXN | 47000 | (206) |  | (206) |
| Goldman Sachs | 28-DAY MXN - TIIE | 6.381% | Monthly | 09/16/2026 | MXN | 35000 | (144) |  | (144) |
| Citibank | 5.87% FIXED | 6-Month INR - MIBID | Semi-Annually | 02/04/2027 | INR | 760673 | 55 |  | 55 |
| Goldman Sachs | 6.96% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/24/2027 | INR | 275343 | (129) |  | (129) |
| Goldman Sachs | 7% FIXED | INR-FBIL-MIBOR-OIS-COMPOUND | Semi-Annually | 06/27/2027 | INR | 386457 | (189) |  | (189) |
| Goldman Sachs | 7.446% FIXED | CLP - CLICP | Semi-Annually | 07/14/2027 | CLP | 1828993 | (88) |  | (88) |
| Goldman Sachs | 8.39% FIXED | 3-Month VAR JIBAR | Quarterly | 10/27/2027 | ZAR | 180120 | (176) |  | (176) |
| Goldman Sachs | 3.709% FIXED | 3-Month TELBOR - VARIABLE | Quarterly | 10/26/2032 | ILS | 9310 | (92) | – | (92) |
|  |  |  |  |  |  |  | $(1450) | $– | $(1450) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Debt Fund** (Continued)

A list of open centrally cleared swap agreements held by the Fund at November 30, 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** | |
| **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.EM.38.V1 12/20/2027 | 1.00% | Quarterly | 12/20/2027 | $17981 | $989 | $1728 | $(739) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 - CLOIS | 2.145% | Semi-Annually | 08/24/2030 | CLP | 616282 | $(142) | $– | $(142) |
| 1-DAY BRL - CETIP | 4.835% | Annually | 01/02/2024 | BRL | 30017 | (556) |  | (556) |
| 1-DAY BRL - CETIP | 5.25% | Annually | 01/02/2023 | BRL | 15387 | (24) |  | (24) |
| 1-DAY BRL - CETIP | 6.61% | Annually | 01/02/2023 | BRL | 6301 | (8) |  | (8) |
| 1-DAY BRL - CETIP | 9.255% | Annually | 01/02/2023 | BRL | 2474 | (2) |  | (2) |
| 1-DAY BRL - CETIP | 6.23% | Annually | 01/02/2023 | BRL | 7534 | (10) |  | (10) |
| 1-DAY BRL - CETIP | 4.43% | Annually | 01/02/2023 | BRL | 16859 | 27 |  | 27 |
| 1-DAY BRL - CETIP | 6.77% | Annually | 01/02/2023 | BRL | 8540 | (11) |  | (11) |
| 1-DAY BRL - CETIP | 5.76% | Annually | 01/02/2024 | BRL | 12439 | (214) |  | (214) |
| 1-DAY BRL - CETIP | 5.973% | Annually | 01/02/2024 | BRL | 10140 | (166) |  | (166) |
| 1-DAY BRL - CETIP | 6.5% | Annually | 01/02/2024 | BRL | 6494 | (104) |  | (104) |
| 1-DAY BRL - CETIP | 6.77% | Annually | 01/02/2025 | BRL | 5570 | (144) |  | (144) |
| 1-DAY BRL - CETIP | 6.455% | Annually | 01/02/2025 | BRL | 4989 | (134) |  | (134) |
| 1-DAY BRL - CETIP | 5.65% | Annually | 01/02/2025 | BRL | 17121 | (503) |  | (503) |
| 1-DAY BRL - CETIP | 6.82% | Annually | 01/02/2025 | BRL | 4671 | (119) |  | (119) |
| 1-DAY BROIS | 44.656% | Annually | 01/02/2025 | BRL | 31113 | (152) |  | (152) |
| 1-DAY BRL - CETIP | 11.403% | Annually | 01/02/2026 | BRL | 6844 | (47) |  | (47) |
| 11.57% FIXED | 1-DAY BRL - CETIP | Annually | 01/02/2026 | BRL | 13824 | 242 |  | 242 |
| 1-DAY BRL - CETIP | 11.32% | Annually | 01/04/2027 | BRL | 18092 | (163) |  | (163) |
| 1-DAY BRL - CETIP | 7.7325% | Annually | 01/02/2025 | BRL | 19516 | (408) |  | (408) |
| 1-DAY BRL - CETIP | 0.99% | Annually | 01/02/2024 | BRL | 11034 | (199) |  | (199) |
| 9.8% | 1-DAY CLICP | Semi-Annually | 09/14/2024 | CLP | 5611934 | (207) |  | (207) |
| 1-DAY CLP - CLOIS | 2.26% FIXED | Semi-Annually | 03/16/2026 | CLP | 2687914 | (370) |  | (370) |
| 1-DAY CLP - CLOIS | 1.16% | Semi-Annually | 06/23/2025 | CLP | 3237689 | (491) |  | (491) |
| 1-DAY CLP - CLOIS | 1.36% | Semi-Annually | 06/17/2025 | CLP | 2668591 | (389) |  | (389) |
| 2.33% | 1-DAY CLP - CLOIS | Semi-Annually | 06/05/2030 | CLP | 1146740 | 244 |  | 244 |
| 8.37% FIXED | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 04/13/2024 | COP | 15931148 | 132 |  | 132 |
| 9.02% | 1-DAY IBRCOL | Quarterly | 08/11/2032 | COP | 2583585 | 34 |  | 34 |
| 7.14% | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 01/31/2027 | COP | 16045765 | 372 |  | 372 |
| 6.395% | 1-DAY COP- COLUMBIA IBR OVERNIGHT INTERBANK | Quarterly | 01/06/2027 | COP | 460499 | 13 |  | 13 |
| 5.145% | 1-Day MIBID | Semi-Annually | 08/27/2026 | INR | 310000 | 140 |  | 140 |
| 5.148% | 1-Day MIBID | Semi-Annually | 09/02/2026 | INR | 300000 | 135 |  | 135 |
| 1-Day INR - MIBID | 5.741% | Annually | 01/20/2024 | INR | 1300000 | (116) |  | (116) |
| 7.01% | 1-Day MIBID | Semi-Annually | 05/17/2027 | INR | 300000 | 113 |  | 113 |
| 9% FIXED | 1-MONTH MXIBOR | Monthly | 09/22/2032 | MXN | 66187 | 313 |  | 313 |
| 7.64% | 28-DAY MXN - TIIE | Monthly | 01/01/2032 | MXN | 38803 | 120 |  | 120 |
| 6.82% | 28-DAY MXN - TIIE | Monthly | 09/10/2029 | MXN | 27850 | 131 |  | 131 |
| 6.9225% | 28-DAY MXN - TIIE | Monthly | 08/31/2029 | MXN | 58394 | 259 |  | 259 |
| 7.345% | 28-DAY MXN - TIIE | Monthly | 11/10/2031 | MXN | 23157 | 94 |  | 94 |
| 28-DAY MXIBOR (TIIE) | 6.45% | Monthly | 04/01/2025 | MXN | 45932 | (154) |  | (154) |
| 28-DAY MXIBOR (TIIE) | 8.842% FIXED | Monthly | 05/29/2025 | MXN | 100000 | (69) | (6) | (63) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| 5.02% FIXED | 3-Month PRIBOR | Annually | 11/30/2024 | CZK | 344697 | $(30) | $– | $(30) |
| 6-MONTH HUF - BUBOR | 9.981% | Semi-Annually | 08/04/2027 | HUF | 773120 | 58 |  | 58 |
| 6-MONTH HUF - BUBOR | 9.87% | Semi-Annually | 08/05/2027 | HUF | 457355 | 30 |  | 30 |
| 6-MONTH HUF - BUBOR | 9.48% | Semi-Annually | 08/16/2027 | HUF | 832507 | 28 |  | 28 |
| 6-MONTH HUF - BUBOR | 3.305% | Semi-Annually | 10/04/2031 | HUF | 539013 | (400) |  | (400) |
| 6-MONTH HUF - BUBOR | 3.69% | Semi-Annually | 11/11/2031 | HUF | 463175 | (330) |  | (330) |
| 6-MONTH HUF - BUBOR | 7.61% | Semi-Annually | 03/31/2024 | HUF | 1294498 | (207) |  | (207) |
| 6-MONTH HUF - BUBOR | 7.505% | Semi-Annually | 04/04/2024 | HUF | 423822 | (81) |  | (81) |
| 9.30% FIXED | 1-DAY CLP - CLOIS | Semi-Annually | 10/03/2025 | CLP | 2387977 | (176) |  | (176) |
| 6.74% FIXED | 6-MONTH PLN - WIBOR | Annually | 09/28/2032 | PLN | 4350 | (65) |  | (65) |
| 6.86% | 6-MONTH PLN - WIBOR | Annually | 09/30/2032 | PLN | 9829 | (166) |  | (166) |
| 7.316% | 6-MONTH PLN - WIBOR | Annually | 10/28/2032 | PLN | 6388 | (151) |  | (151) |
| 6.325% | 6-MONTH PLN - WIBOR | Annually | 11/18/2027 | PLN | 16013 | (62) |  | (62) |
| 6.405% | 6-MONTH PLN - WIBOR | Annually | 11/21/2027 | PLN | 11435 | (50) |  | (50) |
| 7.51% FIXED | 1-DAY CLP - CLOIS | Semi-Annually | 04/13/2025 | CLP | 2122536 | (19) | – | (19) |
|  |  |  |  |  |  | $(4154) | $(6) | $(4148) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,843,990 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $258,360 ($ Thousands), representing 14.0% 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) | Certain securities or partial positions of certain securities are on loan at November 30, 2022 (see Note 11). The total market value of securities on loan at November 30, 2022 was $3,158 ($ Thousands). |
| (F) | Perpetual security with no stated maturity date. |
| (G) | Security is in default on interest payment. |
| (H) | This security was purchased with cash collateral held from securities on loan (see Note 11). The total market value of such securities as of November 30, 2022 was $3,271 ($ Thousands). |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 1725196 |  | 1725196 |
| &nbsp;&nbsp;&nbsp;Affiliated Partnership |  | 3271 |  | 3271 |
| Total Investments in Securities |  | 1728467 |  | 1728467 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 1792 |  |  | 1792 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (89) |  |  | (89) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 22979 |  | 22979 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (26838) |  | (26838) |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (380) |  | (380) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 743 |  | 743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (2193) |  | (2193) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (739) |  | (739) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 2485 |  | 2485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (6633) |  | (6633) |
| Total Other Financial Instruments | 1703 | (10576) |  | (8873) |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Emerging Markets Debt Fund** (Concluded)

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Liquidity Fund, LP | $&nbsp;&nbsp;&nbsp;&nbsp;8687 | $&nbsp;&nbsp;&nbsp;&nbsp;40703 | $&nbsp;&nbsp;&nbsp;&nbsp;(46119) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;3271 | $&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;$— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Real Return Fund**![](fp0081628-1_343.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 98.5%** | **U.S. TREASURY OBLIGATIONS — 98.5%** | **U.S. TREASURY OBLIGATIONS — 98.5%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/15/2025  | $12365 | $12467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/15/2027  | 7945 | 8202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2026  | 7938 | 8004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 10/15/2027  | 10144 | 10256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 01/15/2024  | 21953 | 21521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 01/15/2026  | 16792 | 16255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 04/15/2024  | 12261 | 11956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2025  | 19973 | 19290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 01/15/2027  | 15878 | 15144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2027  | 17489 | 16691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 01/15/2025  | 18200 | 17567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2024  | 19918 | 19331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2024  | 17691 | 17108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2025  | 14512 | 13911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2025  | 17210 | 16497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2025  | 347 | 332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2026  | 13770 | 13055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2026  | 17039 | 16205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2026  | 18782 | 17826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 04/15/2027  | 19635 | 18501 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $309,217) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $309,217) ($ Thousands) | 290119 |
| Total Investments in Securities — 98.5% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $309,217) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $309,217) ($ Thousands)  | $290119 |

---

Percentages are based on Net Assets of $294,646 ($ Thousands).<br>

As of November 30, 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 more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Limited Duration Bond Fund**![](fp0081628-1_344.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** | **U.S. TREASURY OBLIGATIONS — 33.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.493%, 04/27/2023 (A) | $1405 | $1380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.431%, 04/20/2023 (A) | 8275 | 8135 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/30/2024  | 60820 | 61000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2025  | 59996 | 60671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/30/2024  | 745 | 743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/30/2027  | 23460 | 22850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 05/15/2025  | 6000 | 5709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 12/31/2024  | 59580 | 56571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 03/31/2025  | 41535 | 38162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 02/28/2026  | 15230 | 13598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 04/15/2024  | 89795 | 84754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/15/2024  | 93550 | 87586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 09/30/2025  | 25260 | 22727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 12/15/2023  | 70500 | 67214 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |
| &nbsp;&nbsp;&nbsp;(Cost $547,649) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $547,649) ($ Thousands) | 531100 |
| **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** | **CORPORATE OBLIGATIONS — 30.3%** |
| **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 | 1800 |
| &nbsp;&nbsp;&nbsp;Level 3 Financing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/01/2027 (B) | 700 | 597 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (B) | 2400 | 2187 |
| &nbsp;&nbsp;&nbsp;Netflix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2025  | 915 | 924 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;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 (B) | $| 1000 | $984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.738%, 03/20/2025 (B) |  | 1031 | 1018 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/28/2024  |  | 1140 | 1110 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/15/2030  |  | 770 | 707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2027  |  | 640 | 606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/15/2026  |  | 705 | 646 |
|  |  |  | 10579 |
| **Consumer Discretionary — 0.8%** | **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 (B) |  | 12395 | 11760 |
| &nbsp;&nbsp;&nbsp;Alimentation Couche-Tard  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 07/26/2027 (B) |  | 400 | 369 |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 10/01/2023  |  | 1400 | 1352 |
|  |  |  | 13481 |
| **Consumer Staples — 2.6%** | **Consumer Staples — 2.6%** | **Consumer Staples — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.557%, 08/15/2027  |  | 895 | 816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.222%, 08/15/2024  |  | 860 | 830 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 12/15/2028 (B) |  | 245 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/15/2025 (B) |  | 580 | 562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2023 (B) |  | 745 | 733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/15/2025 (B) |  | 520 | 488 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.760%, 10/01/2024  |  | 945 | 904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.547%, 10/01/2025  |  | 10550 | 9481 |
| &nbsp;&nbsp;&nbsp;Constellation Brands  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 05/09/2027  |  | 695 | 679 |
| &nbsp;&nbsp;&nbsp;Fresenius US Finance II  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/15/2023 (B) |  | 955 | 952 |
| &nbsp;&nbsp;&nbsp;GSK Consumer Healthcare Capital US LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/24/2027  |  | 1125 | 1050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.024%, 03/24/2024  |  | 4375 | 4247 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 06/03/2024  |  | 8800 | 8276 |
| &nbsp;&nbsp;&nbsp;Imperial Brands Finance PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 07/21/2025 (B) |  | 1035 | 988 |
| &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 (B) |  | 520 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (B) |  | 1025 | 860 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 03/15/2024  |  | 7575 | 7170 |
|  |  |  | 38765 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| **Energy — 1.6%** | **Energy — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;Enbridge  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 10/04/2023  | $11500 | $11054 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/01/2025  | 748 | 759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2024  | 250 | 245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/15/2025  | 1000 | 971 |
| &nbsp;&nbsp;&nbsp;Petroleos Mexicanos  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 02/16/2032  | 1089 | 842 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/16/2024 (B) | 11985 | 11605 |
|  |  | 25476 |
| **Financials — 15.9%** | **Financials — 15.9%** |  |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/04/2025  | 2485 | 2348 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, SOFRINDX + 0.700%, 05/24/2024 (B)(C) | 920 | 902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.514%, 03/08/2024 (B) | 575 | 551 |
| &nbsp;&nbsp;&nbsp;Avolon Holdings Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/15/2027 (B) | 990 | 842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 02/21/2028 (B) | 580 | 467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.528%, 11/18/2027 (B) | 133 | 107 |
| &nbsp;&nbsp;&nbsp;Bank of America MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (C) | 465 | 431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.319%, U.S. SOFR + 1.150%, 06/19/2026 (C) | 10315 | 9307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.810%, U.S. SOFR + 0.740%, 10/24/2024 (C) | 9200 | 8788 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/25/2025 (B) | 5510 | 5370 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 03/08/2024  | 10780 | 10417 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.442%, ICE LIBOR USD 3 Month + 1.069%, 02/07/2028 (C) | 1165 | 1095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.430%, U.S. SOFR + 0.565%, 06/13/2025 (C) | 10845 | 10602 |
| &nbsp;&nbsp;&nbsp;Bank of Nova Scotia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 04/11/2025  | 10175 | 9845 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/07/2025  | 10660 | 10272 |
| &nbsp;&nbsp;&nbsp;Capital One Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.636%, U.S. SOFR + 1.290%, 03/03/2026 (C) | 995 | 928 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668%, ICE LIBOR USD 3 Month + 1.390%, 07/24/2028 (C) | 1805 | 1671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, U.S. SOFR + 1.528%, 03/17/2026 (C) | 1645 | 1564 |

---

---

| | | |
|:---|:---|:---|
| 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;0.981%, U.S. SOFR + 0.669%, 05/01/2025 (C) | $8965 | $8363 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (B) | 6190 | 5928 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.442%, U.S. SOFR + 3.700%, 08/11/2028 (B)(C) | 1340 | 1216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.282%, 01/09/2028 (B) | 1075 | 876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (B)(C) | 770 | 615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(C) | 2210 | 1958 |
| &nbsp;&nbsp;&nbsp;Discover Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/12/2024  | 987 | 933 |
| &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 (B)(C) | 1405 | 1289 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 09/20/2024 (B) | 10100 | 9218 |
| &nbsp;&nbsp;&nbsp;General Electric MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912%, ICE LIBOR USD 3 Month + 0.380%, 05/05/2026 (C) | 330 | 316 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.925%, U.S. SOFR + 0.486%, 10/21/2024 (C) | 13525 | 12900 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.976%, U.S. SOFR + 0.708%, 05/24/2025 (C) | 5000 | 4600 |
| &nbsp;&nbsp;&nbsp;Huntington National Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.008%, U.S. SOFR + 1.205%, 05/16/2025 (C) | 7770 | 7604 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C) | 1230 | 1181 |
| &nbsp;&nbsp;&nbsp;Jackson National Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/12/2025 (B) | 5650 | 5234 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (C) | 11510 | 11372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.540%, ICE LIBOR USD 3 Month + 1.380%, 05/01/2028 (C) | 465 | 432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947%, U.S. SOFR + 1.170%, 02/24/2028 (C) | 2595 | 2360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.595%, U.S. SOFR + 0.915%, 02/24/2026 (C) | 385 | 363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.561%, U.S. SOFR + 0.605%, 12/10/2025 (C) | 8120 | 7500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.697%, U.S. SOFR + 0.580%, 03/16/2024 (C) | 2325 | 2291 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;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 (C) | $2190 | $2125 |
| &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) | 620 | 534 |
| &nbsp;&nbsp;&nbsp;Macquarie Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(C) | 705 | 610 |
| &nbsp;&nbsp;&nbsp;Macquarie Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.201%, U.S. SOFR + 0.694%, 10/14/2025 (B)(C) | 910 | 831 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/18/2026 (B) | 2500 | 2347 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (C) | 2775 | 2465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.164%, U.S. SOFR + 0.560%, 10/21/2025 (C) | 11730 | 10730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.791%, U.S. SOFR + 0.509%, 01/22/2025 (C) | 725 | 682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.529%, U.S. SOFR + 0.455%, 01/25/2024 (C) | 2745 | 2719 |
| &nbsp;&nbsp;&nbsp;National Securities Clearing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 11/21/2024 (B) | 7700 | 7712 |
| &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 (B)(C) | 335 | 330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)(C) | 350 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.550%, 01/22/2024 (B) | 9170 | 8689 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.583%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(C) | 1000 | 1000 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 06/06/2024 (B) | 12010 | 11694 |
| &nbsp;&nbsp;&nbsp;Park Aerospace Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2023 (B) | 170 | 169 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 01/21/2025  | 11675 | 10904 |
| &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 (C) | 410 | 402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.373%, ICE LIBOR USD 3 Month + 1.080%, 01/05/2024 (C) | 355 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.089%, U.S. SOFR + 0.787%, 03/15/2025 (C) | 200 | 186 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.815%, 07/25/2025 (B) | 6135 | 5990 |
| &nbsp;&nbsp;&nbsp;Trinity Acquisition  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/15/2023  | 860 | 853 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;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 (B)(C) | $| 385 | $372 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (C) |  | 2145 | 1998 |
| &nbsp;&nbsp;&nbsp;Wells Fargo MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.526%, U.S. SOFR + 1.510%, 03/24/2028 (C) |  | 3950 | 3669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.406%, U.S. SOFR + 1.087%, 10/30/2025 (C) |  | 10735 | 10117 |
| &nbsp;&nbsp;&nbsp;Willis North America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 06/15/2027  |  | 615 | 597 |
|  |  |  | 250482 |
| **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 | 34 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 11/14/2023  |  | 550 | 543 |
| &nbsp;&nbsp;&nbsp;Baxter International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.868%, 12/01/2023  |  | 8655 | 8284 |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 04/15/2025  |  | 465 | 464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 03/15/2024  |  | 610 | 608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/15/2027 (B) |  | 1000 | 910 |
| &nbsp;&nbsp;&nbsp;Humana  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 10/01/2024  |  | 1500 | 1472 |
| &nbsp;&nbsp;&nbsp;Illumina  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 12/12/2025  |  | 1200 | 1206 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 09/15/2024  |  | 1170 | 1081 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.750%, 09/02/2023  |  | 985 | 951 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.215%, 10/18/2024  |  | 10155 | 9502 |
|  |  |  | 25055 |
| **Industrials — 1.1%** | **Industrials — 1.1%** | **Industrials — 1.1%** |  |
| &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 | 572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 255 | 224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 650 | 598 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/01/2025  |  | 400 | 378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 01/15/2027  |  | 770 | 672 |
| &nbsp;&nbsp;&nbsp;BAE Systems Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/15/2025 (B) |  | 625 | 602 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.433%, 02/04/2024  |  | 680 | 649 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Canadian Pacific Railway  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 12/02/2024  | $| 910 | $847 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/15/2024  |  | 10840 | 10596 |
| &nbsp;&nbsp;&nbsp;Sydney Airport Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/22/2023 (B) |  | 965 | 961 |
|  |  |  | 16099 |
| **Information Technology — 1.5%** | **Information Technology — 1.5%** | **Information Technology — 1.5%** |  |
| &nbsp;&nbsp;&nbsp;Broadcom  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2024  |  | 9320 | 9157 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 07/15/2025  |  | 945 | 931 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.150%, 01/15/2027  |  | 1725 | 1496 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 11/10/2025  |  | 660 | 676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 03/25/2026  |  | 1865 | 1674 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 06/01/2023  |  | 1145 | 1119 |
| &nbsp;&nbsp;&nbsp;VMware  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 08/15/2024  |  | 9175 | 8543 |
|  |  |  | 23596 |
| **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 | 1131 |
| &nbsp;&nbsp;&nbsp;Berry Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 02/15/2024  |  | 1415 | 1344 |
|  |  |  | 2475 |
| **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 | 1489 |
| &nbsp;&nbsp;&nbsp;GLP Capital LP / GLP Financing II  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2023  |  | 2803 | 2776 |
| &nbsp;&nbsp;&nbsp;Hudson Pacific Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 02/15/2028  |  | 545 | 517 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 12/15/2024  |  | 920 | 874 |
| &nbsp;&nbsp;&nbsp;Piedmont Operating Partnership  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 06/01/2023  |  | 690 | 689 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 02/01/2027 (B) |  | 480 | 465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 05/01/2024 (B) |  | 125 | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/15/2025 (B) |  | 625 | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 12/01/2026 (B) |  | 245 | 228 |
|  |  |  | 7760 |
| **Utilities — 3.8%** | **Utilities — 3.8%** | **Utilities — 3.8%** |  |
| &nbsp;&nbsp;&nbsp;American Electric Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/01/2027  |  | 550 | 565 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;2.031%, 03/15/2024  | $| 5795 | $| 5568 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/15/2025  |  | 1570 |  | 1509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 01/15/2023 (B) |  | 500 |  | 498 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 11/01/2024 (D) |  | 8830 |  | 8694 |
| &nbsp;&nbsp;&nbsp;Duke Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2024  |  | 7200 |  | 7089 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/27/2024  |  | 11020 |  | 10869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2027  |  | 1505 |  | 1381 |
| &nbsp;&nbsp;&nbsp;Exelon  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/15/2027 (B) |  | 505 |  | 466 |
| &nbsp;&nbsp;&nbsp;ITC Holdings  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/22/2027 (B) |  | 1000 |  | 993 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/01/2024 (B) |  | 1545 |  | 1525 |
| &nbsp;&nbsp;&nbsp;Metropolitan Edison  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2025 (B) |  | 315 |  | 301 |
| &nbsp;&nbsp;&nbsp;Monongahela Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 04/15/2024 (B) |  | 815 |  | 799 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.255%, 09/01/2024  |  | 7355 |  | 7260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.940%, 03/21/2024  |  | 745 |  | 724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 03/01/2023  |  | 1250 |  | 1237 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2024  |  | 7405 |  | 7295 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/15/2024  |  | 2825 |  | 2727 |
|  |  |  |  | 59500 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $493,178) ($ Thousands) |  |  |  | 473268 |
| **MORTGAGE-BACKED SECURITIES — 20.6%** | **MORTGAGE-BACKED SECURITIES — 20.6%** | **MORTGAGE-BACKED SECURITIES — 20.6%** | **MORTGAGE-BACKED SECURITIES — 20.6%** | **MORTGAGE-BACKED SECURITIES — 20.6%** |
| **Agency Mortgage-Backed Obligations — 10.2%** | **Agency Mortgage-Backed Obligations — 10.2%** | **Agency Mortgage-Backed Obligations — 10.2%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLB |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 02/28/2025 |  | 7815 |  | 7411 |
| &nbsp;&nbsp;&nbsp;FHLMC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 07/21/2025 |  | 11005 |  | 10803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/30/2024 |  | 6275 |  | 6170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/01/2034 to 12/01/2034  |  | 4889 |  | 4718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/01/2030 to 01/01/2052  |  | 3746 |  | 3310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/01/2052 |  | 2622 |  | 2162 |
| &nbsp;&nbsp;&nbsp;FHLMC ARM |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.356%, ICE LIBOR USD 12 Month + 1.486%, 03/01/2037(C) |  | 5 |  | 5 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2005-2922, Cl FE |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123%, LIBOR USD 1 Month + 0.250%, 02/15/2035(C) |  | 494 |  | 487 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;4.243%, LIBOR USD 1 Month + 0.370%, 10/15/2034(C) | $653 | $648 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2006-3102, Cl FB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.173%, LIBOR USD 1 Month + 0.300%, 01/15/2036(C) | 253 | 251 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2006-3136, Cl KF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.173%, LIBOR USD 1 Month + 0.300%, 04/15/2036(C) | 266 | 264 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2009-3616, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.523%, LIBOR USD 1 Month + 0.650%, 03/15/2032(C) | 293 | 291 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2010-3762, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.323%, LIBOR USD 1 Month + 0.450%, 03/15/2040(C) | 60 | 60 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2010-3774, Cl EW |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 12/15/2025 | 165 | 161 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3895, Cl FM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, LIBOR USD 1 Month + 0.350%, 12/15/2040(C) | 140 | 140 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3946, Cl FG |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, LIBOR USD 1 Month + 0.350%, 10/15/2039(C) | 4 | 4 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2011-3960, Cl JF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.323%, LIBOR USD 1 Month + 0.450%, 04/15/2041(C) | 32 | 32 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4048, Cl GF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223%, LIBOR USD 1 Month + 0.350%, 10/15/2040(C) | 44 | 44 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4094, Cl BF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.273%, LIBOR USD 1 Month + 0.400%, 08/15/2032(C) | 444 | 442 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2012-4102, Cl LF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.123%, LIBOR USD 1 Month + 0.250%, 01/15/2040(C) | 88 | 87 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2013-4203, Cl DM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2033 | 212 | 203 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2014-4379, Cl CD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/15/2033 | 188 | 181 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2015-4482, Cl CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/15/2034 | 257 | 247 |
| &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 | 79 | 79 |
| &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 | 21 | 21 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.165%, LIBOR USD 1 Month + 0.360%, 08/25/2024(C) | 156 | 156 |

---

---

| | | |
|:---|:---|:---|
| 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;4.165%, ICE LIBOR USD 1 Month + 0.360%, 09/25/2027(C) | $84 | $83 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.135%, LIBOR USD 1 Month + 0.330%, 09/25/2024(C) | 309 | 307 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, LIBOR USD 1 Month + 0.320%, 11/25/2024(C) | 213 | 212 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.145%, LIBOR USD 1 Month + 0.340%, 11/25/2027(C) | 43 | 43 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.045%, ICE LIBOR USD 1 Month + 0.240%, 01/25/2028(C) | 425 | 420 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.205%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(C) | 328 | 325 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.295%, ICE LIBOR USD 1 Month + 0.490%, 07/25/2026(C) | 688 | 684 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.095%, ICE LIBOR USD 1 Month + 0.290%, 08/25/2027(C) | 454 | 445 |
| &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 | 525 | 499 |
| &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 | 655 | 638 |
| &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 | 612 | 587 |
| &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 | 660 | 623 |
| &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 | 807 | 735 |
| &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 | 2286 | 2073 |
| &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 | 859 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 Q004, Cl AFL |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.788%, 12 Month Treas Avg + 0.740%, 05/25/2044(C) | $422 | $422 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/01/2035 | 1346 | 1299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/01/2030 to 02/01/2035  | 4965 | 4756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, 01/01/2026(C) | 884 | 847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 02/01/2031 to 11/01/2034  | 3820 | 3612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 12/01/2036 | 2267 | 2046 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2005-83, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.346%, LIBOR USD 1 Month + 0.330%, 10/25/2035(C) | 575 | 566 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2006-31, Cl FP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316%, LIBOR USD 1 Month + 0.300%, 05/25/2036(C) | 101 | 99 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2006-56, Cl FE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.446%, LIBOR USD 1 Month + 0.430%, 07/25/2036(C) | 484 | 478 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2007-98, Cl FD |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.466%, LIBOR USD 1 Month + 0.450%, 06/25/2037(C) | 280 | 276 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2008-24, Cl PF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.666%, LIBOR USD 1 Month + 0.650%, 02/25/2038(C) | 112 | 112 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2010-43, Cl VF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.566%, LIBOR USD 1 Month + 0.550%, 05/25/2040(C) | 352 | 349 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-111, Cl NF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.366%, LIBOR USD 1 Month + 0.350%, 05/25/2042(C) | 501 | 491 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-113, Cl PB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 10/25/2040 | 584 | 549 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-54, Cl CF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, LIBOR USD 1 Month + 0.700%, 05/25/2042(C) | 165 | 164 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2012-93, Cl GF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.266%, LIBOR USD 1 Month + 0.250%, 07/25/2040(C) |  |  |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-116, Cl CB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/25/2033 | 200 | 193 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2013-6, Cl MC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 02/25/2040 | 3 | 3 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-48, Cl UF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.416%, LIBOR USD 1 Month + 0.400%, 08/25/2046(C) | 213 | 210 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-10, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.516%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2050(C) | 1282 | 1253 |
| &nbsp;&nbsp;&nbsp;FNMA REMIC CMO, Ser 2019-79, Cl FA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.516%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(C) | 437 | 427 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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 K33, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.610%, 08/25/2046(B)(C) | $| 2000 | $1958 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K35, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.067%, 12/25/2046(B)(C) |  | 3175 | 3124 |
| &nbsp;&nbsp;&nbsp;FREMF Mortgage Trust, Ser K37, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, 01/25/2047(B)(C) |  | 1000 | 979 |
| &nbsp;&nbsp;&nbsp;FRESB Mortgage Trust, Ser SB53, Cl A10F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 06/25/2028(C) |  | 564 | 542 |
| &nbsp;&nbsp;&nbsp;GNMA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 01/20/2027 to 02/20/2028  |  | 759 | 734 |
| &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(C) |  | 79 | 78 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2007-1, Cl F |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.239%, LIBOR USD 1 Month + 0.300%, 01/20/2037(C) |  | 380 | 376 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2010-98, Cl QF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.339%, LIBOR USD 1 Month + 0.400%, 01/20/2040(C) |  | 184 | 184 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2011-151, Cl BF |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.289%, LIBOR USD 1 Month + 0.350%, 04/20/2041(C) |  | 306 | 302 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2012-77, Cl FM |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.557%, LIBOR USD 1 Month + 0.670%, 11/16/2039(C) |  | 456 | 457 |
| &nbsp;&nbsp;&nbsp;GNMA TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/15/2052 |  | 10075 | 8853 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 157, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 10/16/2054(C) |  | 1172 | 1140 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2008-92, Cl E |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.556%, 03/16/2044(C) |  | 423 | 418 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 2010-159, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.558%, 09/16/2044(C) |  | 759 | 734 |
| &nbsp;&nbsp;&nbsp;GNMA, Ser 23, Cl D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.488%, 07/16/2049(C) |  | 509 | 480 |
| &nbsp;&nbsp;&nbsp;UMBS TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 12/15/2052 |  | 15575 | 15497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/15/2052 |  | 14975 | 14575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/14/2039 |  | 2325 | 2199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/12/2042 |  | 11175 | 9889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2053 |  | 25275 | 21639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/15/2053 |  | 13050 | 10759 |
|  |  |  | 159979 |
| **Non-Agency Mortgage-Backed Obligations — 10.4%** | **Non-Agency Mortgage-Backed Obligations — 10.4%** | **Non-Agency Mortgage-Backed Obligations — 10.4%** |  |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.876%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(B)(C) |  | 825 | 785 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Banc of America Commercial Mortgage Trust, Ser BNK3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, 02/15/2050 | $1283 | $1234 |
| &nbsp;&nbsp;&nbsp;Banc of America Funding Trust, Ser 2014-R6, Cl 2A13 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.846%, 07/26/2036(B)(C) | 2374 | 2266 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-BID, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.015%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(B)(C) | 1000 | 969 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser C7, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.079%, 04/15/2053 | 949 | 898 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser 2020-B17, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 03/15/2053 | 9585 | 8816 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser B19, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.628%, 09/15/2053 | 458 | 431 |
| &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust, Ser B5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.077%, 07/15/2051 | 1750 | 1726 |
| &nbsp;&nbsp;&nbsp;BMO Mortgage Trust, Ser C3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.430%, 09/15/2054(C) | 1865 | 1844 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.527%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(B)(C) | 1577 | 1510 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser VKNG, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.805%, ICE LIBOR USD 1 Month + 0.930%, 10/15/2037(B)(C) | 1146 | 1109 |
| &nbsp;&nbsp;&nbsp;BX Trust, Ser SDMF, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.464%, ICE LIBOR USD 1 Month + 0.589%, 09/15/2034(B)(C) | 1921 | 1831 |
| &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 | 5282 | 4986 |
| &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 | 1867 | 1779 |
| &nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust, Ser 2006-A, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.494%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2036(C) | 295 | 293 |
| &nbsp;&nbsp;&nbsp;CIM Trust, Ser 2022-I1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 02/25/2067(B)(C) | 1160 | 1099 |
| &nbsp;&nbsp;&nbsp;CIT Mortgage Loan Trust, Ser 2007-1, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.366%, ICE LIBOR USD 1 Month + 1.350%, 10/25/2037(B)(C) | 142 | 141 |
| &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 | 962 | 935 |
| &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 | 3827 | 3705 |

---

---

| | | |
|:---|:---|:---|
| 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 2019-SMRT, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.149%, 01/10/2036(B) | $1115 | $1084 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser B2, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.962%, 03/10/2051 | 6610 | 6332 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser GC36, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.368%, 02/10/2049 | 868 | 833 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.098%, 04/10/2049 | 1315 | 1260 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser PRM2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.826%, ICE LIBOR USD 1 Month + 0.950%, 10/15/2036(B)(C) | 1782 | 1707 |
| &nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.306%, ICE LIBOR USD 1 Month + 0.290%, 09/25/2036(B)(C) | 1932 | 1830 |
| &nbsp;&nbsp;&nbsp;Cold Storage Trust, Ser 2020-ICE5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.775%, ICE LIBOR USD 1 Month + 0.900%, 11/15/2037(B)(C) | 1474 | 1432 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR11, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.660%, 08/10/2050 | 69 | 69 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2013-CR9, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.834%, 07/10/2045 | 167 | 166 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS5, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, 09/10/2047 | 51 | 49 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.387%, 12/10/2047 | 795 | 778 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser CR13, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.928%, 11/10/2046 | 889 | 870 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser CR14, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.147%, 02/10/2047 | 1027 | 1013 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser CR8, Cl AM |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, 06/10/2046(B)(C) | 750 | 741 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser PC1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, 07/10/2050 | 1365 | 1313 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R08, Cl 1M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.071%, SOFR30A + 2.550%, 07/25/2042(B)(C) | 1739 | 1727 |
| &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 | 31 | 30 |
| &nbsp;&nbsp;&nbsp;CSMC Series, Ser 2014-6R, Cl 15A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.886%, ICE LIBOR USD 1 Month + 0.150%, 11/27/2036(B)(C) | 1176 | 1115 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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 2015-6R, Cl 2A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.338%, ICE LIBOR USD 1 Month + 0.200%, 11/27/2046(B)(C) | $2242 | $2172 |
| &nbsp;&nbsp;&nbsp;CSMC Trust, Ser 2022-RPL3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.637%, 03/25/2061(B)(C) | 1993 | 1962 |
| &nbsp;&nbsp;&nbsp;DBGS Mortgage Trust, Ser 2018-BIOD, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.658%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(B)(C) | 1773 | 1733 |
| &nbsp;&nbsp;&nbsp;DBJPM Mortgage Trust, Ser C3, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.756%, 08/10/2049 | 1381 | 1315 |
| &nbsp;&nbsp;&nbsp;DBWF Mortgage Trust, Ser 2018-GLKS, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.969%, ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(B)(C) | 1600 | 1544 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821%, SOFR30A + 1.300%, 02/25/2042(B)(C) | 1121 | 1100 |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.154%, ICE LIBOR USD 1 Month + 0.110%, 12/25/2037(C) | 2011 | 1843 |
| &nbsp;&nbsp;&nbsp;GCAT Trust, Ser 2021-NQM6, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.855%, 08/25/2066(B)(C) | 2967 | 2493 |
| &nbsp;&nbsp;&nbsp;Great Wolf Trust, Ser WOLF, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.909%, ICE LIBOR USD 1 Month + 1.034%, 12/15/2036(B)(C) | 1500 | 1447 |
| &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 | 247 | 245 |
| &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(C) | 82 | 82 |
| &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 | 133 | 132 |
| &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 | 2091 | 1991 |
| &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 | 1278 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GS5, Cl AAB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.467%, 03/10/2050 | 1001 | 954 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser GS9, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.839%, 03/10/2051 | 771 | 770 |
| &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(B) | 750 | 720 |
| &nbsp;&nbsp;&nbsp;GSAA Home Equity Trust, Ser 2005-6, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.689%, ICE LIBOR USD 1 Month + 0.645%, 06/25/2035(C) | 1162 | 1131 |

---

---

| | | |
|:---|:---|:---|
| 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 2005-MTR1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.784%, ICE LIBOR USD 1 Month + 0.740%, 10/25/2035(C) | $2 | $2 |
| &nbsp;&nbsp;&nbsp;GSAA Home Equity Trust, Ser 2007-8, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.944%, ICE LIBOR USD 1 Month + 0.900%, 08/25/2037(C) | 465 | 446 |
| &nbsp;&nbsp;&nbsp;Houston Galleria Mall Trust, Ser HGLR, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.087%, 03/05/2037(B) | 1000 | 920 |
| &nbsp;&nbsp;&nbsp;Independence Plaza Trust, Ser INDP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.763%, 07/10/2035(B) | 1095 | 1024 |
| &nbsp;&nbsp;&nbsp;Irvine Core Office Trust, Ser IRV, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.279%, 05/15/2048(B)(C) | 1600 | 1568 |
| &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 | 86 | 85 |
| &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 | 859 | 842 |
| &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 | 1396 | 1350 |
| &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 | 5244 | 4999 |
| &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 | 626 | 598 |
| &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 | 782 | 773 |
| &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 | 117 | 117 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.675%, ICE LIBOR USD 1 Month + 0.800%, 04/15/2038(B)(C) | 926 | 896 |
| &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 | 3672 | 3496 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase Commercial Mortgage Securities Trust, Ser MARG, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975%, ICE LIBOR USD 1 Month + 1.100%, 05/15/2034(B)(C) | 1418 | 1391 |
| &nbsp;&nbsp;&nbsp;JPMorgan Wealth Management, Ser 2021-CL1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.847%, SOFR30A + 1.300%, 03/25/2051(B)(C) | 2748 | 2443 |
| &nbsp;&nbsp;&nbsp;Key Commercial Mortgage Securities Trust, Ser S1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.723%, 10/15/2053(B) | 593 | 582 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.363%, 09/25/2026(B)(D) | $2500 | $2317 |
| &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) | 2752 | 2740 |
| &nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2029(C) | 196 | 177 |
| &nbsp;&nbsp;&nbsp;MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.976%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(B)(C) | 11040 | 10519 |
| &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(B)(C) | 2593 | 2385 |
| &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 | 80 | 79 |
| &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 | 117 | 115 |
| &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 | 238 | 234 |
| &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 | 434 | 420 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley Capital I, Ser HR2, Cl ASB |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, 12/15/2050 | 1310 | 1250 |
| &nbsp;&nbsp;&nbsp;Nationstar Home Equity Loan Trust, Ser 2007-A, Cl AV4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.274%, ICE LIBOR USD 1 Month + 0.230%, 03/25/2037(C) | 192 | 190 |
| &nbsp;&nbsp;&nbsp;Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, ICE LIBOR USD 1 Month + 0.320%, 04/25/2037(C) | 655 | 629 |
| &nbsp;&nbsp;&nbsp;Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.234%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037(C) | 1592 | 1512 |
| &nbsp;&nbsp;&nbsp;OBX Trust, Ser 2022-NQM1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/25/2061(B)(C) | 5781 | 4845 |
| &nbsp;&nbsp;&nbsp;Opteum Mortgage Acceptance Asset Backed Pass-Through Certificates 2005-2, Ser 2005-2, Cl M5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.019%, ICE LIBOR USD 1 Month + 0.975%, 04/25/2035(C) | 756 | 740 |
| &nbsp;&nbsp;&nbsp;PRKCM Trust, Ser 2021-AFC2, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.071%, 11/25/2056(B)(C) | 5797 | 4783 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;RASC Series Trust, Ser 2005-EMX2, Cl M5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.094%, ICE LIBOR USD 1 Month + 0.700%, 07/25/2035(C) | $1064 | $1051 |
| &nbsp;&nbsp;&nbsp;RASC Trust, Ser 2006-KS6, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, ICE LIBOR USD 1 Month + 0.250%, 08/25/2036(C) | 14 | 14 |
| &nbsp;&nbsp;&nbsp;RBS Commercial Funding Trust, Ser GSP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, 01/15/2032(B)(C) | 2010 | 1930 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.614%, ICE LIBOR USD 1 Month + 0.570%, 05/25/2035(C) | 106 | 105 |
| &nbsp;&nbsp;&nbsp;Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF3, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, ICE LIBOR USD 1 Month + 0.250%, 09/25/2036(C) | 89 | 89 |
| &nbsp;&nbsp;&nbsp;Terwin Mortgage Trust, Ser 2006-3, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.504%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2037(B)(C) | 76 | 76 |
| &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(B)(C) | 2497 | 2298 |
| &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(B) | 1285 | 1131 |
| &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(B)(C) | 1885 | 1676 |
| &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(B)(C) | 982 | 920 |
| &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 | 954 |
| &nbsp;&nbsp;&nbsp;UBS Commercial Mortgage Trust, Ser C12, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.152%, 08/15/2051 | 1597 | 1577 |
| &nbsp;&nbsp;&nbsp;WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.564%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(C) | 946 | 838 |
| &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 | 1428 | 1381 |
| &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 | 815 | 786 |
| &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 | 656 | 625 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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 C28, Cl A3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.290%, 05/15/2048 | $| 2052 | $| 1946 |
| &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 |  | 1762 |  | 1682 |
| &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 |  | 1053 |
| &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 |  | 1724 |  | 1602 |
| &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 |  | 1489 |  | 1446 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser SMP, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.748%, ICE LIBOR USD 1 Month + 0.875%, 12/15/2034(B)(C) |  | 1125 |  | 1092 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser C18, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.896%, 12/15/2046 |  | 979 |  | 955 |
| &nbsp;&nbsp;&nbsp;WFRBS Commercial Mortgage Trust, Ser C21, Cl A5 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.678%, 08/15/2047 |  | 1183 |  | 1140 |
|  |  |  |  | 162452 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $333,325) ($ Thousands) |  |  |  | 322431 |
| **ASSET-BACKED SECURITIES — 14.7%** | **ASSET-BACKED SECURITIES — 14.7%** | **ASSET-BACKED SECURITIES — 14.7%** | **ASSET-BACKED SECURITIES — 14.7%** | **ASSET-BACKED SECURITIES — 14.7%** |
| **Automotive — 4.1%** | **Automotive — 4.1%** | **Automotive — 4.1%** |  |  |
| &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 (B) |  | 2460 |  | 2377 |
| &nbsp;&nbsp;&nbsp;Americredit Automobile Receivables Trust, Ser 2019-1, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, 03/18/2025  |  | 2375 |  | 2327 |
| &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.210%, 12/18/2026  |  | 1171 |  | 1042 |
| &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust, Ser 2022-2, Cl A4 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.620%, 09/15/2027  |  | 2762 |  | 2648 |
| &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 (B) |  | 3743 |  | 3492 |
| &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 |  | 1912 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &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 | $2249 |
| &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 (B) | 4770 | 4571 |
| &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) | 8195 | 8051 |
| &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 (B) | 360 | 332 |
| &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 | 2379 |
| &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.320%, 05/15/2028  | 2015 | 2015 |
| &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 (B) | 2450 | 2320 |
| &nbsp;&nbsp;&nbsp;Flagship Credit Auto Trust, Ser 2020-3, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/15/2026 (B) | 2400 | 2194 |
| &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 (B) | 1675 | 1653 |
| &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) | 449 | 437 |
| &nbsp;&nbsp;&nbsp;Prestige Auto Receivables Trust, Ser 2022-1A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 07/17/2028 (B) | 1000 | 998 |
| &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 (B) |  |  |
| &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 (B) | 4710 | 4587 |
| &nbsp;&nbsp;&nbsp;Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.030%, 08/15/2028 (B) | 1250 | 1240 |
| &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  | 1334 | 1324 |
| &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 | 2373 |
| &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 | 1518 |
| &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  | 5024 | 4891 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Limited 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 D |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/17/2026 (B) | $| 1700 | $1587 |
| &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 (B) |  | 4110 | 3903 |
| &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 | 2750 |
|  |  |  | 65170 |
| **Credit Cards — 1.3%** | **Credit Cards — 1.3%** | **Credit Cards — 1.3%** |  |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-3, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 08/15/2027  |  | 2650 | 2579 |
| &nbsp;&nbsp;&nbsp;American Express Credit Account Master Trust, Ser 2022-4, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2027  |  | 1900 | 1909 |
| &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 | 8391 |
| &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust, Ser 2022-A3, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 10/15/2027  |  | 3720 | 3736 |
| &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 (B) |  | 3500 | 3263 |
| &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 (B) |  | 550 | 512 |
| &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 | 723 |
|  |  |  | 21113 |
| **Other Asset-Backed Securities — 9.3%** | **Other Asset-Backed Securities — 9.3%** | **Other Asset-Backed Securities — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.749%, ICE LIBOR USD 1 Month + 0.705%, 11/25/2035 (C) |  | 1320 | 1286 |
| &nbsp;&nbsp;&nbsp;AMMC CLO IX, Ser 2019-19A, Cl AR |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (B)(C) |  | 1074 | 1068 |
| &nbsp;&nbsp;&nbsp;AMMC CLO XIII, Ser 2021-13A, Cl A1R2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)(C) |  | 1090 | 1077 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BN14, Cl A2 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.128%, 09/15/2060  |  | 425 | 417 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BN28, Cl A1 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.628%, 03/15/2063  |  | 400 | 370 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK7, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.265%, 09/15/2060  |  | 2535 | 2414 |
| &nbsp;&nbsp;&nbsp;BANK, Ser BNK8, Cl ASB |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.314%, 11/15/2050  |  | 2206 | 2097 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2017-IA, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.043%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(C) | $1317 | $1303 |
| &nbsp;&nbsp;&nbsp;Barings CLO, Ser 2018-3A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.193%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (B)(C) | 468 | 462 |
| &nbsp;&nbsp;&nbsp;BBCMS Trust, Ser BXH, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.873%, ICE LIBOR USD 1 Month + 1.000%, 10/15/2037 (B)(C) | 1200 | 1151 |
| &nbsp;&nbsp;&nbsp;BDS, Ser 2019-FL4, Cl AS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.311%, ICE LIBOR USD 1 Month + 1.400%, 08/15/2036 (B)(C) | 1000 | 986 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Ser 2005-HE6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049%, ICE LIBOR USD 1 Month + 1.005%, 06/25/2035 (C) | 469 | 467 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Ser 2006-2, Cl M5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.069%, ICE LIBOR USD 1 Month + 2.025%, 07/25/2036 (C) | 1648 | 1636 |
| &nbsp;&nbsp;&nbsp;Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, ICE LIBOR USD 1 Month + 0.150%, 11/25/2036 (C) | 2638 | 2500 |
| &nbsp;&nbsp;&nbsp;BSPRT Issuer, Ser 2019-FL5, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.025%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (B)(C) | 259 | 256 |
| &nbsp;&nbsp;&nbsp;Cedar Funding II CLO, Ser 2021-1A, Cl AXR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.093%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (B)(C) | 1994 | 1987 |
| &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 (B) | 1097 | 971 |
| &nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, ICE LIBOR USD 1 Month + 0.480%, 11/25/2036 (C) | 879 | 865 |
| &nbsp;&nbsp;&nbsp;Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.543%, ICE LIBOR USD 1 Month + 0.975%, 06/25/2035 (C) | 261 | 258 |
| &nbsp;&nbsp;&nbsp;Dryden 30 Senior Loan Fund, Ser 2017-30A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.426%, ICE LIBOR USD 3 Month + 0.820%, 11/15/2028 (B)(C) | 631 | 620 |
| &nbsp;&nbsp;&nbsp;EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.016%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (B)(C) | 1005 | 993 |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2006-FF15, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.204%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036 (C) | 1604 | 1557 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.294%, ICE LIBOR USD 1 Month + 0.250%, 06/25/2036 (C) | $1534 | $1499 |
| &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 | 11404 |
| &nbsp;&nbsp;&nbsp;Fremont Home Loan Trust, Ser 2005-E, Cl 2A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.704%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (C) | 2626 | 2398 |
| &nbsp;&nbsp;&nbsp;FS Rialto, Ser 2019-FL1, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.087%, ICE LIBOR USD 1 Month + 1.200%, 12/16/2036 (B)(C) | 922 | 915 |
| &nbsp;&nbsp;&nbsp;GSAMP Trust, Ser 2006-HE3, Cl A2C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, ICE LIBOR USD 1 Month + 0.320%, 05/25/2046 (C) | 22 | 22 |
| &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) | 1687 | 1585 |
| &nbsp;&nbsp;&nbsp;HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2035 (C) | 807 | 796 |
| &nbsp;&nbsp;&nbsp;HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.629%, ICE LIBOR USD 1 Month + 0.585%, 01/25/2036 (C) | 698 | 684 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524%, ICE LIBOR USD 1 Month + 0.240%, 05/25/2037 (C) | 1729 | 1708 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389%, ICE LIBOR USD 1 Month + 0.230%, 05/25/2037 (C) | 3000 | 2834 |
| &nbsp;&nbsp;&nbsp;JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.364%, ICE LIBOR USD 1 Month + 0.160%, 06/25/2037 (C) | 1963 | 1928 |
| &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 (B) | 1332 | 1298 |
| &nbsp;&nbsp;&nbsp;LCM XXI, Ser 2018-21A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)(C) | 1038 | 1029 |
| &nbsp;&nbsp;&nbsp;LCM XXIV, Ser 2021-24A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.223%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)(C) | 1211 | 1187 |
| &nbsp;&nbsp;&nbsp;LMREC, Ser 2019-CRE3, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.444%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (B)(C) | 1469 | 1443 |

---

---

| | | |
|:---|:---|:---|
| 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 LII, Ser 2021-52A, Cl X |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.225%, ICE LIBOR USD 3 Month + 0.900%, 01/22/2035 (B)(C) | $2105 | $2104 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XIX, Ser 2020-19A, Cl A1R2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.245%, ICE LIBOR USD 3 Month + 0.920%, 01/22/2028 (B)(C) | 1101 | 1087 |
| &nbsp;&nbsp;&nbsp;Madison Park Funding XVII, Ser 2021-17A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.278%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (B)(C) | 1983 | 1945 |
| &nbsp;&nbsp;&nbsp;Magnetite XVI, Ser 2018-16A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.994%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (B)(C) | 547 | 542 |
| &nbsp;&nbsp;&nbsp;Magnetite XVIII, Ser 2021-18A, Cl AR2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.486%, ICE LIBOR USD 3 Month + 0.880%, 11/15/2028 (B)(C) | 2484 | 2448 |
| &nbsp;&nbsp;&nbsp;MF1, Ser 2020-FL4, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.678%, TSFR1M + 1.814%, 11/15/2035 (B)(C) | 644 | 632 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2036 (C) | 563 | 532 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.044%, ICE LIBOR USD 1 Month + 1.000%, 07/25/2037 (C) | 1328 | 1278 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-1WA, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.140%, 01/22/2041 (B) | 2062 | 1885 |
| &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) | 5670 | 5183 |
| &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) | 2302 | 2061 |
| &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 (B) | 3665 | 3249 |
| &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 (B) | 2361 | 2078 |
| &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) | 2246 | 2015 |
| &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) | 4237 | 3618 |
| &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 (B) | 6850 | 5782 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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 2015-2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.586%, ICE LIBOR USD 1 Month + 0.570%, 11/26/2040 (C) | $747 | $714 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-2A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.066%, ICE LIBOR USD 1 Month + 1.050%, 12/27/2066 (B)(C) | 656 | 641 |
| &nbsp;&nbsp;&nbsp;Navient Student Loan Trust, Ser 2017-3A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.616%, ICE LIBOR USD 1 Month + 0.600%, 07/26/2066 (B)(C) | 142 | 142 |
| &nbsp;&nbsp;&nbsp;Nelnet Student Loan Trust, Ser 2012-5A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.616%, ICE LIBOR USD 1 Month + 0.600%, 10/27/2036 (B)(C) | 238 | 231 |
| &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 (B) | 6550 | 5770 |
| &nbsp;&nbsp;&nbsp;New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.404%, ICE LIBOR USD 1 Month + 0.360%, 05/25/2036 (C) | 2499 | 2425 |
| &nbsp;&nbsp;&nbsp;Oak Street Investment Grade Net Lease Fund Series, Ser 2021-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.480%, 01/20/2051 (B) | 818 | 727 |
| &nbsp;&nbsp;&nbsp;One New York Plaza Trust, Ser 1NYP, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.825%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2036 (B)(C) | 952 | 897 |
| &nbsp;&nbsp;&nbsp;OneMain Financial Issuance Trust, Ser 2020-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.840%, 05/14/2032 (B) | 1812 | 1795 |
| &nbsp;&nbsp;&nbsp;Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.584%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2037 (C) | 3273 | 3023 |
| &nbsp;&nbsp;&nbsp;Palmer Square CLO, Ser 2018-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.224%, ICE LIBOR USD 3 Month + 1.030%, 04/18/2031 (B)(C) | 500 | 491 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2020-1A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.475%, ICE LIBOR USD 3 Month + 0.800%, 02/20/2028 (B)(C) | 356 | 352 |
| &nbsp;&nbsp;&nbsp;Palmer Square Loan Funding, Ser 2021-2A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.475%, ICE LIBOR USD 3 Month + 0.800%, 05/20/2029 (B)(C) | 1321 | 1304 |
| &nbsp;&nbsp;&nbsp;People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.724%, ICE LIBOR USD 1 Month + 0.680%, 12/25/2035 (C) | 1541 | 1445 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2020-E, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 10/15/2025 (B) | 921 | 882 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2021-A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.710%, 04/15/2026 (B) | $1350 | $1265 |
| &nbsp;&nbsp;&nbsp;PFS Financing, Ser 2022-B, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.818%, SOFR30A + 0.600%, 02/15/2026 (B)(C) | 2400 | 2373 |
| &nbsp;&nbsp;&nbsp;PHEAA Student Loan Trust, Ser 2016-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.166%, ICE LIBOR USD 1 Month + 1.150%, 09/25/2065 (B)(C) | 1063 | 1048 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2019-SFR3, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.369%, 09/17/2036 (B) | 1110 | 1038 |
| &nbsp;&nbsp;&nbsp;Progress Residential Trust, Ser 2020-SFR2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.078%, 06/17/2037 (B) | 1877 | 1721 |
| &nbsp;&nbsp;&nbsp;RAMP Series Trust, Ser 2006-NC2, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.624%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (C) | 290 | 287 |
| &nbsp;&nbsp;&nbsp;Reese Park CLO, Ser 2021-1A, Cl XR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.979%, ICE LIBOR USD 3 Month + 0.900%, 10/15/2034 (B)(C) | 1100 | 1100 |
| &nbsp;&nbsp;&nbsp;Saxon Asset Securities Trust, Ser 2006-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.214%, ICE LIBOR USD 1 Month + 0.170%, 10/25/2046 (C) | 1639 | 1584 |
| &nbsp;&nbsp;&nbsp;Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.479%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(C) | 3191 | 3164 |
| &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 (B) | 883 | 847 |
| &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 (B) | 664 | 623 |
| &nbsp;&nbsp;&nbsp;SLC Student Loan Trust, Ser 2005-3, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.413%, ICE LIBOR USD 3 Month + 0.120%, 06/15/2029 (C) | 205 | 204 |
| &nbsp;&nbsp;&nbsp;SLC Student Loan Trust, Ser 2007-1, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.666%, ICE LIBOR USD 3 Month + 0.060%, 05/15/2029 (C) | 611 | 588 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2003-11, Cl A6 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.843%, ICE LIBOR USD 3 Month + 0.550%, 12/15/2025 (B)(C) | 31 | 31 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2005-4, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.478%, ICE LIBOR USD 3 Month + 0.120%, 01/25/2027 (C) | 144 | 144 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2005-5, Cl A4 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.498%, ICE LIBOR USD 3 Month + 0.140%, 10/25/2028 (C) | 271 | 269 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2012-2, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.716%, ICE LIBOR USD 1 Month + 0.700%, 01/25/2029 (C) | 818 | 782 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;4.466%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2043 (C) | $| 994 | $| 945 |
| &nbsp;&nbsp;&nbsp;SLM Student Loan Trust, Ser 2013-4, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.566%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2043 (C) |  | 1020 |  | 990 |
| &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 (B) |  | 750 |  | 669 |
| &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 (B) |  | 1145 |  | 896 |
| &nbsp;&nbsp;&nbsp;Stack Infrastructure Issuer LLC, Ser 2019-2A, Cl A2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.080%, 10/25/2044 (B) |  | 740 |  | 701 |
| &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 (B) |  | 1000 |  | 883 |
| &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 (B) |  | 1825 |  | 1759 |
| &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 (B) |  | 1545 |  | 1490 |
| &nbsp;&nbsp;&nbsp;TRTX Issuer, Ser 2019-FL3, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.139%, TSFR1M + 1.264%, 10/15/2034 (B)(C) |  | 521 |  | 520 |
| &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 (B) |  | 1086 |  | 947 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-2A, Cl A1R |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059%, ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (B)(C) |  | 1874 |  | 1842 |
| &nbsp;&nbsp;&nbsp;Voya CLO, Ser 2021-3A, Cl XR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.093%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (B)(C) |  | 1800 |  | 1790 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.511%, ICE LIBOR USD 1 Month + 0.495%, 05/25/2036 (C) |  | 1100 |  | 1089 |
|  |  |  |  | 144338 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $240,119) ($ Thousands) |  |  |  | 230621 |
| **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** | **MUNICIPAL BONDS — 3.8%** |
| **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 |  | 5093 |

---

---

| | | |
|:---|:---|:---|
| 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 | $3242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.877%, 11/15/2023  | 2350 | 2263 |
|  |  | 5505 |
| **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 | 2447 |
| &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 | 2985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.229%, 10/01/2025  | 370 | 335 |
|  |  | 5767 |
| **Illinois — 0.1%** | **Illinois — 0.1%** |  |
| &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 | 2280 |
| **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 | 973 |
| **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 | 4319 |
| **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 | 3443 |
| **New York — 1.7%** | **New York — 1.7%** |  |
| &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 | 11225 |
| &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 | 6474 |
| &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 | 747 |
| &nbsp;&nbsp;&nbsp;New York State, Dormitory Authority, RB  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887%, 03/15/2025 (E) | 6915 | 6342 |
| &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 | 952 |
|  |  | 25740 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Limited Duration Bond Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** | **MUNICIPAL BONDS (continued)** |
| **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 (E) | $6892 | $6736 |
| Total Municipal Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $62,930) ($ Thousands) |  | 59856 |
|  | <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;3.370%\*\*<sup>†</sup> | 20115021 | 20115 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $20,115) ($ Thousands) |  | 20115 |
| Total Investments in Securities — 104.6% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,697,316) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $1,697,316) ($ Thousands)  | $1637391 |

---

A list of the open futures contracts held by the Fund at November 30, 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 | 320 | Mar-2023 | $65552 | $65715 | $163 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;U.S. 5-Year Treasury Note | (314) | Mar-2023 | $(33888) | $(34091) | $(203) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (36) | Mar-2023 | (4825) | (4906) | (81) |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (123) | Mar-2023 | (14589) | (14718) | (129) |
|  |  |  | (53302) | (53715) | (413) |
|  |  |  | $12250 | $12000 | $(250) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,565,188 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (A) | Interest rate represents the security's effective yield at the time of purchase. |
| (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 November 30, 2022, the value of these securities amounted to $333,496 ($ Thousands), representing 21.3% of the Net Assets of the Fund. |
| (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. |
| (E) | Security is escrowed to maturity. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 531100 |  | 531100 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 473268 |  | 473268 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 322431 |  | 322431 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 230621 |  | 230621 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 59856 |  | 59856 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 20115 | – |  | 20115 |
| Total Investments in Securities | 20115 | 1617276 |  | 1637391 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 163 |  |  | 163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (413) |  |  | (413) |
| Total Other Financial Instruments | (250) |  |  | (250) |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $26700 | $1065641 | $(1072226) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $20115 | $353 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Intermediate Duration Credit Fund**![](fp0081628-1_360.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS — 84.9%** | **CORPORATE OBLIGATIONS — 84.9%** | **CORPORATE OBLIGATIONS — 84.9%** |
| **Communication Services — 4.9%** | **Communication Services — 4.9%** |  |
| &nbsp;&nbsp;&nbsp;Alphabet  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 08/15/2060  | $1273 | $770 |
| &nbsp;&nbsp;&nbsp;America Movil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/30/2040  | 3500 | 3625 |
| &nbsp;&nbsp;&nbsp;AT&T  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 11/15/2031  | 1150 | 1381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 05/15/2036  | 2915 | 3061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/15/2037  | 3040 | 2835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 06/01/2051  | 3295 | 2413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 09/15/2059  | 2251 | 1564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/15/2055  | 1580 | 1108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 02/01/2032  | 2430 | 1925 |
| &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 | 113 |
| &nbsp;&nbsp;&nbsp;Comcast  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 03/15/2037  | 6445 | 7196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.650%, 06/15/2035  | 310 | 325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 11/15/2027  | 3037 | 3129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 11/07/2025  | 1500 | 1526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2034  | 11767 | 11056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.969%, 11/01/2047  | 3618 | 2936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 10/15/2025  | 4315 | 4241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 03/01/2038  | 1515 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/01/2030  | 1235 | 1128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/15/2046  | 1215 | 907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/15/2025  | 8560 | 8330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2025  | 2525 | 2448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 02/01/2027  | 1870 | 1778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 03/01/2026  | 3675 | 3516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 11/01/2063  | 4549 | 2878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.937%, 11/01/2056  | 5978 | 3875 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;2.887%, 11/01/2051  | $| 3585 | $2392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 02/15/2031  |  | 15895 | 12548 |
| &nbsp;&nbsp;&nbsp;Cox Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/01/2030 (A) |  | 3600 | 2749 |
| &nbsp;&nbsp;&nbsp;Crown Castle Towers LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.663%, 05/15/2025 (A) |  | 3940 | 3771 |
| &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 | 2346 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.279%, 03/15/2032 (A) |  | 2625 | 2229 |
| &nbsp;&nbsp;&nbsp;Meta Platforms  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 08/15/2052 (A) |  | 9275 | 7622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/15/2032 (A) |  | 6200 | 5547 |
| &nbsp;&nbsp;&nbsp;NTT Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.591%, 04/03/2028 (A) |  | 3545 | 2999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.162%, 04/03/2026 (A) |  | 6955 | 6177 |
| &nbsp;&nbsp;&nbsp;Paramount Global  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 04/30/2036  |  | 2760 | 2738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 09/01/2043  |  | 614 | 520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2043  |  | 3255 | 2296 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 06/15/2039  |  | 1635 | 1589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.550%, 05/01/2037  |  | 2145 | 2056 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/15/2050  |  | 3110 | 2627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 02/15/2028  |  | 4220 | 3644 |
| &nbsp;&nbsp;&nbsp;Verizon Communications  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 12/01/2030  |  | 1750 | 2047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.329%, 09/21/2028  |  | 3235 | 3145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 01/15/2036  |  | 3735 | 3332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.987%, 10/30/2056  |  | 1857 | 1171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/20/2031  |  | 1478 | 1158 |
| &nbsp;&nbsp;&nbsp;Walt Disney  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 12/15/2035  |  | 1255 | 1396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 03/23/2040  |  | 810 | 771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/13/2051  |  | 3020 | 2376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 05/13/2040  |  | 5760 | 4737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/01/2049  |  | 8448 | 5704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 09/01/2029  |  | 2575 | 2180 |
| &nbsp;&nbsp;&nbsp;Warnermedia Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141%, 03/15/2052 (A) |  | 6585 | 5102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.050%, 03/15/2042 (A) |  | 3010 | 2410 |
|  |  |  | 174768 |
| **Consumer Discretionary — 3.5%** | **Consumer Discretionary — 3.5%** | **Consumer Discretionary — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;7-Eleven  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 02/10/2024 (A) |  | 1669 | 1583 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/13/2052  |  | 14028 | 11986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/22/2037  |  | 4520 | 4072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/12/2051  |  | 10005 | 7297 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;2.800%, 08/22/2024  | $| 3135 | $3048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/12/2028  |  | 2570 | 2234 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.396%, 02/18/2025  |  | 3330 | 3132 |
| &nbsp;&nbsp;&nbsp;BMW US Capital LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/01/2025 (A) |  | 1360 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/01/2031 (A) |  | 11170 | 9353 |
| &nbsp;&nbsp;&nbsp;Ferguson Finance PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/24/2028 (A) |  | 1717 | 1621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 06/02/2030 (A) |  | 4865 | 4112 |
| &nbsp;&nbsp;&nbsp;General Motors  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/02/2023  |  | 3275 | 3260 |
| &nbsp;&nbsp;&nbsp;General Motors Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 08/18/2023  |  | 7660 | 7457 |
| &nbsp;&nbsp;&nbsp;Home Depot  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2032  |  | 8380 | 8321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/06/2048  |  | 2090 | 1931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 03/15/2045  |  | 4692 | 4274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2047  |  | 1505 | 1270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2056  |  | 3245 | 2450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 09/15/2025  |  | 620 | 603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 04/15/2050  |  | 810 | 614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 04/15/2040  |  | 935 | 757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2032  |  | 4344 | 3921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 09/14/2027  |  | 3515 | 3290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 09/15/2051  |  | 3000 | 2034 |
| &nbsp;&nbsp;&nbsp;Hyundai Capital America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/18/2023 (A) |  | 5250 | 5072 |
| &nbsp;&nbsp;&nbsp;Lowe's  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 04/15/2053  |  | 3665 | 3667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 04/15/2028  |  | 3000 | 2527 |
| &nbsp;&nbsp;&nbsp;Massachusetts Institute of Technology  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 07/01/2111  |  | 3665 | 3937 |
| &nbsp;&nbsp;&nbsp;Northwestern University  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.643%, 12/01/2044  |  | 120 | 116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.662%, 12/01/2057  |  | 2135 | 1580 |
| &nbsp;&nbsp;&nbsp;President & Fellows of Harvard College  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.745%, 11/15/2052  |  | 5747 | 4850 |
| &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 | 1670 |
| &nbsp;&nbsp;&nbsp;Target  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2032  |  | 9775 | 9559 |
| &nbsp;&nbsp;&nbsp;University of Southern California  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 10/01/2111  |  | 3675 | 3617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.805%, 10/01/2050  |  | 209 | 142 |
|  |  |  | 126672 |
| **Consumer Staples — 4.3%** | **Consumer Staples — 4.3%** | **Consumer Staples — 4.3%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.950%, 11/10/2038  |  | 1818 | 2270 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 02/01/2046  | $295 | $276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 02/01/2036  | 2786 | 2673 |
| &nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2039  | 5774 | 7187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.550%, 01/23/2049  | 3395 | 3476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/23/2029  | 5220 | 5217 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 09/15/2051  | 2580 | 1764 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.390%, 08/15/2037  | 3458 | 2724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  | 5425 | 4548 |
| &nbsp;&nbsp;&nbsp;Coca-Cola  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 03/05/2031  | 2010 | 1675 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.600%, 04/20/2030  | 3000 | 2479 |
| &nbsp;&nbsp;&nbsp;CVS Pass-Through Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.353%, 07/10/2031 (A) | 1726 | 1864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.507%, 01/10/2032 (A) | 1197 | 1252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.036%, 12/10/2028  | 2090 | 2098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.163%, 08/11/2036 (A) | 1743 | 1558 |
| &nbsp;&nbsp;&nbsp;Diageo Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 10/24/2027  | 3786 | 3900 |
| &nbsp;&nbsp;&nbsp;Hormel Foods  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 06/03/2024  | 2975 | 2798 |
| &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 (A) | 9700 | 9361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 04/01/2033 (A) | 3165 | 3066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 02/01/2028 (A) | 10205 | 9731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/02/2029 (A) | 3030 | 2542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2027 (A) | 4745 | 4136 |
| &nbsp;&nbsp;&nbsp;JDE Peet's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 09/24/2024 (A) | 11080 | 10104 |
| &nbsp;&nbsp;&nbsp;Mars  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2059 (A) | 1620 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2034 (A) | 1790 | 1580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/01/2030 (A) | 2435 | 2197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/01/2025 (A) | 6210 | 5944 |
| &nbsp;&nbsp;&nbsp;Nestle Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/24/2025 (A) | 5540 | 5401 |
| &nbsp;&nbsp;&nbsp;PepsiCo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 07/18/2052  | 1730 | 1614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 05/01/2030  | 1545 | 1277 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 11/17/2032  | 3295 | 3393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 11/17/2029  | 5475 | 5568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 11/17/2027  | 6270 | 6283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/20/2042  | 2830 | 2346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 11/15/2041  | 2207 | 1799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/21/2042  | 3890 | 2924 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;0.875%, 05/01/2026  | $| 3360 | $2957 |
| &nbsp;&nbsp;&nbsp;Reynolds American  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 05/01/2040  |  | 980 | 1039 |
| &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  |  | 1810 | 1777 |
| &nbsp;&nbsp;&nbsp;Roche Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 05/15/2026 (A) |  | 3145 | 2957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.930%, 12/13/2028 (A) |  | 10791 | 9324 |
| &nbsp;&nbsp;&nbsp;Takeda Pharmaceutical  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 03/31/2030  |  | 3352 | 2761 |
|  |  |  | 152104 |
| **Energy — 4.8%** | **Energy — 4.8%** | **Energy — 4.8%** |  |
| &nbsp;&nbsp;&nbsp;Baker Hughes Holdings LLC / Baker Hughes Co-Obligor  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.337%, 12/15/2027  |  | 1408 | 1315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.061%, 12/15/2026  |  | 3887 | 3500 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.937%, 09/21/2028  |  | 2430 | 2338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.379%, 02/08/2061  |  | 3191 | 2267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.060%, 06/17/2041  |  | 360 | 275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001%, 03/17/2052  |  | 1940 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/24/2050  |  | 365 | 252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 3920 | 2678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.772%, 11/10/2050  |  | 1885 | 1246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.721%, 01/12/2032  |  | 1630 | 1381 |
| &nbsp;&nbsp;&nbsp;BP Capital Markets PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.723%, 11/28/2028  |  | 7159 | 6813 |
| &nbsp;&nbsp;&nbsp;Cameron LNG LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.902%, 07/15/2031 (A) |  | 478 | 408 |
| &nbsp;&nbsp;&nbsp;Cenovus Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/15/2039  |  | 2050 | 2147 |
| &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/30/2027  |  | 2120 | 2123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 11/15/2029  |  | 2205 | 2011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.742%, 12/31/2039  |  | 2925 | 2307 |
| &nbsp;&nbsp;&nbsp;Chevron  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.895%, 03/03/2024  |  | 4510 | 4417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.236%, 05/11/2030  |  | 7687 | 6629 |
| &nbsp;&nbsp;&nbsp;Colonial Enterprises  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2030 (A) |  | 3785 | 3313 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.025%, 03/15/2062  |  | 4165 | 3404 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 03/15/2033  |  | 4130 | 4274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 03/24/2031  |  | 2740 | 2306 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/01/2027  |  | 1470 | 1379 |
| &nbsp;&nbsp;&nbsp;Eni SpA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/12/2023 (A) |  | 6800 | 6697 |
| &nbsp;&nbsp;&nbsp;Enterprise Products Operating LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 02/15/2024  |  | 4250 | 4179 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;EOG Resources  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 04/15/2030  | $2130 | $2092 |
| &nbsp;&nbsp;&nbsp;Equinor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 11/18/2049  | 5015 | 3773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/06/2025  | 3480 | 3347 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.227%, 03/19/2040  | 2035 | 1869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.114%, 03/01/2046  | 1800 | 1567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.452%, 04/15/2051  | 3500 | 2712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.095%, 08/16/2049  | 1180 | 869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.995%, 08/16/2039  | 2830 | 2217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.571%, 04/15/2023  | 7755 | 7664 |
| &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 03/31/2036 (A) | 2555 | 2034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/30/2027 (A) | 3593 | 3320 |
| &nbsp;&nbsp;&nbsp;Hess  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2040  | 2790 | 2798 |
| &nbsp;&nbsp;&nbsp;HF Sinclair  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 04/01/2026  | 2080 | 2093 |
| &nbsp;&nbsp;&nbsp;MPLX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/14/2052  | 2580 | 2146 |
| &nbsp;&nbsp;&nbsp;Sabal Trail Transmission LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.246%, 05/01/2028 (A) | 3885 | 3631 |
| &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 09/15/2037 (A) | 3045 | 3083 |
| &nbsp;&nbsp;&nbsp;Saudi Arabian Oil  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 11/24/2025 (A) | 1810 | 1649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 11/24/2023 (A) | 7665 | 7365 |
| &nbsp;&nbsp;&nbsp;Schlumberger Finance Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 09/17/2025  | 3315 | 3036 |
| &nbsp;&nbsp;&nbsp;Shell International Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 12/15/2038  | 1685 | 1893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/12/2043  | 3295 | 3028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/11/2035  | 4275 | 4016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/10/2046  | 5085 | 4294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/12/2046  | 4600 | 3726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/11/2025  | 2315 | 2250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 09/12/2026  | 370 | 347 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 11/07/2029  | 3015 | 2643 |
| &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 10/15/2026  | 2020 | 1891 |
| &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.375%, 06/15/2032  | 3445 | 3968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2030 (A) | 4230 | 3582 |
| &nbsp;&nbsp;&nbsp;Texas Eastern Transmission LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2028 (A) | 3373 | 3066 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.883%, 10/11/2028  | 5330 | 5200 |
| &nbsp;&nbsp;&nbsp;TotalEnergies Capital International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.386%, 06/29/2060  | 700 | 502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.127%, 05/29/2050  | 2405 | 1737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.986%, 06/29/2041  | 290 | 221 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 10/16/2023  | $| 5000 | $4932 |
|  |  |  | 173544 |
| **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 | 8681 |
| &nbsp;&nbsp;&nbsp;AIG Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.450%, 12/08/2023 (A) |  | 5260 | 5015 |
| &nbsp;&nbsp;&nbsp;AIG SunAmerica Global Financing X  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 03/15/2032 (A) |  | 1656 | 1781 |
| &nbsp;&nbsp;&nbsp;American Express  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/05/2027  |  | 4730 | 4911 |
| &nbsp;&nbsp;&nbsp;American International Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/10/2045  |  | 325 | 293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/01/2048  |  | 165 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 06/30/2050  |  | 580 | 501 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/15/2023  |  | 2450 | 2431 |
| &nbsp;&nbsp;&nbsp;Antares Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 07/15/2026 (A) |  | 2915 | 2524 |
| &nbsp;&nbsp;&nbsp;ANZ New Zealand International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 06/22/2026 (A) |  | 6315 | 5536 |
| &nbsp;&nbsp;&nbsp;Apollo Management Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/27/2026 (A) |  | 1140 | 1087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/30/2024 (A) |  | 6943 | 6813 |
| &nbsp;&nbsp;&nbsp;ASB Bank  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 10/22/2026 (A) |  | 5115 | 4495 |
| &nbsp;&nbsp;&nbsp;Athene Global Funding  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/12/2026 (A) |  | 8025 | 7217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.673%, 06/07/2031 (A) |  | 10305 | 7921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 03/24/2028 (A) |  | 5135 | 4345 |
| &nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 09/18/2025  |  | 4305 | 3853 |
| &nbsp;&nbsp;&nbsp;Banco Santander  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.706%, 06/27/2024  |  | 7850 | 7541 |
| &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 (B) |  | 820 | 702 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204%, U.S. SOFR + 1.990%, 11/10/2028 (B) |  | 8270 | 8554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 10/15/2036  |  | 510 | 533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.948%, U.S. SOFR + 2.040%, 07/22/2028 (B) |  | 4215 | 4132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.571%, U.S. SOFR + 1.830%, 04/27/2033 (B) |  | 10605 | 9884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (B) |  | 12525 | 11978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.311%, U.S. SOFR + 1.580%, 04/22/2042 (B) |  | 12360 | 9358 |

---

---

| | | |
|:---|:---|:---|
| 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;3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (B) | $2399 | $2396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B) | 1590 | 1300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.972%, U.S. SOFR + 1.560%, 07/21/2052 (B) | 4498 | 2957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B) | 5795 | 4614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.843%, U.S. SOFR + 0.670%, 02/04/2025 (B) | 10975 | 10481 |
| &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 (B) | 885 | 749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (B) | 10545 | 9926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (B) | 4228 | 3698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.183%, 11/25/2027  | 7750 | 7384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.705%, ICE LIBOR USD 3 Month + 1.512%, 04/24/2028 (B) | 18945 | 17647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/2027 (B) | 690 | 651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (B) | 10655 | 10372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.248%, 10/21/2027  | 3860 | 3558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (B) | 2870 | 2449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.676%, U.S. SOFR + 1.930%, 06/19/2041 (B) | 15480 | 10799 |
| &nbsp;&nbsp;&nbsp;Bank of Montreal MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/15/2026  | 3825 | 3355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 07/09/2024  | 4375 | 4086 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.834%, SOFRINDX + 2.074%, 10/25/2033 (B) | 6647 | 7000 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 08/17/2026  | 730 | 676 |
| &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%(B)(C) | 3150 | 3000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.650%, 07/31/2024  | 5281 | 4912 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.325%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.050%, 11/02/2026 (B) | 7085 | 7285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.932%, ICE LIBOR USD 3 Month + 1.610%, 05/07/2025 (B) | 4915 | 4741 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/11/2043  | 865 | 822 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/15/2052  | 8045 | 6569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/15/2050  | 2630 | 1798 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.450%, 10/15/2030  | $4000 | $3217 |
| &nbsp;&nbsp;&nbsp;Blackstone Holdings Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 06/15/2044 (A) | 738 | 665 |
| &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 | 1280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/10/2049 (A) | 2250 | 1585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 10/02/2027 (A) | 1878 | 1708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 03/30/2032 (A) | 2000 | 1602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 01/30/2032 (A) | 4920 | 3694 |
| &nbsp;&nbsp;&nbsp;Blackstone Private Credit Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 12/15/2026  | 2500 | 2124 |
| &nbsp;&nbsp;&nbsp;Blackstone Secured Lending Fund  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/15/2026  | 3105 | 2890 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(B) | 4420 | 4059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.159%, U.S. SOFR + 1.218%, 09/15/2029 (A)(B) | 2305 | 1870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(B) | 6305 | 5476 |
| &nbsp;&nbsp;&nbsp;Brighthouse Financial Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.000%, 04/12/2024 (A) | 3400 | 3191 |
| &nbsp;&nbsp;&nbsp;Brookfield Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.724%, 04/15/2031  | 2500 | 2035 |
| &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/23/2025  | 3400 | 3052 |
| &nbsp;&nbsp;&nbsp;Cantor Fitzgerald  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/14/2027 (A) | 2435 | 2287 |
| &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) | 167 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 05/11/2027  | 4523 | 4260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 10/30/2024  | 2868 | 2777 |
| &nbsp;&nbsp;&nbsp;Carlyle Finance Subsidiary LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/19/2029 (A) | 2697 | 2322 |
| &nbsp;&nbsp;&nbsp;CDP Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.600%, 11/25/2039 (A) | 700 | 759 |
| &nbsp;&nbsp;&nbsp;Chubb INA Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.700%, 05/15/2036  | 1000 | 1120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/03/2045  | 1138 | 1007 |
| &nbsp;&nbsp;&nbsp;CI Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/15/2051  | 4495 | 2719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/17/2030  | 6030 | 4657 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.920%, 05/15/2028  | 3363 | 3623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/01/2034  | 2882 | 3037 |
| &nbsp;&nbsp;&nbsp;Citadel  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/15/2027 (A) | 3820 | 3565 |
| &nbsp;&nbsp;&nbsp;Citadel Finance LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/09/2026 (A) | 3615 | 3244 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.125%, 07/15/2039  | 3119 | 3916 |

---

---

| | | |
|:---|:---|:---|
| 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;5.610%, U.S. SOFR + 1.546%, 09/29/2026 (B) | $5795 | $5815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 09/13/2025  | 995 | 1010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 05/18/2046  | 1040 | 887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 07/23/2048  | 3288 | 2961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 09/29/2027  | 195 | 188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (B) | 2918 | 2463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, U.S. SOFR + 1.372%, 05/24/2025 (B) | 3535 | 3469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/01/2026  | 6375 | 6076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (B) | 6380 | 6170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.904%, U.S. SOFR + 1.379%, 11/03/2042 (B) | 2210 | 1551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.561%, U.S. SOFR + 1.167%, 05/01/2032 (B) | 10810 | 8645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.462%, U.S. SOFR + 0.770%, 06/09/2027 (B) | 3767 | 3279 |
| &nbsp;&nbsp;&nbsp;CME Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 09/15/2043  | 2500 | 2595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 1989 | 1783 |
| &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125%, 06/15/2026 (A) | 3668 | 3238 |
| &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)(B) | 7115 | 6094 |
| &nbsp;&nbsp;&nbsp;Corebridge Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/05/2032 (A) | 2715 | 2394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/05/2029 (A) | 5175 | 4711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 04/04/2025 (A) | 4530 | 4338 |
| &nbsp;&nbsp;&nbsp;Credit Agricole  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.247%, U.S. SOFR + 0.892%, 01/26/2027 (A)(B) | 4435 | 3865 |
| &nbsp;&nbsp;&nbsp;Credit Agricole MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/24/2023 (A) | 2710 | 2692 |
| &nbsp;&nbsp;&nbsp;Credit Suisse Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, U.S. SOFR + 5.020%, 11/15/2033 (A)(B) | 1925 | 1954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(B) | 2895 | 2536 |
| &nbsp;&nbsp;&nbsp;Credit Suisse NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/09/2024  | 10130 | 9548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 02/21/2025  | 7175 | 6532 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.898%, 05/28/2024  | 5485 | 5130 |
| &nbsp;&nbsp;&nbsp;Empower Finance 2020  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.075%, 09/17/2051 (A) | 1255 | 768 |
| &nbsp;&nbsp;&nbsp;Enstar Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 09/01/2031  | 3285 | 2408 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.400%, 07/07/2025 (A) | 1473 | 1335 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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;1.400%, 08/27/2027 (A) | $1973 | $1659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.800%, 08/12/2024 (A) | 2165 | 2006 |
| &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 07/12/2026 (A) | 5451 | 4765 |
| &nbsp;&nbsp;&nbsp;F&G Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 06/30/2026 (A) | 5611 | 4991 |
| &nbsp;&nbsp;&nbsp;Fairfax Financial Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/03/2031  | 2495 | 2019 |
| &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)(B) | 1750 | 1582 |
| &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 08/23/2025 (A) | 5170 | 5049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 05/21/2024 (A) | 6020 | 5624 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 05/05/2027  | 1920 | 1730 |
| &nbsp;&nbsp;&nbsp;First Republic Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.912%, U.S. SOFR + 0.620%, 02/12/2024 (B) | 2800 | 2776 |
| &nbsp;&nbsp;&nbsp;Five Corners Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.419%, 11/15/2023 (A) | 4190 | 4149 |
| &nbsp;&nbsp;&nbsp;GA Global Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 04/11/2025 (A) | 6075 | 5813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 09/15/2028 (A) | 6245 | 5179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625%, 01/15/2026 (A) | 2345 | 2091 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Capital I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.345%, 02/15/2034  | 2200 | 2224 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 10/01/2037  | 470 | 504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.450%, 05/01/2036  | 670 | 712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 11/01/2024  | 2120 | 2145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (B) | 3390 | 2970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (B) | 1517 | 1279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 01/26/2027  | 155 | 149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 03/15/2030  | 345 | 314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/23/2025  | 2485 | 2416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/16/2026  | 8613 | 8193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.436%, U.S. SOFR + 1.632%, 02/24/2043 (B) | 2253 | 1707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (B) | 10980 | 10571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B) | 8810 | 6531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B) | 16525 | 13724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B) | 440 | 311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B) | 1439 | 1156 |

---

---

| | | |
|:---|:---|:---|
| 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;2.640%, U.S. SOFR + 1.114%, 02/24/2028 (B) | $5125 | $4572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 02/07/2030  | 750 | 628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B) | 10205 | 8061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992%, U.S. SOFR + 1.090%, 01/27/2032 (B) | 475 | 367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.948%, U.S. SOFR + 0.913%, 10/21/2027 (B) | 6575 | 5756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431%, U.S. SOFR + 0.798%, 03/09/2027 (B) | 9550 | 8397 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 07/08/2044  | 5730 | 5222 |
| &nbsp;&nbsp;&nbsp;HSBC Bank USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 01/15/2039  | 7096 | 7736 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.390%, U.S. SOFR + 3.350%, 11/03/2028 (B) | 5152 | 5403 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.113%, U.S. SOFR + 4.250%, 11/03/2033 (B) | 5630 | 5944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (B) | 11362 | 10413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.999%, U.S. SOFR + 1.430%, 03/10/2026 (B) | 1140 | 1064 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/06/2026 (A) | 3915 | 3826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.252%, U.S. SOFR + 2.070%, 03/28/2033 (B) | 440 | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 10/02/2023  | 3950 | 3911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.869%, U.S. SOFR + 1.640%, 03/28/2026 (B) | 5755 | 5528 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 06/15/2052  | 5115 | 4921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/21/2048  | 1454 | 1248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050  | 1100 | 762 |
| &nbsp;&nbsp;&nbsp;Jackson Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 11/23/2031  | 3295 | 2528 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.750%, 09/01/2030  | 1361 | 1610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750%, 07/15/2025  | 1690 | 1819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.400%, 05/15/2038  | 2812 | 3103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.717%, U.S. SOFR + 2.580%, 09/14/2033 (B) | 3359 | 3323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 10/15/2040  | 1000 | 1003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.990%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (B) | 1630 | 1504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.586%, U.S. SOFR + 1.800%, 04/26/2033 (B) | 11715 | 11004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.565%, U.S. SOFR + 1.750%, 06/14/2030 (B) | 6155 | 5868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B) | 5 | 4 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (B) | $45 | $36 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B) | 2955 | 2356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B) | 6195 | 5207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 09/10/2024  | 7425 | 7298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.509%, ICE LIBOR USD 3 Month + 0.945%, 01/23/2029 (B) | 15247 | 13943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.328%, U.S. SOFR + 1.580%, 04/22/2052 (B) | 5115 | 3700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.220%, ICE LIBOR USD 3 Month + 1.155%, 03/01/2025 (B) | 2495 | 2429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.157%, U.S. SOFR + 1.460%, 04/22/2042 (B) | 10745 | 7972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B) | 250 | 173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B) | 1475 | 1216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522%, U.S. SOFR + 2.040%, 04/22/2031 (B) | 2203 | 1822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.069%, U.S. SOFR + 1.015%, 06/01/2029 (B) | 5185 | 4360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B) | 2525 | 1964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.045%, U.S. SOFR + 0.800%, 11/19/2026 (B) | 3015 | 2660 |
| &nbsp;&nbsp;&nbsp;KeyBank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/15/2027  | 5076 | 5225 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance III LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 06/01/2044 (A) | 7143 | 6411 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance VIII LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/25/2050 (A) | 1275 | 887 |
| &nbsp;&nbsp;&nbsp;KKR Group Finance XII LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850%, 05/17/2032 (A) | 3073 | 2900 |
| &nbsp;&nbsp;&nbsp;Kreditanstalt fuer Wiederaufbau  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 01/17/2023  | 3420 | 3408 |
| &nbsp;&nbsp;&nbsp;Lincoln National  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2031  | 3100 | 2570 |
| &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 (B) | 2245 | 2066 |
| &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 (B) | 4500 | 4162 |
| &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) | 2636 | 2271 |
| &nbsp;&nbsp;&nbsp;LSEGA Financing PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 04/06/2041 (A) | 3618 | 2680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375%, 04/06/2026 (A) | 4681 | 4148 |

---

---

| | | |
|:---|:---|:---|
| 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;6.207%, 11/22/2024 (A) | $9433 | $9488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.629%, U.S. SOFR + 0.910%, 09/23/2027 (A)(B) | 1844 | 1568 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/01/2052  | 5575 | 6230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 03/10/2025  | 4200 | 4093 |
| &nbsp;&nbsp;&nbsp;Massachusetts Mutual Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2050 (A) | 1153 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2061 (A) | 7385 | 4564 |
| &nbsp;&nbsp;&nbsp;MassMutual Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 07/16/2026 (A) | 6000 | 5317 |
| &nbsp;&nbsp;&nbsp;Met Tower Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 09/14/2026 (A) | 3545 | 3093 |
| &nbsp;&nbsp;&nbsp;MetLife  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 06/15/2034  | 4070 | 4520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 07/15/2052  | 5490 | 5304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 03/01/2045  | 1250 | 1056 |
| &nbsp;&nbsp;&nbsp;Metropolitan Life Global Funding I MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/11/2024 (A) | 6435 | 6334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 01/11/2032 (A) | 3850 | 3124 |
| &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.063%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 09/12/2025 (B) | 5265 | 5233 |
| &nbsp;&nbsp;&nbsp;Moody's  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/08/2032  | 3406 | 3205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 08/18/2060  | 2136 | 1221 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, U.S. SOFR + 1.610%, 04/20/2028 (B) | 14664 | 13969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.217%, U.S. SOFR + 1.485%, 04/22/2042 (B) | 630 | 474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.593%, U.S. SOFR + 0.879%, 05/04/2027 (B) | 6980 | 6149 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 07/24/2042  | 2145 | 2376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/27/2045  | 4660 | 4013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B) | 3005 | 2558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720%, U.S. SOFR + 1.152%, 07/22/2025 (B) | 4940 | 4713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B) | 11085 | 8815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B) | 4070 | 3616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B) | 4150 | 3236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.512%, U.S. SOFR + 0.858%, 07/20/2027 (B) | 2237 | 1946 |
| &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) | 1515 | 1443 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &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)(B) | $5645 | $4945 |
| &nbsp;&nbsp;&nbsp;Nationwide Mutual Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.375%, 08/15/2039 (A) | 1450 | 1894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/30/2050 (A) | 3471 | 2657 |
| &nbsp;&nbsp;&nbsp;NatWest Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.850%, 11/10/2026 (B) | 6706 | 6988 |
| &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 (B) | 4320 | 3699 |
| &nbsp;&nbsp;&nbsp;New York Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 08/01/2031 (A) | 2515 | 2002 |
| &nbsp;&nbsp;&nbsp;New York Life Insurance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 05/15/2033 (A) | 2224 | 2311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2050 (A) | 1420 | 1089 |
| &nbsp;&nbsp;&nbsp;Ontario Teachers' Cadillac Fairview Properties Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/15/2031 (A) | 7240 | 5650 |
| &nbsp;&nbsp;&nbsp;Owl Rock Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 06/11/2028  | 3498 | 2808 |
| &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) | 1555 | 1220 |
| &nbsp;&nbsp;&nbsp;Pacific LifeCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 09/15/2052 (A) | 3800 | 3628 |
| &nbsp;&nbsp;&nbsp;Peachtree Corners Funding Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.976%, 02/15/2025 (A) | 4431 | 4295 |
| &nbsp;&nbsp;&nbsp;PNC Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 10/30/2024  | 1760 | 1711 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 07/23/2026  | 8695 | 8074 |
| &nbsp;&nbsp;&nbsp;Pricoa Global Funding I  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 09/01/2023 (A) | 5490 | 5432 |
| &nbsp;&nbsp;&nbsp;Principal Life Global Funding II  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 11/21/2024 (A) | 3110 | 2937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 08/27/2030 (A) | 3374 | 2577 |
| &nbsp;&nbsp;&nbsp;Prospect Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.706%, 01/22/2026  | 2520 | 2212 |
| &nbsp;&nbsp;&nbsp;Prudential Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.935%, 12/07/2049  | 140 | 110 |
| &nbsp;&nbsp;&nbsp;Prudential Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 12/14/2036  | 1660 | 1715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 03/10/2026  | 4945 | 4477 |
| &nbsp;&nbsp;&nbsp;Prudential PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/14/2030  | 2008 | 1756 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 11/01/2027  | 10319 | 10737 |
| &nbsp;&nbsp;&nbsp;Royal Bank of Canada MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/03/2031  | 2175 | 1753 |

---

---

| | | |
|:---|:---|:---|
| 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;0.650%, 07/29/2024  | $1971 | $1837 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 03/01/2032 (A) | 6035 | 5200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 03/01/2029 (A) | 6138 | 5455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 03/01/2027 (A) | 6200 | 5701 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.833%, U.S. SOFR + 2.749%, 11/21/2026 (B) | 5590 | 5647 |
| &nbsp;&nbsp;&nbsp;Securian Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 04/15/2048 (A) | 3138 | 2553 |
| &nbsp;&nbsp;&nbsp;Security Benefit Global Funding MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 05/17/2024 (A) | 1501 | 1401 |
| &nbsp;&nbsp;&nbsp;Societe Generale  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 03/01/2041 (A) | 2840 | 1825 |
| &nbsp;&nbsp;&nbsp;State Street  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.421%, U.S. SOFR + 1.605%, 05/13/2033 (B) | 3026 | 2894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.031%, U.S. SOFR + 1.490%, 11/01/2034 (B) | 5630 | 4768 |
| &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.948%, 01/12/2026  | 3000 | 2646 |
| &nbsp;&nbsp;&nbsp;Synchrony Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 08/22/2025  | 5420 | 5309 |
| &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.456%, 06/08/2032  | 6605 | 6318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.700%, 09/10/2024  | 3763 | 3492 |
| &nbsp;&nbsp;&nbsp;Travelers  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 05/15/2046  | 1505 | 1195 |
| &nbsp;&nbsp;&nbsp;Truist Bank  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/30/2026  | 2090 | 1979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/11/2030  | 990 | 805 |
| &nbsp;&nbsp;&nbsp;Truist Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/01/2025  | 8695 | 8535 |
| &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) | 5670 | 5332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 10/26/2024  | 2625 | 2528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.887%, U.S. SOFR + 0.862%, 06/07/2029 (B) | 4036 | 3404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.267%, U.S. SOFR + 0.609%, 03/02/2027 (B) | 13310 | 11806 |
| &nbsp;&nbsp;&nbsp;UBS MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/26/2048 (A) | 3435 | 2925 |
| &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) | 12320 | 11917 |
| &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)(B) | 2950 | 2875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/24/2025 (A) | 1470 | 1426 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;1.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 08/10/2027 (A)(B) | $2100 | $1805 |
| &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)(B) | 8100 | 7851 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, U.S. SOFR + 2.090%, 10/21/2033 (B) | 5429 | 5661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.967%, U.S. SOFR + 2.110%, 07/22/2033 (B) | 3225 | 3087 |
| &nbsp;&nbsp;&nbsp;USAA Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 05/01/2025 (A) | 3949 | 3822 |
| &nbsp;&nbsp;&nbsp;Validus Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875%, 01/26/2040  | 1880 | 2358 |
| &nbsp;&nbsp;&nbsp;Wells Fargo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 01/15/2038  | 2620 | 2893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 12/15/2036  | 1035 | 984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.606%, 01/15/2044  | 3891 | 3808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.068%, U.S. SOFR + 2.530%, 04/30/2041 (B) | 3585 | 2661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 04/22/2026  | 8965 | 8419 |
| &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) | 325 | 305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 11/17/2045  | 1700 | 1500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.897%, U.S. SOFR + 2.100%, 07/25/2033 (B) | 1590 | 1532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 12/07/2046  | 3498 | 3005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.611%, U.S. SOFR + 2.130%, 04/25/2053 (B) | 4445 | 3949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 06/14/2046  | 2875 | 2341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (B) | 12541 | 11637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, U.S. SOFR + 1.500%, 03/02/2033 (B) | 11575 | 9902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (B) | 13685 | 12739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.879%, TSFR3M + 1.432%, 10/30/2030 (B) | 4885 | 4201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.393%, U.S. SOFR + 2.100%, 06/02/2028 (B) | 9160 | 8100 |
| &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) | 475 | 439 |
| &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 (B) | 630 | 465 |
| &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 (B) | 3785 | 2788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.953%, 11/20/2028  | 955 | 815 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;XLIT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/15/2043  | $| 2417 | $2389 |
|  |  |  | 1174297 |
| **Health Care — 7.1%** | **Health Care — 7.1%** | **Health Care — 7.1%** |  |
| &nbsp;&nbsp;&nbsp;AbbVie  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/21/2049  |  | 8275 | 7115 |
| &nbsp;&nbsp;&nbsp;Advocate Health & Hospitals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.272%, 08/15/2048  |  | 2984 | 2594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.211%, 06/15/2030  |  | 3670 | 3035 |
| &nbsp;&nbsp;&nbsp;Ascension Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, 11/15/2046  |  | 2394 | 1998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.106%, 11/15/2039  |  | 1850 | 1431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, 11/15/2029  |  | 3785 | 3279 |
| &nbsp;&nbsp;&nbsp;Astrazeneca Finance LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 05/28/2028  |  | 5750 | 5000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 05/28/2026  |  | 9620 | 8592 |
| &nbsp;&nbsp;&nbsp;AstraZeneca PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 11/16/2025  |  | 1518 | 1471 |
| &nbsp;&nbsp;&nbsp;Banner Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.907%, 01/01/2042  |  | 2652 | 1943 |
| &nbsp;&nbsp;&nbsp;Bayer US Finance II LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 07/15/2064 (A) |  | 3935 | 3073 |
| &nbsp;&nbsp;&nbsp;Blue Cross & Blue Shield of Minnesota  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.790%, 05/01/2025 (A) |  | 2086 | 1991 |
| &nbsp;&nbsp;&nbsp;Bon Secours Mercy Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.464%, 06/01/2030  |  | 1930 | 1752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.095%, 06/01/2031  |  | 1430 | 1133 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 05/15/2044  |  | 1825 | 1727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 02/20/2048  |  | 217 | 201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 03/15/2042  |  | 3940 | 3281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 07/26/2029  |  | 3982 | 3728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2026  |  | 1775 | 1705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/15/2032  |  | 1250 | 1103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 11/13/2050  |  | 2720 | 1787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 11/13/2040  |  | 715 | 505 |
| &nbsp;&nbsp;&nbsp;Centene  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/15/2030  |  | 4120 | 3399 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2025  |  | 2154 | 2119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/15/2031  |  | 3000 | 2486 |
| &nbsp;&nbsp;&nbsp;CommonSpirit Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.073%, 11/01/2027  |  | 2700 | 2771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 11/01/2042  |  | 1680 | 1422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.187%, 10/01/2049  |  | 3085 | 2390 |
| &nbsp;&nbsp;&nbsp;Eli Lilly  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/15/2029  |  | 3155 | 2996 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 03/01/2046  |  | 1735 | 1596 |
| &nbsp;&nbsp;&nbsp;GlaxoSmithKline Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 05/15/2028  |  | 2190 | 2118 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;HCA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 06/15/2047  | $2385 | $2175 |
| &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 | 2043 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/03/2047  | 3000 | 2593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 01/15/2028  | 2565 | 2421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 01/15/2025  | 1660 | 1601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 09/01/2030  | 5355 | 4387 |
| &nbsp;&nbsp;&nbsp;Kaiser Foundation Hospitals  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/01/2047  | 3095 | 2689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 05/01/2027  | 2005 | 1890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.810%, 06/01/2041  | 5070 | 3731 |
| &nbsp;&nbsp;&nbsp;McKesson  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.900%, 12/03/2025  | 2000 | 1783 |
| &nbsp;&nbsp;&nbsp;Medtronic  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 03/15/2035  | 1732 | 1669 |
| &nbsp;&nbsp;&nbsp;Memorial Health Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.447%, 11/01/2049  | 1930 | 1438 |
| &nbsp;&nbsp;&nbsp;Merck  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/15/2042  | 2145 | 1799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 03/07/2029  | 2385 | 2246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 12/10/2028  | 7410 | 6448 |
| &nbsp;&nbsp;&nbsp;MultiCare Health System  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.803%, 08/15/2050  | 4400 | 2659 |
| &nbsp;&nbsp;&nbsp;Nationwide Children's Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.556%, 11/01/2052  | 1135 | 1030 |
| &nbsp;&nbsp;&nbsp;New York and Presbyterian Hospital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 08/01/2116  | 1395 | 1174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.651%, 08/01/2030  | 2487 | 1991 |
| &nbsp;&nbsp;&nbsp;Northwell Healthcare  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, 11/01/2047  | 2130 | 1701 |
| &nbsp;&nbsp;&nbsp;Novartis Capital  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 05/06/2044  | 695 | 660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 11/20/2025  | 4630 | 4467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 08/14/2050  | 2931 | 2092 |
| &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 | 3271 |
| &nbsp;&nbsp;&nbsp;OhioHealth  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.834%, 11/15/2041  | 4000 | 2912 |
| &nbsp;&nbsp;&nbsp;Orlando Health Obligated Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.327%, 10/01/2050  | 805 | 573 |
| &nbsp;&nbsp;&nbsp;PerkinElmer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.850%, 09/15/2024  | 7220 | 6672 |
| &nbsp;&nbsp;&nbsp;Pfizer  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/15/2026  | 2320 | 2216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 04/01/2030  | 5600 | 4967 |
| &nbsp;&nbsp;&nbsp;Pharmacia LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.600%, 12/01/2028  | 1100 | 1215 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Providence St. Joseph Health Obligated Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.532%, 10/01/2029  | $| 8511 | $7186 |
| &nbsp;&nbsp;&nbsp;RWJ Barnabas Health  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.477%, 07/01/2049  |  | 4050 | 3000 |
| &nbsp;&nbsp;&nbsp;SSM Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.688%, 06/01/2023  |  | 7331 | 7281 |
| &nbsp;&nbsp;&nbsp;Stanford Health Care  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.310%, 08/15/2030  |  | 1115 | 1014 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 11/21/2027  |  | 3622 | 3655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/15/2028  |  | 1065 | 911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.215%, 10/18/2024  |  | 14730 | 13783 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875%, 02/15/2038  |  | 2380 | 2775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625%, 11/15/2037  |  | 2739 | 3116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 06/15/2037  |  | 1675 | 1874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 02/15/2063  |  | 2515 | 2822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/15/2053  |  | 11205 | 12400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 02/15/2033  |  | 6625 | 6898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 07/15/2035  |  | 5555 | 5453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 01/15/2047  |  | 1432 | 1234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/15/2029  |  | 2879 | 2765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 12/15/2028  |  | 1835 | 1763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 06/15/2028  |  | 1485 | 1428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 07/15/2025  |  | 3700 | 3633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 12/15/2025  |  | 1975 | 1924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/15/2024  |  | 4645 | 4574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 05/15/2041  |  | 2795 | 2138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 05/15/2031  |  | 8915 | 7448 |
| &nbsp;&nbsp;&nbsp;Wyeth LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 02/15/2036  |  | 1400 | 1519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 04/01/2037  |  | 3960 | 4342 |
|  |  |  | 261190 |
| **Industrials — 9.2%** | **Industrials — 9.2%** | **Industrials — 9.2%** |  |
| &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 01/30/2032  |  | 1575 | 1255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 10/29/2028  |  | 7355 | 6214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 10/29/2026  |  | 2905 | 2555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 10/29/2024  |  | 7770 | 7150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.150%, 10/29/2023  |  | 8025 | 7669 |
| &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) |  | 3186 | 2875 |
| &nbsp;&nbsp;&nbsp;Air Lease  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2023  |  | 4406 | 4361 |
| &nbsp;&nbsp;&nbsp;Airbus  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 04/10/2047 (A) |  | 2800 | 2279 |
| &nbsp;&nbsp;&nbsp;BAE Systems Holdings  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 10/07/2024 (A) |  | 1700 | 1657 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BAE Systems PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.800%, 10/11/2041 (A) | $1940 | $1989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 04/15/2030 (A) | 2307 | 2053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 02/15/2031 (A) | 4286 | 3358 |
| &nbsp;&nbsp;&nbsp;Boeing  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.805%, 05/01/2050  | 3610 | 3406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.705%, 05/01/2040  | 2195 | 2092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 05/01/2030  | 10030 | 9786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2026  | 4160 | 3878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 06/15/2023  | 3250 | 3191 |
| &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) | 1389 | 1269 |
| &nbsp;&nbsp;&nbsp;Burlington Northern Santa Fe LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.150%, 05/01/2037  | 2590 | 2869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 04/01/2044  | 2563 | 2481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 09/01/2044  | 5340 | 4924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2053  | 3424 | 3134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 09/01/2042  | 395 | 361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/01/2045  | 3250 | 2845 |
| &nbsp;&nbsp;&nbsp;Canadian National Railway  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/05/2032  | 2990 | 2808 |
| &nbsp;&nbsp;&nbsp;Caterpillar  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.803%, 08/15/2042  | 1635 | 1425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/15/2024  | 3050 | 3001 |
| &nbsp;&nbsp;&nbsp;Caterpillar Financial Services MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 08/12/2027  | 10060 | 9672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 01/10/2024  | 26360 | 25308 |
| &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  | 2883 | 2744 |
| &nbsp;&nbsp;&nbsp;CSX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 09/15/2049  | 4726 | 3484 |
| &nbsp;&nbsp;&nbsp;Deere  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/15/2050  | 220 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 04/15/2030  | 4033 | 3647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/15/2025  | 1295 | 1245 |
| &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 | 980 |
| &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 | 2650 |
| &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 | 2417 |
| &nbsp;&nbsp;&nbsp;Emerson Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 12/21/2031  | 6250 | 5126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 10/15/2027  | 2005 | 1771 |
| &nbsp;&nbsp;&nbsp;GE Capital International Funding Unlimited  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.418%, 11/15/2035  | 13919 | 13138 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;General Dynamics  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2040  | $995 | $923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2050  | 2100 | 1911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/01/2041  | 3865 | 2932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875%, 08/15/2023  | 2780 | 2723 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 02/15/2033  | 6765 | 6963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 09/01/2031  | 1980 | 1588 |
| &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  | 3128 | 2603 |
| &nbsp;&nbsp;&nbsp;John Deere Capital MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/07/2032  | 6675 | 6310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 07/18/2029  | 4220 | 3790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/24/2024  | 5160 | 5004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 06/10/2026  | 380 | 357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.350%, 03/08/2027  | 7260 | 6648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 01/10/2025  | 16365 | 15297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.400%, 10/10/2023  | 11850 | 11415 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 11/15/2063  | 625 | 691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 11/15/2054  | 1670 | 1811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 01/15/2033  | 6748 | 7020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.070%, 12/15/2042  | 3300 | 2919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 06/15/2032  | 6960 | 6609 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 08/01/2028  | 3180 | 3042 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.930%, 01/15/2025  | 5225 | 5024 |
| &nbsp;&nbsp;&nbsp;PACCAR Financial MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.100%, 05/11/2026  | 3079 | 2756 |
| &nbsp;&nbsp;&nbsp;Penske Truck Leasing LP / PTL Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2025 (A) | 2904 | 2784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 03/10/2025 (A) | 2752 | 2652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 07/01/2024 (A) | 5540 | 5340 |
| &nbsp;&nbsp;&nbsp;Protective Life Global Funding  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.618%, 04/15/2026 (A) | 7358 | 6638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.170%, 07/15/2025 (A) | 1476 | 1326 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2042  | 2300 | 2125 |
| &nbsp;&nbsp;&nbsp;Ryder System MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 06/01/2025  | 4800 | 4730 |
| &nbsp;&nbsp;&nbsp;Siemens Financieringsmaatschappij  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 03/11/2028 (A) | 5460 | 4686 |
| &nbsp;&nbsp;&nbsp;Snap-on  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.100%, 05/01/2050  | 3240 | 2356 |
| &nbsp;&nbsp;&nbsp;Triton Container International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 04/15/2026 (A) | 2335 | 2030 |
| &nbsp;&nbsp;&nbsp;TTX  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 02/01/2049 (A) | 2100 | 1865 |
| &nbsp;&nbsp;&nbsp;TTX MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 01/15/2025 (A) | 5563 | 5380 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | |
|:---|:---|:---|:---|
| 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;Union Pacific  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/09/2052  | $| 2970 | $2911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/14/2053  |  | 2635 | 2051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 02/14/2042  |  | 1220 | 988 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 03/10/2052  |  | 9011 | 6288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 05/20/2031  |  | 3820 | 3234 |
| &nbsp;&nbsp;&nbsp;Union Pacific MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 08/15/2039  |  | 1395 | 1174 |
| &nbsp;&nbsp;&nbsp;United Airlines Pass-Through Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 05/01/2032  |  | 2465 | 2002 |
| &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  |  | 2119 | 2035 |
| &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  |  | 1520 | 1365 |
| &nbsp;&nbsp;&nbsp;Verisk Analytics  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 05/15/2050  |  | 2930 | 2095 |
| &nbsp;&nbsp;&nbsp;WW Grainger  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2045  |  | 419 | 390 |
|  |  |  | 328038 |
| **Information Technology — 6.0%** | **Information Technology — 6.0%** | **Information Technology — 6.0%** |  |
| &nbsp;&nbsp;&nbsp;Analog Devices  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 10/01/2051  |  | 1918 | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 10/01/2031  |  | 3320 | 2719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 10/01/2028  |  | 5195 | 4447 |
| &nbsp;&nbsp;&nbsp;Apple  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 02/23/2046  |  | 5100 | 4980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 02/23/2036  |  | 2650 | 2677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/13/2045  |  | 515 | 490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 08/08/2062  |  | 2125 | 1840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 08/04/2046  |  | 5140 | 4457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 02/09/2027  |  | 4300 | 4161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 02/23/2026  |  | 9015 | 8724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/09/2024  |  | 4290 | 4215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 05/11/2024  |  | 1055 | 1030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/05/2061  |  | 2000 | 1358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 05/11/2050  |  | 3755 | 2596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 02/08/2041  |  | 2295 | 1680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/08/2031  |  | 4730 | 3870 |
| &nbsp;&nbsp;&nbsp;Cisco Systems  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 02/15/2039  |  | 2007 | 2193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 09/20/2023  |  | 4565 | 4484 |
| &nbsp;&nbsp;&nbsp;Corning  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.250%, 08/15/2036  |  | 1844 | 1948 |
| &nbsp;&nbsp;&nbsp;Genpact Luxembourg Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 12/01/2024  |  | 5226 | 5000 |
| &nbsp;&nbsp;&nbsp;Intel  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 03/25/2060  |  | 1052 | 954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 08/05/2052  |  | 6000 | 5476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 08/05/2032  |  | 8405 | 7930 |

---

---

| | | |
|:---|:---|:---|
| 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;3.200%, 08/12/2061  | $888 | $579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/11/2024  | 5830 | 5690 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2039  | 2325 | 2038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 05/15/2026  | 1805 | 1723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2024  | 1140 | 1112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 02/09/2027  | 2700 | 2446 |
| &nbsp;&nbsp;&nbsp;Intuit  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.350%, 07/15/2027  | 2989 | 2601 |
| &nbsp;&nbsp;&nbsp;KLA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 07/15/2052  | 5677 | 5469 |
| &nbsp;&nbsp;&nbsp;Mastercard  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 03/26/2050  | 3260 | 2844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 03/26/2027  | 2845 | 2740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2029  | 2420 | 2218 |
| &nbsp;&nbsp;&nbsp;Microsoft  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 08/08/2046  | 4759 | 4219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2035  | 760 | 706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 08/08/2036  | 660 | 601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.041%, 03/17/2062  | 1100 | 800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.921%, 03/17/2052  | 4352 | 3229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 02/06/2024  | 2035 | 1998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.675%, 06/01/2060  | 1078 | 728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.525%, 06/01/2050  | 7840 | 5399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400%, 08/08/2026  | 7125 | 6702 |
| &nbsp;&nbsp;&nbsp;NXP BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 03/01/2024  | 3252 | 3220 |
| &nbsp;&nbsp;&nbsp;NXP BV / NXP FUNDING LLC / NXP USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 01/15/2033  | 1975 | 1878 |
| &nbsp;&nbsp;&nbsp;Oracle  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.900%, 11/09/2052  | 1310 | 1451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 11/09/2032  | 8040 | 8483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2055  | 680 | 517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/15/2046  | 5360 | 3961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 11/15/2037  | 2190 | 1734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 04/01/2040  | 9370 | 7037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2030  | 7955 | 6827 |
| &nbsp;&nbsp;&nbsp;QUALCOMM  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 05/20/2053  | 2545 | 2770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/20/2047  | 3316 | 2909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 05/20/2032  | 1665 | 1295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 05/20/2028  | 5677 | 4824 |
| &nbsp;&nbsp;&nbsp;Salesforce  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 07/15/2028  | 13415 | 11567 |
| &nbsp;&nbsp;&nbsp;Texas Instruments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 05/15/2048  | 3754 | 3330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2039  | 195 | 174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 09/04/2029  | 8720 | 7559 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 10/25/2031  | 1565 | 1297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 10/25/2026  | 3120 | 2771 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Visa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 12/14/2035  | $| 1125 | $1082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.700%, 04/15/2040  |  | 790 | 616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 08/15/2050  |  | 3610 | 2256 |
| &nbsp;&nbsp;&nbsp;Vontier  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 04/01/2031  |  | 7850 | 5640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 04/01/2026  |  | 1205 | 1016 |
| &nbsp;&nbsp;&nbsp;Wipro IT Services LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.500%, 06/23/2026 (A) |  | 4937 | 4351 |
|  |  |  | 221002 |
| **Materials — 1.2%** | **Materials — 1.2%** | **Materials — 1.2%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.850%, 05/15/2027  |  | 3200 | 2853 |
| &nbsp;&nbsp;&nbsp;BHP Billiton Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.420%, 03/01/2026  |  | 1590 | 1665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000%, 09/30/2043  |  | 1400 | 1388 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.379%, 07/15/2032  |  | 1895 | 1804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330%, 07/15/2029  |  | 2120 | 2037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.050%, 03/15/2025  |  | 9855 | 9806 |
| &nbsp;&nbsp;&nbsp;Ecolab  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650%, 02/01/2027  |  | 3790 | 3382 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 04/14/2052 (A) |  | 1350 | 1175 |
| &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 | 1110 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 09/01/2029  |  | 5084 | 4857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 08/01/2030  |  | 1670 | 1525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/01/2030  |  | 795 | 708 |
| &nbsp;&nbsp;&nbsp;Lubrizol  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 10/01/2034  |  | 1000 | 1150 |
| &nbsp;&nbsp;&nbsp;Newcrest Finance Pty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/13/2030 (A) |  | 1125 | 950 |
| &nbsp;&nbsp;&nbsp;PPG Industries  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.200%, 03/15/2026  |  | 3490 | 3098 |
| &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.200%, 11/02/2040  |  | 1185 | 1201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 11/02/2051  |  | 4000 | 2707 |
| &nbsp;&nbsp;&nbsp;Sealed Air  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.573%, 10/15/2026 (A) |  | 1950 | 1681 |
|  |  |  | 45178 |
| **Real Estate — 2.6%** | **Real Estate — 2.6%** | **Real Estate — 2.6%** |  |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities MTN  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 05/15/2027  |  | 2980 | 2771 |
| &nbsp;&nbsp;&nbsp;Boston Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 12/01/2028  |  | 2630 | 2449 |
| &nbsp;&nbsp;&nbsp;Essential Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 07/15/2031  |  | 3050 | 2214 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Federal Realty Investment Trust  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.250%, 02/15/2026  | $| 5026 | $4451 |
| &nbsp;&nbsp;&nbsp;Newmark Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 11/15/2023  |  | 3140 | 3132 |
| &nbsp;&nbsp;&nbsp;Realty Income  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 10/13/2032  |  | 6790 | 7016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.800%, 03/15/2033  |  | 2535 | 1846 |
| &nbsp;&nbsp;&nbsp;Regency Centers LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.650%, 03/15/2049  |  | 310 | 250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 02/01/2047  |  | 1675 | 1319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 09/15/2029  |  | 3910 | 3289 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.125%, 12/01/2030  |  | 4120 | 3224 |
| &nbsp;&nbsp;&nbsp;Sabra Health Care LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 10/15/2029  |  | 4275 | 3531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 12/01/2031  |  | 3025 | 2268 |
| &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) |  | 656 | 587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 03/23/2027 (A) |  | 880 | 809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625%, 01/28/2026 (A) |  | 9631 | 9017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 02/12/2025 (A) |  | 1515 | 1448 |
| &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)(B) |  | 6340 | 5582 |
| &nbsp;&nbsp;&nbsp;Simon Property Group LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 02/01/2040  |  | 470 | 505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 11/30/2046  |  | 2189 | 1731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.650%, 02/01/2032  |  | 3600 | 2887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 09/13/2029  |  | 6496 | 5461 |
| &nbsp;&nbsp;&nbsp;Spirit Realty LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/15/2030  |  | 2200 | 1821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 01/15/2027  |  | 1830 | 1628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.100%, 03/15/2028  |  | 2810 | 2284 |
| &nbsp;&nbsp;&nbsp;Sun Communities Operating LP  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300%, 11/01/2028  |  | 8165 | 6717 |
| &nbsp;&nbsp;&nbsp;VICI Properties  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/15/2028  |  | 6615 | 6236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/15/2025  |  | 2670 | 2570 |
| &nbsp;&nbsp;&nbsp;Vornado Realty  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 01/15/2025  |  | 3895 | 3629 |
| &nbsp;&nbsp;&nbsp;Welltower  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/01/2048  |  | 2632 | 2231 |
| &nbsp;&nbsp;&nbsp;WP Carey  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 04/01/2024  |  | 2670 | 2654 |
|  |  |  | 95557 |
| **Utilities — 9.0%** | **Utilities — 9.0%** | **Utilities — 9.0%** |  |
| &nbsp;&nbsp;&nbsp;AEP Texas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.450%, 01/15/2050  |  | 2695 | 1919 |
| &nbsp;&nbsp;&nbsp;Alabama Power  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 12/01/2042  |  | 600 | 488 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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%, 12/01/2047  | $2800 | $2179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.450%, 09/15/2030  | 3416 | 2675 |
| &nbsp;&nbsp;&nbsp;Ameren Illinois  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 03/15/2049  | 7680 | 6917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, 09/01/2032  | 13580 | 12609 |
| &nbsp;&nbsp;&nbsp;Atmos Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 03/15/2049  | 3975 | 3302 |
| &nbsp;&nbsp;&nbsp;Baltimore Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 06/15/2031  | 4665 | 3816 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 04/01/2036  | 1472 | 1570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 01/15/2049  | 140 | 123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 07/15/2048  | 1065 | 841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 04/15/2028  | 1720 | 1601 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2044  | 2215 | 2020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2032  | 1675 | 1463 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 07/01/2050  | 785 | 536 |
| &nbsp;&nbsp;&nbsp;Cleco Corporate Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 09/15/2029  | 1860 | 1588 |
| &nbsp;&nbsp;&nbsp;CMS Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/15/2026  | 7285 | 6786 |
| &nbsp;&nbsp;&nbsp;Commonwealth Edison  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 01/15/2044  | 2000 | 1828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 03/01/2048  | 4080 | 3402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 11/15/2049  | 1640 | 1175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 03/01/2050  | 1940 | 1348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 06/15/2026  | 4665 | 4358 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison of New York  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 06/15/2047  | 3000 | 2339 |
| &nbsp;&nbsp;&nbsp;Consumers Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 08/01/2051  | 580 | 440 |
| &nbsp;&nbsp;&nbsp;Dominion Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/01/2030  | 620 | 549 |
| &nbsp;&nbsp;&nbsp;Dominion Energy South Carolina  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.600%, 06/15/2043  | 1000 | 895 |
| &nbsp;&nbsp;&nbsp;DTE Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 03/01/2025  | 2289 | 2223 |
| &nbsp;&nbsp;&nbsp;DTE Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.220%, 11/01/2024 (D) | 7680 | 7562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.529%, 10/01/2024 (D) | 3695 | 3528 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 02/15/2040  | 1700 | 1703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/15/2046  | 5500 | 4386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 03/15/2032  | 2820 | 2417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 04/15/2031  | 2855 | 2414 |
| &nbsp;&nbsp;&nbsp;Duke Energy Florida LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, 11/15/2052  | 2100 | 2310 |
| &nbsp;&nbsp;&nbsp;Duke Energy Indiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 08/15/2038  | 250 | 269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/15/2043  | 255 | 235 |

---

---

| | | |
|:---|:---|:---|
| 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;2.125%, 06/01/2030  | $1360 | $1122 |
| &nbsp;&nbsp;&nbsp;Duke Energy Progress LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/15/2045  | 2570 | 2177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 05/15/2042  | 1091 | 923 |
| &nbsp;&nbsp;&nbsp;East Ohio Gas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 06/15/2050 (A) | 1150 | 752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000%, 06/15/2030 (A) | 2370 | 1882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.300%, 06/15/2025 (A) | 2700 | 2446 |
| &nbsp;&nbsp;&nbsp;Eastern Energy Gas Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 11/15/2024  | 2410 | 2290 |
| &nbsp;&nbsp;&nbsp;Enel Finance International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.800%, 10/14/2025 (A) | 2845 | 2946 |
| &nbsp;&nbsp;&nbsp;Entergy Arkansas LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 04/01/2049  | 2815 | 2357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350%, 06/15/2052  | 3910 | 2795 |
| &nbsp;&nbsp;&nbsp;Entergy Louisiana LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 09/01/2048  | 3215 | 2684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.950%, 10/01/2024  | 10870 | 10099 |
| &nbsp;&nbsp;&nbsp;Entergy Mississippi LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 06/01/2028  | 4115 | 3669 |
| &nbsp;&nbsp;&nbsp;Entergy Texas  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.550%, 09/30/2049  | 2095 | 1537 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 12/01/2023  | 2905 | 2871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 10/01/2024  | 3933 | 3778 |
| &nbsp;&nbsp;&nbsp;Florida Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.960%, 04/01/2039  | 155 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.690%, 03/01/2040  | 4657 | 4843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 02/01/2042  | 3860 | 3391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 04/01/2025  | 2515 | 2414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.450%, 02/03/2032  | 11835 | 9930 |
| &nbsp;&nbsp;&nbsp;Georgia Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2043  | 4275 | 3671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 01/30/2050  | 5490 | 4180 |
| &nbsp;&nbsp;&nbsp;Idaho Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 03/01/2048  | 2575 | 2096 |
| &nbsp;&nbsp;&nbsp;Indiana Michigan Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 08/15/2048  | 600 | 495 |
| &nbsp;&nbsp;&nbsp;Indianapolis Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2046 (A) | 65 | 53 |
| &nbsp;&nbsp;&nbsp;Jersey Central Power & Light  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 03/01/2032 (A) | 3980 | 3237 |
| &nbsp;&nbsp;&nbsp;Massachusetts Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.729%, 11/24/2030 (A) | 1300 | 982 |
| &nbsp;&nbsp;&nbsp;MidAmerican Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 04/15/2050  | 2700 | 1927 |
| &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 (B) | 2056 | 1896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400%, 11/01/2048  | 1000 | 850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 03/15/2049  | 2648 | 2223 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;4.023%, 11/01/2032  | $460 | $421 |
| &nbsp;&nbsp;&nbsp;New England Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.936%, 11/25/2052 (A) | 1046 | 1078 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.450%, 06/20/2025  | 11225 | 11155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900%, 06/15/2028  | 6395 | 5485 |
| &nbsp;&nbsp;&nbsp;Niagara Mohawk Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.278%, 10/01/2034 (A) | 1959 | 1739 |
| &nbsp;&nbsp;&nbsp;Northern States Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%, 07/01/2025  | 3220 | 3410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 06/01/2036  | 600 | 655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2052  | 8736 | 8033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 04/01/2031  | 2820 | 2362 |
| &nbsp;&nbsp;&nbsp;NSTAR Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 05/15/2029  | 2684 | 2459 |
| &nbsp;&nbsp;&nbsp;Oglethorpe Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, 11/01/2040  | 1765 | 1604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 04/01/2047 (A) | 2045 | 1646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 04/01/2046  | 1315 | 986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 12/01/2042  | 190 | 140 |
| &nbsp;&nbsp;&nbsp;Ohio Power  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.600%, 04/01/2030  | 8915 | 7579 |
| &nbsp;&nbsp;&nbsp;Oncor Electric Delivery LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 09/01/2038  | 120 | 147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350%, 10/01/2052  | 2174 | 2241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/01/2042  | 1316 | 1329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950%, 09/15/2052 (A) | 920 | 905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 04/01/2045  | 3905 | 3167 |
| &nbsp;&nbsp;&nbsp;Pacific Gas and Electric  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 06/01/2041  | 2340 | 1777 |
| &nbsp;&nbsp;&nbsp;PacifiCorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/15/2037  | 2375 | 2527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2039  | 4460 | 4674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 06/01/2023  | 4940 | 4886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 06/15/2052  | 5290 | 3568 |
| &nbsp;&nbsp;&nbsp;PECO Energy  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 09/15/2051  | 3000 | 2002 |
| &nbsp;&nbsp;&nbsp;PG&E Wildfire Recovery Funding LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.022%, 06/01/2031  | 4225 | 4030 |
| &nbsp;&nbsp;&nbsp;PPL Electric Utilities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 06/15/2048  | 2400 | 2031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 06/01/2047  | 1802 | 1481 |
| &nbsp;&nbsp;&nbsp;Public Service Electric and Gas MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.050%, 05/01/2048  | 2792 | 2334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 05/01/2028  | 1180 | 1124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 09/01/2023  | 1450 | 1432 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/15/2027  | 3392 | 3495 |
| &nbsp;&nbsp;&nbsp;Public Service of Colorado  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 09/01/2037  | 215 | 236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.100%, 06/01/2032  | 4870 | 4637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 03/01/2050  | 1810 | 1310 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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 of New Hampshire  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 07/01/2049  | $| 2000 | $| 1551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.200%, 06/15/2031  |  | 5660 |  | 4665 |
| &nbsp;&nbsp;&nbsp;San Diego Gas & Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 08/15/2040  |  | 2025 |  | 1823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.600%, 09/01/2023  |  | 1224 |  | 1213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.320%, 04/15/2050  |  | 465 |  | 335 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 02/01/2048  |  | 425 |  | 327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 02/01/2038  |  | 1325 |  | 1079 |
| &nbsp;&nbsp;&nbsp;Southern  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.195%, SOFRINDX + 0.370%, 05/10/2023 (B) |  | 5575 |  | 5557 |
| &nbsp;&nbsp;&nbsp;Southern California Edison  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 08/01/2029  |  | 2840 |  | 2484 |
| &nbsp;&nbsp;&nbsp;Southern California Gas  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/15/2052  |  | 2920 |  | 3299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 01/15/2049  |  | 1200 |  | 992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 09/15/2042  |  | 195 |  | 153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/01/2030  |  | 4835 |  | 4149 |
| &nbsp;&nbsp;&nbsp;Southwestern Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.150%, 06/01/2052  |  | 2115 |  | 1932 |
| &nbsp;&nbsp;&nbsp;Union Electric  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/01/2048  |  | 1195 |  | 974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 09/15/2042  |  | 90 |  | 74 |
| &nbsp;&nbsp;&nbsp;Virginia Electric and Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 11/30/2037  |  | 1860 |  | 1974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.150%, 01/15/2026  |  | 3000 |  | 2856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.950%, 11/15/2051  |  | 6060 |  | 4053 |
| &nbsp;&nbsp;&nbsp;Vistra Operations LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 05/13/2024 (A) |  | 3925 |  | 3834 |
| &nbsp;&nbsp;&nbsp;Wisconsin Electric Power  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.700%, 06/15/2028  |  | 2300 |  | 1972 |
| &nbsp;&nbsp;&nbsp;Wisconsin Power & Light  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, 08/15/2037  |  | 50 |  | 53 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 04/01/2050  |  | 40 |  | 30 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 10/15/2027  |  | 2535 |  | 2353 |
| &nbsp;&nbsp;&nbsp;Wisconsin Public Service  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.300%, 09/01/2049  |  | 2475 |  | 1755 |
|  |  |  |  | 328068 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,439,743) ($ Thousands) |  |  |  | 3080418 |
| **U.S. TREASURY OBLIGATIONS — 9.9%** | **U.S. TREASURY OBLIGATIONS — 9.9%** | **U.S. TREASURY OBLIGATIONS — 9.9%** | **U.S. TREASURY OBLIGATIONS — 9.9%** | **U.S. TREASURY OBLIGATIONS — 9.9%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bill  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 02/02/2023 (E) |  | 9877 |  | 9807 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bonds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 11/15/2042  |  | 41570 |  | 41765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 08/15/2042  |  | 32698 |  | 29914 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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%, 08/15/2052  | $| 67492 | $| 57790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 05/15/2052  |  | 6330 |  | 5262 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 11/15/2025  |  | 10985 |  | 11109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/31/2024  |  | 16525 |  | 16521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 09/30/2024  |  | 18955 |  | 18898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 10/15/2025  |  | 27160 |  | 27260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 09/30/2027  |  | 450 |  | 455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 10/31/2027  |  | 16540 |  | 16751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/15/2032  |  | 38275 |  | 39770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 10/31/2029  |  | 2990 |  | 3035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/31/2024  |  | 26753 |  | 26213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 07/31/2024  |  | 10440 |  | 10193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 04/30/2027  |  | 5875 |  | 5605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.750%, 07/31/2027  |  | 24725 |  | 23558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 03/31/2029  |  | 14725 |  | 13551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 06/15/2024  |  | 1738 |  | 1627 |
| Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $355,672) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $355,672) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $355,672) ($ Thousands) |  | 359084 |
| **MUNICIPAL BONDS — 3.0%** | **MUNICIPAL BONDS — 3.0%** | **MUNICIPAL BONDS — 3.0%** | **MUNICIPAL BONDS — 3.0%** | **MUNICIPAL BONDS — 3.0%** |
| **California — 0.8%** | **California — 0.8%** | **California — 0.8%** |  |  |
| &nbsp;&nbsp;&nbsp;Bay Area, Toll Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.574%, 04/01/2031  |  | 3300 |  | 2886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.425%, 04/01/2026  |  | 1400 |  | 1303 |
| &nbsp;&nbsp;&nbsp;California State University, Ser D, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.490%, 11/01/2028  |  | 2580 |  | 2149 |
| &nbsp;&nbsp;&nbsp;California State, Build America Project, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.600%, 11/01/2040  |  | 585 |  | 763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.550%, 04/01/2039  |  | 2305 |  | 2962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 04/01/2034  |  | 5125 |  | 6310 |
| &nbsp;&nbsp;&nbsp;California State, Health Facilities Financing Authority, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.679%, 06/01/2028  |  | 4975 |  | 4190 |
| &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 |  | 334 |
| &nbsp;&nbsp;&nbsp;Los Angeles, Community College District, GO  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.606%, 08/01/2028  |  | 4780 |  | 4060 |
| &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 |  | 1270 |
| &nbsp;&nbsp;&nbsp;Riverside County, Pension Obligation, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.818%, 02/15/2038  |  | 1405 |  | 1215 |
| &nbsp;&nbsp;&nbsp;University of California Regents, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.132%, 05/15/2032  |  | 3210 |  | 3026 |
| &nbsp;&nbsp;&nbsp;University of California Regents, Ser H, RB  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.548%, 05/15/2048  |  | 120 |  | 139 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;University of California, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 05/15/2043  | $| 1375 | $1485 |
|  |  |  | 32092 |
| **Colorado — 0.2%** | **Colorado — 0.2%** | **Colorado — 0.2%** |  |
| &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 | 3420 |
| &nbsp;&nbsp;&nbsp;State of Colorado  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.817%, 03/15/2028  |  | 1980 | 2146 |
|  |  |  | 5566 |
| **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 | 2447 |
| **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 | 1194 |
| **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 | 2789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.637%, 04/01/2057  |  | 2417 | 2524 |
|  |  |  | 5313 |
| **Illinois — 0.2%** | **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  |  | 2580 | 2807 |
| &nbsp;&nbsp;&nbsp;Sales Tax Securitization, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.637%, 01/01/2040  |  | 3390 | 3223 |
|  |  |  | 6030 |
| **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 | 1408 |
| **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 | 100 |
| &nbsp;&nbsp;&nbsp;Massachusetts State, Build America Project, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.731%, 06/01/2040  |  | 80 | 84 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Massachusetts State, Educational Financing Authority, Ser A, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.925%, 07/01/2028  | $| 2550 | $2247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.638%, 07/01/2026  |  | 2125 | 1886 |
|  |  |  | 4317 |
| **Michigan — 0.2%** | **Michigan — 0.2%** | **Michigan — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Michigan State, Finance Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.084%, 12/01/2034  |  | 1685 | 1413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.671%, 09/01/2049 (B) |  | 4600 | 4259 |
| &nbsp;&nbsp;&nbsp;University of Michigan, Ser C, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.599%, 04/01/2047  |  | 4520 | 3882 |
|  |  |  | 9554 |
| **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 | 2329 |
| &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 | 3057 |
|  |  |  | 5386 |
| **New York — 0.6%** | **New York — 0.6%** | **New York — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;New York & New Jersey, Port Authority, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.926%, 10/01/2051  |  | 165 | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.458%, 10/01/2062  |  | 205 | 184 |
| &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 | 1313 |
| &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 | 2175 |
| &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 | 488 |
| &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 | 2007 |
| &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 | 1918 |
| &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 | 3412 |
| &nbsp;&nbsp;&nbsp;New York State, Urban Development, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770%, 03/15/2039  |  | 8225 | 8521 |
|  |  |  | 20178 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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)** |
| **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 | $| 4068 |
| **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 |  | 4548 |
| **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 |  | 2002 |
| &nbsp;&nbsp;&nbsp;Grand Parkway, Transportation Corp, Ser E, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184%, 10/01/2042  | 555 |  | 566 |
| &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 |  | 1012 |
| &nbsp;&nbsp;&nbsp;Texas State, Build America Project, GO  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.517%, 04/01/2039  | 565 |  | 603 |
| &nbsp;&nbsp;&nbsp;Texas State, Dallas Area, Rapid Transit, RB  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.147%, 12/01/2026  | 1200 |  | 1036 |
|  |  |  | 5219 |
| Total Municipal Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $121,536) ($ Thousands) |  |  | 107320 |
| **SOVEREIGN DEBT — 0.6%** | **SOVEREIGN DEBT — 0.6%** | **SOVEREIGN DEBT — 0.6%** | **SOVEREIGN DEBT — 0.6%** |
| &nbsp;&nbsp;&nbsp;Israel Government International Bond |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 07/03/2050 | 1225 |  | 1021 |
| &nbsp;&nbsp;&nbsp;Japan Bank for International Cooperation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 01/23/2023 | 8030 |  | 7996 |
| &nbsp;&nbsp;&nbsp;Korea Development Bank MTN |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 02/18/2025 | 6080 |  | 5671 |
| &nbsp;&nbsp;&nbsp;Province of Quebec Canada |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 01/30/2026 | 270 |  | 283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 04/09/2024 | 8580 |  | 8344 |
| Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $24,127) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $24,127) ($ Thousands) |  | 23315 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **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 | $64 |
| Total Asset-Backed Security |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $64) ($ Thousands) |  | 64 |
|  | <br> Shares |  |
| **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;3.370%\*\*<sup>†</sup> | 27166042 | 27166 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,166) ($ Thousands) |  | 27166 |
| Total Investments in Securities — 99.1% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $3,968,308) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $3,968,308) ($ Thousands)  | $3597367 |

---

A list of the open futures contracts held by the Fund at November 30, 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. 5-Year Treasury Note | 221 | Mar-2023 | $23890 | $23994 | $104 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Note | (391) | Mar-2023 | $(46528) | $(46785) | $(257) |
|  |  |  | $(22638) | $(22791) | $(153) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $3,629,797 ($ Thousands). |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| (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 November 30, 2022, the value of these securities amounted to $603,007 ($ Thousands), representing 16.6% 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) | Perpetual security with no stated maturity date. |
| (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. |
| (E) | Interest rate represents the security's effective yield at the time of purchase. |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Intermediate Duration Credit Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 3080418 |  | 3080418 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Obligations | 33751 | 325333 |  | 359084 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 107320 |  | 107320 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 23315 |  | 23315 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Security |  | 64 |  | 64 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 27166 | – |  | 27166 |
| Total Investments in Securities | 60917 | 3536450 |  | 3597367 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 104 |  |  | 104 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (257) |  |  | (257) |
| Total Other Financial Instruments | (153) |  |  | (153) |

---

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

For more information on valuation inputs, see Note 2 — Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain (Loss)** | **Change in Unrealized Appreciation (Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;41559 | $&nbsp;&nbsp;&nbsp;&nbsp;914304 | $&nbsp;&nbsp;&nbsp;&nbsp;(928697) | $— | $— | $&nbsp;&nbsp;&nbsp;&nbsp;27166 | $&nbsp;&nbsp;&nbsp;&nbsp;462 | $— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Dynamic Asset Allocation Fund**![](fp0081628-1_379.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK — 89.6%** | **COMMON STOCK — 89.6%** | **COMMON STOCK — 89.6%** |
| **Communication Services — 6.7%** | **Communication Services — 6.7%** |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  | 33500 | $2477 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* | 279800 | 28257 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* | 250220 | 25385 |
| &nbsp;&nbsp;&nbsp;AT&T Inc  | 332219 | 6405 |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | 5200 | 2035 |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | 205300 | 7522 |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | 12501 | 201 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  | 12400 | 1622 |
| &nbsp;&nbsp;&nbsp;Fox Corp  | 21566 | 687 |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | 18000 | 618 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* | 6700 | 487 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  | 45915 | 251 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* | 13300 | 672 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* | 106400 | 12566 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* | 20700 | 6324 |
| &nbsp;&nbsp;&nbsp;News Corp  | 6300 | 123 |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | 18900 | 362 |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | 9600 | 766 |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | 23640 | 475 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* | 7300 | 772 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* | 28165 | 4266 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  | 195800 | 7632 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* | 85077 | 8326 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \* | 102525 | 1169 |
|  |  | 119400 |
| **Consumer Discretionary — 9.3%** | **Consumer Discretionary — 9.3%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | 2800 | 423 |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | 413700 | 39939 |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | 12600 | 1344 |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | 869 | 2241 |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | 11000 | 468 |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | 9200 | 785 |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | 1800 | 3743 |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | 11500 | 489 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | 10000 | $508 |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | 7300 | 506 |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | 39300 | 390 |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | 1300 | 2115 |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | 5700 | 838 |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | 10600 | 2710 |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | 9884 | 1486 |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | 1700 | 661 |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | 14800 | 1273 |
| &nbsp;&nbsp;&nbsp;eBay Inc  | 25800 | 1172 |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | 5900 | 779 |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | 7200 | 769 |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | 185700 | 2581 |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | 7100 | 660 |
| &nbsp;&nbsp;&nbsp;General Motors Co  | 68500 | 2778 |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | 6651 | 1219 |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | 6200 | 389 |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | 12900 | 1840 |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | 47932 | 15529 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | 15400 | 721 |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl A  | 12000 | 1054 |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | 12300 | 668 |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | 29769 | 6327 |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | 12920 | 2136 |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | 34300 | 9357 |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | 15300 | 564 |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | 2628 | 266 |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | 17999 | 234 |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | 58900 | 6461 |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | 19200 | 316 |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | 140 | 650 |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | 3000 | 2594 |
| &nbsp;&nbsp;&nbsp;Pool Corp  | 1900 | 626 |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | 11300 | 506 |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | 2000 | 226 |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | 16300 | 1918 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | 10300 | 617 |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | 53500 | 5468 |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | 12200 | 461 |
| &nbsp;&nbsp;&nbsp;Target Corp  | 21600 | 3609 |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | 124300 | 24201 |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | 54600 | 4371 |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | 5100 | 1154 |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | 2400 | 1116 |
| &nbsp;&nbsp;&nbsp;VF Corp  | 15824 | 519 |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | 1 |  |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | 2500 | 366 |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | 5100 | 427 |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | 13400 | 1724 |
|  |  | 166292 |
| **Consumer Staples — 6.2%** | **Consumer Staples — 6.2%** |  |
| &nbsp;&nbsp;&nbsp;Altria Group Inc  | 83900 | 3908 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  | 26100 | $2545 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 8725 | 637 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 9700 | 521 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 11400 | 933 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 5700 | 847 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The  | 181600 | 11552 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 39200 | 3037 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 22500 | 855 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 7500 | 1930 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp  | 20700 | 11163 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 10900 | 2570 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 28000 | 2388 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 6800 | 1599 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 13400 | 630 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 4982 | 767 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 11800 | 861 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 39900 | 1543 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 15900 | 2156 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 34466 | 1356 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 30600 | 1505 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 6900 | 600 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 11600 | 988 |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 8800 | 485 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 63900 | 4320 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 17920 | 1843 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc  | 64362 | 11940 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc  | 72300 | 7206 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The  | 111514 | 16633 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 23900 | 2068 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A  | 13600 | 901 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 33700 | 1399 |
| &nbsp;&nbsp;&nbsp;Walmart Inc  | 66465 | 10131 |
|  |  | 111817 |
| **Energy — 4.6%** | **Energy — 4.6%** |  |
| &nbsp;&nbsp;&nbsp;APA Corp  | 15300 | 717 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 44200 | 1283 |
| &nbsp;&nbsp;&nbsp;Chevron Corp  | 83982 | 15395 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips  | 59368 | 7333 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 36900 | 1030 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 30800 | 2110 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 8000 | 1184 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 27300 | 3875 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 17100 | 725 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp  | 194500 | 21655 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 42600 | 1614 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 13000 | 1871 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 92177 | 1762 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 31800 | 974 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp  | 23411 | 2852 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 35028 | 2434 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 21000 | 1405 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 22600 | 2451 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 11200 | $2643 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 65837 | 3394 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 10500 | 781 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp  | 18500 | 2472 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 57300 | 1988 |
|  |  | 81948 |
| **Financials — 10.4%** | **Financials — 10.4%** |  |
| &nbsp;&nbsp;&nbsp;Aflac Inc  | 27000 | 1942 |
| &nbsp;&nbsp;&nbsp;Allstate Corp/The  | 12700 | 1701 |
| &nbsp;&nbsp;&nbsp;American Express Co  | 27900 | 4397 |
| &nbsp;&nbsp;&nbsp;American International Group Inc  | 35700 | 2253 |
| &nbsp;&nbsp;&nbsp;Ameriprise Financial Inc  | 5100 | 1693 |
| &nbsp;&nbsp;&nbsp;Aon PLC, Cl A  | 9906 | 3054 |
| &nbsp;&nbsp;&nbsp;Arch Capital Group Ltd \* | 17200 | 1030 |
| &nbsp;&nbsp;&nbsp;Arthur J Gallagher & Co  | 9900 | 1971 |
| &nbsp;&nbsp;&nbsp;Assurant Inc  | 2500 | 321 |
| &nbsp;&nbsp;&nbsp;Bank of America Corp  | 326100 | 12343 |
| &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp/The  | 34500 | 1584 |
| &nbsp;&nbsp;&nbsp;Berkshire Hathaway Inc, Cl B \* | 84200 | 26826 |
| &nbsp;&nbsp;&nbsp;BlackRock Inc, Cl A  | 7006 | 5016 |
| &nbsp;&nbsp;&nbsp;Brown & Brown Inc  | 11300 | 673 |
| &nbsp;&nbsp;&nbsp;Capital One Financial Corp  | 18000 | 1858 |
| &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc  | 5100 | 647 |
| &nbsp;&nbsp;&nbsp;Charles Schwab Corp/The  | 71200 | 5877 |
| &nbsp;&nbsp;&nbsp;Chubb Ltd  | 19426 | 4266 |
| &nbsp;&nbsp;&nbsp;Cincinnati Financial Corp  | 7300 | 810 |
| &nbsp;&nbsp;&nbsp;Citigroup Inc  | 90200 | 4366 |
| &nbsp;&nbsp;&nbsp;Citizens Financial Group Inc  | 23000 | 975 |
| &nbsp;&nbsp;&nbsp;CME Group Inc, Cl A  | 16700 | 2948 |
| &nbsp;&nbsp;&nbsp;Comerica Inc  | 6100 | 438 |
| &nbsp;&nbsp;&nbsp;Discover Financial Services  | 12800 | 1387 |
| &nbsp;&nbsp;&nbsp;Everest Re Group Ltd  | 1900 | 642 |
| &nbsp;&nbsp;&nbsp;FactSet Research Systems Inc  | 1800 | 830 |
| &nbsp;&nbsp;&nbsp;Fifth Third Bancorp  | 31800 | 1156 |
| &nbsp;&nbsp;&nbsp;First Republic Bank/CA  | 8500 | 1085 |
| &nbsp;&nbsp;&nbsp;Franklin Resources Inc  | 13800 | 370 |
| &nbsp;&nbsp;&nbsp;Globe Life Inc  | 4200 | 504 |
| &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc/The  | 15900 | 6140 |
| &nbsp;&nbsp;&nbsp;Hartford Financial Services Group Inc/The  | 15150 | 1157 |
| &nbsp;&nbsp;&nbsp;Huntington Bancshares Inc/OH  | 67700 | 1048 |
| &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc  | 26245 | 2843 |
| &nbsp;&nbsp;&nbsp;Invesco Ltd  | 15800 | 302 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co  | 136800 | 18903 |
| &nbsp;&nbsp;&nbsp;KeyCorp  | 43699 | 822 |
| &nbsp;&nbsp;&nbsp;Lincoln National Corp  | 7200 | 280 |
| &nbsp;&nbsp;&nbsp;Loews Corp  | 9200 | 535 |
| &nbsp;&nbsp;&nbsp;M&T Bank Corp  | 8234 | 1400 |
| &nbsp;&nbsp;&nbsp;MarketAxess Holdings Inc  | 1800 | 482 |
| &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos Inc  | 23200 | 4018 |
| &nbsp;&nbsp;&nbsp;MetLife Inc  | 31500 | 2416 |
| &nbsp;&nbsp;&nbsp;Moody's Corp  | 7347 | 2191 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  | 62465 | 5814 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;MSCI Inc, Cl A  | 3800 | $1930 |
| &nbsp;&nbsp;&nbsp;Nasdaq Inc  | 15900 | 1088 |
| &nbsp;&nbsp;&nbsp;Northern Trust Corp  | 9800 | 912 |
| &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc/The  | 19100 | 3214 |
| &nbsp;&nbsp;&nbsp;Principal Financial Group Inc  | 10900 | 977 |
| &nbsp;&nbsp;&nbsp;Progressive Corp/The  | 27200 | 3594 |
| &nbsp;&nbsp;&nbsp;Prudential Financial Inc  | 17500 | 1890 |
| &nbsp;&nbsp;&nbsp;Raymond James Financial Inc  | 9150 | 1070 |
| &nbsp;&nbsp;&nbsp;Regions Financial Corp  | 44400 | 1030 |
| &nbsp;&nbsp;&nbsp;S&P Global Inc  | 15890 | 5606 |
| &nbsp;&nbsp;&nbsp;Signature Bank/New York NY  | 2900 | 405 |
| &nbsp;&nbsp;&nbsp;SVB Financial Group \* | 2800 | 649 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  | 22611 | 850 |
| &nbsp;&nbsp;&nbsp;T Rowe Price Group Inc  | 10500 | 1312 |
| &nbsp;&nbsp;&nbsp;Travelers Cos Inc/The  | 11000 | 2088 |
| &nbsp;&nbsp;&nbsp;Truist Financial Corp  | 61782 | 2892 |
| &nbsp;&nbsp;&nbsp;US Bancorp  | 62900 | 2855 |
| &nbsp;&nbsp;&nbsp;W R Berkley Corp  | 9550 | 728 |
| &nbsp;&nbsp;&nbsp;Wells Fargo & Co  | 176900 | 8482 |
| &nbsp;&nbsp;&nbsp;Willis Towers Watson PLC  | 5195 | 1279 |
| &nbsp;&nbsp;&nbsp;Zions Bancorp NA  | 7000 | 363 |
|  |  | 184528 |
| **Health Care — 13.7%** | **Health Care — 13.7%** |  |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 81639 | 8783 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 82453 | 13290 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 2100 | 793 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 14000 | 2170 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 3400 | 669 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 7361 | 1257 |
| &nbsp;&nbsp;&nbsp;Amgen Inc  | 24900 | 7131 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc  | 23338 | 1319 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 13237 | 3300 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 6800 | 2075 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 963 | 399 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 7200 | 612 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 67300 | 3047 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 99600 | 7996 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 12800 | 1026 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 8400 | 421 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 26830 | 2336 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 2400 | 549 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 14181 | 4664 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 2300 | 728 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 61243 | 6240 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 30500 | 8339 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 2600 | 192 |
| &nbsp;&nbsp;&nbsp;Dentsply Sirona Inc  | 10700 | 324 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 18300 | 2128 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 29100 | 2248 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 11200 | 5969 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 36843 | 13672 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc  | 58356 | $5125 |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 10100 | 2426 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 6400 | 518 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 11700 | 891 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 5900 | 3244 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 3900 | 1661 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 7300 | 1592 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 8500 | 677 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 16616 | 4493 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 8800 | 1919 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson  | 122707 | 21842 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 4154 | 1000 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 6736 | 2571 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 61955 | 4897 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 118200 | 13016 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 1000 | 1470 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 15800 | 2779 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 2700 | 909 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 11590 | 302 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 5900 | 824 |
| &nbsp;&nbsp;&nbsp;Pfizer Inc  | 261796 | 13124 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 5500 | 835 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 5000 | 3758 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 6900 | 1588 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 4700 | 873 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 15800 | 3695 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 2200 | 515 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 18246 | 10222 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc  | 43700 | 23937 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 3000 | 393 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 11900 | 3765 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 55874 | 616 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 2800 | 970 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 3500 | 821 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 9900 | 1189 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 21767 | 3355 |
|  |  | 243489 |
| **Industrials — 7.6%** | **Industrials — 7.6%** |  |
| &nbsp;&nbsp;&nbsp;3M Co  | 25759 | 3245 |
| &nbsp;&nbsp;&nbsp;A O Smith Corp  | 5900 | 358 |
| &nbsp;&nbsp;&nbsp;Alaska Air Group Inc \* | 6300 | 299 |
| &nbsp;&nbsp;&nbsp;Allegion plc  | 4033 | 458 |
| &nbsp;&nbsp;&nbsp;American Airlines Group Inc \* | 29800 | 430 |
| &nbsp;&nbsp;&nbsp;AMETEK Inc  | 10700 | 1524 |
| &nbsp;&nbsp;&nbsp;Boeing Co/The \* | 26000 | 4651 |
| &nbsp;&nbsp;&nbsp;Carrier Global Corp  | 39579 | 1754 |
| &nbsp;&nbsp;&nbsp;Caterpillar Inc  | 24600 | 5816 |
| &nbsp;&nbsp;&nbsp;CH Robinson Worldwide Inc  | 5800 | 581 |
| &nbsp;&nbsp;&nbsp;Cintas Corp  | 4000 | 1847 |
| &nbsp;&nbsp;&nbsp;Copart Inc \* | 19800 | 1318 |
| &nbsp;&nbsp;&nbsp;CoStar Group Inc \* | 18600 | 1507 |
| &nbsp;&nbsp;&nbsp;CSX Corp  | 99700 | 3259 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Dynamic Asset Allocation Fund** (Continued)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Cummins Inc  | 6600 | $1658 |
| &nbsp;&nbsp;&nbsp;Deere & Co  | 13000 | 5733 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines Inc \* | 30100 | 1065 |
| &nbsp;&nbsp;&nbsp;Dover Corp  | 6700 | 951 |
| &nbsp;&nbsp;&nbsp;Eaton Corp PLC  | 18701 | 3057 |
| &nbsp;&nbsp;&nbsp;Emerson Electric Co  | 27800 | 2662 |
| &nbsp;&nbsp;&nbsp;Equifax Inc  | 5700 | 1125 |
| &nbsp;&nbsp;&nbsp;Expeditors International of Washington Inc  | 7600 | 882 |
| &nbsp;&nbsp;&nbsp;Fastenal Co  | 26700 | 1375 |
| &nbsp;&nbsp;&nbsp;FedEx Corp  | 11249 | 2050 |
| &nbsp;&nbsp;&nbsp;Fortive Corp  | 16524 | 1116 |
| &nbsp;&nbsp;&nbsp;Fortune Brands Home & Security Inc  | 6000 | 392 |
| &nbsp;&nbsp;&nbsp;Generac Holdings Inc \* | 3000 | 317 |
| &nbsp;&nbsp;&nbsp;General Dynamics Corp  | 10500 | 2650 |
| &nbsp;&nbsp;&nbsp;General Electric Co  | 51099 | 4393 |
| &nbsp;&nbsp;&nbsp;Honeywell International Inc  | 31400 | 6894 |
| &nbsp;&nbsp;&nbsp;Howmet Aerospace Inc  | 17566 | 662 |
| &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc  | 1900 | 441 |
| &nbsp;&nbsp;&nbsp;IDEX Corp  | 3500 | 831 |
| &nbsp;&nbsp;&nbsp;Illinois Tool Works Inc  | 13156 | 2993 |
| &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc  | 19230 | 1038 |
| &nbsp;&nbsp;&nbsp;Jacobs Solutions Inc  | 6000 | 759 |
| &nbsp;&nbsp;&nbsp;JB Hunt Transport Services Inc  | 3900 | 717 |
| &nbsp;&nbsp;&nbsp;Johnson Controls International plc  | 32403 | 2153 |
| &nbsp;&nbsp;&nbsp;L3Harris Technologies Inc  | 9010 | 2046 |
| &nbsp;&nbsp;&nbsp;Leidos Holdings Inc  | 6400 | 700 |
| &nbsp;&nbsp;&nbsp;Lockheed Martin Corp  | 11024 | 5349 |
| &nbsp;&nbsp;&nbsp;Masco Corp  | 10600 | 538 |
| &nbsp;&nbsp;&nbsp;Nordson Corp  | 2600 | 615 |
| &nbsp;&nbsp;&nbsp;Norfolk Southern Corp  | 11000 | 2821 |
| &nbsp;&nbsp;&nbsp;Northrop Grumman Corp  | 6800 | 3626 |
| &nbsp;&nbsp;&nbsp;Old Dominion Freight Line Inc  | 4300 | 1301 |
| &nbsp;&nbsp;&nbsp;Otis Worldwide Corp  | 19689 | 1538 |
| &nbsp;&nbsp;&nbsp;PACCAR Inc  | 16300 | 1726 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp  | 6000 | 1794 |
| &nbsp;&nbsp;&nbsp;Pentair PLC  | 7946 | 364 |
| &nbsp;&nbsp;&nbsp;Quanta Services Inc  | 6700 | 1004 |
| &nbsp;&nbsp;&nbsp;Raytheon Technologies Corp  | 68871 | 6799 |
| &nbsp;&nbsp;&nbsp;Republic Services Inc, Cl A  | 9600 | 1337 |
| &nbsp;&nbsp;&nbsp;Robert Half International Inc  | 5000 | 394 |
| &nbsp;&nbsp;&nbsp;Rockwell Automation Inc  | 5400 | 1427 |
| &nbsp;&nbsp;&nbsp;Rollins Inc  | 10825 | 438 |
| &nbsp;&nbsp;&nbsp;Snap-on Inc  | 2500 | 601 |
| &nbsp;&nbsp;&nbsp;Southwest Airlines Co  | 27800 | 1109 |
| &nbsp;&nbsp;&nbsp;Stanley Black & Decker Inc  | 6900 | 564 |
| &nbsp;&nbsp;&nbsp;Textron Inc  | 9900 | 707 |
| &nbsp;&nbsp;&nbsp;Trane Technologies PLC  | 10900 | 1945 |
| &nbsp;&nbsp;&nbsp;TransDigm Group Inc  | 2400 | 1508 |
| &nbsp;&nbsp;&nbsp;Union Pacific Corp  | 29100 | 6327 |
| &nbsp;&nbsp;&nbsp;United Airlines Holdings Inc \* | 15600 | 689 |
| &nbsp;&nbsp;&nbsp;United Parcel Service Inc, Cl B  | 34100 | 6470 |
| &nbsp;&nbsp;&nbsp;United Rentals Inc \* | 3300 | 1165 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Verisk Analytics Inc, Cl A  | 7400 | $1359 |
| &nbsp;&nbsp;&nbsp;Waste Management Inc  | 17530 | 2940 |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies Corp  | 8572 | 867 |
| &nbsp;&nbsp;&nbsp;WW Grainger Inc  | 2000 | 1206 |
| &nbsp;&nbsp;&nbsp;Xylem Inc/NY  | 8300 | 933 |
|  |  | 135168 |
| **Information Technology — 23.6%** | **Information Technology — 23.6%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 29500 | 8877 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 21800 | 7520 |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | 75236 | 5841 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 7400 | 702 |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | 28000 | 2252 |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | 24244 | 4168 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 4000 | 1017 |
| &nbsp;&nbsp;&nbsp;Apple Inc  | 705131 | 104381 |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | 40500 | 4439 |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | 10900 | 1518 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 10200 | 2060 |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 19400 | 5124 |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | 18793 | 10356 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 5500 | 820 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 12900 | 2219 |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | 6300 | 1188 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 6500 | 445 |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | 193100 | 9601 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 24300 | 1512 |
| &nbsp;&nbsp;&nbsp;Corning Inc  | 36000 | 1229 |
| &nbsp;&nbsp;&nbsp;DXC Technology Co \* | 10738 | 319 |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | 6300 | 2020 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 2700 | 995 |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | 2900 | 448 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 28600 | 2076 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 29800 | 3110 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 3500 | 687 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 30700 | 1632 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 3700 | 1296 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 27300 | 627 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 12972 | 1346 |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | 60900 | 1022 |
| &nbsp;&nbsp;&nbsp;HP Inc  | 42700 | 1283 |
| &nbsp;&nbsp;&nbsp;Intel Corp  | 191400 | 5755 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 42058 | 6262 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 13200 | 5380 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 3500 | 663 |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | 15500 | 515 |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | 8400 | 1520 |
| &nbsp;&nbsp;&nbsp;KLA Corp  | 6623 | 2604 |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | 6387 | 3017 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 39800 | 14185 |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | 26000 | 2059 |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | 51400 | 2963 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp  | 348170 | 88832 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | 2100 | $802 |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | 7867 | 2141 |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | 10300 | 696 |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | 116800 | 19766 |
| &nbsp;&nbsp;&nbsp;NXP Semiconductors NV  | 12300 | 2163 |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | 20300 | 1527 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 70800 | 5879 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 15100 | 1873 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 2300 | 780 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 53900 | 4226 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 4900 | 623 |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | 4800 | 476 |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | 52400 | 6628 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 5000 | 2194 |
| &nbsp;&nbsp;&nbsp;salesforce.com \* | 46400 | 7436 |
| &nbsp;&nbsp;&nbsp;Seagate Technology Holdings PLC  | 9100 | 482 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 9400 | 3913 |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | 7500 | 717 |
| &nbsp;&nbsp;&nbsp;SolarEdge Technologies Inc \* | 2600 | 777 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 7200 | 2445 |
| &nbsp;&nbsp;&nbsp;TE Connectivity Ltd  | 15000 | 1892 |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | 2181 | 916 |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | 7300 | 682 |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | 42600 | 7688 |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | 11600 | 693 |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 1900 | 651 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 4300 | 859 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 76255 | 16547 |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | 15103 | 555 |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | 2400 | 649 |
|  |  | 422561 |
| **Materials — 2.4%** | **Materials — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | 10400 | 3226 |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | 5500 | 1529 |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | 70688 | 873 |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | 3800 | 735 |
| &nbsp;&nbsp;&nbsp;Ball Corp  | 14700 | 824 |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | 4700 | 504 |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | 9400 | 1017 |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | 33805 | 2270 |
| &nbsp;&nbsp;&nbsp;Dow Inc  | 33771 | 1721 |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | 23540 | 1660 |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | 5700 | 494 |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | 11575 | 1734 |
| &nbsp;&nbsp;&nbsp;FMC Corp  | 5900 | 771 |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | 67200 | 2674 |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | 11957 | 1265 |
| &nbsp;&nbsp;&nbsp;International Paper Co  | 17000 | 631 |
| &nbsp;&nbsp;&nbsp;Linde PLC  | 23253 | 7824 |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | 11900 | 1012 |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | 2900 | 1063 |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | 16200 | 831 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | 37300 | $1771 |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | 12300 | 1844 |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | 4400 | 598 |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | 10900 | 1474 |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | 7000 | 373 |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | 11025 | 2747 |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | 6200 | 1137 |
| &nbsp;&nbsp;&nbsp;Westrock Co  | 12341 | 468 |
|  |  | 43070 |
| **Real Estate — 2.4%** | **Real Estate — 2.4%** |  |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 7000 | 1089 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 21647 | 4789 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 6600 | 1154 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 6600 | 476 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 5000 | 602 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 15100 | 1202 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 20200 | 2857 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 13300 | 1496 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 4257 | 2940 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 15700 | 1018 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 3100 | 683 |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 6300 | 1012 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 3300 | 367 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 25300 | 664 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 34185 | 648 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 26800 | 875 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 13571 | 737 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 29000 | 665 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 5500 | 907 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 42990 | 5064 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 7300 | 2175 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 28800 | 1816 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 7200 | 478 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 5100 | 1527 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 15400 | 1839 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 14600 | 606 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 18700 | 870 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 45200 | 1546 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 7600 | 192 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 21700 | 1541 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 34327 | 1123 |
|  |  | 42958 |
| **Utilities — 2.7%** | **Utilities — 2.7%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 31300 | 905 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 11800 | 664 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 12100 | 1081 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 24100 | 2333 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 8500 | 1290 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 6700 | 805 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 29500 | 918 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 13600 | 830 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Dynamic Asset Allocation Fund** (Concluded)

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 16500 | $1618 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 15166 | 1458 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 38732 | 2367 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 9100 | 1056 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 35830 | 3580 |
| &nbsp;&nbsp;&nbsp;Edison International  | 17900 | 1193 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 9500 | 1104 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 10999 | 651 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 16100 | 1334 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 46600 | 1928 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 25500 | 1052 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 91600 | 7758 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 19500 | 545 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 11000 | 467 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 75600 | 1187 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 5200 | 407 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 34500 | 1018 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 23200 | 1405 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 14800 | 2460 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 49500 | 3348 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 14662 | 1454 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 25400 | 1784 |
|  |  | 48000 |
| Total Common Stock  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $580,535) ($ Thousands) |  | 1599231 |
| **CASH EQUIVALENT — 1.4%** | **CASH EQUIVALENT — 1.4%** | **CASH EQUIVALENT — 1.4%** |
| &nbsp;&nbsp;&nbsp;SEI Daily Income Trust, Government Fund, Cl F |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.370%\*\*<sup>†</sup> | 25109179 | 25109 |
| Total Cash Equivalent |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $25,109) ($ Thousands) |  | 25109 |
| Total Investments in Securities — 91.0% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $605,644) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $605,644) ($ Thousands)  | $1624340 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open futures contracts held by the Fund at November 30, 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^ | 872 | Dec-2022 | $174677 | $177943 | $3266 |

---

A list of OTC swap agreements held by the fund at November 30, 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> Appreciation<br> (Depreciation)<br> (Thousands)** |
| BNP Paribas^ | PAYB +BCOMTR/0.10% | 0.10% | INDEX RETURN | Quarterly | 12/10/2022 | USD | 124675 | $(2438) | $– | $(2438) |
| Goldman Sachs | GSINFCI1H23 02/27/23 | NEGATIVE INDEX RETURN | POSITIVE INDEX RETURN | Quarterly | 02/27/2023 | USD | 118930 | 2728 | – | 2728 |
|  |  |  |  |  |  |  |  | $290 | $– | $290 |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $1,784,670 ($ Thousands). |
| \* | Non-income producing security. |
| \*\* | The rate reported is the 7-day effective yield as of November 30, 2022. |
| <sup>‡</sup> | Real Estate Investment Trust. |
| <sup>†</sup> | Investment in Affiliated Security (see Note 6). |
| ^ | Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of November 30, 2022. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 | 1599231 |  |  | 1599231 |
| &nbsp;&nbsp;&nbsp;Cash Equivalent | 25109 |  |  | 25109 |
| Total Investments in Securities | 1624340 |  |  | 1624340 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 3266 |  |  | 3266 |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 2728 |  | 2728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | – | (2438) |  | (2438) |
| Total Other Financial Instruments | 3266 | 290 |  | 3556 |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

The following is a summary of the Fund's transactions with affiliates for the period ended November 30, 2022 ($ Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Security Description**  | **Value 5/31/2022** | **Purchases at Cost**  | **Proceeds from Sales**  | **Realized Gain/(Loss)** | **Change in Unrealized Appreciation/(Depreciation)**  | **Value 11/30/2022** | **Income**  | **Capital Gains** |
| SEI Daily Income Trust, Government Fund, Cl F | $&nbsp;&nbsp;&nbsp;&nbsp;— | $70671 | $(45562) | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $25109 | $129 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Multi-Asset Real Return Fund**![](fp0081628-1_386.jpg)

---

| | |
|:---|:---|
| <sup>†</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Percentages are based on total investments. Total investments do not include derivatives such as options, futures contracts, forward contracts, and swap contracts, if applicable.  |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **U.S. TREASURY OBLIGATIONS — 51.6%** | **U.S. TREASURY OBLIGATIONS — 51.6%** | **U.S. TREASURY OBLIGATIONS — 51.6%** |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Bills ^ (A) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.896%, 01/10/2023 | $12000 | $11948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.863%, 01/19/2023 | 6500 | 6465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.650%, 01/12/2023 | 8500 | 8461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.299%, 08/10/2023 | 400 | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.120%, 06/15/2023 | 400 | 391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.051%, 12/22/2022 | 10000 | 9979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.983%, 12/15/2022 | 12000 | 11985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.897%, 12/08/2022 | 12000 | 11992 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Inflation-Protected Securities  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/15/2027  | 95598 | 91235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2024 (B) | 83535 | 81076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 10/15/2024  | 43960 | 42512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.125%, 07/15/2026 (B) | 78592 | 74745 |
| &nbsp;&nbsp;&nbsp;U.S. Treasury Notes ^ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.457%, US Treasury 3 Month Bill Money Market Yield + 0.140%, 10/31/2024 (C) | 1600 | 1599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.366%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 (C) | 9600 | 9605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.354%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/2024 (C) | 4000 | 3995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.351%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 (C) | 16700 | 16714 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;4.346%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (C) | $| 6500 | $| 6505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.302%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 (C) |  | 6700 |  | 6698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/31/2024  |  | 400 |  | 392 |
| &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 | Total U.S. Treasury Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $399,119) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $399,119) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $399,119) ($ Thousands) |  | 396979 |
|  | <br> Shares | <br> Shares |  |  |
| **COMMON STOCK — 32.6%** | **COMMON STOCK — 32.6%** | **COMMON STOCK — 32.6%** | **COMMON STOCK — 32.6%** | **COMMON STOCK — 32.6%** |
| **Communication Services — 2.6%** | **Communication Services — 2.6%** | **Communication Services — 2.6%** |  |  |
| &nbsp;&nbsp;&nbsp;Activision Blizzard Inc  |  | 6741 |  | 498 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl A \* |  | 31580 |  | 3189 |
| &nbsp;&nbsp;&nbsp;Alphabet Inc, Cl C \* |  | 28393 |  | 2880 |
| &nbsp;&nbsp;&nbsp;AMC Entertainment Holdings Inc, Cl A  |  | 3340 |  | 24 |
| &nbsp;&nbsp;&nbsp;AT&T Inc (D) |  | 125118 |  | 2412 |
| &nbsp;&nbsp;&nbsp;Cogent Communications Holdings Inc  |  | 584 |  | 34 |
| &nbsp;&nbsp;&nbsp;Electronic Arts Inc  |  | 2314 |  | 303 |
| &nbsp;&nbsp;&nbsp;Frontier Communications Parent Inc \* |  | 4180 |  | 108 |
| &nbsp;&nbsp;&nbsp;Iridium Communications Inc \* |  | 2131 |  | 113 |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty Formula One, Cl C \* |  | 2659 |  | 162 |
| &nbsp;&nbsp;&nbsp;Live Nation Entertainment Inc \* |  | 1302 |  | 95 |
| &nbsp;&nbsp;&nbsp;Lumen Technologies Inc  |  | 19527 |  | 107 |
| &nbsp;&nbsp;&nbsp;Madison Square Garden Sports Corp, Cl A  |  | 407 |  | 66 |
| &nbsp;&nbsp;&nbsp;Match Group Inc \* |  | 1949 |  | 99 |
| &nbsp;&nbsp;&nbsp;Meta Platforms Inc, Cl A \* |  | 12843 |  | 1517 |
| &nbsp;&nbsp;&nbsp;Netflix Inc \* |  | 4045 |  | 1236 |
| &nbsp;&nbsp;&nbsp;Pinterest Inc, Cl A \* |  | 3563 |  | 91 |
| &nbsp;&nbsp;&nbsp;ROBLOX Corp, Cl A \* |  | 3954 |  | 126 |
| &nbsp;&nbsp;&nbsp;Roku Inc, Cl A \* |  | 1062 |  | 63 |
| &nbsp;&nbsp;&nbsp;Shenandoah Telecommunications Co  |  | 3259 |  | 63 |
| &nbsp;&nbsp;&nbsp;Spotify Technology SA \* |  | 1263 |  | 100 |
| &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc \* |  | 1521 |  | 161 |
| &nbsp;&nbsp;&nbsp;Telephone and Data Systems Inc  |  | 4278 |  | 45 |
| &nbsp;&nbsp;&nbsp;T-Mobile US Inc \* |  | 10339 |  | 1566 |
| &nbsp;&nbsp;&nbsp;Verizon Communications Inc  |  | 73601 |  | 2869 |
| &nbsp;&nbsp;&nbsp;Walt Disney Co/The \* |  | 17078 |  | 1671 |
| &nbsp;&nbsp;&nbsp;Warner Bros Discovery Inc \*(D) |  | 20971 |  | 239 |
| &nbsp;&nbsp;&nbsp;World Wrestling Entertainment Inc, Cl A  |  | 713 |  | 57 |
| &nbsp;&nbsp;&nbsp;ZoomInfo Technologies Inc, Cl A \* |  | 1004 |  | 29 |
|  |  |  |  | 19923 |
| **Consumer Staples — 8.3%** | **Consumer Staples — 8.3%** | **Consumer Staples — 8.3%** |  |  |
| &nbsp;&nbsp;&nbsp;Albertsons Cos Inc, Cl A  |  | 3596 |  | 75 |
| &nbsp;&nbsp;&nbsp;Altria Group Inc (D) |  | 43922 |  | 2046 |
| &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co  |  | 13798 |  | 1345 |
| &nbsp;&nbsp;&nbsp;B&G Foods Inc, Cl A  |  | 2953 |  | 39 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Beauty Health Co/The \* | 2481 | $27 |
| &nbsp;&nbsp;&nbsp;BellRing Brands Inc \* | 4209 | 105 |
| &nbsp;&nbsp;&nbsp;BJ's Wholesale Club Holdings Inc \* | 3494 | 263 |
| &nbsp;&nbsp;&nbsp;Boston Beer Co Inc/The, Cl A \* | 226 | 87 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl A  | 926 | 68 |
| &nbsp;&nbsp;&nbsp;Brown-Forman Corp, Cl B  | 4731 | 345 |
| &nbsp;&nbsp;&nbsp;Bunge Ltd  | 3450 | 362 |
| &nbsp;&nbsp;&nbsp;Cal-Maine Foods Inc  | 1049 | 61 |
| &nbsp;&nbsp;&nbsp;Campbell Soup Co  | 5172 | 277 |
| &nbsp;&nbsp;&nbsp;Casey's General Stores Inc  | 1098 | 267 |
| &nbsp;&nbsp;&nbsp;Celsius Holdings Inc \* | 1302 | 145 |
| &nbsp;&nbsp;&nbsp;Central Garden & Pet Co, Cl A \* | 2037 | 80 |
| &nbsp;&nbsp;&nbsp;Chefs' Warehouse Inc/The \* | 1498 | 58 |
| &nbsp;&nbsp;&nbsp;Church & Dwight Co Inc  | 6240 | 511 |
| &nbsp;&nbsp;&nbsp;Clorox Co/The  | 3216 | 478 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Co/The (D) | 95065 | 6047 |
| &nbsp;&nbsp;&nbsp;Coca-Cola Consolidated Inc  | 140 | 69 |
| &nbsp;&nbsp;&nbsp;Colgate-Palmolive Co  | 20560 | 1593 |
| &nbsp;&nbsp;&nbsp;Conagra Brands Inc  | 11730 | 445 |
| &nbsp;&nbsp;&nbsp;Constellation Brands Inc, Cl A  | 3729 | 960 |
| &nbsp;&nbsp;&nbsp;Costco Wholesale Corp (D) | 10901 | 5878 |
| &nbsp;&nbsp;&nbsp;Coty Inc, Cl A \* | 9557 | 75 |
| &nbsp;&nbsp;&nbsp;Darling Ingredients Inc \* | 4131 | 297 |
| &nbsp;&nbsp;&nbsp;Edgewell Personal Care Co  | 1620 | 70 |
| &nbsp;&nbsp;&nbsp;elf Beauty Inc \* | 1465 | 80 |
| &nbsp;&nbsp;&nbsp;Energizer Holdings Inc  | 2648 | 90 |
| &nbsp;&nbsp;&nbsp;Estee Lauder Cos Inc/The, Cl A  | 5933 | 1399 |
| &nbsp;&nbsp;&nbsp;Flowers Foods Inc  | 4140 | 124 |
| &nbsp;&nbsp;&nbsp;Fresh Del Monte Produce Inc  | 2037 | 56 |
| &nbsp;&nbsp;&nbsp;Freshpet Inc \* | 1100 | 74 |
| &nbsp;&nbsp;&nbsp;General Mills Inc  | 14497 | 1237 |
| &nbsp;&nbsp;&nbsp;Grocery Outlet Holding Corp \* | 1685 | 51 |
| &nbsp;&nbsp;&nbsp;Hain Celestial Group Inc/The \* | 1970 | 37 |
| &nbsp;&nbsp;&nbsp;Herbalife Nutrition Ltd \* | 2031 | 36 |
| &nbsp;&nbsp;&nbsp;Hershey Co/The  | 3637 | 855 |
| &nbsp;&nbsp;&nbsp;Hormel Foods Corp  | 7219 | 339 |
| &nbsp;&nbsp;&nbsp;Hostess Brands Inc, Cl A \* | 3027 | 80 |
| &nbsp;&nbsp;&nbsp;Ingles Markets Inc, Cl A  | 611 | 62 |
| &nbsp;&nbsp;&nbsp;Ingredion Inc  | 1752 | 172 |
| &nbsp;&nbsp;&nbsp;Inter Parfums Inc  | 389 | 37 |
| &nbsp;&nbsp;&nbsp;J & J Snack Foods Corp  | 338 | 55 |
| &nbsp;&nbsp;&nbsp;J M Smucker Co/The  | 2349 | 362 |
| &nbsp;&nbsp;&nbsp;Kellogg Co  | 6445 | 470 |
| &nbsp;&nbsp;&nbsp;Keurig Dr Pepper Inc  | 20938 | 810 |
| &nbsp;&nbsp;&nbsp;Kimberly-Clark Corp  | 8291 | 1124 |
| &nbsp;&nbsp;&nbsp;Kraft Heinz Co/The  | 17174 | 676 |
| &nbsp;&nbsp;&nbsp;Kroger Co/The  | 16428 | 808 |
| &nbsp;&nbsp;&nbsp;Lamb Weston Holdings Inc  | 3546 | 308 |
| &nbsp;&nbsp;&nbsp;Lancaster Colony Corp  | 463 | 96 |
| &nbsp;&nbsp;&nbsp;McCormick & Co Inc/MD  | 6452 | 550 |
| &nbsp;&nbsp;&nbsp;Medifast Inc  | 235 | 30 |
| &nbsp;&nbsp;&nbsp;MGP Ingredients Inc  | 200 | 25 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Molson Coors Beverage Co, Cl B  | 4829 | $266 |
| &nbsp;&nbsp;&nbsp;Mondelez International Inc, Cl A  | 34826 | 2355 |
| &nbsp;&nbsp;&nbsp;Monster Beverage Corp \* | 9213 | 948 |
| &nbsp;&nbsp;&nbsp;National Beverage Corp  | 999 | 51 |
| &nbsp;&nbsp;&nbsp;Nu Skin Enterprises Inc, Cl A  | 834 | 35 |
| &nbsp;&nbsp;&nbsp;Olaplex Holdings Inc \* | 3432 | 20 |
| &nbsp;&nbsp;&nbsp;PepsiCo Inc (D) | 33673 | 6247 |
| &nbsp;&nbsp;&nbsp;Performance Food Group Co \* | 3875 | 236 |
| &nbsp;&nbsp;&nbsp;Philip Morris International Inc (D) | 38734 | 3861 |
| &nbsp;&nbsp;&nbsp;Pilgrim's Pride Corp \* | 988 | 26 |
| &nbsp;&nbsp;&nbsp;Post Holdings Inc \* | 1557 | 146 |
| &nbsp;&nbsp;&nbsp;PriceSmart Inc  | 917 | 65 |
| &nbsp;&nbsp;&nbsp;Primo Water Corp  | 3769 | 59 |
| &nbsp;&nbsp;&nbsp;Procter & Gamble Co/The (D) | 59373 | 8856 |
| &nbsp;&nbsp;&nbsp;Reynolds Consumer Products Inc  | 1833 | 59 |
| &nbsp;&nbsp;&nbsp;Seaboard Corp  | 13 | 51 |
| &nbsp;&nbsp;&nbsp;Simply Good Foods Co/The \* | 3124 | 125 |
| &nbsp;&nbsp;&nbsp;SpartanNash Co  | 1399 | 46 |
| &nbsp;&nbsp;&nbsp;Spectrum Brands Holdings Inc  | 1589 | 85 |
| &nbsp;&nbsp;&nbsp;Sprouts Farmers Market Inc \* | 2598 | 89 |
| &nbsp;&nbsp;&nbsp;SunOpta \* | 5547 | 52 |
| &nbsp;&nbsp;&nbsp;Sysco Corp  | 12822 | 1109 |
| &nbsp;&nbsp;&nbsp;TreeHouse Foods Inc \* | 979 | 48 |
| &nbsp;&nbsp;&nbsp;Tyson Foods Inc, Cl A (D) | 7144 | 473 |
| &nbsp;&nbsp;&nbsp;United Natural Foods Inc \* | 1399 | 67 |
| &nbsp;&nbsp;&nbsp;Universal Corp/VA  | 1018 | 58 |
| &nbsp;&nbsp;&nbsp;US Foods Holding Corp \* | 4913 | 180 |
| &nbsp;&nbsp;&nbsp;Utz Brands Inc  | 3564 | 68 |
| &nbsp;&nbsp;&nbsp;Vector Group Ltd  | 6560 | 73 |
| &nbsp;&nbsp;&nbsp;Walgreens Boots Alliance Inc  | 18439 | 765 |
| &nbsp;&nbsp;&nbsp;Walmart Inc (D) | 35071 | 5345 |
| &nbsp;&nbsp;&nbsp;WD-40 Co  | 256 | 43 |
| &nbsp;&nbsp;&nbsp;Weis Markets Inc  | 576 | 50 |
|  |  | 64073 |
| **Energy — 7.9%** | **Energy — 7.9%** |  |
| &nbsp;&nbsp;&nbsp;Antero Midstream Corp  | 13184 | 149 |
| &nbsp;&nbsp;&nbsp;Antero Resources Corp \* | 8238 | 301 |
| &nbsp;&nbsp;&nbsp;APA Corp  | 8983 | 421 |
| &nbsp;&nbsp;&nbsp;Arch Resources Inc  | 584 | 90 |
| &nbsp;&nbsp;&nbsp;Archaea Energy, Cl A \* | 3259 | 85 |
| &nbsp;&nbsp;&nbsp;Archrock Inc  | 5746 | 50 |
| &nbsp;&nbsp;&nbsp;Baker Hughes Co, Cl A  | 28194 | 818 |
| &nbsp;&nbsp;&nbsp;Berry Corp  | 700 | 6 |
| &nbsp;&nbsp;&nbsp;Brigham Minerals Inc, Cl A  | 1435 | 51 |
| &nbsp;&nbsp;&nbsp;Bristow Group Inc \* | 1497 | 39 |
| &nbsp;&nbsp;&nbsp;Cactus Inc, Cl A  | 1999 | 109 |
| &nbsp;&nbsp;&nbsp;California Resources Corp  | 1538 | 70 |
| &nbsp;&nbsp;&nbsp;Callon Petroleum Co \* | 1699 | 71 |
| &nbsp;&nbsp;&nbsp;ChampionX Corp  | 6343 | 196 |
| &nbsp;&nbsp;&nbsp;Cheniere Energy Inc  | 7225 | 1267 |
| &nbsp;&nbsp;&nbsp;Chesapeake Energy Corp  | 2657 | 275 |
| &nbsp;&nbsp;&nbsp;Chevron Corp (D) | 56426 | 10344 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Chord Energy Corp  | 1030 | $157 |
| &nbsp;&nbsp;&nbsp;Civitas Resources Inc  | 2254 | 152 |
| &nbsp;&nbsp;&nbsp;Clean Energy Fuels Corp \* | 5680 | 38 |
| &nbsp;&nbsp;&nbsp;CNX Resources Corp \* | 6724 | 117 |
| &nbsp;&nbsp;&nbsp;Comstock Resources Inc  | 2696 | 49 |
| &nbsp;&nbsp;&nbsp;ConocoPhillips (D) | 37080 | 4580 |
| &nbsp;&nbsp;&nbsp;CONSOL Energy Inc  | 1512 | 117 |
| &nbsp;&nbsp;&nbsp;Coterra Energy Inc, Cl A  | 22464 | 627 |
| &nbsp;&nbsp;&nbsp;CVR Energy Inc  | 1498 | 55 |
| &nbsp;&nbsp;&nbsp;Delek US Holdings Inc  | 1380 | 43 |
| &nbsp;&nbsp;&nbsp;Denbury Inc \* | 1699 | 152 |
| &nbsp;&nbsp;&nbsp;Devon Energy Corp  | 18636 | 1277 |
| &nbsp;&nbsp;&nbsp;DHT Holdings Inc  | 6111 | 62 |
| &nbsp;&nbsp;&nbsp;Diamond Offshore Drilling \* | 4074 | 39 |
| &nbsp;&nbsp;&nbsp;Diamondback Energy Inc  | 4980 | 737 |
| &nbsp;&nbsp;&nbsp;Dril-Quip Inc \* | 1946 | 46 |
| &nbsp;&nbsp;&nbsp;DT Midstream Inc  | 3423 | 206 |
| &nbsp;&nbsp;&nbsp;Energy Fuels Inc/Canada \* | 6194 | 43 |
| &nbsp;&nbsp;&nbsp;Enviva Inc  | 1573 | 89 |
| &nbsp;&nbsp;&nbsp;EOG Resources Inc  | 16656 | 2364 |
| &nbsp;&nbsp;&nbsp;EQT Corp  | 10154 | 431 |
| &nbsp;&nbsp;&nbsp;Equitrans Midstream Corp  | 11922 | 100 |
| &nbsp;&nbsp;&nbsp;Exxon Mobil Corp (D) | 120806 | 13451 |
| &nbsp;&nbsp;&nbsp;FLEX LNG  | 167 | 6 |
| &nbsp;&nbsp;&nbsp;Frontline Ltd/Bermuda  | 5092 | 71 |
| &nbsp;&nbsp;&nbsp;Golar LNG Ltd \* | 2948 | 74 |
| &nbsp;&nbsp;&nbsp;Green Plains Inc \* | 1498 | 52 |
| &nbsp;&nbsp;&nbsp;Gulfport Energy Corp \* | 600 | 49 |
| &nbsp;&nbsp;&nbsp;Halliburton Co  | 26069 | 988 |
| &nbsp;&nbsp;&nbsp;Helmerich & Payne Inc  | 3374 | 172 |
| &nbsp;&nbsp;&nbsp;Hess Corp  | 8278 | 1191 |
| &nbsp;&nbsp;&nbsp;HF Sinclair Corp  | 4640 | 289 |
| &nbsp;&nbsp;&nbsp;International Seaways Inc  | 1620 | 70 |
| &nbsp;&nbsp;&nbsp;Kinder Morgan Inc  | 59808 | 1144 |
| &nbsp;&nbsp;&nbsp;Kosmos Energy Ltd \* | 15401 | 102 |
| &nbsp;&nbsp;&nbsp;Laredo Petroleum \* | 477 | 30 |
| &nbsp;&nbsp;&nbsp;Liberty Energy Inc, Cl A \* | 4021 | 66 |
| &nbsp;&nbsp;&nbsp;Magnolia Oil & Gas Corp, Cl A  | 5005 | 131 |
| &nbsp;&nbsp;&nbsp;Marathon Oil Corp  | 19529 | 598 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum Corp (D) | 14631 | 1782 |
| &nbsp;&nbsp;&nbsp;Matador Resources Co  | 2940 | 195 |
| &nbsp;&nbsp;&nbsp;Murphy Oil Corp  | 4222 | 199 |
| &nbsp;&nbsp;&nbsp;Nabors Industries Ltd \* | 190 | 30 |
| &nbsp;&nbsp;&nbsp;New Fortress Energy Inc, Cl A  | 1399 | 71 |
| &nbsp;&nbsp;&nbsp;NexTier Oilfield Solutions Inc \* | 3694 | 38 |
| &nbsp;&nbsp;&nbsp;Noble Corp PLC \* | 2444 | 91 |
| &nbsp;&nbsp;&nbsp;Nordic American Tankers Ltd  | 17415 | 63 |
| &nbsp;&nbsp;&nbsp;Northern Oil and Gas Inc  | 1897 | 69 |
| &nbsp;&nbsp;&nbsp;NOV Inc  | 12095 | 272 |
| &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp  | 23658 | 1644 |
| &nbsp;&nbsp;&nbsp;Oceaneering International Inc \* | 3462 | 53 |
| &nbsp;&nbsp;&nbsp;ONEOK Inc  | 15270 | 1022 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Ovintiv Inc  | 6805 | $379 |
| &nbsp;&nbsp;&nbsp;Par Pacific Holdings Inc \* | 1040 | 24 |
| &nbsp;&nbsp;&nbsp;Patterson-UTI Energy Inc  | 6757 | 121 |
| &nbsp;&nbsp;&nbsp;PBF Energy Inc, Cl A  | 2877 | 114 |
| &nbsp;&nbsp;&nbsp;PDC Energy Inc  | 2869 | 213 |
| &nbsp;&nbsp;&nbsp;Peabody Energy Corp \* | 3496 | 112 |
| &nbsp;&nbsp;&nbsp;Permian Resources Corp, Cl A  | 4074 | 41 |
| &nbsp;&nbsp;&nbsp;Phillips 66  | 14533 | 1576 |
| &nbsp;&nbsp;&nbsp;Pioneer Natural Resources Co  | 6983 | 1648 |
| &nbsp;&nbsp;&nbsp;Range Resources Corp  | 7560 | 218 |
| &nbsp;&nbsp;&nbsp;Ranger Oil Corp, Cl A  | 300 | 13 |
| &nbsp;&nbsp;&nbsp;Schlumberger Ltd  | 40906 | 2109 |
| &nbsp;&nbsp;&nbsp;Scorpio Tankers Inc  | 1240 | 63 |
| &nbsp;&nbsp;&nbsp;SFL Corp Ltd  | 5093 | 50 |
| &nbsp;&nbsp;&nbsp;SM Energy Co  | 3075 | 133 |
| &nbsp;&nbsp;&nbsp;Southwestern Energy Co \* | 29766 | 206 |
| &nbsp;&nbsp;&nbsp;Talos Energy Inc \* | 1036 | 20 |
| &nbsp;&nbsp;&nbsp;Targa Resources Corp  | 6857 | 510 |
| &nbsp;&nbsp;&nbsp;Teekay Tankers Ltd, Cl A \* | 1731 | 58 |
| &nbsp;&nbsp;&nbsp;Tellurian Inc \* | 14184 | 38 |
| &nbsp;&nbsp;&nbsp;Texas Pacific Land Corp  | 193 | 500 |
| &nbsp;&nbsp;&nbsp;Tidewater Inc \* | 2196 | 67 |
| &nbsp;&nbsp;&nbsp;Uranium Energy Corp \* | 14084 | 55 |
| &nbsp;&nbsp;&nbsp;US Silica Holdings Inc \* | 3496 | 46 |
| &nbsp;&nbsp;&nbsp;Valaris Ltd \* | 1865 | 123 |
| &nbsp;&nbsp;&nbsp;Valero Energy Corp (D) | 11517 | 1539 |
| &nbsp;&nbsp;&nbsp;Weatherford International PLC \* | 1883 | 82 |
| &nbsp;&nbsp;&nbsp;Williams Cos Inc/The  | 36533 | 1268 |
| &nbsp;&nbsp;&nbsp;World Fuel Services Corp  | 3182 | 91 |
|  |  | 61253 |
| **Health Care — 6.6%** | **Health Care — 6.6%** |  |
| &nbsp;&nbsp;&nbsp;1Life Healthcare Inc \* | 2825 | 48 |
| &nbsp;&nbsp;&nbsp;Abbott Laboratories  | 14511 | 1561 |
| &nbsp;&nbsp;&nbsp;AbbVie Inc  | 16211 | 2613 |
| &nbsp;&nbsp;&nbsp;AbCellera Biologics Inc \* | 4394 | 56 |
| &nbsp;&nbsp;&nbsp;ABIOMED Inc \* | 366 | 138 |
| &nbsp;&nbsp;&nbsp;Acadia Healthcare Co Inc \* | 1043 | 93 |
| &nbsp;&nbsp;&nbsp;ACADIA Pharmaceuticals Inc \* | 2895 | 45 |
| &nbsp;&nbsp;&nbsp;Agilent Technologies Inc  | 2483 | 385 |
| &nbsp;&nbsp;&nbsp;agilon health Inc \* | 2444 | 43 |
| &nbsp;&nbsp;&nbsp;Agios Pharmaceuticals Inc \* | 2444 | 74 |
| &nbsp;&nbsp;&nbsp;Align Technology Inc \* | 642 | 126 |
| &nbsp;&nbsp;&nbsp;Alkermes PLC \* | 2197 | 54 |
| &nbsp;&nbsp;&nbsp;Alnylam Pharmaceuticals Inc \* | 1257 | 277 |
| &nbsp;&nbsp;&nbsp;Amedisys Inc \* | 611 | 56 |
| &nbsp;&nbsp;&nbsp;AmerisourceBergen Corp, Cl A  | 1284 | 219 |
| &nbsp;&nbsp;&nbsp;Amgen Inc (D) | 4575 | 1310 |
| &nbsp;&nbsp;&nbsp;Amicus Therapeutics Inc \* | 1046 | 13 |
| &nbsp;&nbsp;&nbsp;AMN Healthcare Services Inc \* | 600 | 74 |
| &nbsp;&nbsp;&nbsp;Apellis Pharmaceuticals Inc \* | 1199 | 60 |
| &nbsp;&nbsp;&nbsp;Arrowhead Pharmaceuticals Inc \* | 785 | 25 |
| &nbsp;&nbsp;&nbsp;Arvinas Inc \* | 942 | 39 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Avantor Inc \* | 4481 | $100 |
| &nbsp;&nbsp;&nbsp;Axonics Inc \* | 815 | 56 |
| &nbsp;&nbsp;&nbsp;Azenta Inc  | 1324 | 80 |
| &nbsp;&nbsp;&nbsp;Baxter International Inc (D) | 4393 | 248 |
| &nbsp;&nbsp;&nbsp;Becton Dickinson and Co  | 2409 | 601 |
| &nbsp;&nbsp;&nbsp;BioCryst Pharmaceuticals Inc \* | 3871 | 52 |
| &nbsp;&nbsp;&nbsp;Biogen Inc \* | 1206 | 368 |
| &nbsp;&nbsp;&nbsp;BioMarin Pharmaceutical Inc \* | 1706 | 172 |
| &nbsp;&nbsp;&nbsp;Bio-Rad Laboratories Inc, Cl A \* | 168 | 70 |
| &nbsp;&nbsp;&nbsp;Bio-Techne Corp  | 1210 | 103 |
| &nbsp;&nbsp;&nbsp;Blueprint Medicines Corp \* | 456 | 22 |
| &nbsp;&nbsp;&nbsp;Boston Scientific Corp \* | 11834 | 536 |
| &nbsp;&nbsp;&nbsp;Bristol-Myers Squibb Co  | 17484 | 1404 |
| &nbsp;&nbsp;&nbsp;Bruker Corp  | 875 | 59 |
| &nbsp;&nbsp;&nbsp;Cardinal Health Inc  | 2739 | 220 |
| &nbsp;&nbsp;&nbsp;Catalent Inc \* | 1449 | 73 |
| &nbsp;&nbsp;&nbsp;Centene Corp \* | 4642 | 404 |
| &nbsp;&nbsp;&nbsp;Cerevel Therapeutics Holdings Inc \* | 2037 | 59 |
| &nbsp;&nbsp;&nbsp;Charles River Laboratories International Inc \* | 460 | 105 |
| &nbsp;&nbsp;&nbsp;Chemed Corp  | 185 | 96 |
| &nbsp;&nbsp;&nbsp;Cigna Corp  | 2409 | 792 |
| &nbsp;&nbsp;&nbsp;CONMED Corp  | 393 | 32 |
| &nbsp;&nbsp;&nbsp;Cooper Cos Inc/The  | 330 | 104 |
| &nbsp;&nbsp;&nbsp;Corcept Therapeutics Inc \* | 2342 | 59 |
| &nbsp;&nbsp;&nbsp;CorVel Corp \* | 193 | 29 |
| &nbsp;&nbsp;&nbsp;CVS Health Corp  | 10717 | 1092 |
| &nbsp;&nbsp;&nbsp;Cytokinetics Inc \* | 1199 | 51 |
| &nbsp;&nbsp;&nbsp;Danaher Corp  | 5491 | 1501 |
| &nbsp;&nbsp;&nbsp;DaVita Inc \* | 510 | 38 |
| &nbsp;&nbsp;&nbsp;Denali Therapeutics Inc \* | 1051 | 33 |
| &nbsp;&nbsp;&nbsp;Dentsply Sirona Inc  | 1673 | 51 |
| &nbsp;&nbsp;&nbsp;Dexcom Inc \* | 3559 | 414 |
| &nbsp;&nbsp;&nbsp;Doximity Inc, Cl A \* | 1399 | 47 |
| &nbsp;&nbsp;&nbsp;Edwards Lifesciences Corp \* | 5158 | 398 |
| &nbsp;&nbsp;&nbsp;Elanco Animal Health Inc \* | 3755 | 48 |
| &nbsp;&nbsp;&nbsp;Elevance Health Inc  | 1977 | 1054 |
| &nbsp;&nbsp;&nbsp;Eli Lilly & Co  | 7125 | 2644 |
| &nbsp;&nbsp;&nbsp;Enanta Pharmaceuticals Inc \* | 483 | 21 |
| &nbsp;&nbsp;&nbsp;Encompass Health Corp  | 883 | 52 |
| &nbsp;&nbsp;&nbsp;Enovis Corp \* | 1528 | 83 |
| &nbsp;&nbsp;&nbsp;Ensign Group Inc/The  | 349 | 33 |
| &nbsp;&nbsp;&nbsp;Envista Holdings Corp \* | 1599 | 54 |
| &nbsp;&nbsp;&nbsp;Exact Sciences Corp \* | 1677 | 75 |
| &nbsp;&nbsp;&nbsp;Exelixis Inc \* | 2133 | 36 |
| &nbsp;&nbsp;&nbsp;Fate Therapeutics Inc \* | 2648 | 55 |
| &nbsp;&nbsp;&nbsp;Gilead Sciences Inc (D) | 10135 | 890 |
| &nbsp;&nbsp;&nbsp;Glaukos Corp \* | 917 | 43 |
| &nbsp;&nbsp;&nbsp;Globus Medical Inc, Cl A \* | 700 | 52 |
| &nbsp;&nbsp;&nbsp;Guardant Health Inc \* | 636 | 33 |
| &nbsp;&nbsp;&nbsp;Haemonetics Corp \* | 566 | 48 |
| &nbsp;&nbsp;&nbsp;Halozyme Therapeutics Inc \* | 1230 | 70 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;HCA Healthcare Inc  | 1772 | $426 |
| &nbsp;&nbsp;&nbsp;HealthEquity Inc \* | 483 | 31 |
| &nbsp;&nbsp;&nbsp;Henry Schein Inc \* | 936 | 76 |
| &nbsp;&nbsp;&nbsp;Hologic Inc \* | 2038 | 155 |
| &nbsp;&nbsp;&nbsp;Horizon Therapeutics Plc \* | 2174 | 218 |
| &nbsp;&nbsp;&nbsp;Humana Inc  | 1113 | 612 |
| &nbsp;&nbsp;&nbsp;ICU Medical Inc \* | 126 | 20 |
| &nbsp;&nbsp;&nbsp;IDEXX Laboratories Inc \* | 728 | 310 |
| &nbsp;&nbsp;&nbsp;Illumina Inc \* | 1321 | 288 |
| &nbsp;&nbsp;&nbsp;Inari Medical Inc \* | 499 | 37 |
| &nbsp;&nbsp;&nbsp;Incyte Corp \* | 1555 | 124 |
| &nbsp;&nbsp;&nbsp;Insmed Inc \* | 1064 | 20 |
| &nbsp;&nbsp;&nbsp;Inspire Medical Systems Inc \* | 200 | 48 |
| &nbsp;&nbsp;&nbsp;Insulet Corp \* | 613 | 183 |
| &nbsp;&nbsp;&nbsp;Integer Holdings Corp \* | 387 | 29 |
| &nbsp;&nbsp;&nbsp;Integra LifeSciences Holdings Corp \* | 553 | 30 |
| &nbsp;&nbsp;&nbsp;Intellia Therapeutics Inc \* | 1138 | 59 |
| &nbsp;&nbsp;&nbsp;Intra-Cellular Therapies Inc \* | 1100 | 60 |
| &nbsp;&nbsp;&nbsp;Intuitive Surgical Inc \* | 3106 | 840 |
| &nbsp;&nbsp;&nbsp;Ionis Pharmaceuticals Inc \* | 1023 | 42 |
| &nbsp;&nbsp;&nbsp;IQVIA Holdings Inc \* | 1526 | 333 |
| &nbsp;&nbsp;&nbsp;iRhythm Technologies Inc \* | 314 | 34 |
| &nbsp;&nbsp;&nbsp;Jazz Pharmaceuticals PLC \* | 547 | 86 |
| &nbsp;&nbsp;&nbsp;Johnson & Johnson (D) | 21825 | 3885 |
| &nbsp;&nbsp;&nbsp;Karuna Therapeutics Inc \* | 190 | 45 |
| &nbsp;&nbsp;&nbsp;Laboratory Corp of America Holdings  | 941 | 226 |
| &nbsp;&nbsp;&nbsp;Lantheus Holdings Inc \* | 799 | 50 |
| &nbsp;&nbsp;&nbsp;LHC Group Inc \* | 438 | 72 |
| &nbsp;&nbsp;&nbsp;LivaNova PLC \* | 428 | 24 |
| &nbsp;&nbsp;&nbsp;Maravai LifeSciences Holdings Inc, Cl A \* | 1863 | 28 |
| &nbsp;&nbsp;&nbsp;Masimo Corp \* | 428 | 62 |
| &nbsp;&nbsp;&nbsp;McKesson Corp  | 1174 | 448 |
| &nbsp;&nbsp;&nbsp;Medpace Holdings Inc \* | 299 | 63 |
| &nbsp;&nbsp;&nbsp;Medtronic PLC  | 10862 | 859 |
| &nbsp;&nbsp;&nbsp;Merck & Co Inc  | 20747 | 2285 |
| &nbsp;&nbsp;&nbsp;Merit Medical Systems Inc \* | 492 | 35 |
| &nbsp;&nbsp;&nbsp;Mettler-Toledo International Inc \* | 178 | 262 |
| &nbsp;&nbsp;&nbsp;Moderna Inc \* | 2769 | 487 |
| &nbsp;&nbsp;&nbsp;Molina Healthcare Inc \* | 468 | 158 |
| &nbsp;&nbsp;&nbsp;Natera Inc \* | 541 | 22 |
| &nbsp;&nbsp;&nbsp;National HealthCare Corp  | 700 | 43 |
| &nbsp;&nbsp;&nbsp;Neurocrine Biosciences Inc \* | 770 | 98 |
| &nbsp;&nbsp;&nbsp;Novocure Ltd \* | 711 | 55 |
| &nbsp;&nbsp;&nbsp;Oak Street Health Inc \* | 1644 | 35 |
| &nbsp;&nbsp;&nbsp;Omnicell Inc \* | 242 | 12 |
| &nbsp;&nbsp;&nbsp;Option Care Health Inc \* | 1999 | 60 |
| &nbsp;&nbsp;&nbsp;Organon & Co  | 1863 | 48 |
| &nbsp;&nbsp;&nbsp;Owens & Minor Inc  | 1051 | 22 |
| &nbsp;&nbsp;&nbsp;Pacira BioSciences Inc \* | 580 | 28 |
| &nbsp;&nbsp;&nbsp;Penumbra Inc \* | 204 | 43 |
| &nbsp;&nbsp;&nbsp;PerkinElmer Inc  | 908 | 127 |
| &nbsp;&nbsp;&nbsp;Perrigo Co PLC  | 959 | 31 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Pfizer Inc  | 46246 | $2318 |
| &nbsp;&nbsp;&nbsp;Premier Inc, Cl A  | 2342 | 78 |
| &nbsp;&nbsp;&nbsp;Progyny Inc \* | 774 | 28 |
| &nbsp;&nbsp;&nbsp;PTC Therapeutics Inc \* | 580 | 24 |
| &nbsp;&nbsp;&nbsp;QIAGEN NV \* | 2380 | 118 |
| &nbsp;&nbsp;&nbsp;Quest Diagnostics Inc  | 811 | 123 |
| &nbsp;&nbsp;&nbsp;QuidelOrtho Corp \* | 200 | 17 |
| &nbsp;&nbsp;&nbsp;R1 RCM \* | 1901 | 17 |
| &nbsp;&nbsp;&nbsp;Regeneron Pharmaceuticals Inc \* | 855 | 643 |
| &nbsp;&nbsp;&nbsp;Relay Therapeutics Inc \* | 2648 | 49 |
| &nbsp;&nbsp;&nbsp;Repligen Corp \* | 432 | 77 |
| &nbsp;&nbsp;&nbsp;ResMed Inc  | 1164 | 268 |
| &nbsp;&nbsp;&nbsp;Revance Therapeutics Inc \* | 1779 | 39 |
| &nbsp;&nbsp;&nbsp;REVOLUTION Medicines Inc \* | 3259 | 77 |
| &nbsp;&nbsp;&nbsp;Royalty Pharma PLC, Cl A  | 3531 | 155 |
| &nbsp;&nbsp;&nbsp;Sage Therapeutics Inc \* | 703 | 29 |
| &nbsp;&nbsp;&nbsp;Sarepta Therapeutics Inc \* | 707 | 87 |
| &nbsp;&nbsp;&nbsp;Seagen Inc \* | 1100 | 133 |
| &nbsp;&nbsp;&nbsp;Shockwave Medical Inc \* | 200 | 51 |
| &nbsp;&nbsp;&nbsp;STAAR Surgical Co \* | 754 | 43 |
| &nbsp;&nbsp;&nbsp;STERIS PLC  | 1087 | 202 |
| &nbsp;&nbsp;&nbsp;Stryker Corp  | 2915 | 682 |
| &nbsp;&nbsp;&nbsp;Syneos Health Inc, Cl A \* | 1027 | 36 |
| &nbsp;&nbsp;&nbsp;Tandem Diabetes Care Inc \* | 719 | 30 |
| &nbsp;&nbsp;&nbsp;Teladoc Health Inc \* | 1185 | 34 |
| &nbsp;&nbsp;&nbsp;Teleflex Inc  | 498 | 117 |
| &nbsp;&nbsp;&nbsp;Tenet Healthcare Corp \* | 899 | 41 |
| &nbsp;&nbsp;&nbsp;Thermo Fisher Scientific Inc  | 3254 | 1823 |
| &nbsp;&nbsp;&nbsp;Twist Bioscience Corp \* | 1130 | 31 |
| &nbsp;&nbsp;&nbsp;Ultragenyx Pharmaceutical Inc \* | 1324 | 48 |
| &nbsp;&nbsp;&nbsp;United Therapeutics Corp \* | 371 | 104 |
| &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc (D) | 7658 | 4195 |
| &nbsp;&nbsp;&nbsp;Universal Health Services Inc, Cl B  | 523 | 68 |
| &nbsp;&nbsp;&nbsp;Vaxcyte Inc \* | 2240 | 103 |
| &nbsp;&nbsp;&nbsp;Veeva Systems Inc, Cl A \* | 1100 | 209 |
| &nbsp;&nbsp;&nbsp;Vertex Pharmaceuticals Inc \* | 2140 | 677 |
| &nbsp;&nbsp;&nbsp;Viatris Inc, Cl W \* | 9030 | 100 |
| &nbsp;&nbsp;&nbsp;Waters Corp \* | 579 | 201 |
| &nbsp;&nbsp;&nbsp;West Pharmaceutical Services Inc  | 755 | 177 |
| &nbsp;&nbsp;&nbsp;Xencor Inc \* | 1305 | 39 |
| &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc  | 2015 | 242 |
| &nbsp;&nbsp;&nbsp;Zoetis Inc, Cl A  | 3871 | 597 |
|  |  | 49873 |
| **Information Technology — 2.3%** | **Information Technology — 2.3%** |  |
| &nbsp;&nbsp;&nbsp;Accenture PLC, Cl A  | 2101 | 632 |
| &nbsp;&nbsp;&nbsp;Adobe Inc \* | 1638 | 565 |
| &nbsp;&nbsp;&nbsp;Akamai Technologies Inc \* | 499 | 47 |
| &nbsp;&nbsp;&nbsp;ANSYS Inc \* | 336 | 85 |
| &nbsp;&nbsp;&nbsp;AppLovin Corp, Cl A \* | 1300 | 19 |
| &nbsp;&nbsp;&nbsp;Aspen Technology Inc \* | 180 | 41 |
| &nbsp;&nbsp;&nbsp;Atlassian Corp Ltd, Cl A \* | 422 | 55 |
| &nbsp;&nbsp;&nbsp;Autodesk Inc \* | 847 | 171 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Automatic Data Processing Inc  | 1413 | $373 |
| &nbsp;&nbsp;&nbsp;Bill.com Holdings Inc \* | 523 | 63 |
| &nbsp;&nbsp;&nbsp;Black Knight Inc \* | 917 | 57 |
| &nbsp;&nbsp;&nbsp;Block Inc, Cl A \* | 1767 | 120 |
| &nbsp;&nbsp;&nbsp;Broadridge Financial Solutions Inc  | 299 | 45 |
| &nbsp;&nbsp;&nbsp;Cadence Design Systems Inc \* | 860 | 148 |
| &nbsp;&nbsp;&nbsp;Ceridian HCM Holding Inc \* | 1120 | 77 |
| &nbsp;&nbsp;&nbsp;Cloudflare Inc, Cl A \* | 1444 | 71 |
| &nbsp;&nbsp;&nbsp;Cognizant Technology Solutions Corp, Cl A  | 2290 | 142 |
| &nbsp;&nbsp;&nbsp;Crowdstrike Holdings Inc, Cl A \* | 926 | 109 |
| &nbsp;&nbsp;&nbsp;Datadog Inc, Cl A \* | 1233 | 93 |
| &nbsp;&nbsp;&nbsp;DocuSign Inc, Cl A \* | 408 | 19 |
| &nbsp;&nbsp;&nbsp;Dynatrace Inc \* | 774 | 30 |
| &nbsp;&nbsp;&nbsp;Elastic NV \* | 713 | 44 |
| &nbsp;&nbsp;&nbsp;EPAM Systems Inc \* | 254 | 94 |
| &nbsp;&nbsp;&nbsp;Fair Isaac Corp \* | 101 | 63 |
| &nbsp;&nbsp;&nbsp;Fidelity National Information Services Inc  | 1960 | 142 |
| &nbsp;&nbsp;&nbsp;Fiserv Inc \* | 1996 | 208 |
| &nbsp;&nbsp;&nbsp;Five9 Inc \* | 400 | 26 |
| &nbsp;&nbsp;&nbsp;FleetCor Technologies Inc \* | 407 | 80 |
| &nbsp;&nbsp;&nbsp;Fortinet Inc \* | 2066 | 110 |
| &nbsp;&nbsp;&nbsp;Gartner Inc \* | 236 | 83 |
| &nbsp;&nbsp;&nbsp;Gen Digital Inc  | 1234 | 28 |
| &nbsp;&nbsp;&nbsp;Genpact Ltd  | 1018 | 47 |
| &nbsp;&nbsp;&nbsp;Global Payments Inc  | 781 | 81 |
| &nbsp;&nbsp;&nbsp;Globant SA \* | 306 | 57 |
| &nbsp;&nbsp;&nbsp;GoDaddy Inc, Cl A \* | 732 | 58 |
| &nbsp;&nbsp;&nbsp;Guidewire Software Inc \* | 387 | 23 |
| &nbsp;&nbsp;&nbsp;HubSpot Inc \* | 144 | 44 |
| &nbsp;&nbsp;&nbsp;International Business Machines Corp  | 2832 | 422 |
| &nbsp;&nbsp;&nbsp;Intuit Inc  | 1059 | 432 |
| &nbsp;&nbsp;&nbsp;Jack Henry & Associates Inc  | 339 | 64 |
| &nbsp;&nbsp;&nbsp;Manhattan Associates Inc \* | 282 | 36 |
| &nbsp;&nbsp;&nbsp;Mastercard Inc, Cl A  | 2868 | 1022 |
| &nbsp;&nbsp;&nbsp;Microsoft Corp (D) | 25514 | 6510 |
| &nbsp;&nbsp;&nbsp;MongoDB Inc, Cl A \* | 307 | 47 |
| &nbsp;&nbsp;&nbsp;Oracle Corp  | 5301 | 440 |
| &nbsp;&nbsp;&nbsp;Palantir Technologies Inc, Cl A \* | 7900 | 59 |
| &nbsp;&nbsp;&nbsp;Palo Alto Networks Inc \* | 895 | 152 |
| &nbsp;&nbsp;&nbsp;Paychex Inc  | 1379 | 171 |
| &nbsp;&nbsp;&nbsp;Paycom Software Inc \* | 88 | 30 |
| &nbsp;&nbsp;&nbsp;Paylocity Holding Corp \* | 202 | 44 |
| &nbsp;&nbsp;&nbsp;PayPal Holdings Inc \* | 4132 | 324 |
| &nbsp;&nbsp;&nbsp;PTC Inc \* | 499 | 63 |
| &nbsp;&nbsp;&nbsp;Qualys Inc \* | 306 | 38 |
| &nbsp;&nbsp;&nbsp;Roper Technologies Inc  | 400 | 176 |
| &nbsp;&nbsp;&nbsp;Salesforce Inc \* | 3418 | 548 |
| &nbsp;&nbsp;&nbsp;ServiceNow Inc \* | 672 | 280 |
| &nbsp;&nbsp;&nbsp;Snowflake Inc, Cl A \* | 1109 | 158 |
| &nbsp;&nbsp;&nbsp;Splunk Inc \* | 1075 | 83 |
| &nbsp;&nbsp;&nbsp;Synopsys Inc \* | 553 | 188 |
| &nbsp;&nbsp;&nbsp;Twilio Inc, Cl A \* | 426 | 21 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Tyler Technologies Inc \* | 89 | $30 |
| &nbsp;&nbsp;&nbsp;Unity Software Inc \* | 1426 | 56 |
| &nbsp;&nbsp;&nbsp;VeriSign Inc \* | 210 | 42 |
| &nbsp;&nbsp;&nbsp;Visa Inc, Cl A  | 5365 | 1164 |
| &nbsp;&nbsp;&nbsp;VMware Inc, Cl A \* | 510 | 62 |
| &nbsp;&nbsp;&nbsp;WEX Inc \* | 407 | 69 |
| &nbsp;&nbsp;&nbsp;Workday Inc, Cl A \* | 679 | 114 |
| &nbsp;&nbsp;&nbsp;Zoom Video Communications Inc, Cl A \* | 1061 | 80 |
| &nbsp;&nbsp;&nbsp;Zscaler Inc \* | 314 | 42 |
|  |  | 17117 |
| **Real Estate — 3.3%** | **Real Estate — 3.3%** |  |
| &nbsp;&nbsp;&nbsp;Acadia Realty Trust <sup>‡</sup> | 3995 | 61 |
| &nbsp;&nbsp;&nbsp;Agree Realty Corp <sup>‡</sup> | 1532 | 107 |
| &nbsp;&nbsp;&nbsp;Alexander & Baldwin Inc <sup>‡</sup> | 3157 | 62 |
| &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc <sup>‡</sup> | 2952 | 459 |
| &nbsp;&nbsp;&nbsp;American Assets Trust Inc <sup>‡</sup> | 2093 | 61 |
| &nbsp;&nbsp;&nbsp;American Homes 4 Rent, Cl A <sup>‡</sup> | 6355 | 210 |
| &nbsp;&nbsp;&nbsp;American Tower Corp, Cl A <sup>‡</sup> | 8818 | 1951 |
| &nbsp;&nbsp;&nbsp;Americold Realty Trust Inc <sup>‡</sup> | 5945 | 177 |
| &nbsp;&nbsp;&nbsp;Apartment Income Corp <sup>‡</sup> | 3578 | 136 |
| &nbsp;&nbsp;&nbsp;Apartment Investment and Management Co, Cl A <sup>‡</sup> | 5442 | 46 |
| &nbsp;&nbsp;&nbsp;Apple Hospitality REIT Inc <sup>‡</sup> | 5928 | 101 |
| &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc <sup>‡</sup> | 2704 | 473 |
| &nbsp;&nbsp;&nbsp;Boston Properties Inc <sup>‡</sup> | 2932 | 211 |
| &nbsp;&nbsp;&nbsp;Brandywine Realty Trust <sup>‡</sup> | 8759 | 61 |
| &nbsp;&nbsp;&nbsp;Brixmor Property Group Inc <sup>‡</sup> | 6878 | 159 |
| &nbsp;&nbsp;&nbsp;Broadstone Net Lease Inc, Cl A <sup>‡</sup> | 3196 | 54 |
| &nbsp;&nbsp;&nbsp;Camden Property Trust <sup>‡</sup> | 2096 | 252 |
| &nbsp;&nbsp;&nbsp;CareTrust Inc <sup>‡</sup> | 2098 | 42 |
| &nbsp;&nbsp;&nbsp;CBRE Group Inc, Cl A \* | 6141 | 489 |
| &nbsp;&nbsp;&nbsp;Centerspace <sup>‡</sup> | 600 | 39 |
| &nbsp;&nbsp;&nbsp;Corporate Office Properties Trust <sup>‡</sup> | 1389 | 39 |
| &nbsp;&nbsp;&nbsp;Cousins Properties Inc <sup>‡</sup> | 2321 | 61 |
| &nbsp;&nbsp;&nbsp;Crown Castle Inc <sup>‡</sup> | 8325 | 1177 |
| &nbsp;&nbsp;&nbsp;CubeSmart <sup>‡</sup> | 4378 | 181 |
| &nbsp;&nbsp;&nbsp;Cushman & Wakefield PLC \* | 4685 | 54 |
| &nbsp;&nbsp;&nbsp;DiamondRock Hospitality Co <sup>‡</sup> | 5694 | 54 |
| &nbsp;&nbsp;&nbsp;Digital Realty Trust Inc <sup>‡</sup> | 5223 | 587 |
| &nbsp;&nbsp;&nbsp;DigitalBridge Group  | 5601 | 81 |
| &nbsp;&nbsp;&nbsp;Douglas Emmett Inc <sup>‡</sup> | 2381 | 41 |
| &nbsp;&nbsp;&nbsp;Easterly Government Properties Inc, Cl A <sup>‡</sup> | 3666 | 58 |
| &nbsp;&nbsp;&nbsp;EastGroup Properties Inc <sup>‡</sup> | 878 | 136 |
| &nbsp;&nbsp;&nbsp;Elme Communities <sup>‡</sup> | 2188 | 43 |
| &nbsp;&nbsp;&nbsp;Empire State Realty Trust Inc, Cl A <sup>‡</sup> | 4069 | 31 |
| &nbsp;&nbsp;&nbsp;EPR Properties <sup>‡</sup> | 947 | 39 |
| &nbsp;&nbsp;&nbsp;Equinix Inc <sup>‡</sup> | 1824 | 1260 |
| &nbsp;&nbsp;&nbsp;Equity Commonwealth <sup>‡</sup> | 1998 | 54 |
| &nbsp;&nbsp;&nbsp;Equity LifeStyle Properties Inc <sup>‡</sup> | 3096 | 206 |
| &nbsp;&nbsp;&nbsp;Equity Residential <sup>‡</sup> | 6747 | 438 |
| &nbsp;&nbsp;&nbsp;Essential Properties Realty Trust Inc <sup>‡</sup> | 5117 | 119 |
| &nbsp;&nbsp;&nbsp;Essex Property Trust Inc <sup>‡</sup> | 1321 | 291 |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK (continued)** | **COMMON STOCK (continued)** | **COMMON STOCK (continued)** |
| &nbsp;&nbsp;&nbsp;Extra Space Storage Inc <sup>‡</sup> | 2381 | $383 |
| &nbsp;&nbsp;&nbsp;Federal Realty Investment Trust <sup>‡</sup> | 1706 | 190 |
| &nbsp;&nbsp;&nbsp;First Industrial Realty Trust Inc <sup>‡</sup> | 2797 | 141 |
| &nbsp;&nbsp;&nbsp;Four Corners Property Trust Inc <sup>‡</sup> | 1854 | 50 |
| &nbsp;&nbsp;&nbsp;Gaming and Leisure Properties Inc <sup>‡</sup> | 4750 | 250 |
| &nbsp;&nbsp;&nbsp;Getty Realty Corp <sup>‡</sup> | 1084 | 36 |
| &nbsp;&nbsp;&nbsp;Global Net Lease Inc <sup>‡</sup> | 2957 | 40 |
| &nbsp;&nbsp;&nbsp;Healthcare Realty Trust Inc, Cl A <sup>‡</sup> | 6241 | 128 |
| &nbsp;&nbsp;&nbsp;Healthpeak Properties Inc <sup>‡</sup> | 11510 | 302 |
| &nbsp;&nbsp;&nbsp;Highwoods Properties Inc <sup>‡</sup> | 1726 | 51 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts Inc <sup>‡</sup> | 14618 | 277 |
| &nbsp;&nbsp;&nbsp;Howard Hughes Corp/The \* | 1120 | 84 |
| &nbsp;&nbsp;&nbsp;Independence Realty Trust Inc <sup>‡</sup> | 3095 | 56 |
| &nbsp;&nbsp;&nbsp;Innovative Industrial Properties Inc, Cl A <sup>‡</sup> | 505 | 61 |
| &nbsp;&nbsp;&nbsp;Invitation Homes Inc <sup>‡</sup> | 11702 | 382 |
| &nbsp;&nbsp;&nbsp;Iron Mountain Inc <sup>‡</sup> | 5204 | 283 |
| &nbsp;&nbsp;&nbsp;JBG SMITH Properties <sup>‡</sup> | 1661 | 34 |
| &nbsp;&nbsp;&nbsp;Jones Lang LaSalle Inc \* | 1099 | 185 |
| &nbsp;&nbsp;&nbsp;Kennedy-Wilson Holdings Inc  | 2825 | 48 |
| &nbsp;&nbsp;&nbsp;Kilroy Realty Corp <sup>‡</sup> | 2840 | 123 |
| &nbsp;&nbsp;&nbsp;Kimco Realty Corp <sup>‡</sup> | 12459 | 286 |
| &nbsp;&nbsp;&nbsp;Kite Realty Group Trust <sup>‡</sup> | 4170 | 95 |
| &nbsp;&nbsp;&nbsp;Lamar Advertising Co, Cl A <sup>‡</sup> | 1795 | 180 |
| &nbsp;&nbsp;&nbsp;Life Storage Inc <sup>‡</sup> | 1661 | 179 |
| &nbsp;&nbsp;&nbsp;LTC Properties Inc <sup>‡</sup> | 1199 | 47 |
| &nbsp;&nbsp;&nbsp;LXP Industrial Trust, Cl B <sup>‡</sup> | 4725 | 51 |
| &nbsp;&nbsp;&nbsp;Macerich Co/The <sup>‡</sup> | 3501 | 45 |
| &nbsp;&nbsp;&nbsp;Medical Properties Trust Inc <sup>‡</sup> | 13179 | 173 |
| &nbsp;&nbsp;&nbsp;Mid-America Apartment Communities Inc <sup>‡</sup> | 2227 | 367 |
| &nbsp;&nbsp;&nbsp;National Health Investors Inc <sup>‡</sup> | 759 | 43 |
| &nbsp;&nbsp;&nbsp;National Retail Properties Inc <sup>‡</sup> | 4012 | 186 |
| &nbsp;&nbsp;&nbsp;National Storage Affiliates Trust <sup>‡</sup> | 1656 | 66 |
| &nbsp;&nbsp;&nbsp;NETSTREIT Corp <sup>‡</sup> | 3768 | 74 |
| &nbsp;&nbsp;&nbsp;Office Properties Income Trust <sup>‡</sup> | 1905 | 29 |
| &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc <sup>‡</sup> | 4966 | 150 |
| &nbsp;&nbsp;&nbsp;Outfront Media Inc <sup>‡</sup> | 2321 | 42 |
| &nbsp;&nbsp;&nbsp;Paramount Group Inc <sup>‡</sup> | 4104 | 27 |
| &nbsp;&nbsp;&nbsp;Park Hotels & Resorts Inc <sup>‡</sup> | 3704 | 48 |
| &nbsp;&nbsp;&nbsp;Pebblebrook Hotel Trust <sup>‡</sup> | 2442 | 41 |
| &nbsp;&nbsp;&nbsp;Phillips Edison <sup>‡</sup> | 2598 | 84 |
| &nbsp;&nbsp;&nbsp;Physicians Realty Trust <sup>‡</sup> | 2809 | 42 |
| &nbsp;&nbsp;&nbsp;Piedmont Office Realty Trust Inc, Cl A <sup>‡</sup> | 5704 | 59 |
| &nbsp;&nbsp;&nbsp;PotlatchDeltic Corp <sup>‡</sup> | 1020 | 49 |
| &nbsp;&nbsp;&nbsp;Prologis Inc <sup>‡</sup> | 18162 | 2139 |
| &nbsp;&nbsp;&nbsp;Public Storage <sup>‡</sup> | 2988 | 890 |
| &nbsp;&nbsp;&nbsp;Rayonier Inc <sup>‡</sup> | 2524 | 91 |
| &nbsp;&nbsp;&nbsp;Realty Income Corp <sup>‡</sup> | 11579 | 730 |
| &nbsp;&nbsp;&nbsp;Regency Centers Corp <sup>‡</sup> | 3646 | 242 |
| &nbsp;&nbsp;&nbsp;Retail Opportunity Investments Corp <sup>‡</sup> | 1823 | 28 |
| &nbsp;&nbsp;&nbsp;Rexford Industrial Realty Inc <sup>‡</sup> | 3146 | 174 |
| &nbsp;&nbsp;&nbsp;RLJ Lodging Trust <sup>‡</sup> | 3867 | 47 |
| &nbsp;&nbsp;&nbsp;Ryman Hospitality Properties Inc <sup>‡</sup> | 867 | 79 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Sabra Health Care REIT Inc <sup>‡</sup> | 2956 | $38 |
| &nbsp;&nbsp;&nbsp;Saul Centers Inc <sup>‡</sup> | 842 | 36 |
| &nbsp;&nbsp;&nbsp;SBA Communications Corp, Cl A <sup>‡</sup> | 2078 | 622 |
| &nbsp;&nbsp;&nbsp;Service Properties Trust <sup>‡</sup> | 7116 | 56 |
| &nbsp;&nbsp;&nbsp;Simon Property Group Inc <sup>‡</sup> | 6198 | 740 |
| &nbsp;&nbsp;&nbsp;SITE Centers Corp <sup>‡</sup> | 2720 | 37 |
| &nbsp;&nbsp;&nbsp;SL Green Realty Corp <sup>‡</sup> | 827 | 35 |
| &nbsp;&nbsp;&nbsp;Spirit Realty Capital Inc <sup>‡</sup> | 3750 | 155 |
| &nbsp;&nbsp;&nbsp;St. Joe Co  | 1629 | 63 |
| &nbsp;&nbsp;&nbsp;STAG Industrial Inc <sup>‡</sup> | 2816 | 93 |
| &nbsp;&nbsp;&nbsp;STORE Capital Corp <sup>‡</sup> | 4218 | 135 |
| &nbsp;&nbsp;&nbsp;Sun Communities Inc <sup>‡</sup> | 2588 | 380 |
| &nbsp;&nbsp;&nbsp;Sunstone Hotel Investors Inc <sup>‡</sup> | 6275 | 69 |
| &nbsp;&nbsp;&nbsp;Tanger Factory Outlet Centers Inc <sup>‡</sup> | 2895 | 56 |
| &nbsp;&nbsp;&nbsp;Terreno Realty Corp <sup>‡</sup> | 1837 | 108 |
| &nbsp;&nbsp;&nbsp;UDR Inc <sup>‡</sup> | 6388 | 265 |
| &nbsp;&nbsp;&nbsp;Uniti Group Inc <sup>‡</sup> | 3663 | 28 |
| &nbsp;&nbsp;&nbsp;Urban Edge Properties <sup>‡</sup> | 2548 | 40 |
| &nbsp;&nbsp;&nbsp;Ventas Inc <sup>‡</sup> | 7831 | 364 |
| &nbsp;&nbsp;&nbsp;Veris Residential \*<sup>‡</sup> | 2503 | 40 |
| &nbsp;&nbsp;&nbsp;VICI Properties Inc <sup>‡</sup> | 17877 | 611 |
| &nbsp;&nbsp;&nbsp;Vornado Realty Trust <sup>‡</sup> | 2514 | 64 |
| &nbsp;&nbsp;&nbsp;Welltower Inc <sup>‡</sup> | 8756 | 622 |
| &nbsp;&nbsp;&nbsp;Weyerhaeuser Co <sup>‡</sup> | 13484 | 441 |
| &nbsp;&nbsp;&nbsp;WP Carey Inc <sup>‡</sup> | 3692 | 291 |
| &nbsp;&nbsp;&nbsp;Xenia Hotels & Resorts Inc <sup>‡</sup> | 2072 | 32 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl A \* | 1100 | 41 |
| &nbsp;&nbsp;&nbsp;Zillow Group Inc, Cl C \* | 4327 | 164 |
|  |  | 25614 |
| **Utilities — 1.6%** | **Utilities — 1.6%** |  |
| &nbsp;&nbsp;&nbsp;AES Corp/The  | 6537 | 189 |
| &nbsp;&nbsp;&nbsp;ALLETE Inc  | 799 | 53 |
| &nbsp;&nbsp;&nbsp;Alliant Energy Corp  | 3104 | 175 |
| &nbsp;&nbsp;&nbsp;Ameren Corp  | 2637 | 236 |
| &nbsp;&nbsp;&nbsp;American Electric Power Co Inc  | 5462 | 529 |
| &nbsp;&nbsp;&nbsp;American States Water Co  | 499 | 49 |
| &nbsp;&nbsp;&nbsp;American Water Works Co Inc  | 1869 | 284 |
| &nbsp;&nbsp;&nbsp;Atmos Energy Corp  | 1349 | 162 |
| &nbsp;&nbsp;&nbsp;Avangrid Inc  | 999 | 43 |
| &nbsp;&nbsp;&nbsp;Avista Corp  | 1100 | 45 |
| &nbsp;&nbsp;&nbsp;Black Hills Corp  | 799 | 57 |
| &nbsp;&nbsp;&nbsp;Brookfield Infrastructure Corp, Cl A  | 676 | 32 |
| &nbsp;&nbsp;&nbsp;Brookfield Renewable Corp, Cl A  | 1100 | 36 |
| &nbsp;&nbsp;&nbsp;California Water Service Group  | 1018 | 66 |
| &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc  | 7532 | 234 |
| &nbsp;&nbsp;&nbsp;Clearway Energy Inc, Cl C  | 1280 | 45 |
| &nbsp;&nbsp;&nbsp;CMS Energy Corp  | 2954 | 180 |
| &nbsp;&nbsp;&nbsp;Consolidated Edison Inc  | 3737 | 366 |
| &nbsp;&nbsp;&nbsp;Constellation Energy Corp  | 3091 | 297 |
| &nbsp;&nbsp;&nbsp;Dominion Energy Inc  | 8375 | 512 |
| &nbsp;&nbsp;&nbsp;DTE Energy Co  | 2234 | 259 |
| &nbsp;&nbsp;&nbsp;Duke Energy Corp  | 8439 | 843 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Edison International  | 4366 | $| 291 |
| &nbsp;&nbsp;&nbsp;Entergy Corp  | 2271 |  | 264 |
| &nbsp;&nbsp;&nbsp;Essential Utilities Inc  | 3158 |  | 152 |
| &nbsp;&nbsp;&nbsp;Evergy Inc  | 2034 |  | 121 |
| &nbsp;&nbsp;&nbsp;Eversource Energy  | 3496 |  | 290 |
| &nbsp;&nbsp;&nbsp;Exelon Corp  | 10532 |  | 436 |
| &nbsp;&nbsp;&nbsp;FirstEnergy Corp  | 5292 |  | 218 |
| &nbsp;&nbsp;&nbsp;Hawaiian Electric Industries Inc  | 1731 |  | 71 |
| &nbsp;&nbsp;&nbsp;IDACORP Inc  | 371 |  | 41 |
| &nbsp;&nbsp;&nbsp;MGE Energy Inc  | 713 |  | 51 |
| &nbsp;&nbsp;&nbsp;National Fuel Gas Co  | 965 |  | 64 |
| &nbsp;&nbsp;&nbsp;New Jersey Resources Corp  | 1298 |  | 65 |
| &nbsp;&nbsp;&nbsp;NextEra Energy Inc  | 21559 |  | 1826 |
| &nbsp;&nbsp;&nbsp;NiSource Inc  | 3416 |  | 96 |
| &nbsp;&nbsp;&nbsp;NorthWestern Corp  | 942 |  | 55 |
| &nbsp;&nbsp;&nbsp;NRG Energy Inc  | 2956 |  | 126 |
| &nbsp;&nbsp;&nbsp;OGE Energy Corp  | 1585 |  | 64 |
| &nbsp;&nbsp;&nbsp;ONE Gas Inc  | 388 |  | 34 |
| &nbsp;&nbsp;&nbsp;Ormat Technologies Inc  | 623 |  | 56 |
| &nbsp;&nbsp;&nbsp;Otter Tail Corp  | 713 |  | 43 |
| &nbsp;&nbsp;&nbsp;PG&E Corp \* | 18705 |  | 294 |
| &nbsp;&nbsp;&nbsp;Pinnacle West Capital Corp  | 1407 |  | 110 |
| &nbsp;&nbsp;&nbsp;PNM Resources Inc  | 516 |  | 25 |
| &nbsp;&nbsp;&nbsp;Portland General Electric Co  | 1023 |  | 50 |
| &nbsp;&nbsp;&nbsp;PPL Corp  | 8000 |  | 236 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group Inc  | 5703 |  | 345 |
| &nbsp;&nbsp;&nbsp;Sempra Energy  | 3211 |  | 534 |
| &nbsp;&nbsp;&nbsp;SJW Group  | 700 |  | 52 |
| &nbsp;&nbsp;&nbsp;South Jersey Industries Inc  | 2099 |  | 73 |
| &nbsp;&nbsp;&nbsp;Southern Co/The  | 10916 |  | 738 |
| &nbsp;&nbsp;&nbsp;Southwest Gas Holdings Inc  | 600 |  | 41 |
| &nbsp;&nbsp;&nbsp;Spire Inc  | 700 |  | 52 |
| &nbsp;&nbsp;&nbsp;Sunnova Energy International Inc \* | 1884 |  | 43 |
| &nbsp;&nbsp;&nbsp;UGI Corp  | 1561 |  | 60 |
| &nbsp;&nbsp;&nbsp;Vistra Corp  | 3884 |  | 95 |
| &nbsp;&nbsp;&nbsp;WEC Energy Group Inc  | 3439 |  | 341 |
| &nbsp;&nbsp;&nbsp;Xcel Energy Inc  | 5839 |  | 410 |
|  |  |  | 12555 |
| Total Common Stock  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $151,844) ($ Thousands) |  |  | 250408 |
|  | Face Amount <br> (Thousands) |  |  |
| **CORPORATE OBLIGATIONS — 8.2%** | **CORPORATE OBLIGATIONS — 8.2%** | **CORPORATE OBLIGATIONS — 8.2%** | **CORPORATE OBLIGATIONS — 8.2%** |
| **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 |  | 190 |
| &nbsp;&nbsp;&nbsp;Altice France  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 01/15/2028  | 112 |  | 92 |
| &nbsp;&nbsp;&nbsp;CCO Holdings LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 02/01/2032 (E) | $489 |  | 409 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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%, 08/15/2030 (E) | $54 | $45 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 06/01/2033 (E) | 189 | 150 |
| &nbsp;&nbsp;&nbsp;DISH DBS  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 12/01/2026 (E) | 920 | 790 |
| &nbsp;&nbsp;&nbsp;Globo Comunicacao e Participacoes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 01/22/2030 (E) | 415 | 341 |
| &nbsp;&nbsp;&nbsp;Lorca Telecom Bondco  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/18/2027  | 226 | 211 |
| &nbsp;&nbsp;&nbsp;Magallanes  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.755%, 03/15/2027 (E) | $525 | 478 |
| &nbsp;&nbsp;&nbsp;Prosus  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.680%, 01/21/2030 (E) | 479 | 388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.257%, 01/19/2027 (E) | 262 | 230 |
| &nbsp;&nbsp;&nbsp;Summer BC Holdco B SARL  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 10/31/2026  | 226 | 206 |
| &nbsp;&nbsp;&nbsp;Tencent Holdings MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.240%, 06/03/2050 (E) | $412 | 265 |
| &nbsp;&nbsp;&nbsp;Time Warner Cable LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2042  | 245 | 184 |
| &nbsp;&nbsp;&nbsp;T-Mobile USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 04/15/2029  | 63 | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625%, 02/15/2029  | 107 | 91 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.550%, 02/15/2031  | 837 | 694 |
| &nbsp;&nbsp;&nbsp;Weibo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375%, 07/08/2030  | 1183 | 870 |
|  |  | 5690 |
| **Consumer Discretionary — 0.7%** | **Consumer Discretionary — 0.7%** |  |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 04/15/2030  | 784 | 691 |
| &nbsp;&nbsp;&nbsp;Amazon.com  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 12/01/2027  | 538 | 542 |
| &nbsp;&nbsp;&nbsp;Carnival  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 08/01/2028 (E) | 527 | 439 |
| &nbsp;&nbsp;&nbsp;Expedia Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 05/01/2025 (E) | 24 | 24 |
| &nbsp;&nbsp;&nbsp;Ford Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 08/19/2032  | 369 | 354 |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Financial Services  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.050%, 02/14/2027 (E) | 634 | 566 |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.900%, 08/08/2029  | 653 | 561 |
| &nbsp;&nbsp;&nbsp;MDC Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 01/15/2043  | 340 | 276 |
| &nbsp;&nbsp;&nbsp;NH Hotel Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/02/2026  | 107 | 103 |
| &nbsp;&nbsp;&nbsp;Nissan Motor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.345%, 09/17/2027 (E) | $1034 | 932 |
| &nbsp;&nbsp;&nbsp;Ross Stores  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.700%, 04/15/2027  | 946 | 929 |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.250%, 01/15/2029 (E) | 203 | 206 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Wynn Macau  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 08/26/2028 (E) | $| 341 | $283 |
|  |  |  | 5906 |
| **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 (E) |  | 351 | 292 |
| &nbsp;&nbsp;&nbsp;Altria Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800%, 02/14/2029  |  | 160 | 154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 05/06/2030  |  | 850 | 730 |
| &nbsp;&nbsp;&nbsp;BAT Capital  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.906%, 04/02/2030  |  | 447 | 413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.259%, 03/25/2028  |  | 1268 | 1063 |
| &nbsp;&nbsp;&nbsp;Cargill  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125%, 10/11/2032 (E) |  | 210 | 213 |
| &nbsp;&nbsp;&nbsp;Natura & Luxembourg Holdings Sarl  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, 04/19/2029 (E) |  | 319 | 267 |
| &nbsp;&nbsp;&nbsp;Natura Cosmeticos  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 05/03/2028 (E) |  | 271 | 216 |
| &nbsp;&nbsp;&nbsp;Philip Morris International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625%, 11/17/2029  |  | 97 | 99 |
| &nbsp;&nbsp;&nbsp;Virgolino de Oliveira Finance  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.500%, 01/28/2018 (E)(F) |  | 500 |  |
|  |  |  | 3447 |
| **Energy — 0.6%** | **Energy — 0.6%** | **Energy — 0.6%** |  |
| &nbsp;&nbsp;&nbsp;BP Capital Markets America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.939%, 06/04/2051  |  | 1066 | 728 |
| &nbsp;&nbsp;&nbsp;Continental Resources/Oklahoma  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.268%, 11/15/2026 (E) |  | 960 | 830 |
| &nbsp;&nbsp;&nbsp;Enbridge Energy Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375%, 10/15/2045  |  | 587 | 665 |
| &nbsp;&nbsp;&nbsp;Energy Transfer  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 04/15/2049  |  | 297 | 281 |
| &nbsp;&nbsp;&nbsp;EQT  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.700%, 04/01/2028  |  | 116 | 116 |
| &nbsp;&nbsp;&nbsp;Marathon Petroleum  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500%, 03/01/2041  |  | 150 | 157 |
| &nbsp;&nbsp;&nbsp;Oleoducto Central  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 07/14/2027 (E) |  | 235 | 203 |
| &nbsp;&nbsp;&nbsp;ONEOK  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.350%, 01/15/2031  |  | 124 | 128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 11/15/2032  |  | 77 | 78 |
| &nbsp;&nbsp;&nbsp;ONEOK Partners  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 02/01/2041  |  | 54 | 51 |
| &nbsp;&nbsp;&nbsp;Tengizchevroil Finance International  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.250%, 08/15/2030 (E) |  | 255 | 179 |
| &nbsp;&nbsp;&nbsp;TransCanada PipeLines  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.200%, 10/15/2037  |  | 302 | 313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.100%, 06/01/2040  |  | 486 | 497 |
| &nbsp;&nbsp;&nbsp;Var Energi  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000%, 11/15/2032 (E) |  | 357 | 373 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 01/15/2028 (E) | $| 276 | $282 |
|  |  |  | 4881 |
| **Financials — 3.5%** | **Financials — 3.5%** | **Financials — 3.5%** |  |
| &nbsp;&nbsp;&nbsp;AIB Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.583%, U.S. SOFR + 3.456%, 10/14/2026 (C)(E) |  | 722 | 732 |
| &nbsp;&nbsp;&nbsp;Aircastle  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 08/11/2025 (E) |  | 432 | 414 |
| &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 | 166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850%, 01/26/2028 (E) |  | 778 | 634 |
| &nbsp;&nbsp;&nbsp;Alfa  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%, 03/25/2024 (E) |  | 814 | 811 |
| &nbsp;&nbsp;&nbsp;Aviation Capital Group LLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 12/15/2024 (E) |  | 432 | 423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 10/01/2025 (E) |  | 175 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 01/30/2024 (E) |  | 152 | 148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 08/01/2025 (E) |  | 6 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 11/01/2027 (E) |  | 157 | 136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 01/30/2026 (E) |  | 406 | 354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.950%, 09/20/2026 (E) |  | 142 | 120 |
| &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 (C)(E) |  | 728 | 664 |
| &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 (C) |  | 200 | 185 |
| &nbsp;&nbsp;&nbsp;Bank of America  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734%, U.S. SOFR + 0.960%, 07/22/2027 (C) |  | 1043 | 914 |
| &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 (C) |  | 773 | 742 |
| &nbsp;&nbsp;&nbsp;Bank of Ireland Group  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.253%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.650%, 09/16/2026 (C)(E) |  | 368 | 361 |
| &nbsp;&nbsp;&nbsp;Barclays PLC  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.385%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.300%, 11/02/2028 (C) |  | 321 | 332 |
| &nbsp;&nbsp;&nbsp;BNP Paribas  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.340%(C)(G) |  | 724 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871%, U.S. SOFR + 1.387%, 04/19/2032 (C)(E) |  | 687 | 542 |
| &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) |  | 270 | 259 |

---

---

| | | |
|:---|:---|:---|
| 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;2.636%, U.S. SOFR + 1.290%, 03/03/2026 (C) | $447 | $417 |
| &nbsp;&nbsp;&nbsp;CDBL Funding 1 MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 10/24/2027  | 520 | 475 |
| &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%(C)(G) | 247 | 243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(C)(G) | 583 | 496 |
| &nbsp;&nbsp;&nbsp;Citigroup  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.950%, ICE LIBOR USD 3 Month + 4.068%(C)(G) | 177 | 175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140%, U.S. SOFR + 1.372%, 05/24/2025 (C) | 759 | 745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(C)(G) | 348 | 301 |
| &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%(C)(E)(G) | 200 | 165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(C)(E)(G) | 544 | 422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(C)(E)(G) | 300 | 192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.373%, U.S. SOFR + 3.340%, 07/15/2026 (C)(E) | 277 | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.194%, U.S. SOFR + 3.730%, 04/01/2031 (C)(E) | 382 | 289 |
| &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 (C)(E) | 207 | 189 |
| &nbsp;&nbsp;&nbsp;Deutsche Bank NY  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.119%, U.S. SOFR + 3.190%, 07/14/2026 (C) | 194 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.961%, U.S. SOFR + 2.581%, 11/26/2025 (C) | 295 | 279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.129%, U.S. SOFR + 1.870%, 11/24/2026 (C) | 330 | 289 |
| &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%(C)(G) | 1003 | 979 |
| &nbsp;&nbsp;&nbsp;Federation des Caisses Desjardins du Quebec  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550%, 08/23/2027 (E) | 369 | 353 |
| &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%(C)(G) | 236 | 221 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &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%(C)(G) | $296 | $241 |
| &nbsp;&nbsp;&nbsp;HSBC Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.336%, U.S. SOFR + 3.030%, 11/03/2026 (C) | 573 | 598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.402%, U.S. SOFR + 2.870%, 08/11/2033 (C) | 364 | 341 |
| &nbsp;&nbsp;&nbsp;ING Groep  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.017%, U.S. SOFR + 1.830%, 03/28/2028 (C) | 286 | 267 |
| &nbsp;&nbsp;&nbsp;Intesa Sanpaolo  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000%, 11/21/2025 (E) | 210 | 214 |
| &nbsp;&nbsp;&nbsp;Lloyds Banking Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.750%, 11/15/2033 (C) | 247 | 260 |
| &nbsp;&nbsp;&nbsp;Mizuho Financial Group  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.414%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 09/13/2028 (C) | 369 | 369 |
| &nbsp;&nbsp;&nbsp;Morgan Stanley  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.296%, U.S. SOFR + 2.240%, 10/18/2028 (C) | 389 | 403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.210%, U.S. SOFR + 1.610%, 04/20/2028 (C) | 305 | 290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.406%, 10/29/2027 (C) | 438 | 392 |
| &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 (C)(E) | $307 | 269 |
| &nbsp;&nbsp;&nbsp;NatWest Group PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.472%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.850%, 11/10/2026 (C) | 240 | 250 |
| &nbsp;&nbsp;&nbsp;OEC Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125%cash/0% PIK, 12/26/2046 (E) | 233 | 5 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250%cash/0% PIK, 12/27/2033 (E) | 214 | 4 |
| &nbsp;&nbsp;&nbsp;S&P Global  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 08/01/2028 (E) | 31 | 31 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 05/01/2029 (E) | 145 | 140 |
| &nbsp;&nbsp;&nbsp;Santander Holdings USA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260%, SOFRINDX + 1.380%, 06/09/2025 (C) | 117 | 113 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.490%, U.S. SOFR + 1.249%, 01/06/2028 (C) | 85 | 74 |
| &nbsp;&nbsp;&nbsp;Santander UK Group Holdings PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.833%, U.S. SOFR + 2.749%, 11/21/2026 (C) | 535 | 541 |
| &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 (C)(E) | 613 | 532 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Standard Chartered  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.776%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.100%, 11/16/2025 (C)(E) | $368 | $380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(C)(E)(G) | 514 | 495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.925%, ICE LIBOR USD 3 Month + 1.510%(C)(E)(G) | 400 | 296 |
| &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 (C)(E) | 207 | 196 |
| &nbsp;&nbsp;&nbsp;Svenska Handelsbanken  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.048%(C)(G) | 600 | 490 |
| &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 (C) | 400 | 355 |
| &nbsp;&nbsp;&nbsp;Synchrony Financial  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 06/13/2025  | 292 | 282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 12/01/2027  | 296 | 265 |
| &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%(C)(G) | 792 | 710 |
| &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 (C)(E) | 350 | 266 |
| &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 (C)(E) | 421 | 370 |
| &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 (C)(E) | 229 | 194 |
| &nbsp;&nbsp;&nbsp;US Bancorp  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, ICE LIBOR USD 3 Month + 2.914%(C)(G) | 408 | 349 |
| &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 (C) | 258 | 252 |
| &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%(C)(G) | 306 | 267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.188%, U.S. SOFR + 2.000%, 04/30/2026 (C) | 420 | 391 |
|  |  | 26277 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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)** |
| **Health Care — 0.2%** | **Health Care — 0.2%** |  |
| &nbsp;&nbsp;&nbsp;Amgen  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/22/2029  | $237 | $214 |
| &nbsp;&nbsp;&nbsp;Cigna  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 10/15/2028  | 384 | 374 |
| &nbsp;&nbsp;&nbsp;IQVIA  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250%, 03/15/2029  | 200 | 176 |
| &nbsp;&nbsp;&nbsp;Organon & Co  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 04/30/2028  | 200 | 181 |
| &nbsp;&nbsp;&nbsp;Zoetis  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 11/14/2025  | $308 | 313 |
|  |  | 1258 |
| **Industrials — 0.6%** | **Industrials — 0.6%** |  |
| &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 | 500 |
| &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 | 134 |
| &nbsp;&nbsp;&nbsp;Air Lease MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875%, 01/15/2026  | 83 | 76 |
| &nbsp;&nbsp;&nbsp;APCOA Parking Holdings GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625%, 01/15/2027  | 226 | 200 |
| &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.950%, 05/23/2025  | $583 | 567 |
| &nbsp;&nbsp;&nbsp;Delta Air Lines/Skymiles LP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 10/20/2028 (E) | 450 | 426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 10/20/2025 (E) | 388 | 378 |
| &nbsp;&nbsp;&nbsp;Deutsche Lufthansa MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 05/29/2026  | 100 | 93 |
| &nbsp;&nbsp;&nbsp;Embraer Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.950%, 01/17/2028 (E) | $242 | 240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400%, 02/01/2027  | 575 | 550 |
| &nbsp;&nbsp;&nbsp;ENA Master Trust  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 05/19/2048 (E) | 269 | 180 |
| &nbsp;&nbsp;&nbsp;Flowserve  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.800%, 01/15/2032  | 228 | 171 |
| &nbsp;&nbsp;&nbsp;Honeywell International  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125%, 11/02/2034  | 720 | 761 |
| &nbsp;&nbsp;&nbsp;Lima Metro Line 2 Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 07/05/2034  | $225 | 215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350%, 04/05/2036 (E) | 211 | 186 |
| &nbsp;&nbsp;&nbsp;Odebrecht Holdco Finance  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 09/10/2058 (E)(H) | 480 | 2 |
| &nbsp;&nbsp;&nbsp;Parker-Hannifin  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 09/15/2029  | 443 | 430 |
| &nbsp;&nbsp;&nbsp;TK Elevator Midco GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 07/15/2027  | 118 | 107 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** | **CORPORATE OBLIGATIONS (continued)** |
| &nbsp;&nbsp;&nbsp;Westinghouse Air Brake Technologies  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.200%, 06/15/2025  | $134 | $126 |
|  |  | 5377 |
| **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 (E) | 247 | 217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 11/15/2030  | 183 | 164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150%, 04/15/2032 (E) | 144 | 127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 04/15/2029 (E) | 41 | 37 |
| &nbsp;&nbsp;&nbsp;Entegris Escrow  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 04/15/2029 (E) | 611 | 553 |
| &nbsp;&nbsp;&nbsp;Global Payments  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 08/15/2029  | 240 | 233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900%, 11/15/2031  | 131 | 104 |
| &nbsp;&nbsp;&nbsp;HP  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750%, 01/15/2028  | 464 | 451 |
| &nbsp;&nbsp;&nbsp;Infor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750%, 07/15/2025 (E) | 323 | 293 |
| &nbsp;&nbsp;&nbsp;International Business Machines  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900%, 07/27/2052  | 371 | 343 |
| &nbsp;&nbsp;&nbsp;Kyndryl Holdings  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.050%, 10/15/2026  | 568 | 465 |
| &nbsp;&nbsp;&nbsp;Micron Technology  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.750%, 11/01/2029  | 499 | 520 |
| &nbsp;&nbsp;&nbsp;Playtech  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250%, 03/07/2026  | 200 | 195 |
| &nbsp;&nbsp;&nbsp;SK Hynix  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375%, 01/19/2031 (E) | $262 | 192 |
| &nbsp;&nbsp;&nbsp;TSMC Arizona  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 04/22/2027  | 345 | 333 |
| &nbsp;&nbsp;&nbsp;Workday  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.800%, 04/01/2032  | 156 | 139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.700%, 04/01/2029  | 61 | 56 |
|  |  | 4422 |
| **Materials — 0.1%** | **Materials — 0.1%** |  |
| &nbsp;&nbsp;&nbsp;Anglo American Capital PLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 03/16/2029 (E) | 226 | 203 |
| &nbsp;&nbsp;&nbsp;Braskem Netherlands Finance BV  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500%, 01/31/2030 (E) | 220 | 188 |
| &nbsp;&nbsp;&nbsp;Celanese US Holdings LLC  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, 07/05/2024  | 711 | 706 |
| &nbsp;&nbsp;&nbsp;Freeport Indonesia MTN  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.763%, 04/14/2027 (E) | 225 | 216 |
| &nbsp;&nbsp;&nbsp;INEOS Quattro Finance 2  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 01/15/2026 (E) | 280 | 253 |
| &nbsp;&nbsp;&nbsp;Nucor  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300%, 05/23/2027  | $273 | 267 |
| &nbsp;&nbsp;&nbsp;Suzano Austria GmbH  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750%, 01/15/2031  | 163 | 136 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| 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;Volcan Cia Minera SAA  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 02/11/2026 (E) | $| 69 | $| 59 |
|  |  |  |  | 2028 |
| **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 |  | 192 |
| &nbsp;&nbsp;&nbsp;Host Hotels & Resorts  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 06/15/2025  |  | 391 |  | 374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500%, 09/15/2030  |  | 131 |  | 109 |
|  |  |  |  | 770 |
| **Utilities — 0.5%** | **Utilities — 0.5%** | **Utilities — 0.5%** |  |  |
| &nbsp;&nbsp;&nbsp;AES Panama Generation Holdings SRL  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375%, 05/31/2030 (E) |  | 297 |  | 249 |
| &nbsp;&nbsp;&nbsp;Chile Electricity PEC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.000%, 01/25/2028 (E)(H) |  | 491 |  | 346 |
| &nbsp;&nbsp;&nbsp;Comision Federal de Electricidad  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.688%, 05/15/2029 (E) |  | 294 |  | 257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.348%, 02/09/2031 (E) |  | 574 |  | 441 |
| &nbsp;&nbsp;&nbsp;Duke Energy Carolinas NC Storm Funding LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.617%, 07/01/2041  |  | 314 |  | 234 |
| &nbsp;&nbsp;&nbsp;Enel Finance International  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500%, 10/14/2032 (E) |  | 400 |  | 430 |
| &nbsp;&nbsp;&nbsp;Engie Energia Chile  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400%, 01/28/2030  |  | 349 |  | 280 |
| &nbsp;&nbsp;&nbsp;Public Service Enterprise Group  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.850%, 11/15/2027  |  | 356 |  | 367 |
| &nbsp;&nbsp;&nbsp;Terraform Global Operating LLC  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.125%, 03/01/2026 (E) |  | 77 |  | 72 |
| &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%(C)(E)(G) |  | 272 |  | 243 |
|  |  |  |  | 2919 |
| Total Corporate Obligations |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $71,655) ($ Thousands) |  |  |  | 62975 |
| **MORTGAGE-BACKED SECURITIES — 5.2%** | **MORTGAGE-BACKED SECURITIES — 5.2%** | **MORTGAGE-BACKED SECURITIES — 5.2%** | **MORTGAGE-BACKED SECURITIES — 5.2%** | **MORTGAGE-BACKED SECURITIES — 5.2%** |
| **Agency Mortgage-Backed Obligations — 1.8%** | **Agency Mortgage-Backed Obligations — 1.8%** | **Agency Mortgage-Backed Obligations — 1.8%** |  |  |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2016-4585, Cl DS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.127%, 05/15/2046(C) |  | 695 |  | 74 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4693, Cl SL, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.277%, 06/15/2047(C) |  | 1017 |  | 114 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2017-4719, Cl JS, IO |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.277%, 09/15/2047(C) |  | 740 |  | 80 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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 2020-4954, Cl SL, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.034%, 02/25/2050(C) | $| 1113 | $115 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2020-4981, Cl HS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.084%, 06/25/2050(C) |  | 2126 | 218 |
| &nbsp;&nbsp;&nbsp;FHLMC CMO, Ser 2020-5015, Cl BI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 09/25/2050 |  | 1522 | 283 |
| &nbsp;&nbsp;&nbsp;FNMA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 02/01/2052 |  | 2211 | 1969 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2011-131, Cl ST, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.524%, 12/25/2041(C) |  | 482 | 63 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2014-17, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.034%, 04/25/2044(C) |  | 1431 | 168 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2014-78, Cl SE, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.084%, 12/25/2044(C) |  | 774 | 78 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2016-77, Cl DS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.984%, 10/25/2046(C) |  | 715 | 74 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2017-62, Cl AS, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.134%, 08/25/2047(C) |  | 884 | 103 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2017-81, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.184%, 10/25/2047(C) |  | 1049 | 128 |
| &nbsp;&nbsp;&nbsp;FNMA CMO, Ser 2020-89, Cl KI, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000%, 12/25/2050 |  | 3260 | 607 |
| &nbsp;&nbsp;&nbsp;GNMA CMO, Ser 2017-122, Cl SA, IO |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.261%, 08/20/2047(C) |  | 684 | 80 |
| &nbsp;&nbsp;&nbsp;UMBS TBA |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000%, 12/12/2042 |  | 5862 | 5188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500%, 12/01/2042 |  | 5956 | 5095 |
|  |  |  | 14437 |
| **Non-Agency Mortgage-Backed Obligations — 3.4%** | **Non-Agency Mortgage-Backed Obligations — 3.4%** | **Non-Agency Mortgage-Backed Obligations — 3.4%** |  |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2005-20CB, Cl 3A6 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 07/25/2035 |  | 36 | 25 |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-24CB, Cl A16 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750%, 08/25/2036 |  | 201 | 113 |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-28CB, Cl A14 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.250%, 10/25/2036 |  | 154 | 86 |
| &nbsp;&nbsp;&nbsp;Alternative Loan Trust, Ser 2006-J1, Cl 1A13 |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500%, 02/25/2036 |  | 84 | 60 |
| &nbsp;&nbsp;&nbsp;AREIT Trust, Ser 2022-CRE6, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.642%, SOFR30A + 1.250%, 01/16/2037(C)(E) |  | 1320 | 1263 |
| &nbsp;&nbsp;&nbsp;Ashford Hospitality Trust, Ser 2018-KEYS, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.876%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(C)(E) |  | 526 | 500 |
| &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(C)(E) |  | 395 | 335 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.876%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(C)(E) | $1535 | $1442 |
| &nbsp;&nbsp;&nbsp;BBCMS Mortgage Trust, Ser 2020-BID, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.015%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(C)(E) | 710 | 688 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-1A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.794%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(C)(E) | 58 | 58 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.644%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(C)(E) | 86 | 86 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2019-3A, Cl M1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.994%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(C)(E) | 366 | 362 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-1A, Cl M1C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.497%, SOFR30A + 2.950%, 03/25/2031(C)(E) | 378 | 360 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2021-2A, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047%, SOFR30A + 1.500%, 06/25/2031(C)(E) | 617 | 590 |
| &nbsp;&nbsp;&nbsp;Bellemeade Re, Ser 2022-2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.547%, SOFR30A + 4.000%, 09/27/2032(C)(E) | 856 | 839 |
| &nbsp;&nbsp;&nbsp;BFLD Trust, Ser 2021-FPM, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.476%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(C)(E) | 1065 | 1019 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.023%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(C)(E) | 610 | 567 |
| &nbsp;&nbsp;&nbsp;BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.773%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(C)(E) | 152 | 142 |
| &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 | 34 |
| &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 | 46 |
| &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 | 48 | 20 |
| &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.552%, 04/10/2046(C)(E) | 250 | 239 |
| &nbsp;&nbsp;&nbsp;CLNY Trust, Ser 2019-IKPR, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.900%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(C)(E) | 750 | 690 |
| &nbsp;&nbsp;&nbsp;COMM Mortgage Trust, Ser 2010-C1, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.985%, 07/10/2046(C)(E) | 633 | 614 |

---

---

| | | |
|:---|:---|:---|
| 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 2013-SFS, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.873%, 04/12/2035(E) | $80 | $79 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.444%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(C)(E) | 37 | 37 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.316%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(C)(E) | 15 | 15 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.166%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(C)(E) | 9 | 9 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.144%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(C)(E) | 8 | 8 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.016%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(C)(E) | 132 | 129 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.171%, SOFR30A + 1.650%, 12/25/2041(C)(E) | 304 | 281 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.421%, SOFR30A + 1.900%, 12/25/2041(C)(E) | 1008 | 938 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.721%, SOFR30A + 1.200%, 01/25/2042(C)(E) | 613 | 600 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.021%, SOFR30A + 3.500%, 03/25/2042(C)(E) | 744 | 730 |
| &nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.621%, SOFR30A + 3.100%, 03/25/2042(C)(E) | 185 | 179 |
| &nbsp;&nbsp;&nbsp;Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.424%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(C) | 144 | 51 |
| &nbsp;&nbsp;&nbsp;FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.547%, SOFR30A + 2.000%, 01/25/2051(C)(E) | 65 | 61 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| 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-DNA5, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.171%, SOFR30A + 1.650%, 01/25/2034(C)(E) | $215 | $211 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.047%, SOFR30A + 1.500%, 10/25/2041(C)(E) | 976 | 912 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.871%, SOFR30A + 2.350%, 12/25/2041(C)(E) | 635 | 537 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521%, SOFR30A + 1.000%, 01/25/2042(C)(E) | 429 | 415 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.371%, SOFR30A + 1.850%, 01/25/2042(C)(E) | 533 | 487 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821%, SOFR30A + 1.300%, 02/25/2042(C)(E) | 594 | 583 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.747%, SOFR30A + 2.200%, 05/25/2042(C)(E) | 533 | 529 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.471%, SOFR30A + 2.950%, 06/25/2042(C)(E) | 654 | 659 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.671%, SOFR30A + 2.150%, 09/25/2042(C)(E) | 388 | 385 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.021%, SOFR30A + 2.500%, 03/25/2052(C)(E) | 1033 | 1028 |
| &nbsp;&nbsp;&nbsp;FHLMC STACR Trust, Ser 2019-DNA4, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.966%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(C)(E) | 53 | 53 |
| &nbsp;&nbsp;&nbsp;FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.321%, SOFR30A + 1.800%, 11/25/2041(C)(E) | 953 | 884 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.916%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(C) | 116 | 119 |

---

---

| | | |
|:---|:---|:---|
| 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 Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.016%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(C) | $109 | $109 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.016%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(C) | 104 | 106 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.716%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(C) | 70 | 74 |
| &nbsp;&nbsp;&nbsp;FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.521%, SOFR30A + 2.000%, 11/25/2041(C)(E) | 429 | 386 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2011-GC5, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.299%, 08/10/2044(C)(E) | 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(C)(E) | 782 | 776 |
| &nbsp;&nbsp;&nbsp;GS Mortgage Securities Trust, Ser 2014-GC18, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.224%, 01/10/2047(C)(E) | 172 | 70 |
| &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 | 20 |
| &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 | 595 |
| &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 | 229 |
| &nbsp;&nbsp;&nbsp;HFX, Ser 2017-1A, Cl A3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.647%, 03/15/2035 | 800 | 745 |
| &nbsp;&nbsp;&nbsp;HomeBanc Mortgage Trust, Ser 2005-1, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.544%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(C) | 26 | 21 |
| &nbsp;&nbsp;&nbsp;JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.952%, 09/15/2047(C) | 14399 | 144 |
| &nbsp;&nbsp;&nbsp;JPMorgan Chase, Ser 2019-CL1, Cl M3 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.144%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(C)(E) | 100 | 94 |
| &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(C) | 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(E) | 183 | 183 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Multi-Asset Real Return 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;Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(C)(E) | $| 346 | $| 339 |
| &nbsp;&nbsp;&nbsp;PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.805%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(C)(E) |  | 253 |  | 242 |
| &nbsp;&nbsp;&nbsp;PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.405%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(C)(E) |  | 118 |  | 112 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-1, Cl M1B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.966%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(C)(E) |  | 404 |  | 396 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2019-2, Cl M1B |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.794%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(C)(E) |  | 74 |  | 74 |
| &nbsp;&nbsp;&nbsp;Radnor Re, Ser 2020-1, Cl M1A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.994%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(C)(E) |  | 83 |  | 83 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.532%, 11/15/2049(C) |  | 620 |  | 548 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.516%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(C)(E) |  | 27 |  | 21 |
| &nbsp;&nbsp;&nbsp;Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.266%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(C)(E) |  | 108 |  | 80 |
|  |  |  |  | 25586 |
| Total Mortgage-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $42,054) ($ Thousands) |  |  |  | 40023 |
| **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 — 1.2%** | **Automotive — 1.2%** | **Automotive — 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;ACM Auto Trust, Ser 2022-1A, Cl A |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.230%, 04/20/2029(E) |  | 327 |  | 326 |
| &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(E) |  | 1000 |  | 987 |
| &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(E) |  | 1100 |  | 1078 |
| &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(E) |  | 511 |  | 508 |

---

---

| | | | |
|:---|:---|:---|:---|
| 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;Carvana Auto Receivables Trust, Ser 2021-N3, Cl C |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.020%, 06/12/2028 | $| 313 | $302 |
| &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 | 297 |
| &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 | 332 |
| &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(E) |  | 600 | 558 |
| &nbsp;&nbsp;&nbsp;FHF Trust, Ser 2021-2A, Cl A |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830%, 12/15/2026(E) |  | 196 | 185 |
| &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(E) |  | 510 | 443 |
| &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(E) |  | 600 | 530 |
| &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(E) |  | 296 | 287 |
| &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(E) |  | 611 | 600 |
| &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(E) |  | 746 | 725 |
| &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(E) |  | 668 | 651 |
| &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.721%, 08/16/2032(E) |  | 716 | 712 |
| &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(E) |  | 538 | 535 |
|  |  |  | 9056 |
| **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(E) |  | 373 | 367 |
| &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(E) |  | 880 | 850 |
| &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(E) |  | 152 | 146 |
|  |  |  | 1363 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| **Other Asset-Backed Securities — 2.0%** | **Other Asset-Backed Securities — 2.0%** |  |
| &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(E) | $125 | $121 |
| &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(E) | 150 | 143 |
| &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(E) | 406 | 394 |
| &nbsp;&nbsp;&nbsp;AGL CLO 10, Ser 2021-10A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.209%, ICE LIBOR USD 3 Month + 1.130%, 04/15/2034(C)(E) | 690 | 671 |
| &nbsp;&nbsp;&nbsp;AGL CLO 12, Ser 2021-12A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.403%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(C)(E) | 837 | 816 |
| &nbsp;&nbsp;&nbsp;Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300%, 06/21/2028(E) | 302 | 298 |
| &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(E) | 170 | 159 |
| &nbsp;&nbsp;&nbsp;Balboa Bay Loan Funding, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.443%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(C)(E) | 521 | 503 |
| &nbsp;&nbsp;&nbsp;Ballyrock CLO 15, Ser 2021-1A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.179%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(C)(E) | 500 | 460 |
| &nbsp;&nbsp;&nbsp;Ballyrock CLO 16, Ser 2021-16A, Cl A1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.373%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(C)(E) | 1054 | 1026 |
| &nbsp;&nbsp;&nbsp;Cajun Global LLC, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.931%, 11/20/2051(E) | 164 | 138 |
| &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(E) | 212 | 173 |
| &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(E) | 59 | 59 |
| &nbsp;&nbsp;&nbsp;Diamond Issuer, Ser 2021-1A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.305%, 11/20/2051(E) | 768 | 639 |
| &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(E) | 389 | 325 |
| &nbsp;&nbsp;&nbsp;Dryden 78 CLO, Ser 2020-78A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.029%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(C)(E) | 660 | 609 |
| &nbsp;&nbsp;&nbsp;Dryden 78 CLO, Ser 2020-78A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.079%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(C)(E) | 340 | 310 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| &nbsp;&nbsp;&nbsp;Elevation CLO, Ser 2020-11A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.279%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(C)(E) | $580 | $536 |
| &nbsp;&nbsp;&nbsp;Elmwood CLO IX, Ser 2021-2A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.193%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(C)(E) | 509 | 478 |
| &nbsp;&nbsp;&nbsp;Flatiron CLO 21, Ser 2021-1A, Cl D |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.127%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(C)(E) | 540 | 497 |
| &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(E) | 262 | 222 |
| &nbsp;&nbsp;&nbsp;Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.313%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(C)(E) | 553 | 533 |
| &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(E) | 371 | 342 |
| &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(E) | 261 | 224 |
| &nbsp;&nbsp;&nbsp;Issuer LLC, Ser 2021-1, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.734%, 07/30/2051(E) | 719 | 580 |
| &nbsp;&nbsp;&nbsp;Magnetite XXVI, Ser 2021-26A, Cl A1R |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.478%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(C)(E) | 985 | 956 |
| &nbsp;&nbsp;&nbsp;MVW LLC, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.830%, 05/20/2039(E) | 334 | 300 |
| &nbsp;&nbsp;&nbsp;Neighborly Issuer LLC, Ser 2021-1A, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584%, 04/30/2051(E) | 276 | 221 |
| &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(E) | 209 | 186 |
| &nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.209%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(C)(E) | 624 | 607 |
| &nbsp;&nbsp;&nbsp;NMEF Funding LLC, Ser 2022-B, Cl A2 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.070%, 06/15/2029(E) | 325 | 324 |
| &nbsp;&nbsp;&nbsp;OCP CLO, Ser 2021-18A, Cl AR |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.333%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(C)(E) | 722 | 702 |
| &nbsp;&nbsp;&nbsp;Octane Receivables Trust, Ser 2021-2A, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.020%, 09/20/2028(E) | 575 | 518 |
| &nbsp;&nbsp;&nbsp;Rad CLO 7, Ser 2020-7A, Cl C |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.079%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(C)(E) | 300 | 279 |
| &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(E) | 474 | 424 |
| &nbsp;&nbsp;&nbsp;Upstart Securitization Trust, Ser 2021-3, Cl B |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.660%, 07/20/2031(E) | 460 | 428 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Voya CLO, Ser 2019-1A, Cl DR |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.929%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(C)(E) | $| 265 | $| 239 |
|  |  |  |  | 15440 |
| Total Asset-Backed Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $27,586) ($ Thousands) |  |  |  | 25859 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%** | **U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.7%** |
| &nbsp;&nbsp;&nbsp;FFCB^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.190%, U.S. SOFR + 0.380%, 05/08/2023(C) |  | 7400 |  | 7410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.945%, U.S. SOFR + 0.135%, 11/06/2023(C) |  | 2000 |  | 2000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850%, U.S. SOFR + 0.040%, 05/15/2024(C) |  | 200 |  | 200 |
| &nbsp;&nbsp;&nbsp;FHLB^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.870%, U.S. SOFR + 0.060%, 04/10/2023(C) |  | 2500 |  | 2500 |
| &nbsp;&nbsp;&nbsp;FHLMC^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200%, 08/28/2025 |  | 700 |  | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.375%, 07/21/2025 |  | 1400 |  | 1267 |
| &nbsp;&nbsp;&nbsp;FNMA^ |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875%, 08/28/2024 |  | 700 |  | 689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625%, 04/22/2025 |  | 1300 |  | 1191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.500%, 06/17/2025 |  | 1500 |  | 1366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 05/22/2023 |  | 1500 |  | 1469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.250%, 07/10/2023 |  | 1800 |  | 1752 |
| &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 | Total U.S. Government Agency Obligations |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $21,082) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $21,082) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $21,082) ($ Thousands) |  | 20627 |
| **SOVEREIGN DEBT — 0.1%** | **SOVEREIGN DEBT — 0.1%** | **SOVEREIGN DEBT — 0.1%** | **SOVEREIGN DEBT — 0.1%** | **SOVEREIGN DEBT — 0.1%** |
| &nbsp;&nbsp;&nbsp;Colombia Government International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125%, 04/15/2031 |  | 213 |  | 155 |
| &nbsp;&nbsp;&nbsp;Dominican Republic International Bond |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875%, 09/23/2032(E) |  | 871 |  | 719 |
| &nbsp;&nbsp;&nbsp;Egypt Government International Bond MTN |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875%, 02/16/2031(E) |  | 364 |  | 257 |
| Total Sovereign Debt | Total Sovereign Debt | Total Sovereign Debt |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,446) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,446) ($ Thousands) | &nbsp;&nbsp;&nbsp;(Cost $1,446) ($ Thousands) |  | 1131 |

---

---

| | | |
|:---|:---|:---|
| Description | Face Amount <br> (Thousands) | Market Value<br> ($ Thousands) |
| **MUNICIPAL BONDS — 0.1%** | **MUNICIPAL BONDS — 0.1%** | **MUNICIPAL BONDS — 0.1%** |
| **New York — 0.1%** | **New York — 0.1%** |  |
| &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 | $479 |
| &nbsp;&nbsp;&nbsp;New York City, Ser D, GO  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.923%, 08/01/2031  | 530 | 418 |
|  |  | 897 |
| **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 | 182 |
| Total Municipal Bonds |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $1,221) ($ Thousands) |  | 1079 |
| **PURCHASED OPTION — 0.0%**  | **PURCHASED OPTION — 0.0%**  | **PURCHASED OPTION — 0.0%**  |
| Total Purchased Option  |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $545) ($ Thousands) |  | 148 |
| Total Investments in Securities — 103.9% |  |  |
| &nbsp;&nbsp;&nbsp;(Cost $716,552) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Cost $716,552) ($ Thousands)  | $799229 |
|  | <br> Shares |  |
| **COMMON STOCK SOLD SHORT— (14.8)%** | **COMMON STOCK SOLD SHORT— (14.8)%** | **COMMON STOCK SOLD SHORT— (14.8)%** |
| **Communication Services — (0.7)%** | **Communication Services — (0.7)%** |  |
| &nbsp;&nbsp;&nbsp;Altice USA Inc, Cl A \* | (4735) | (22) |
| &nbsp;&nbsp;&nbsp;Cable One Inc  | (84) | (61) |
| &nbsp;&nbsp;&nbsp;Charter Communications Inc, Cl A \* | (1536) | (601) |
| &nbsp;&nbsp;&nbsp;Comcast Corp, Cl A  | (62943) | (2306) |
| &nbsp;&nbsp;&nbsp;DISH Network Corp, Cl A \* | (3561) | (57) |
| &nbsp;&nbsp;&nbsp;Fox Corp  | (7244) | (231) |
| &nbsp;&nbsp;&nbsp;Gray Television Inc  | (3200) | (37) |
| &nbsp;&nbsp;&nbsp;Interpublic Group of Cos Inc/The  | (6544) | (225) |
| &nbsp;&nbsp;&nbsp;John Wiley & Sons Inc, Cl A  | (1324) | (63) |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl A \* | (420) | (38) |
| &nbsp;&nbsp;&nbsp;Liberty Broadband Corp, Cl C \* | (1599) | (145) |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl A \* | (1258) | (55) |
| &nbsp;&nbsp;&nbsp;Liberty Media Corp-Liberty SiriusXM, Cl C \* | (2355) | (103) |
| &nbsp;&nbsp;&nbsp;New York Times Co/The, Cl A  | (2029) | (74) |
| &nbsp;&nbsp;&nbsp;News Corp  | (2953) | (57) |
| &nbsp;&nbsp;&nbsp;News Corp, Cl A  | (6494) | (124) |
| &nbsp;&nbsp;&nbsp;Nexstar Media Group Inc, Cl A  | (751) | (142) |
| &nbsp;&nbsp;&nbsp;Omnicom Group Inc  | (2998) | (239) |
| &nbsp;&nbsp;&nbsp;Paramount Global, Cl B  | (9750) | (196) |
| &nbsp;&nbsp;&nbsp;TEGNA Inc  | (4745) | (94) |
| &nbsp;&nbsp;&nbsp;Trade Desk Inc/The, Cl A \* | (5533) | (289) |
|  |  | (5159) |
| **Consumer Discretionary — (9.7)%** | **Consumer Discretionary — (9.7)%** |  |
| &nbsp;&nbsp;&nbsp;Academy Sports & Outdoors Inc  | (1202) | (61) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Acushnet Holdings Corp  | (1805) | $(82) |
| &nbsp;&nbsp;&nbsp;Adient PLC \* | (5039) | (196) |
| &nbsp;&nbsp;&nbsp;ADT Inc  | (7119) | (66) |
| &nbsp;&nbsp;&nbsp;Adtalem Global Education Inc \* | (1324) | (55) |
| &nbsp;&nbsp;&nbsp;Advance Auto Parts Inc  | (673) | (102) |
| &nbsp;&nbsp;&nbsp;Airbnb Inc, Cl A \* | (8333) | (851) |
| &nbsp;&nbsp;&nbsp;Amazon.com Inc \* | (55659) | (5373) |
| &nbsp;&nbsp;&nbsp;American Axle & Manufacturing Holdings Inc \* | (4428) | (46) |
| &nbsp;&nbsp;&nbsp;American Eagle Outfitters Inc  | (4298) | (68) |
| &nbsp;&nbsp;&nbsp;Aptiv PLC \* | (13586) | (1449) |
| &nbsp;&nbsp;&nbsp;Aramark  | (5475) | (228) |
| &nbsp;&nbsp;&nbsp;Asbury Automotive Group Inc \* | (198) | (37) |
| &nbsp;&nbsp;&nbsp;AutoNation Inc \* | (501) | (62) |
| &nbsp;&nbsp;&nbsp;AutoZone Inc \* | (199) | (513) |
| &nbsp;&nbsp;&nbsp;Bath & Body Works Inc  | (2640) | (112) |
| &nbsp;&nbsp;&nbsp;Best Buy Co Inc  | (2563) | (219) |
| &nbsp;&nbsp;&nbsp;Bloomin' Brands Inc  | (1695) | (38) |
| &nbsp;&nbsp;&nbsp;Booking Holdings Inc \* | (803) | (1670) |
| &nbsp;&nbsp;&nbsp;Boot Barn Holdings Inc \* | (602) | (41) |
| &nbsp;&nbsp;&nbsp;BorgWarner Inc  | (12807) | (544) |
| &nbsp;&nbsp;&nbsp;Boyd Gaming Corp  | (1422) | (87) |
| &nbsp;&nbsp;&nbsp;Bright Horizons Family Solutions Inc \* | (1113) | (83) |
| &nbsp;&nbsp;&nbsp;Brinker International Inc \* | (1833) | (61) |
| &nbsp;&nbsp;&nbsp;Brunswick Corp/DE  | (3326) | (247) |
| &nbsp;&nbsp;&nbsp;Burlington Stores Inc \* | (650) | (127) |
| &nbsp;&nbsp;&nbsp;Caesars Entertainment Inc \* | (4004) | (203) |
| &nbsp;&nbsp;&nbsp;Capri Holdings Ltd \* | (6243) | (358) |
| &nbsp;&nbsp;&nbsp;CarMax Inc \* | (1544) | (107) |
| &nbsp;&nbsp;&nbsp;Carnival Corp, Cl A \* | (17312) | (172) |
| &nbsp;&nbsp;&nbsp;Carter's Inc  | (1498) | (109) |
| &nbsp;&nbsp;&nbsp;Cavco Industries Inc \* | (454) | (104) |
| &nbsp;&nbsp;&nbsp;Century Communities Inc  | (962) | (46) |
| &nbsp;&nbsp;&nbsp;Cheesecake Factory Inc/The  | (1572) | (55) |
| &nbsp;&nbsp;&nbsp;Chegg Inc \* | (2478) | (74) |
| &nbsp;&nbsp;&nbsp;Chipotle Mexican Grill Inc, Cl A \* | (558) | (908) |
| &nbsp;&nbsp;&nbsp;Choice Hotels International Inc  | (923) | (114) |
| &nbsp;&nbsp;&nbsp;Churchill Downs Inc  | (814) | (181) |
| &nbsp;&nbsp;&nbsp;Columbia Sportswear Co  | (1700) | (152) |
| &nbsp;&nbsp;&nbsp;Coursera Inc \* | (100) | (1) |
| &nbsp;&nbsp;&nbsp;Cracker Barrel Old Country Store Inc  | (420) | (48) |
| &nbsp;&nbsp;&nbsp;Crocs Inc \* | (2533) | (256) |
| &nbsp;&nbsp;&nbsp;Dana Inc  | (7920) | (139) |
| &nbsp;&nbsp;&nbsp;Darden Restaurants Inc  | (2543) | (374) |
| &nbsp;&nbsp;&nbsp;Dave & Buster's Entertainment Inc \* | (1002) | (40) |
| &nbsp;&nbsp;&nbsp;Deckers Outdoor Corp \* | (1049) | (418) |
| &nbsp;&nbsp;&nbsp;Dick's Sporting Goods Inc  | (602) | (72) |
| &nbsp;&nbsp;&nbsp;Dollar General Corp  | (2445) | (625) |
| &nbsp;&nbsp;&nbsp;Dollar Tree Inc \* | (2100) | (316) |
| &nbsp;&nbsp;&nbsp;Domino's Pizza Inc  | (710) | (276) |
| &nbsp;&nbsp;&nbsp;DoorDash Inc, Cl A \* | (2652) | (154) |
| &nbsp;&nbsp;&nbsp;Dorman Products Inc \* | (1560) | (140) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;DR Horton Inc  | (13876) | $(1193) |
| &nbsp;&nbsp;&nbsp;DraftKings Inc, Cl A \* | (8022) | (123) |
| &nbsp;&nbsp;&nbsp;Duolingo, Cl A \* | (585) | (41) |
| &nbsp;&nbsp;&nbsp;eBay Inc  | (5651) | (257) |
| &nbsp;&nbsp;&nbsp;Ethan Allen Interiors Inc  | (1992) | (57) |
| &nbsp;&nbsp;&nbsp;Etsy Inc \* | (1410) | (186) |
| &nbsp;&nbsp;&nbsp;Everi Holdings Inc \* | (1721) | (29) |
| &nbsp;&nbsp;&nbsp;Expedia Group Inc \* | (3028) | (324) |
| &nbsp;&nbsp;&nbsp;Fisker \* | (4495) | (35) |
| &nbsp;&nbsp;&nbsp;Five Below Inc \* | (706) | (114) |
| &nbsp;&nbsp;&nbsp;Floor & Decor Holdings Inc, Cl A \* | (1135) | (85) |
| &nbsp;&nbsp;&nbsp;Foot Locker Inc  | (1048) | (42) |
| &nbsp;&nbsp;&nbsp;Ford Motor Co  | (199149) | (2768) |
| &nbsp;&nbsp;&nbsp;Fox Factory Holding Corp \* | (2440) | (259) |
| &nbsp;&nbsp;&nbsp;Frontdoor Inc \* | (1164) | (27) |
| &nbsp;&nbsp;&nbsp;GameStop Corp, Cl A \* | (1605) | (42) |
| &nbsp;&nbsp;&nbsp;Gap Inc/The  | (700) | (10) |
| &nbsp;&nbsp;&nbsp;Garmin Ltd  | (6742) | (627) |
| &nbsp;&nbsp;&nbsp;General Motors Co  | (73615) | (2986) |
| &nbsp;&nbsp;&nbsp;Gentex Corp  | (12390) | (358) |
| &nbsp;&nbsp;&nbsp;Gentherm Inc \* | (1634) | (117) |
| &nbsp;&nbsp;&nbsp;Genuine Parts Co  | (1631) | (299) |
| &nbsp;&nbsp;&nbsp;G-III Apparel Group Ltd \* | (2411) | (52) |
| &nbsp;&nbsp;&nbsp;Goodyear Tire & Rubber Co/The \* | (15189) | (170) |
| &nbsp;&nbsp;&nbsp;GoPro Inc, Cl A \* | (5260) | (29) |
| &nbsp;&nbsp;&nbsp;Graham Holdings Co, Cl B  | (101) | (65) |
| &nbsp;&nbsp;&nbsp;Grand Canyon Education Inc \* | (457) | (52) |
| &nbsp;&nbsp;&nbsp;Green Brick Partners Inc \* | (2139) | (52) |
| &nbsp;&nbsp;&nbsp;Group 1 Automotive Inc  | (300) | (58) |
| &nbsp;&nbsp;&nbsp;H&R Block Inc  | (3929) | (172) |
| &nbsp;&nbsp;&nbsp;Hanesbrands Inc  | (19806) | (133) |
| &nbsp;&nbsp;&nbsp;Harley-Davidson Inc  | (6697) | (316) |
| &nbsp;&nbsp;&nbsp;Hasbro Inc  | (5475) | (344) |
| &nbsp;&nbsp;&nbsp;Helen of Troy Ltd \* | (1100) | (108) |
| &nbsp;&nbsp;&nbsp;Hilton Grand Vacations Inc \* | (1961) | (86) |
| &nbsp;&nbsp;&nbsp;Hilton Worldwide Holdings Inc  | (5566) | (794) |
| &nbsp;&nbsp;&nbsp;Holley \* | (4208) | (12) |
| &nbsp;&nbsp;&nbsp;Home Depot Inc/The  | (10662) | (3454) |
| &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp, Cl A \* | (802) | (80) |
| &nbsp;&nbsp;&nbsp;Installed Building Products Inc  | (1030) | (87) |
| &nbsp;&nbsp;&nbsp;International Game Technology PLC  | (1549) | (38) |
| &nbsp;&nbsp;&nbsp;iRobot Corp \* | (913) | (48) |
| &nbsp;&nbsp;&nbsp;Jack in the Box Inc  | (588) | (43) |
| &nbsp;&nbsp;&nbsp;KB Home  | (2536) | (80) |
| &nbsp;&nbsp;&nbsp;Kohl's Corp  | (1147) | (37) |
| &nbsp;&nbsp;&nbsp;Kontoor Brands Inc  | (2046) | (89) |
| &nbsp;&nbsp;&nbsp;Las Vegas Sands Corp \* | (6826) | (320) |
| &nbsp;&nbsp;&nbsp;Laureate Education Inc, Cl A  | (4380) | (46) |
| &nbsp;&nbsp;&nbsp;La-Z-Boy Inc, Cl Z  | (1763) | (48) |
| &nbsp;&nbsp;&nbsp;LCI Industries  | (1365) | (135) |
| &nbsp;&nbsp;&nbsp;Lear Corp  | (3211) | (463) |
| &nbsp;&nbsp;&nbsp;Leggett & Platt Inc  | (5915) | (211) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Lennar Corp, Cl A  | (10476) | $(920) |
| &nbsp;&nbsp;&nbsp;Lennar Corp, Cl B  | (478) | (35) |
| &nbsp;&nbsp;&nbsp;Leslie's Inc \* | (3055) | (45) |
| &nbsp;&nbsp;&nbsp;LGI Homes Inc \* | (751) | (75) |
| &nbsp;&nbsp;&nbsp;Light & Wonder, Cl A \* | (1728) | (112) |
| &nbsp;&nbsp;&nbsp;Lithia Motors Inc, Cl A  | (400) | (96) |
| &nbsp;&nbsp;&nbsp;LKQ Corp  | (2778) | (151) |
| &nbsp;&nbsp;&nbsp;Lowe's Cos Inc  | (6600) | (1403) |
| &nbsp;&nbsp;&nbsp;Lucid Group Inc \* | (25261) | (256) |
| &nbsp;&nbsp;&nbsp;Lululemon Athletica Inc \* | (4654) | (1770) |
| &nbsp;&nbsp;&nbsp;Luminar Technologies, Cl A \* | (12432) | (95) |
| &nbsp;&nbsp;&nbsp;M/I Homes Inc \* | (1766) | (80) |
| &nbsp;&nbsp;&nbsp;Macy's Inc  | (4311) | (101) |
| &nbsp;&nbsp;&nbsp;Malibu Boats Inc, Cl A \* | (1103) | (64) |
| &nbsp;&nbsp;&nbsp;Marriott International Inc/MD, Cl A  | (5969) | (987) |
| &nbsp;&nbsp;&nbsp;Marriott Vacations Worldwide Corp  | (936) | (139) |
| &nbsp;&nbsp;&nbsp;Mattel Inc \* | (15854) | (289) |
| &nbsp;&nbsp;&nbsp;McDonald's Corp  | (15360) | (4190) |
| &nbsp;&nbsp;&nbsp;MDC Holdings Inc  | (2288) | (74) |
| &nbsp;&nbsp;&nbsp;Meritage Homes Corp \* | (1941) | (168) |
| &nbsp;&nbsp;&nbsp;MGM Resorts International  | (6767) | (249) |
| &nbsp;&nbsp;&nbsp;Modine Manufacturing Co \* | (3564) | (75) |
| &nbsp;&nbsp;&nbsp;Mohawk Industries Inc \* | (2181) | (221) |
| &nbsp;&nbsp;&nbsp;Movado Group Inc  | (1572) | (51) |
| &nbsp;&nbsp;&nbsp;Murphy USA Inc  | (292) | (86) |
| &nbsp;&nbsp;&nbsp;National Vision Holdings Inc \* | (1426) | (58) |
| &nbsp;&nbsp;&nbsp;Newell Brands Inc  | (15980) | (207) |
| &nbsp;&nbsp;&nbsp;NIKE Inc, Cl B  | (52260) | (5732) |
| &nbsp;&nbsp;&nbsp;Nordstrom Inc  | (2750) | (58) |
| &nbsp;&nbsp;&nbsp;Norwegian Cruise Line Holdings Ltd \* | (7121) | (117) |
| &nbsp;&nbsp;&nbsp;NVR Inc \* | (134) | (622) |
| &nbsp;&nbsp;&nbsp;Ollie's Bargain Outlet Holdings Inc \* | (917) | (56) |
| &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc \* | (641) | (554) |
| &nbsp;&nbsp;&nbsp;Oxford Industries Inc  | (502) | (57) |
| &nbsp;&nbsp;&nbsp;Papa John's International Inc  | (455) | (38) |
| &nbsp;&nbsp;&nbsp;Patrick Industries Inc  | (902) | (50) |
| &nbsp;&nbsp;&nbsp;Peloton Interactive Inc, Cl A \* | (14101) | (160) |
| &nbsp;&nbsp;&nbsp;Penn Entertainment Inc \* | (4351) | (153) |
| &nbsp;&nbsp;&nbsp;Planet Fitness Inc, Cl A \* | (2097) | (164) |
| &nbsp;&nbsp;&nbsp;Polaris Inc  | (2328) | (266) |
| &nbsp;&nbsp;&nbsp;Pool Corp  | (472) | (155) |
| &nbsp;&nbsp;&nbsp;PulteGroup Inc  | (10483) | (469) |
| &nbsp;&nbsp;&nbsp;PVH Corp  | (2769) | (186) |
| &nbsp;&nbsp;&nbsp;QuantumScape Corp, Cl A \* | (14183) | (106) |
| &nbsp;&nbsp;&nbsp;Ralph Lauren Corp, Cl A  | (1875) | (212) |
| &nbsp;&nbsp;&nbsp;Red Rock Resorts Inc, Cl A  | (1002) | (45) |
| &nbsp;&nbsp;&nbsp;RH \* | (334) | (96) |
| &nbsp;&nbsp;&nbsp;Rivian Automotive Inc, Cl A \* | (25694) | (823) |
| &nbsp;&nbsp;&nbsp;Ross Stores Inc  | (3413) | (402) |
| &nbsp;&nbsp;&nbsp;Royal Caribbean Cruises Ltd \* | (4103) | (246) |
| &nbsp;&nbsp;&nbsp;SeaWorld Entertainment Inc \* | (711) | (41) |
| &nbsp;&nbsp;&nbsp;Service Corp International/US  | (3268) | (234) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Shake Shack Inc, Cl A \* | (1048) | $(55) |
| &nbsp;&nbsp;&nbsp;Signet Jewelers Ltd  | (484) | (31) |
| &nbsp;&nbsp;&nbsp;Six Flags Entertainment Corp \* | (2648) | (64) |
| &nbsp;&nbsp;&nbsp;Skechers USA Inc, Cl A \* | (5309) | (224) |
| &nbsp;&nbsp;&nbsp;Skyline Champion Corp \* | (2635) | (137) |
| &nbsp;&nbsp;&nbsp;Smith & Wesson Brands Inc  | (3670) | (43) |
| &nbsp;&nbsp;&nbsp;Solid Power \* | (8862) | (33) |
| &nbsp;&nbsp;&nbsp;Sonos Inc \* | (4624) | (81) |
| &nbsp;&nbsp;&nbsp;Standard Motor Products Inc  | (1112) | (43) |
| &nbsp;&nbsp;&nbsp;Starbucks Corp  | (23340) | (2385) |
| &nbsp;&nbsp;&nbsp;Steven Madden Ltd  | (3108) | (107) |
| &nbsp;&nbsp;&nbsp;Strategic Education Inc  | (815) | (67) |
| &nbsp;&nbsp;&nbsp;Stride Inc \* | (1120) | (40) |
| &nbsp;&nbsp;&nbsp;Sturm Ruger & Co Inc  | (1018) | (56) |
| &nbsp;&nbsp;&nbsp;Sweetgreen, Cl A \* | (2500) | (36) |
| &nbsp;&nbsp;&nbsp;Tapestry Inc  | (10702) | (404) |
| &nbsp;&nbsp;&nbsp;Target Corp  | (4677) | (781) |
| &nbsp;&nbsp;&nbsp;Taylor Morrison Home Corp, Cl A \* | (4461) | (136) |
| &nbsp;&nbsp;&nbsp;Tempur Sealy International Inc  | (6630) | (211) |
| &nbsp;&nbsp;&nbsp;Tesla Inc \* | (25490) | (4963) |
| &nbsp;&nbsp;&nbsp;Texas Roadhouse Inc, Cl A  | (1575) | (156) |
| &nbsp;&nbsp;&nbsp;Thor Industries Inc  | (2701) | (233) |
| &nbsp;&nbsp;&nbsp;TJX Cos Inc/The  | (11971) | (958) |
| &nbsp;&nbsp;&nbsp;Toll Brothers Inc  | (4437) | (213) |
| &nbsp;&nbsp;&nbsp;TopBuild Corp \* | (1403) | (216) |
| &nbsp;&nbsp;&nbsp;Topgolf Callaway Brands \* | (7345) | (154) |
| &nbsp;&nbsp;&nbsp;Tractor Supply Co  | (1141) | (258) |
| &nbsp;&nbsp;&nbsp;Travel + Leisure Co  | (1018) | (40) |
| &nbsp;&nbsp;&nbsp;Tri Pointe Homes Inc \* | (3439) | (63) |
| &nbsp;&nbsp;&nbsp;Ulta Beauty Inc \* | (586) | (272) |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl A \* | (7104) | (71) |
| &nbsp;&nbsp;&nbsp;Under Armour Inc, Cl C \* | (6520) | (57) |
| &nbsp;&nbsp;&nbsp;Vail Resorts Inc  | (985) | (254) |
| &nbsp;&nbsp;&nbsp;VF Corp  | (14991) | (492) |
| &nbsp;&nbsp;&nbsp;Victoria's Secret & Co \* | (1629) | (75) |
| &nbsp;&nbsp;&nbsp;Vista Outdoor Inc \* | (1965) | (55) |
| &nbsp;&nbsp;&nbsp;Visteon Corp \* | (1440) | (211) |
| &nbsp;&nbsp;&nbsp;Vizio Holding, Cl A \* | (4508) | (46) |
| &nbsp;&nbsp;&nbsp;Wayfair Inc, Cl A \* | (540) | (20) |
| &nbsp;&nbsp;&nbsp;Wendy's Co/The  | (3380) | (76) |
| &nbsp;&nbsp;&nbsp;Whirlpool Corp  | (2456) | (360) |
| &nbsp;&nbsp;&nbsp;Williams-Sonoma Inc  | (659) | (77) |
| &nbsp;&nbsp;&nbsp;Wingstop Inc  | (606) | (100) |
| &nbsp;&nbsp;&nbsp;Winnebago Industries Inc  | (1637) | (96) |
| &nbsp;&nbsp;&nbsp;Wolverine World Wide Inc  | (3964) | (44) |
| &nbsp;&nbsp;&nbsp;Wyndham Hotels & Resorts Inc  | (2036) | (149) |
| &nbsp;&nbsp;&nbsp;Wynn Resorts Ltd \* | (2550) | (213) |
| &nbsp;&nbsp;&nbsp;XPEL Inc \* | (1483) | (102) |
| &nbsp;&nbsp;&nbsp;YETI Holdings Inc \* | (3509) | (158) |
| &nbsp;&nbsp;&nbsp;Yum! Brands Inc  | (5856) | (753) |
|  |  | (74369) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| **Information Technology — (2.6)%** | **Information Technology — (2.6)%** |  |
| &nbsp;&nbsp;&nbsp;Advanced Micro Devices Inc \* | (9285) | $(721) |
| &nbsp;&nbsp;&nbsp;Amphenol Corp, Cl A  | (4205) | (338) |
| &nbsp;&nbsp;&nbsp;Analog Devices Inc  | (3180) | (547) |
| &nbsp;&nbsp;&nbsp;Apple Inc  | (38274) | (5666) |
| &nbsp;&nbsp;&nbsp;Applied Materials Inc  | (5104) | (559) |
| &nbsp;&nbsp;&nbsp;Arista Networks Inc \* | (1549) | (216) |
| &nbsp;&nbsp;&nbsp;Arrow Electronics Inc \* | (499) | (54) |
| &nbsp;&nbsp;&nbsp;Avnet Inc  | (1203) | (54) |
| &nbsp;&nbsp;&nbsp;Broadcom Inc  | (2258) | (1244) |
| &nbsp;&nbsp;&nbsp;CDW Corp/DE  | (1046) | (197) |
| &nbsp;&nbsp;&nbsp;Ciena Corp \* | (902) | (41) |
| &nbsp;&nbsp;&nbsp;Cirrus Logic Inc \* | (838) | (63) |
| &nbsp;&nbsp;&nbsp;Cisco Systems Inc  | (24272) | (1207) |
| &nbsp;&nbsp;&nbsp;Cognex Corp  | (902) | (45) |
| &nbsp;&nbsp;&nbsp;Corning Inc  | (5441) | (186) |
| &nbsp;&nbsp;&nbsp;Dell Technologies Inc, Cl C  | (1340) | (60) |
| &nbsp;&nbsp;&nbsp;Enphase Energy Inc \* | (825) | (264) |
| &nbsp;&nbsp;&nbsp;Entegris Inc  | (1024) | (79) |
| &nbsp;&nbsp;&nbsp;F5 Inc \* | (306) | (47) |
| &nbsp;&nbsp;&nbsp;First Solar Inc \* | (807) | (139) |
| &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co  | (5973) | (100) |
| &nbsp;&nbsp;&nbsp;HP Inc  | (5355) | (161) |
| &nbsp;&nbsp;&nbsp;Intel Corp  | (22726) | (683) |
| &nbsp;&nbsp;&nbsp;Jabil Inc  | (680) | (49) |
| &nbsp;&nbsp;&nbsp;Juniper Networks Inc  | (2606) | (87) |
| &nbsp;&nbsp;&nbsp;Keysight Technologies Inc \* | (1092) | (198) |
| &nbsp;&nbsp;&nbsp;KLA Corp  | (722) | (284) |
| &nbsp;&nbsp;&nbsp;Lam Research Corp  | (776) | (367) |
| &nbsp;&nbsp;&nbsp;Lattice Semiconductor Corp \* | (902) | (66) |
| &nbsp;&nbsp;&nbsp;Lumentum Holdings Inc \* | (492) | (27) |
| &nbsp;&nbsp;&nbsp;Marvell Technology Inc  | (4837) | (225) |
| &nbsp;&nbsp;&nbsp;Microchip Technology Inc  | (3318) | (263) |
| &nbsp;&nbsp;&nbsp;Micron Technology Inc  | (6327) | (365) |
| &nbsp;&nbsp;&nbsp;MKS Instruments Inc  | (418) | (35) |
| &nbsp;&nbsp;&nbsp;Monolithic Power Systems Inc  | (326) | (124) |
| &nbsp;&nbsp;&nbsp;Motorola Solutions Inc  | (1099) | (299) |
| &nbsp;&nbsp;&nbsp;National Instruments Corp  | (1324) | (54) |
| &nbsp;&nbsp;&nbsp;NetApp Inc  | (1645) | (111) |
| &nbsp;&nbsp;&nbsp;Novanta Inc \* | (407) | (64) |
| &nbsp;&nbsp;&nbsp;NVIDIA Corp  | (13606) | (2303) |
| &nbsp;&nbsp;&nbsp;ON Semiconductor Corp \* | (2484) | (187) |
| &nbsp;&nbsp;&nbsp;Pure Storage Inc, Cl A \* | (1077) | (31) |
| &nbsp;&nbsp;&nbsp;Qorvo Inc \* | (440) | (44) |
| &nbsp;&nbsp;&nbsp;QUALCOMM Inc  | (6637) | (839) |
| &nbsp;&nbsp;&nbsp;Silicon Laboratories Inc \* | (420) | (61) |
| &nbsp;&nbsp;&nbsp;Skyworks Solutions Inc  | (1117) | (107) |
| &nbsp;&nbsp;&nbsp;Synaptics Inc \* | (200) | (21) |
| &nbsp;&nbsp;&nbsp;Teledyne Technologies Inc \* | (309) | (130) |
| &nbsp;&nbsp;&nbsp;Teradyne Inc  | (1216) | (114) |
| &nbsp;&nbsp;&nbsp;Texas Instruments Inc  | (5471) | (987) |
| &nbsp;&nbsp;&nbsp;Trimble Inc \* | (1717) | (103) |

---

---

| | | |
|:---|:---|:---|
| Description | Shares | Market Value<br> ($ Thousands) |
| **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** | **COMMON STOCK SOLD SHORT (continued)** |
| &nbsp;&nbsp;&nbsp;Universal Display Corp  | (400) | $(45) |
| &nbsp;&nbsp;&nbsp;Western Digital Corp \* | (1314) | (48) |
| &nbsp;&nbsp;&nbsp;Wolfspeed Inc \* | (606) | (55) |
| &nbsp;&nbsp;&nbsp;Zebra Technologies Corp, Cl A \* | (241) | (65) |
|  |  | (20429) |
| **Materials — (1.8)%** | **Materials — (1.8)%** |  |
| &nbsp;&nbsp;&nbsp;Air Products and Chemicals Inc  | (2449) | (760) |
| &nbsp;&nbsp;&nbsp;Albemarle Corp  | (1200) | (334) |
| &nbsp;&nbsp;&nbsp;Alcoa Corp  | (1562) | (78) |
| &nbsp;&nbsp;&nbsp;Alpha Metallurgical Resources  | (306) | (52) |
| &nbsp;&nbsp;&nbsp;Amcor PLC  | (18739) | (231) |
| &nbsp;&nbsp;&nbsp;AptarGroup Inc  | (802) | (85) |
| &nbsp;&nbsp;&nbsp;Arconic Corp \* | (1530) | (36) |
| &nbsp;&nbsp;&nbsp;Ashland Inc  | (898) | (100) |
| &nbsp;&nbsp;&nbsp;ATI Inc \* | (2139) | (65) |
| &nbsp;&nbsp;&nbsp;Avery Dennison Corp  | (1080) | (209) |
| &nbsp;&nbsp;&nbsp;Avient Corp  | (1083) | (37) |
| &nbsp;&nbsp;&nbsp;Axalta Coating Systems Ltd \* | (2078) | (56) |
| &nbsp;&nbsp;&nbsp;Balchem Corp  | (407) | (57) |
| &nbsp;&nbsp;&nbsp;Ball Corp  | (3543) | (199) |
| &nbsp;&nbsp;&nbsp;Berry Global Group Inc  | (1846) | (108) |
| &nbsp;&nbsp;&nbsp;Cabot Corp  | (882) | (65) |
| &nbsp;&nbsp;&nbsp;Celanese Corp, Cl A  | (1177) | (126) |
| &nbsp;&nbsp;&nbsp;CF Industries Holdings Inc  | (2075) | (224) |
| &nbsp;&nbsp;&nbsp;Chemours Co/The  | (1905) | (59) |
| &nbsp;&nbsp;&nbsp;Cleveland-Cliffs Inc \* | (6712) | (104) |
| &nbsp;&nbsp;&nbsp;Commercial Metals Co  | (1272) | (63) |
| &nbsp;&nbsp;&nbsp;Constellium, Cl A \* | (2756) | (34) |
| &nbsp;&nbsp;&nbsp;Corteva Inc  | (8257) | (555) |
| &nbsp;&nbsp;&nbsp;Crown Holdings Inc  | (1625) | (134) |
| &nbsp;&nbsp;&nbsp;Dow Inc  | (8479) | (432) |
| &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc  | (5555) | (392) |
| &nbsp;&nbsp;&nbsp;Eagle Materials Inc  | (400) | (55) |
| &nbsp;&nbsp;&nbsp;Eastman Chemical Co  | (1304) | (113) |
| &nbsp;&nbsp;&nbsp;Ecolab Inc  | (2520) | (378) |
| &nbsp;&nbsp;&nbsp;Element Solutions Inc  | (3709) | (73) |
| &nbsp;&nbsp;&nbsp;FMC Corp  | (1633) | (213) |
| &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc, Cl B  | (16701) | (665) |
| &nbsp;&nbsp;&nbsp;Graphic Packaging Holding Co  | (4890) | (112) |
| &nbsp;&nbsp;&nbsp;HB Fuller Co  | (802) | (64) |
| &nbsp;&nbsp;&nbsp;Hecla Mining Co  | (9927) | (54) |
| &nbsp;&nbsp;&nbsp;Huntsman Corp  | (2002) | (56) |
| &nbsp;&nbsp;&nbsp;Ingevity Corp \* | (628) | (49) |
| &nbsp;&nbsp;&nbsp;Innospec Inc  | (713) | (79) |
| &nbsp;&nbsp;&nbsp;International Flavors & Fragrances Inc  | (2843) | (301) |
| &nbsp;&nbsp;&nbsp;International Paper Co  | (4519) | (168) |
| &nbsp;&nbsp;&nbsp;Linde PLC  | (5711) | (1922) |
| &nbsp;&nbsp;&nbsp;Livent Corp \* | (1904) | (53) |
| &nbsp;&nbsp;&nbsp;Louisiana-Pacific Corp  | (1076) | (69) |
| &nbsp;&nbsp;&nbsp;LyondellBasell Industries NV, Cl A  | (2990) | (254) |
| &nbsp;&nbsp;&nbsp;Martin Marietta Materials Inc  | (746) | (273) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Minerals Technologies Inc  | (902) | $(54) |
| &nbsp;&nbsp;&nbsp;Mosaic Co/The  | (4357) | (224) |
| &nbsp;&nbsp;&nbsp;MP Materials Corp \* | (1935) | (64) |
| &nbsp;&nbsp;&nbsp;Newmont Corp  | (9161) | (435) |
| &nbsp;&nbsp;&nbsp;Nucor Corp  | (2923) | (438) |
| &nbsp;&nbsp;&nbsp;Olin Corp  | (1905) | (109) |
| &nbsp;&nbsp;&nbsp;Packaging Corp of America  | (1498) | (204) |
| &nbsp;&nbsp;&nbsp;PPG Industries Inc  | (2763) | (374) |
| &nbsp;&nbsp;&nbsp;Reliance Steel & Aluminum Co  | (622) | (131) |
| &nbsp;&nbsp;&nbsp;Royal Gold Inc  | (733) | (82) |
| &nbsp;&nbsp;&nbsp;RPM International Inc  | (1288) | (133) |
| &nbsp;&nbsp;&nbsp;Sealed Air Corp  | (1451) | (77) |
| &nbsp;&nbsp;&nbsp;Sensient Technologies Corp  | (713) | (53) |
| &nbsp;&nbsp;&nbsp;Sherwin-Williams Co/The  | (2535) | (632) |
| &nbsp;&nbsp;&nbsp;Silgan Holdings Inc  | (2037) | (108) |
| &nbsp;&nbsp;&nbsp;Sonoco Products Co  | (1048) | (64) |
| &nbsp;&nbsp;&nbsp;Southern Copper Corp  | (1222) | (74) |
| &nbsp;&nbsp;&nbsp;SSR Mining Inc  | (3157) | (48) |
| &nbsp;&nbsp;&nbsp;Steel Dynamics Inc  | (1800) | (187) |
| &nbsp;&nbsp;&nbsp;Stepan Co  | (509) | (57) |
| &nbsp;&nbsp;&nbsp;Summit Materials Inc, Cl A \* | (1304) | (40) |
| &nbsp;&nbsp;&nbsp;Tronox Holdings PLC  | (2103) | (30) |
| &nbsp;&nbsp;&nbsp;United States Steel Corp  | (2606) | (69) |
| &nbsp;&nbsp;&nbsp;Valvoline Inc  | (1505) | (50) |
| &nbsp;&nbsp;&nbsp;Vulcan Materials Co  | (1597) | (293) |
| &nbsp;&nbsp;&nbsp;Warrior Met Coal Inc  | (1467) | (54) |
| &nbsp;&nbsp;&nbsp;Westlake Corp  | (501) | (54) |
| &nbsp;&nbsp;&nbsp;Westrock Co  | (3379) | (128) |
|  |  | (13812) |
| Total Common Stock Sold Short |  |  |
| &nbsp;&nbsp;&nbsp;(Proceeds $122,370) ($ Thousands) |  | (113769) |
| Total Investments Sold Short — (14.8)% |  |  |
| &nbsp;&nbsp;&nbsp;(Proceeds $122,370) ($ Thousands)  | &nbsp;&nbsp;&nbsp;(Proceeds $122,370) ($ Thousands)  | $(113769) |
| **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** | **WRITTEN OPTIONS — (0.0)%** |
| Total Written Options |  |  |
| &nbsp;&nbsp;&nbsp;(Premiums Received $475) ($ Thousands) |  | $(54) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

A list of the open exchange traded options contracts held by the Fund at November 30, 2022, is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Description** | **Number of Contracts** | **Notional Amount<br> (Thousands)** | **Exercise Price** | **Expiration Date** | **Value<br> (Thousands)** |
| **PURCHASED OPTION ^\*— 0.0%** | **PURCHASED OPTION ^\*— 0.0%** |  |  |  |  |
| **Call Option** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;January 2023, Crude Oil | 108 | $8699 | $85.00 | 12/17/2022 | $148 |
| &nbsp;&nbsp;&nbsp;Total Purchased Option |  | $8699 |  |  | $148 |
| **WRITTEN OPTIONS ^\*— 0.0%** | **WRITTEN OPTIONS ^\*— 0.0%** |  |  |  |  |
| **Call Options** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;January 2023, Crude Oil | (9) | $(725) | 100.00 | 12/17/22 | $(1) |
| &nbsp;&nbsp;&nbsp;January 2023, Crude Oil | (9) | (725) | 95.00 | 12/17/22 | (1) |
| &nbsp;&nbsp;&nbsp;January 2023, Crude Oil | (108) | (8699) | 90.00 | 12/17/22 | (52) |
| &nbsp;&nbsp;&nbsp;Total Written Options |  | $(10149) |  |  | $(54) |

---

A list of the open futures contracts held by the Fund at November 30, 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^ | 55 | Jan-2023 | $4647 | $4784 | $137 |
| &nbsp;&nbsp;Brent Crude^ | 11 | Jul-2023 | 943 | 933 | (10) |
| &nbsp;&nbsp;Brent Crude^ | 23 | May-2023 | 1966 | 1972 | 6 |
| &nbsp;&nbsp;Brent Crude^ | 11 | Mar-2023 | 988 | 952 | (36) |
| &nbsp;&nbsp;Brent Crude^ | 18 | Jan-2023 | 1576 | 1566 | (10) |
| &nbsp;&nbsp;Coffee C^ | 2 | Mar-2023 | 122 | 127 | 5 |
| &nbsp;&nbsp;Coffee C^ | 10 | Jul-2023 | 652 | 638 | (14) |
| &nbsp;&nbsp;Coffee C^ | 5 | May-2023 | 359 | 319 | (40) |
| &nbsp;&nbsp;Copper^ | 10 | Mar-2023 | 935 | 935 |  |
| &nbsp;&nbsp;Copper^ | 18 | May-2023 | 1622 | 1681 | 59 |
| &nbsp;&nbsp;Copper^ | 17 | Jul-2023 | 1547 | 1587 | 40 |
| &nbsp;&nbsp;Corn^ | 66 | Jul-2023 | 2228 | 2177 | (51) |
| &nbsp;&nbsp;Corn^ | 32 | May-2023 | 1081 | 1064 | (17) |
| &nbsp;&nbsp;Corn^ | 211 | Mar-2023 | 7030 | 7037 | 7 |
| &nbsp;&nbsp;Cotton No. 2^ | 65 | Mar-2023 | 2704 | 2750 | 46 |
| &nbsp;&nbsp;Cotton No. 2^ | 5 | May-2023 | 242 | 210 | (32) |
| &nbsp;&nbsp;Cotton No. 2^ | 10 | Jul-2023 | 416 | 416 |  |
| &nbsp;&nbsp;Feeder Cattle^ | 1 | Jan-2023 | 88 | 90 | 2 |
| &nbsp;&nbsp;Gasoline^ | 3 | Feb-2023 | 317 | 302 | (15) |
| &nbsp;&nbsp;Gasoline^ | 3 | Apr-2023 | 317 | 325 | 8 |
| &nbsp;&nbsp;Gasoline^ | 5 | Jun-2023 | 544 | 534 | (10) |
| &nbsp;&nbsp;Gasoline^ | 8 | Dec-2022 | 808 | 801 | (7) |
| &nbsp;&nbsp;Gold^ | 66 | Feb-2023 | 11351 | 11615 | 264 |
| &nbsp;&nbsp;Gold^ | 11 | Feb-2023 | 1940 | 1936 | (4) |
| &nbsp;&nbsp;Gold^ | 11 | Aug-2023 | 1967 | 1987 | 20 |
| &nbsp;&nbsp;Gold^ | 22 | Jun-2023 | 3849 | 3939 | 90 |
| &nbsp;&nbsp;Gold^ | 11 | Apr-2023 | 2001 | 1953 | (48) |
| &nbsp;&nbsp;KC HRW Wheat^ | 15 | Jul-2023 | 704 | 663 | (41) |
| &nbsp;&nbsp;KC HRW Wheat^ | 35 | Mar-2023 | 1591 | 1575 | (16) |
| &nbsp;&nbsp;KC HRW Wheat^ | 8 | May-2023 | 365 | 357 | (8) |
| &nbsp;&nbsp;Lean Hogs^ | 15 | Feb-2023 | 531 | 512 | (19) |
| &nbsp;&nbsp;Lean Hogs^ | 6 | Jul-2023 | 255 | 249 | (6) |
| &nbsp;&nbsp;Lean Hogs^ | 12 | Jun-2023 | 481 | 494 | 13 |
| &nbsp;&nbsp;Lean Hogs^ | 7 | Apr-2023 | 266 | 254 | (12) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 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;Live Cattle^ | 8 | Apr-2023 | $505 | $510 | $5 |
| &nbsp;&nbsp;Live Cattle^ | 34 | Feb-2023 | 2097 | 2117 | 20 |
| &nbsp;&nbsp;Live Cattle^ | 18 | Jun-2023 | 1108 | 1120 | 12 |
| &nbsp;&nbsp;Live Cattle^ | 9 | Aug-2023 | 555 | 561 | 6 |
| &nbsp;&nbsp;LME Lead^ | 5 | Jan-2023 | 245 | 274 | 29 |
| &nbsp;&nbsp;LME Lead^ | 6 | Mar-2023 | 323 | 329 | 6 |
| &nbsp;&nbsp;LME Nickel^ | 1 | Jan-2023 | 135 | 162 | 27 |
| &nbsp;&nbsp;LME Nickel^ | 17 | Mar-2023 | 2605 | 2757 | 152 |
| &nbsp;&nbsp;LME Nickel^ | 3 | May-2023 | 408 | 488 | 80 |
| &nbsp;&nbsp;LME Nickel^ | 6 | Jul-2023 | 884 | 981 | 97 |
| &nbsp;&nbsp;LME Primary Aluminum^ | 15 | Jul-2023 | 889 | 941 | 52 |
| &nbsp;&nbsp;LME Primary Aluminum^ | 8 | May-2023 | 465 | 499 | 34 |
| &nbsp;&nbsp;LME Primary Aluminum^ | 51 | Mar-2023 | 3002 | 3162 | 160 |
| &nbsp;&nbsp;LME Primary Aluminum^ | 5 | Jan-2023 | 289 | 308 | 19 |
| &nbsp;&nbsp;LME Zinc^ | 10 | Jul-2023 | 709 | 754 | 45 |
| &nbsp;&nbsp;LME Zinc^ | 4 | May-2023 | 307 | 303 | (4) |
| &nbsp;&nbsp;LME Zinc^ | 40 | Mar-2023 | 2954 | 3037 | 83 |
| &nbsp;&nbsp;LME Zinc^ | 21 | Jan-2023 | 1523 | 1598 | 75 |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 5 | Mar-2023 | 478 | 451 | (27) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 17 | Jan-2023 | 1586 | 1589 | 3 |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 10 | Jul-2023 | 882 | 843 | (39) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 5 | May-2023 | 442 | 432 | (10) |
| &nbsp;&nbsp;Low Sulphur Gasoil^ | 17 | Jan-2023 | 1608 | 1589 | (19) |
| &nbsp;&nbsp;Natural Gas^ | 40 | Apr-2023 | 1970 | 2072 | 102 |
| &nbsp;&nbsp;Natural Gas^ | 96 | Feb-2023 | 6114 | 5931 | (183) |
| &nbsp;&nbsp;Natural Gas^ | 113 | Dec-2022 | 7677 | 7831 | 154 |
| &nbsp;&nbsp;Natural Gas^ | 58 | Jun-2023 | 2955 | 3094 | 139 |
| &nbsp;&nbsp;Natural Gas^ | 39 | Dec-2022 | 2754 | 2703 | (51) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 3 | Feb-2023 | 412 | 405 | (7) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 3 | Apr-2023 | 373 | 385 | 12 |
| &nbsp;&nbsp;NY Harbor ULSD^ | 6 | Jun-2023 | 770 | 750 | (20) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 5 | Dec-2022 | 756 | 706 | (50) |
| &nbsp;&nbsp;NY Harbor ULSD^ | 22 | Dec-2022 | 3104 | 3108 | 4 |
| &nbsp;&nbsp;NYMEX Cocoa^ | 56 | Mar-2023 | 1408 | 1399 | (9) |
| &nbsp;&nbsp;NYMEX Cocoa^ | 2 | Mar-2023 | 47 | 50 | 3 |
| &nbsp;&nbsp;Palladium^ | 1 | Mar-2023 | 200 | 187 | (13) |
| &nbsp;&nbsp;Platinum^ | 35 | Jan-2023 | 1643 | 1819 | 176 |
| &nbsp;&nbsp;Silver^ | 7 | May-2023 | 712 | 768 | 56 |
| &nbsp;&nbsp;Silver^ | 15 | Jul-2023 | 1589 | 1657 | 68 |
| &nbsp;&nbsp;Silver^ | 40 | Mar-2023 | 4167 | 4356 | 189 |
| &nbsp;&nbsp;Soybean^ | 99 | Jan-2023 | 7166 | 7274 | 108 |
| &nbsp;&nbsp;Soybean^ | 11 | Mar-2023 | 743 | 812 | 69 |
| &nbsp;&nbsp;Soybean^ | 11 | May-2023 | 789 | 816 | 27 |
| &nbsp;&nbsp;Soybean^ | 21 | Jul-2023 | 1514 | 1560 | 46 |
| &nbsp;&nbsp;Soybean Meal^ | 11 | May-2023 | 446 | 455 | 9 |
| &nbsp;&nbsp;Soybean Meal^ | 23 | Jul-2023 | 916 | 947 | 31 |
| &nbsp;&nbsp;Soybean Meal^ | 31 | Mar-2023 | 1246 | 1290 | 44 |
| &nbsp;&nbsp;Soybean Meal^ | 14 | Jan-2023 | 564 | 585 | 21 |
| &nbsp;&nbsp;Soybean Oil^ | 25 | Jul-2023 | 977 | 1012 | 35 |
| &nbsp;&nbsp;Soybean Oil^ | 42 | Mar-2023 | 1677 | 1771 | 94 |
| &nbsp;&nbsp;Soybean Oil^ | 12 | May-2023 | 456 | 495 | 39 |
| &nbsp;&nbsp;Soybean Oil^ | 20 | Jan-2023 | 876 | 863 | (13) |
| &nbsp;&nbsp;Soybean Oil^ | 14 | Jan-2023 | 547 | 604 | 57 |
| &nbsp;&nbsp;Sugar No. 11^ | 275 | Feb-2023 | 5655 | 6046 | 391 |
| &nbsp;&nbsp;Sugar No. 11^ | 26 | Apr-2023 | 516 | 540 | 24 |
| &nbsp;&nbsp;Sugar No. 11^ | 52 | Jun-2023 | 1018 | 1044 | 26 |
| &nbsp;&nbsp;U.S. 2-Year Treasury Notes | 145 | Mar-2023 | 29701 | 29777 | 76 |
| &nbsp;&nbsp;Wheat^ | 25 | Jul-2023 | 1093 | 1011 | (82) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Type of Contract** | **Number of<br> Contracts** | **Expiration Date** | **Notional Amount (Thousands)** | **Value (Thousands)** | **Unrealized Appreciation/ (Depreciation) (Thousands)** |
| &nbsp;&nbsp;Wheat^ | 13 | May-2023 | $559 | $524 | $(35) |
| &nbsp;&nbsp;Wheat^ | 8 | Mar-2023 | 336 | 318 | (18) |
| &nbsp;&nbsp;Wheat^ | 1 | Mar-2023 | 39 | 40 | 1 |
| &nbsp;&nbsp;WTI Crude Oil^ | 27 | Jun-2023 | 2177 | 2161 | (16) |
| &nbsp;&nbsp;WTI Crude Oil^ | 13 | Dec-2022 | 1110 | 1047 | (63) |
| &nbsp;&nbsp;WTI Crude Oil^ | 13 | Feb-2023 | 1064 | 1050 | (14) |
| &nbsp;&nbsp;WTI Crude Oil^ | 21 | Dec-2022 | 1652 | 1692 | 40 |
| &nbsp;&nbsp;WTI Crude Oil^ | 13 | Apr-2023 | 1040 | 1048 | 8 |
|  |  |  | 180960 | 183542 | 2582 |
| Short Contracts |  |  |  |  |  |
| &nbsp;&nbsp;Coffee C^ | (4) | Mar-2023 | $(241) | $(255) | $(14) |
| &nbsp;&nbsp;Feeder Cattle^ | (26) | Jan-2023 | (2299) | (2346) | (47) |
| &nbsp;&nbsp;Gasoline^ | (1) | Feb-2023 | (102) | (101) | 1 |
| &nbsp;&nbsp;Gasoline^ | (18) | Dec-2022 | (1871) | (1803) | 68 |
| &nbsp;&nbsp;Japanese 10-Year Bond | (12) | Dec-2022 | (12743) | (12789) | (1) |
| &nbsp;&nbsp;Lean Hogs^ | (38) | Feb-2023 | (1373) | (1297) | 76 |
| &nbsp;&nbsp;MSCI EAFE Index | (143) | Dec-2022 | (13210) | (14156) | (946) |
| &nbsp;&nbsp;S&P 500 Index E-MINI | (130) | Dec-2022 | (26087) | (26528) | (441) |
| &nbsp;&nbsp;U.S. 5-Year Treasury Notes | (324) | Mar-2023 | (34982) | (35177) | (195) |
| &nbsp;&nbsp;U.S. Ultra Long Treasury Bond | (32) | Mar-2023 | (4411) | (4361) | 50 |
| &nbsp;&nbsp;Ultra 10-Year U.S. Treasury Notes | (44) | Mar-2023 | (5234) | (5265) | (31) |
|  |  |  | (102553) | (104078) | (1480) |
|  |  |  | $78407 | $79464 | $1102 |

---

A list of the open forward foreign currency contracts held by the Fund at November 30, 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 | 12/08/22 | EUR | 2766 | USD | 2672 | $(178) |
| Brown Brothers Harriman | 12/08/22 | USD | 437 | EUR | 436 | 13 |
| Brown Brothers Harriman | 12/08/22 | EUR | 1085 | USD | 1078 | (40) |
|  |  |  |  |  |  | $(205) |

---

A list of the open centrally cleared swap agreements held by the Fund at November 30, 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** | |
| **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 | $(44) | $(142) | $98 |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 60581 | (633) | (746) | 113 |
| CMBX.BBB.577807 | 3.00% | Monthly | 05/11/2063 | 895 | 207 | 233 | (26) |
| Malaysia | 1.00% | Quarterly | 06/20/2027 | 36970 | (478) | (514) | 36 |
| Malaysia | 1.00% | Quarterly | 12/20/2027 | 36970 | (428) | (225) | (203) |
|  |  |  |  |  | $(1376) | $(1394) | $18 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 1.00% | Quarterly | 06/20/2027 | $13200 | $170 | $146 | $24 |
| CDX-NAHYS38V2-5Y | 5.00% | Quarterly | 06/20/2027 | 1395 | 18 | (18) | 36 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Multi-Asset Real Return Fund** (Continued)

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | 1.00% | Quarterly | 06/20/2027 | $5465 | $71 | $51 | $20 |
| CDX-NAHYS38V2-5Y | 5.00% | Quarterly | 06/20/2027 | 2016 | 26 | 11 | 15 |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 29685 | 384 | 202 | 182 |
| CDX-NAIGS38V1-5Y | 1.00% | Quarterly | 06/20/2027 | 12231 | 158 | 72 | 86 |
| Malaysia | 1.00% | Quarterly | 06/20/2027 | 36970 | 478 | 318 | 160 |
|  |  |  |  |  | $1305 | $782 | $523 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | $113 | $– | $113 |
| 2.4875% | 3-MONTH USD - LIBOR | Quarterly | 06/09/2025 | USD | 1240 | 56 |  | 56 |
| 2.293% | 3-MONTH USD - LIBOR | Quarterly | 08/04/2025 | USD | 1833 | 94 |  | 94 |
| 1.487 | 3-MONTH USD - LIBOR | Quarterly | 10/04/2026 | USD | 7010 | 626 |  | 626 |
| 1.66 | 3-MONTH USD - LIBOR | Quarterly | 11/08/2026 | USD | 1040 | 88 |  | 88 |
| 1.67 | 3-MONTH USD - LIBOR | Quarterly | 11/09/2026 | USD | 1230 | 104 |  | 104 |
| 2.44 | 3-MONTH USD - LIBOR | Quarterly | 04/04/2027 | USD | 3640 | 216 |  | 216 |
| 0.5575 | 3-MONTH USD - LIBOR | Quarterly | 06/05/2027 | USD | 15050 | 2076 |  | 2076 |
| 2.3545 | 3-MONTH USD - LIBOR | Quarterly | 07/12/2027 | USD | 720 | 46 |  | 46 |
| 2.1495% | 3-MONTH USD - LIBOR | Quarterly | 06/04/2029 | USD | 5145 | 472 |  | 472 |
| 1.593% | 3-MONTH USD - LIBOR | Quarterly | 09/27/2029 | USD | 2440 | 312 |  | 312 |
| 1.6165% | SOFR | Quarterly | 05/21/2031 | USD | 17160 | 2566 |  | 2566 |
| 2.631% | 3-MONTH USD - LIBOR | Quarterly | 11/10/2035 | USD | 1300 | 140 | – | 140 |
|  |  |  |  |  |  | $6909 | $– | $6909 |

---

A list of the open OTC swap agreements held by the Fund at November 30, 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 | $104 | $(25) | $(6) | $(19) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 110 | (27) | (12) | (15) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 19 | (5) | (1) | (4) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 361 | (88) | (24) | (64) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 12/31/2049 | 139 | (34) | (8) | (26) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 19 | (5) | (2) | (3) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 13 | (3) | (2) | (1) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 3 | (1) |  | (1) |
| JPMorgan Chase | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 91 | (22) | (8) | (14) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 480 | (116) | (36) | (80) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 185 | (45) | (23) | (22) |
| Citibank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 10 | (2) | (1) | (1) |
| Credit Suisse | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 155 | (38) | (21) | (17) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 10 | (3) | (1) | (2) |
| JPMorgan Chase | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 22 | (5) | (2) | (3) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 18 | (4) | (2) | (2) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 64 | (16) | (7) | (9) |
| Deutsche Bank | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 64 | (16) | (7) | (9) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 106 | (26) | (9) | (17) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 9 | (2) | (1) | (1) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 18 | (4) | (2) | (2) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Quarterly | 05/11/2063 | $35 | $(9) | $(4) | $(5) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 18 | (4) | (2) | (2) |
| Goldman Sachs | CMBX.NA.BBB.6 Index | 3.00% | Monthly | 05/11/2063 | 121 | (30) | (12) | (18) |
| Goldman Sachs | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 13 | (3) | (2) | (1) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 58 | (14) | (7) | (7) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 342 | (84) | (39) | (45) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 118 | (29) | (14) | (15) |
| Credit Suisse | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 3 | (1) |  | (1) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 12 | (3) | (1) | (2) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 41 | (10) | (5) | (5) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 4 | (1) | (1) |  |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 20 | (5) | (3) | (2) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 29 | (7) | (3) | (4) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 19 | (5) | (2) | (3) |
| Citibank | CMBX.NA.BBB-.6 Index | 3.00% | Quarterly | 05/11/2063 | 21 | (5) | (2) | (3) |
| Credit Suisse | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 69 | (17) | (8) | (9) |
| JPMorgan Chase | CMBX.NA.BBB-.6 Index | 3.00% | Monthly | 05/11/2063 | 22 | (6) | (2) | (4) |
|  |  |  |  |  |  | $(720) | $(282) | $(438) |

---

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **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 | US T-BILL HIGH DISCOUNT RATE + 11 BPS | INDEX RETURN | Annually | 12/20/2022 | USD | 12537 | $(190) | $– | $(190) |
| JPMorgan Chase | iBoxx$ Liquid High Yield Index | US T-BILL HIGH DISCOUNT RATE + 12 BPS | INDEX RETURN | Annually | 03/20/2023 | USD | 4485 | 81 |  | 81 |
| JPMorgan Chase | iBoxx$ Liquid High Yield Index | US T-BILL HIGH DISCOUNT RATE + 11 BPS | INDEX RETURN | Annually | 03/20/2023 | USD | 1495 | 44 | – | 44 |
|  |  |  |  |  |  |  |  | $(65) | $– | $(65) |

---

As of November 30, 2022, the Reverse Repurchase Agreements held by the Fund are listed below:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Principal Amount <br> ($ Thousands)**  | **Counterparty** | **Rate** | **Value** <br>**Maturity ($ Thousands)** | **Value** <br>**Maturity ($ Thousands)** |
| &nbsp;&nbsp;&nbsp;&nbsp;$(100637) | HSBC | 3.93% | Open Ended | $(100637) |
| (6156) | HSBC | 3.90% | Open Ended | (6156) |
| (52198) | HSBC | 2.35% | Open Ended | (52198) |
| (35924) | HSBC | 1.60% | Open Ended | (35924) |
|  |  |  |  | $(194915) |

---

---

| | |
|:---|:---|
|  | Percentages are based on Net Assets of $769,355 ($ Thousands). |
| ^ | Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of November 30, 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) | Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements. The total market value of such securities as of November 30, 2022 was $107 ($ Thousands). |

---

&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) Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of November 30, 2022 was $54 ($ Thousands).

(E) 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 November 30, 2022, the value of these securities amounted to $73,101 ($ Thousands), representing 9.5% of the Net Assets of the Fund.

(F) Security is in default on interest payment.

(G) Perpetual security with no stated maturity date.

(H) Zero coupon security.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited)** 

November 30, 2022

**Multi-Asset Real Return Fund** (Concluded)

---

| | | | | |
|:---|:---|:---|:---|:---|
| The following is a summary of the level of inputs used as of November 30, 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 November 30, 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 November 30, 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 November 30, 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 November 30, 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 |  | 396979 |  | 396979 |
| &nbsp;&nbsp;&nbsp;Common Stock | 250408 |  |  | 250408 |
| &nbsp;&nbsp;&nbsp;Corporate Obligations |  | 62975 |  | 62975 |
| &nbsp;&nbsp;&nbsp;Mortgage-Backed Securities |  | 40023 |  | 40023 |
| &nbsp;&nbsp;&nbsp;Asset-Backed Securities |  | 25859 |  | 25859 |
| &nbsp;&nbsp;&nbsp;U.S. Government Agency Obligations |  | 20627 |  | 20627 |
| &nbsp;&nbsp;&nbsp;Sovereign Debt |  | 1131 |  | 1131 |
| &nbsp;&nbsp;&nbsp;Municipal Bonds |  | 1079 |  | 1079 |
| &nbsp;&nbsp;&nbsp;Purchased Option | 148 | – |  | 148 |
| Total Investments in Securities | 250556 | 548673 |  | 799229 |
| **Securities Sold Short** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Common Stock | (113769) | – |  | (113769) |
| Total Securities Sold Short | (113769) | – |  | (113769) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Other Financial Instruments** | **Level 1<br> ($)** | **Level 2<br> ($)** | **Level 3<br> ($)** | **Total<br> ($)** |
| &nbsp;&nbsp;Written Options | (54) |  |  | (54) |
| &nbsp;&nbsp;Futures Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation | 3846 |  |  | 3846 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation | (2744) |  |  | (2744) |
| &nbsp;&nbsp;Forwards Contracts\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 13 |  | 13 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (218) |  | (218) |
| &nbsp;&nbsp;Centrally Cleared Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 770 |  | 770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (229) |  | (229) |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest Rate Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 6909 |  | 6909 |
| &nbsp;&nbsp;OTC Swaps |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Credit Default Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (438) |  | (438) |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Return Swaps\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Appreciation |  | 125 |  | 125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Unrealized Depreciation |  | (190) |  | (190) |
| &nbsp;&nbsp;Reverse Repurchase Agreements | – | (194915) |  | (194915) |
| Total Other Financial Instruments | 1048 | (188173) |  | (187125) |

---

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

For more information on valuation inputs, see Note 2 – Significant Accounting Policies in Notes to Financial Statements.

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

See "Glossary" for abbreviations.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**Glossary (abbreviations which may be used in the preceding Schedules of Investments):** 

---

| |
|:---|
| **Currency Abbreviations** |
| AUD — Australian Dollar |
| BRL — Brazilian Real |
| CAD — Canadian Dollar |
| CLP — Chilean Peso |
| CHF — Swiss Franc |
| CNY — Chinese Yuan Onshore |
| COP — Colombian Peso |
| CZK — Czech Koruna |
| DKK — Danish Krone |
| DOP — Dominican Peso |
| EGP — Egyptian Pound |
| EUR — Euro |
| GBP — British Pound |
| GHS — Ghanaian Cedi |
| HKD — Hong Kong Dollar |
| HUF — Hungarian Forint |
| IDR — Indonesian Rupiah |
| ILS — Israeli New Sheckels |
| INR — Indian Rupee |
| JPY — Japanese Yen |
| KRW — Korean Won |
| MXN — Mexican Peso |
| MYR — Malaysian Ringgit |
| NGN — Nigerian Naira |
| NOK — Norwegian Krone |
| NZD — New Zealand Dollar |
| PEN — Peruvian Nuevo Sol |
| PHP— Philippine Peso |
| PLN — Polish Zloty |
| RON — Romanian Leu |
| RSD — Serbian Dinar |
| RUB — Russian Ruble |
| SEK — Swedish Krona |
| SGD — Singapore Dollar |
| THB — Thai Baht |
| TRY — Turkish Lira |
| TWD — Taiwan Dollar |
| UAH — Ukrainian Hryvnia |
| UGX — Ugandan Shilling |
| USD — U.S. Dollar |
| UYU — Uruguayan Peso |
| ZAR — South African Rand |
| ZMW — Zambian Zwacha |

---

---

| |
|:---|
| **Portfolio Abbreviations** |
| ADR — American Depositary Receipt |
| ARM — Adjustable Rate Mortgage |
| BPS — Basis Points |
| BUBOR — Budapest Interbank Offered Rate |
| CETIP — Central of Custody and Financial Settlement of Securities |
| Cl — Class |
| CLICP — Chile Indice de Camara Promedio Interbank Overnight Index |
| CLO — Collateralized Loan Obligation |
| CMO — Collateralized Mortgage Obligation |
| DAC — Designated Activity Company |
| ETF — Exchange-Traded Fund |
| EURIBOR — Euro London Interbank Offered Rate |
| FBIL — Financial Benchmarks India Pvt. Ltd. |
| FFCB — Federal Farm Credit Bank |
| FHLB — Federal Home Loan Bank |
| FHLMC — Federal Home Loan Mortgage Corporation |
| FNMA — Federal National Mortgage Association |
| GDR — Global Depositary Receipt |
| GNMA — Government National Mortgage Association |
| IO — Interest Only — face amount represents notional amount |
| JIBAR — Johannesburg Interbank Average Rate |
| JSC — Joint-Stock Company |
| LIBOR— London Interbank Offered Rate |
| LLLP — Limited Liability Limited Partnership |
| LP — Limited Partnership |
| MIBOR — Mumbai Interbank Overnight Rate |
| MTN — Medium Term Note |
| MXN - TIIE — Mexican Interbank TIIE 28-Day |
| NVDR — Non-Voting Depository Receipt |
| OIS — Overnight Index Swap |
| OTC — Over The Counter |
| PIK — Payment-in-Kind |
| PJSC — Public Joint-Stock Company |
| PO — Principal Only |
| PRIBOR — Prague Interbank Offered Rate |
| QPSC — Qatari Joint-Stock Company |
| RB — Revenue Bond |
| REIT — Real Estate Investment Trust |
| Ser — Series |
| SOFR — Secured Overnight Financing Rate |
| SOFR30A — Secured Overnight Financing Rate 30-day Average |
| SOFRINDX — Custom SOFR Index |
| TBA — To Be Announced |
| TSFR1M — Term Secured Overnight Financing Rate 1 Month |
| TSFR3M — Term Secured Overnight Financing Rate 3 Month |
| UMBS — Uniform Mortgage-Backed Securities |
| WIBOR— Warsaw Interbank Offered Rate |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)** 

November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Large Cap Fund** | **Large Cap Disciplined Equity Fund** |
| **Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at value <sup>†</sup> | $736097 \* | $1171766 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated investments, at value <sup>†</sup><sup>†</sup> | 24625 | 64652 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash and cash equivalents | 12 | 65886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on futures contracts | 746 | 1611 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold | 7 | 39517 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest receivable | 1454 | 1973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investment securities sold | 677 | 7999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin on futures contracts | 411 | 903 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign tax reclaim receivable | 28 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap contracts, at value <sup>†</sup><sup>†</sup><sup>†</sup><sup>†</sup> |  | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses | 5 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Assets | 764062 | 1356419 |
| **Liabilities:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return on securities loaned | 3476 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares redeemed | 8946 | 60109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investment securities purchased | 1173 | 4928 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable to custodian |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment advisory fees payable | 96 | 158 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees fees payable | 5 | 9 |
| &nbsp;&nbsp;&nbsp;&nbsp;CCO fees payable | 2 | 3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expense payable | 44 | 79 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Liabilities | 13742 | 65286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $750320 | $1291133 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup> Cost of investments | $523708 | $952388 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup> Cost of affiliated investments | 24624 | 64652 |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes market value of securities on loan | 3442 |  |
| **Net Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in Capital — (unlimited authorization — no par value) | $484041 | $1074697 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings | 266279 | 216436 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $750320 | $1291133 |
| Net Asset Value, Offering and Redemption Price Per Share — Class A | $14.98 | $9.58 |
|  | ($750,320,186 ÷ <br> 50,077,286 shares) | ($1,291,132,995 ÷ <br> 134,732,781 shares) |

---

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Large Cap Index Fund** | **S&P 500 Index Fund** | **Extended Market Index Fund** | **Small Cap Fund** | **Small Cap II Fund** | **Small/Mid Cap Equity Fund** | **U.S. Equity Factor Allocation Fund** |
| $1697480 \* | $4619163 \* | $1308298 \* | $224962 \* | $285829 \* | $843135 \* | $876000 |
| 9602 | 31036 | 57618 | 7962 | 11755 | 34032 | 6751 |
| 71 | 30 | 249 |  |  |  | 2007 |
| 343 | 2025 | 674 |  |  | 427 | 382 |
| 15 | 749 | 172 | 4 | 70 | 36191 | 7919 |
| 2710 | 7790 | 1163 | 247 | 333 | 1013 | 1492 |
| 6949 | 3730 |  | 608 | 4103 | 12282 |  |
| 185 | 1139 | 292 |  |  | 184 | 216 |
| 5 | 22 |  |  |  | 2 | 9 |
| 12 | 32 | 9 | 1 | 2 | 6 | 6 |
| 1717372 | 4665716 | 1368475 | 233784 | 302092 | 927272 | 894782 |
| 5330 | 2664 | 45544 | 2873 | 6608 | 9522 |  |
| 7425 | 7044 | 2406 | 6298 | 18 | 43581 | 2272 |
|  |  |  | 687 | 1448 | 2891 |  |
|  |  |  |  | 5 | 19 |  |
| 14 | 37 | 32 | 78 | 97 | 275 |  |
| 12 | 32 | 10 | 2 | 2 | 6 | 6 |
| 5 | 12 | 4 | 1 | 1 | 2 | 2 |
| 294 | 512 | 195 | 12 | 19 | 51 | 54 |
| 13080 | 10301 | 48191 | 9951 | 8198 | 56347 | 2334 |
| $1704292 | $4655415 | $1320284 | $223833 | $293894 | $870925 | $892448 |
| $455531 | $2085865 | $1032082 | $193974 | $235069 | $711247 | $752258 |
| 9391 | 31045 | 56999 | 7961 | 11754 | 34040 | 6751 |
| 4643 | 2650 | 46132 | 2853 | 6592 | 9545 |  |
| $264601 | $1867042 | $1070558 | $198129 | $243911 | $717804 | $689829 |
| 1439691 | 2788373 | 249726 | 25704 | 49983 | 153121 | 202619 |
| $1704292 | $4655415 | $1320284 | $223833 | $293894 | $870925 | $892448 |
| $198.75 | $20.10 | $15.36 | $12.77 | $10.78 | $9.95 | $12.19 |
| ($1,704,292,473 ÷ <br> 8,575,267 shares) | ($4,655,414,721 ÷ <br> 231,589,672 shares) | ($1,320,283,657 ÷ <br> 85,929,925 shares) | ($223,833,137 ÷ <br> 17,533,915 shares) | ($293,894,426 ÷ <br> 27,274,086 shares) | ($870,925,391 ÷ <br> 87,535,073 shares) | ($892,448,305 ÷ <br> 73,230,726 shares) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)** 

November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **U.S. Managed Volatility Fund** | **Global Managed Volatility Fund** |
| **Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at value <sup>†</sup> | $881819 \* | $2299909 \* |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated investments, at value <sup>†</sup><sup>†</sup> | 10050 | 54159 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements<sup>†</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash and cash equivalents |  | 12065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on futures contracts | 286 | 1464 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on centrally cleared swap contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at value <sup>†</sup><sup>†</sup><sup>†</sup> | 563 | 2099 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold | 3447 | 13871 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investment securities sold | 11293 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest receivable | 2685 | 6722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin on futures contracts | 163 | 586 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized gain on forward foreign currency contracts |  | 513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized gain on foreign spot currency contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign tax reclaim receivable |  | 4940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin on swap contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses | 6 | 15 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Assets | 910312 | 2396343 |
| **Liabilities:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return on securities loaned | 753 | 21274 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares redeemed | 1229 | 15076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investment securities purchased | 262 | 754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized loss on foreign currency spot contracts | 2 | 4 |
| &nbsp;&nbsp;&nbsp;&nbsp;Income distribution payable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Options and swaptions written, at value ^^ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable to custodian |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for variation margin on swap contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for variation margin on futures contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized loss on forward foreign currency contracts |  | 13311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment advisory fees payable | 130 | 414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees fees payable | 6 | 16 |
| &nbsp;&nbsp;&nbsp;&nbsp;CCO fees payable | 2 | 6 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest payable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unfunded bank loans |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expense payable | 50 | 190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued foreign capital gains tax on appreciated securities | – | – |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Liabilities | 2434 | 51045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $907878 | $2345298 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup> Cost of investments | $694057 | $2198473 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup> Cost of affiliated investments | 10056 | 54146 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup><sup>†</sup> Cost of foreign currency | 563 | 2100 |
| &nbsp;&nbsp;&nbsp;&nbsp;^^ Premiums received from written options and swaptions |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes market value of securities on loan | 757 | 20223 |
| **Net Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in Capital — (unlimited authorization — no par value) | $630071 | $2028530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss) | 277807 | 316768 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $907878 | $2345298 |
| Net Asset Value, Offering and Redemption Price Per Share — Class A | $13.39 | $12.00 |
|  | ($907,878,097 ÷ <br> 67,812,520 shares) | ($2,345,297,966 ÷ <br> 195,443,579 shares) |

---

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **World Select Equity Fund** | **Emerging Markets Equity Fund** | **Opportunistic Income Fund** | **Core Fixed Income Fund** | **High Yield Bond Fund** |
| $7845756 \* | $137257 | $234927 | $989174 | $554771 | $8191524 \* | $1902588 |
| 41291 | 2256 | 1510 | 22869 | 33665 | 247293 | 46687 |
|  |  |  |  | 1000 |  |  |
| 127208 | 2828 | 7975 | 17308 |  | 1681 | 1165 |
| 2990 | 227 | 3013 | 1302 | 225 | 14277 |  |
|  |  |  |  |  | 22331 |  |
| 17794 | 138 | 608 | 1147 |  | 1395 | 6 |
| 68670 |  |  | 19090 | 36 | 25739 | 15442 |
| 90338 | 301 | 846 | 2963 | 8901 | 629290 | 14717 |
| 16547 | 307 | 591 | 1918 | 2364 | 38577 | 29425 |
| 236 | 24 | 770 | 673 |  | 3315 |  |
|  |  | 2008 |  |  | 215 |  |
| 11 | 1 |  | 13 |  |  |  |
| 20743 | 315 | 652 | 32 | 1 | 651 | 101 |
|  |  |  |  |  | 2038 |  |
| 54 | 1 | 2 | 7 | 4 | 53 | 15 |
| 8231638 | 143655 | 252902 | 1056496 | 600967 | 9178379 | 2010146 |
| 10126 |  |  |  |  | 8817 |  |
| 102244 | 244 | 386 | 23758 | 14397 | 9898 | 25521 |
| 64461 |  | 808 | 9150 | 16357 | 1403963 | 16330 |
|  |  | 5 |  |  |  |  |
|  |  |  |  |  | 1097 | 616 |
|  |  |  |  |  | 2955 |  |
|  |  |  |  | 2858 |  |  |
|  |  |  |  |  | 646 |  |
| 26 | 2 | 204 |  | 48 | 1560 |  |
|  |  | 2588 |  |  | 193 |  |
| 1601 | 24 | 53 | 431 | 110 | 595 | 417 |
| 55 | 1 | 2 | 7 | 4 | 55 | 14 |
| 21 |  | 1 | 3 | 2 | 21 | 5 |
|  |  |  |  |  |  | 83 |
|  |  |  |  | 24 |  |  |
| 1185 | 79 | 164 | 637 | 36 | 465 | 129 |
| 1173 | 59 | 73 | 1010 | – | – | – |
| 180892 | 409 | 4284 | 34996 | 33836 | 1430265 | 43115 |
| $8050746 | $143246 | $248618 | $1021500 | $567131 | $7748114 | $1967031 |
| $7419604 | $135276 | $207468 | $993585 | $586224 | $8921223 | $2129164 |
| 41275 | 2256 | 1510 | 22869 | 33665 | 247307 | 46687 |
| 17783 | 140 | 599 | 1145 |  | 1371 | 5 |
|  |  |  |  |  | (4146) |  |
| 9608 |  |  |  |  | 9904 |  |
| $8033739 | $143490 | $212341 | $1025664 | $622844 | $9167071 | $2501766 |
| 17007 | (244) | 36277 | (4164) | (55713) | (1418957) | (534735) |
| $8050746 | $143246 | $248618 | $1021500 | $567131 | $7748114 | $1967031 |
| $10.94 | $10.31 | $11.15 | $8.66 | $7.77 | $8.82 | $7.44 |
| ($8,050,745,538 ÷ <br> 735,690,664 shares) | ($143,246,092 ÷ <br> 13,898,229 shares) | ($248,617,521 ÷ <br> 22,302,888 shares) | ($1,021,500,200 ÷ <br> 118,018,540 shares) | ($567,130,814 ÷ <br> 72,980,892 shares) | ($7,748,113,686 ÷ <br> 878,018,883 shares) | ($1,967,030,630 ÷ <br> 264,395,486 shares) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF ASSETS AND LIABILITIES / CONSOLIDATED STATEMENTS OF ASSETS AND LIABILITIES ($ Thousands)** 

November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Long Duration Fund** | **Long Duration Credit Fund** |
| **Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at value <sup>†</sup> | $642501 | $2693035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Affiliated investments, at value <sup>†</sup><sup>†</sup> | 16353 | 22875 |
| &nbsp;&nbsp;&nbsp;&nbsp;Repurchase agreements<sup>†</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash and cash equivalents | 304 | 21 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on OTC swap contracts |  | 621 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on futures contracts | 2456 | 1691 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on centrally cleared swap contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign currency, at value <sup>†</sup><sup>†</sup><sup>†</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for fund shares sold |  | 158044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest receivable | 6320 | 32672 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investment securities sold | 285 | 3539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin on futures contracts | 131 | 687 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin on swap contracts | 81 | 127 |
| &nbsp;&nbsp;&nbsp;&nbsp;Foreign tax reclaim receivable | 42 | 730 |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized gain on forward foreign currency contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap contracts, at value <sup>†</sup><sup>†</sup><sup>†</sup><sup>†</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses | 5 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Assets | 668478 | 2914060 |
| **Liabilities:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable upon return on securities loaned |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for fund shares redeemed | 10096 | 151261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investment securities purchased | 4603 | 16152 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for variation margin on futures contracts | 213 | 180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for securities sold short@ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Income distribution payable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap contracts, at value <sup>†</sup><sup>†</sup><sup>†</sup><sup>†</sup> |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Options and swaptions written, at value ^^ |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Reverse repurchase agreements |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable to custodian |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for variation margin on swap contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized loss on foreign currency spot contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized loss on forward foreign currency contracts |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment advisory fees payable | 61 | 259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest payable | 31 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees fees payable | 4 | 18 |
| &nbsp;&nbsp;&nbsp;&nbsp;CCO fees payable | 2 | 7 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expense payable | 41 | 161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total Liabilities | 15051 | 168038 |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $653427 | $2746022 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup> Cost of investments | $736225 | $3220745 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup> Cost of affiliated investments | 16353 | 22875 |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup><sup>†</sup> Cost of foreign currency |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;<sup>†</sup><sup>†</sup><sup>†</sup><sup>†</sup> Cost (Premiums received) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;^^ Premiums received from written options and swaptions |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;@Proceeds from securities sold short |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;\* Includes market value of securities on loan |  |  |
| **Net Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Paid-in Capital — (unlimited authorization — no par value) | $818149 | $3435366 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total distributable earnings (loss) | (164722) | (689344) |
| &nbsp;&nbsp;&nbsp;&nbsp;Net Assets | $653427 | $2746022 |
| Net Asset Value, Offering and Redemption Price Per Share — Class A | $6.19 | $8.06 |
|  | ($653,426,781 ÷ <br> 105,575,026 shares) | ($2,746,021,611 ÷ <br> 340,526,842 shares) |

---

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Ultra Short Duration Bond Fund** | **Emerging Markets Debt Fund** | **Real Return Fund** | **Limited Duration Bond Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** |
| $389963 | $1725196 \* | $290119 | $1617276 | $3570201 | $1599231 | $799229 |
| 174 | 3271 |  | 20115 | 27166 | 25109 |  |
| 900 |  |  |  |  |  |  |
| 62 | 96915 | 2033 |  |  | 149026 | 274457 |
|  |  |  |  |  |  | 1106 |
| 94 | 1477 |  | 1191 |  | 9476 | 10198 |
|  | 6129 |  |  |  |  |  |
|  | 4013 |  |  |  |  | 22 |
| 12 | 9574 | 2281 | 4349 | 22027 | 639 | 16723 |
| 1239 | 32735 | 489 | 6059 | 30887 | 2715 | 1726 |
| 461 | 14453 |  | 44257 | 4436 |  | 2465 |
|  | 247 |  | 141 | 100 | 5355 | 2190 |
|  | 116 |  |  |  |  | 176 |
| 21 |  |  | 60 |  | 7 |  |
|  | 22979 |  |  |  |  | 13 |
|  | 1421 |  |  |  | 2728 | 125 |
| 3 | 12 | 2 | 10 | 22 | 12 | 5 |
| 392929 | 1918538 | 294924 | 1693458 | 3654839 | 1794298 | 1108435 |
|  | 3270 |  |  |  |  |  |
| 71 | 20392 | 260 | 3030 | 3796 | 6978 | 735 |
| 795 | 20184 |  | 124360 | 20345 |  | 25016 |
| 22 | 73 |  | 194 | 165 |  | 2136 |
|  |  |  |  |  |  | 113769 |
| 9 |  |  | 62 |  |  |  |
|  | 2193 |  |  |  | 2438 | 910 |
|  |  |  |  |  |  | 54 |
|  |  |  |  |  |  | 194915 |
|  |  |  | 391 | 130 |  |  |
|  | 278 |  |  |  |  | 337 |
|  | 154 |  |  |  |  |  |
|  | 26838 |  |  |  |  | 218 |
| 33 | 555 |  | 115 | 377 | 85 | 117 |
|  |  |  | 15 |  |  |  |
| 3 | 13 | 2 | 11 | 24 | 12 | 5 |
| 1 | 5 | 1 | 4 | 9 | 5 | 2 |
| 30 | 593 | 15 | 88 | 196 | 110 | 866 |
| 964 | 74548 | 278 | 128270 | 25042 | 9628 | 339080 |
| $391965 | $1843990 | $294646 | $1565188 | $3629797 | $1784670 | $769355 |
| $404543 | $2043250 | $309217 | $1677201 | $3941142 | $580535 | $716552 |
| 174 | 3271 |  | 20115 | 27166 | 25109 |  |
|  | 5779 |  |  |  |  | 22 |
|  | 1058 |  |  |  |  | (282) |
|  |  |  |  |  |  | (475) |
|  |  |  |  |  |  | 122370 |
|  | 3158 |  |  |  |  |  |
| $413542 | $2404458 | $315392 | $1661858 | $4165922 | $603111 | $840237 |
| (21577) | (560468) | (20746) | (96670) | (536125) | 1181559 | (70882) |
| $391965 | $1843990 | $294646 | $1565188 | $3629797 | $1784670 | $769355 |
| $9.68 | $8.06 | $9.02 | $9.43 | $8.72 | $21.67 | $8.42 |
| ($391,965,225 ÷ <br> 40,475,925 shares) | ($1,843,990,413 ÷ <br> 228,867,777 shares) | ($294,645,814 ÷ <br> 32,659,359 shares) | ($1,565,188,240 ÷ <br> 166,012,814 shares) | ($3,629,796,866 ÷ <br> 416,354,406 shares) | ($1,784,669,858 ÷ <br> 82,364,188 shares) | ($769,354,871 ÷ <br> 91,324,291 shares) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF OPERATIONS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited)

---

| | | |
|:---|:---|:---|
| | **Large Cap Fund** | **Large Cap Disciplined Equity Fund** |
| **Investment Income:** |  |  |
| &nbsp;&nbsp;&nbsp;Dividends | $7686 | $10748 |
| &nbsp;&nbsp;&nbsp;Income from affiliated investments | 189 | 669 |
| &nbsp;&nbsp;&nbsp;Interest income | 3 | 9 |
| &nbsp;&nbsp;&nbsp;Security lending income — net<sup>(1)</sup> | 6 |  |
| &nbsp;&nbsp;&nbsp;Less: foreign taxes withheld | (15) | (19) |
| &nbsp;&nbsp;&nbsp;Total Investment Income | 7869 | 11407 |
| **Expenses:** |  |  |
| &nbsp;&nbsp;&nbsp;Investment advisory fees | 1455 | 2630 |
| &nbsp;&nbsp;&nbsp;Administration fees | 182 | 329 |
| &nbsp;&nbsp;&nbsp;Trustees' fees | 10 | 17 |
| &nbsp;&nbsp;&nbsp;Chief compliance officer fees | 3 | 4 |
| &nbsp;&nbsp;&nbsp;Custodian/wire agent fees | 17 | 31 |
| &nbsp;&nbsp;&nbsp;Professional fees | 16 | 28 |
| &nbsp;&nbsp;&nbsp;Registration fees | 6 | 10 |
| &nbsp;&nbsp;&nbsp;Printing fees | 3 | 6 |
| &nbsp;&nbsp;&nbsp;Licensing fees |  |  |
| &nbsp;&nbsp;&nbsp;Other expenses | 28 | 51 |
| &nbsp;&nbsp;&nbsp;Total Expenses | 1720 | 3106 |
| &nbsp;&nbsp;&nbsp;Less: |  |  |
| &nbsp;&nbsp;&nbsp;Waiver of investment advisory fees | (873) | (1644) |
| &nbsp;&nbsp;&nbsp;Waiver of administration fees | (182) | (329) |
| &nbsp;&nbsp;&nbsp;Net Expenses | 665 | 1133 |
| **Net Investment Income** | 7204 | 10274 |
| **Net Realized Gain (Loss) on:** |  |  |
| &nbsp;&nbsp;&nbsp;Investments | 6890 | (31489) |
| &nbsp;&nbsp;&nbsp;Affiliated investments |  |  |
| &nbsp;&nbsp;&nbsp;Futures contracts | (816) | (412) |
| &nbsp;&nbsp;&nbsp;Swap contracts | – | (5791) |
| **Net Realized Gain (Loss)** | 6074 | (37692) |
| **Net Change in Unrealized Appreciation (Depreciation) on:** |  |  |
| &nbsp;&nbsp;&nbsp;Investments | (11560) | 25133 |
| &nbsp;&nbsp;&nbsp;Affiliated investments | 1 |  |
| &nbsp;&nbsp;&nbsp;Futures contracts | 547 | 627 |
| &nbsp;&nbsp;&nbsp;Swap contracts |  | 1870 |
| &nbsp;&nbsp;&nbsp;Foreign currency translation of other assets and liabilities denominated in foreign currencies | – | (1) |
| **Net Change in Unrealized Appreciation (Depreciation)** | (11012) | 27629 |
| **Net Realized and Unrealized Gain (Loss)** | (4938) | (10063) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $2266 | $211 |

---

(1) Income is from the investment of collateral in an affiliated security.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Large Cap Index Fund** | **S&P 500 Index Fund** | **Extended Market Index Fund** | **Small Cap Fund** | **Small Cap II Fund** | **Small/Mid Cap Equity Fund** | **U.S. Equity Factor Allocation Fund** |
| $14675 | $40578 | $9530 | $2032 | $2265 | $7869 | $8820 |
| 55 | 338 | 104 | 49 | 65 | 295 | 105 |
| 3 | 9 | 3 |  |  |  | 45 |
| 83 | 13 | 817 | 22 | 46 | 42 |  |
| (6) | (12) | (15) | (3) | (9) | (31) | (13) |
| 14810 | 40926 | 10439 | 2100 | 2367 | 8175 | 8957 |
| 432 | 703 | 818 | 719 | 943 | 2807 | 1105 |
| 432 | 1172 | 341 | 55 | 73 | 216 | 221 |
| 22 | 60 | 17 | 3 | 4 | 11 | 11 |
| 6 | 16 | 5 | 1 | 1 | 3 | 3 |
| 42 | 113 | 32 | 5 | 7 | 21 | 7 |
| 38 | 102 | 29 | 5 | 7 | 18 | 19 |
| 13 | 36 | 10 | 1 | 2 | 6 | 6 |
| 8 | 22 | 7 | 1 | 1 | 4 | 4 |
|  | 605 |  |  |  |  |  |
| 189 | 182 | 121 | 8 | 12 | 33 | 33 |
| 1182 | 3011 | 1380 | 798 | 1050 | 3119 | 1409 |
| (346) | (469) | (614) | (251) | (348) | (1123) | (1105) |
| (432) | (1172) | (341) | (55) | (73) | (216) | (221) |
| 404 | 1370 | 425 | 492 | 629 | 1780 | 83 |
| 14406 | 39556 | 10014 | 1608 | 1738 | 6395 | 8874 |
| 125396 | 147055 | (24462) | (7221) | (1655) | (8312) | 6934 |
| 37 | (1) | (19) |  |  |  |  |
| (405) | (1268) | (185) | (411) | 151 | 1074 | 1247 |
| – | – | – | – | – | – | – |
| 125028 | 145786 | (24666) | (7632) | (1504) | (7238) | 8181 |
| (158006) | (228754) | 1941 | 10522 | 5507 | (8530) | (23836) |
| (15) | (1) | 77 |  | (1) | (1) |  |
| 411 | 679 | 954 | 23 | (115) |  | (1964) |
| – | – | 1 | – | – | – | – |
| (157610) | (228076) | 2973 | 10545 | 5391 | (8531) | (25800) |
| (32582) | (82290) | (21693) | 2913 | 3887 | (15769) | (17619) |
| $(18176) | $(42734) | $(11679) | $4521 | $5625 | $(9374) | $(8745) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF OPERATIONS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| | **U.S. Managed Volatility Fund** | **Global Managed Volatility Fund** | **World Equity Ex-US Fund** |
| **Investment Income:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Dividends | $11630 | $32883 | $131228 |
| &nbsp;&nbsp;&nbsp;Income from affiliated investments | 188 | 367 | 1593 |
| &nbsp;&nbsp;&nbsp;Interest income | 4 | 114 | 1321 |
| &nbsp;&nbsp;&nbsp;Security lending income — net<sup>(1)</sup> | 18 | 143 | 583 |
| &nbsp;&nbsp;&nbsp;Less: foreign taxes withheld | (64) | (1613) | (13214) |
| &nbsp;&nbsp;&nbsp;Total Investment Income | 11776 | 31894 | 121511 |
| **Expenses:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investment advisory fees | 2702 | 7447 | 21550 |
| &nbsp;&nbsp;&nbsp;Administration fees | 208 | 573 | 1959 |
| &nbsp;&nbsp;&nbsp;Trustees' fees | 10 | 29 | 98 |
| &nbsp;&nbsp;&nbsp;Chief compliance officer fees | 3 | 8 | 26 |
| &nbsp;&nbsp;&nbsp;Custodian/wire agent fees | 20 | 83 | 780 |
| &nbsp;&nbsp;&nbsp;Professional fees | 18 | 49 | 168 |
| &nbsp;&nbsp;&nbsp;Registration fees | 6 | 16 | 53 |
| &nbsp;&nbsp;&nbsp;Printing fees | 4 | 11 | 37 |
| &nbsp;&nbsp;&nbsp;Other expenses | 31 | 84 | 313 |
| &nbsp;&nbsp;&nbsp;Total Expenses | 3002 | 8300 | 24984 |
| &nbsp;&nbsp;&nbsp;Less: |  |  |  |
| &nbsp;&nbsp;&nbsp;Waiver of investment advisory fees | (1954) | (4831) | (11754) |
| &nbsp;&nbsp;&nbsp;Waiver of administration fees | (208) | (573) | (1959) |
| &nbsp;&nbsp;&nbsp;Net Expenses | 840 | 2896 | 11271 |
| **Net Investment Income** | 10936 | 28998 | 110240 |
| **Net Realized Gain (Loss) on:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | 37863 | 11877 | (671990) |
| &nbsp;&nbsp;&nbsp;Affiliated investments |  | (2) | (4) |
| &nbsp;&nbsp;&nbsp;Futures contracts | (738) | (23) | 6570 |
| &nbsp;&nbsp;&nbsp;Foreign currency transactions | (4) | (1267) | (16800) |
| &nbsp;&nbsp;&nbsp;Foreign forward currency contracts | (1) | 37851 | 10511 |
| &nbsp;&nbsp;&nbsp;Purchased options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Foreign capital gains tax |  |  | (1541) |
| &nbsp;&nbsp;&nbsp;Written options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Swap contracts | – | – | – |
| **Net Realized Gain (Loss)** | 37120 | 48436 | (673254) |
| **Net Change in Unrealized Appreciation (Depreciation) on:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | (17837) | (57673) | 12500 |
| &nbsp;&nbsp;&nbsp;Affiliated investments |  | 3 | 3 |
| &nbsp;&nbsp;&nbsp;Futures contracts | 389 | 234 | (399) |
| &nbsp;&nbsp;&nbsp;Purchased options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Written options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Swap contracts |  |  |  |
| &nbsp;&nbsp;&nbsp;Foreign capital gains tax on appreciated securities |  |  | 1355 |
| &nbsp;&nbsp;&nbsp;Foreign currency translation of other assets and liabilities denominated in foreign currencies | (4) | 140 | (121) |
| &nbsp;&nbsp;&nbsp;Foreign forward currency contracts | – | (11320) | 5164 |
| **Net Change in Unrealized Appreciation (Depreciation)** | (17452) | (68616) | 18502 |
| **Net Realized and Unrealized Gain (Loss)** | 19668 | (20180) | (654752) |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | $30604 | $8818 | $(544512) |

---

(1) Income is from the investment of collateral in an affiliated security.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Screened World Equity Ex-US Fund** | **World Select Equity Fund** | **Emerging Markets Equity Fund** | **Opportunistic Income Fund** | **Core Fixed Income Fund** | **High Yield Bond Fund** |
| $2644 | $3190 | $24778 | $45 | $67 | $1124 |
| 31 | 37 | 222 | 306 | 2882 | 326 |
| 22 | 29 | 107 | 13894 | 127257 | 110956 |
|  |  |  |  | 26 |  |
| (387) | (238) | (2353) | – | – | – |
| 2310 | 3018 | 22754 | 14245 | 130232 | 112406 |
| 449 | 649 | 5279 | 1379 | 11975 | 5069 |
| 35 | 59 | 251 | 153 | 1773 | 520 |
| 2 | 3 | 13 | 8 | 101 | 27 |
|  | 1 | 3 | 2 | 27 | 7 |
| 42 | 134 | 481 | 15 | 192 | 51 |
| 3 | 5 | 22 | 13 | 170 | 45 |
| 1 | 2 | 7 | 5 | 57 | 16 |
| 1 | 1 | 5 | 3 | 38 | 10 |
| 6 | 8 | 39 | 23 | 303 | 82 |
| 539 | 862 | 6100 | 1601 | 14636 | 5827 |
| (304) | (330) | (2564) | (700) | (7983) | (2366) |
| (35) | (59) | (251) | (153) | (1773) | (520) |
| 200 | 473 | 3285 | 748 | 4880 | 2941 |
| 2110 | 2545 | 19469 | 13497 | 125352 | 109465 |
| (5651) | (2252) | (31098) | (4455) | (287491) | (69931) |
| 140 | (2749) | (2985) | 1105 | (46624) |  |
| (175) | 288 | (347) |  | (50) |  |
| (4) | 1893 |  |  | (881) |  |
|  | (41) |  |  | (6369) |  |
| 40 |  | (348) |  |  |  |
|  |  |  |  | 8827 |  |
| – | – | – | – | 15091 | (86) |
| (5650) | (2861) | (34778) | (3350) | (317497) | (70017) |
| (2690) | (2253) | (69791) | (8628) | (185398) | (128263) |
| (68) | 1965 | 1726 | (108) | 3823 |  |
|  |  |  |  | 1661 |  |
|  |  |  |  | 1128 |  |
|  |  |  |  | (4859) |  |
| 25 | (5) | 135 |  |  |  |
| (8) | 37 | (20) |  | (16) |  |
| – | (948) | – | – | 248 | – |
| (2741) | (1204) | (67950) | (8736) | (183413) | (128263) |
| (8391) | (4065) | (102728) | (12086) | (500910) | (198280) |
| $(6281) | $(1520) | $(83259) | $1411 | $(375558) | $(88815) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF OPERATIONS / CONSOLIDATED STATEMENTS OF OPERATIONS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| | **Long Duration Fund** | **Long Duration Credit Fund** | **Ultra Short Duration Bond Fund** |
| **Investment Income:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Dividends | $– | $– | $– |
| &nbsp;&nbsp;&nbsp;Income from affiliated investments | 69 | 261 | 21 |
| &nbsp;&nbsp;&nbsp;Interest income | 14382 | 61141 | 4753 |
| &nbsp;&nbsp;&nbsp;Security lending income — net<sup>(1)</sup> |  |  |  |
| &nbsp;&nbsp;&nbsp;Less: foreign taxes withheld | – | – | (1) |
| &nbsp;&nbsp;&nbsp;Total Investment Income | 14451 | 61402 | 4773 |
| **Expenses:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investment advisory fees | 979 | 4118 | 330 |
| &nbsp;&nbsp;&nbsp;Administration fees | 163 | 686 | 110 |
| &nbsp;&nbsp;&nbsp;Trustees' fees | 9 | 35 | 6 |
| &nbsp;&nbsp;&nbsp;Chief compliance officer fees | 2 | 9 | 2 |
| &nbsp;&nbsp;&nbsp;Custodian/wire agent fees | 16 | 63 | 11 |
| &nbsp;&nbsp;&nbsp;Professional fees | 14 | 59 | 10 |
| &nbsp;&nbsp;&nbsp;Registration fees | 6 | 22 | 4 |
| &nbsp;&nbsp;&nbsp;Printing fees | 3 | 13 | 2 |
| &nbsp;&nbsp;&nbsp;Interest expense on reverse repurchase agreements |  |  |  |
| &nbsp;&nbsp;&nbsp;Dividend expense on securities sold short |  |  |  |
| &nbsp;&nbsp;&nbsp;Other expenses | 25 | 101 | 18 |
| &nbsp;&nbsp;&nbsp;Total Expenses | 1217 | 5106 | 493 |
| &nbsp;&nbsp;&nbsp;Less: |  |  |  |
| &nbsp;&nbsp;&nbsp;Waiver of investment advisory fees | (588) | (2471) | (110) |
| &nbsp;&nbsp;&nbsp;Waiver of administration fees | (163) | (686) | (110) |
| &nbsp;&nbsp;&nbsp;Net Expenses | 466 | 1949 | 273 |
| **Net Investment Income** | 13985 | 59453 | 4500 |
| **Net Realized Gain (Loss) on:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | (22734) | (72953) | (2617) |
| &nbsp;&nbsp;&nbsp;Securities sold short |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures contracts | (3875) | (3839) | 340 |
| &nbsp;&nbsp;&nbsp;Foreign currency transactions |  |  |  |
| &nbsp;&nbsp;&nbsp;Foreign forward currency contracts |  |  |  |
| &nbsp;&nbsp;&nbsp;Purchased options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Written options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Swap contracts | (29) | (50) | – |
| **Net Realized Gain (Loss)** | (26638) | (76842) | (2277) |
| **Net Change in Unrealized Appreciation (Depreciation) on:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Investments | (40860) | (203917) | (3603) |
| &nbsp;&nbsp;&nbsp;Securities sold short |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures contracts | 364 | 122 | (62) |
| &nbsp;&nbsp;&nbsp;Purchased options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Written options and swaptions |  |  |  |
| &nbsp;&nbsp;&nbsp;Swap contracts | (314) | (492) |  |
| &nbsp;&nbsp;&nbsp;Foreign currency translation of other assets and liabilities denominated in foreign currencies |  |  |  |
| &nbsp;&nbsp;&nbsp;Foreign forward currency contracts | – | – | – |
| **Net Change in Unrealized Appreciation (Depreciation)** | (40810) | (204287) | (3665) |
| **Net Realized and Unrealized Loss** | (67448) | (281129) | (5942) |
| **Net Decrease in Net Assets Resulting from Operations** | $(53463) | $(221676) | $(1442) |

---

(1) Income is from the investment of collateral in an affiliated security.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Emerging Markets Debt Fund** | **Real Return Fund** | **Limited Duration Bond Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** |
| $– | $– | $– | $– | $13936 | $3072 |
|  |  | 353 | 462 | 129 |  |
| 60550 | 8480 | 16931 | 58879 | 1113 | 15657 |
| 26 |  |  |  |  |  |
| (504) | – | – | – | (5) | – |
| 60072 | 8480 | 17284 | 59341 | 15173 | 18729 |
| 7823 | 324 | 1956 | 4260 | 5303 | 2074 |
| 460 | 74 | 391 | 852 | 442 | 189 |
| 23 | 4 | 19 | 42 | 22 | 9 |
| 6 | 1 | 5 | 11 | 6 | 2 |
| 358 | 2 | 36 | 80 | 19 | 19 |
| 39 | 6 | 33 | 72 | 38 | 16 |
| 14 | 2 | 10 | 23 | 13 | 5 |
| 9 | 1 | 7 | 16 | 8 | 4 |
|  |  |  |  |  | 1750 |
|  |  |  |  |  | 967 |
| 70 | 10 | 58 | 127 | 67 | 28 |
| 8802 | 424 | 2515 | 5483 | 5918 | 5063 |
| (4417) | (324) | (1252) | (2045) | (4772) | (1357) |
| (460) | (74) | (391) | (852) | (442) | (189) |
| 3925 | 26 | 872 | 2586 | 704 | 3517 |
| 56147 | 8454 | 16412 | 56755 | 14469 | 15212 |
| (139269) | (1494) | (19820) | (94547) | 17442 | (22752) |
|  |  |  |  |  | (7435) |
| (355) |  | 1879 | 1383 | (9972) | (2424) |
| (30469) |  |  |  | (4) | (90) |
| 6108 |  |  |  |  | 256 |
|  |  |  |  |  | (1810) |
|  |  |  |  |  | 1122 |
| (5418) | – | – | – | (7309) | (6360) |
| (169403) | (1494) | (17941) | (93164) | 157 | (39493) |
| 53543 | (17221) | (19312) | (88175) | (43201) | 783 |
|  |  |  |  |  | 6913 |
| (1665) |  | (660) | (196) | 7047 | (1977) |
|  |  |  |  |  | (452) |
|  |  |  |  |  | 401 |
| 1140 |  |  |  | (4169) | 2508 |
| (2733) |  |  |  |  | 60 |
| (4032) | – | – | – | – | (172) |
| 46253 | (17221) | (19972) | (88371) | (40323) | 8064 |
| (123150) | (18715) | (37913) | (181535) | (40166) | (31429) |
| $(67003) | $(10261) | $(21501) | $(124780) | $(25697) | $(16217) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited) and the year ended May 31, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** |
| | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | $7204 | $15409 | $10274 | $20337 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) | 6074 | 125459 | (37692) | 253733 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) | (11012) | (145335) | 27629 | (255392) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets Resulting from Operations | 2266 | (4467) | 211 | 18678 |
| **Distributions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A | (6890) | (183048) | (1730) | (430585) |
| &nbsp;&nbsp;&nbsp;Total Distributions | (6890) | (183048) | (1730) | (430585) |
| **Capital Share Transactions:<sup>(1)</sup>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Class A: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued | 18600 | 54372 | 110273 | 182166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of dividends & distributions | 6727 | 178768 | 1676 | 418999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed | (44229) | (369099) | (208454) | (468905) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) from Class A Transactions | (18902) | (135959) | (96505) | 132260 |
| &nbsp;&nbsp;&nbsp;Net Decrease in Net Assets | (23526) | (323474) | (98024) | (279647) |
| **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Beginning of Period** | 773846 | 1097320 | 1389157 | 1668804 |
| &nbsp;&nbsp;&nbsp;**End of Period** | $750320 | $773846 | $1291133 | $1389157 |

---

(1) See Note 7 in the Notes to Financial Statements for additional information.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Large Cap Index Fund** | **Large Cap Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap II Fund** | **Small Cap II Fund** |
| 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| $14406 | $29759 | $39556 | $77577 | $10014 | $15901 | $1608 | $2469 | $1738 | $3169 |
| 125028 | 210980 | 145786 | 459118 | (24666) | 111185 | (7632) | 22411 | (1504) | 38143 |
| (157610) | (276102) | (228076) | (487428) | 2973 | (451157) | 10545 | (48892) | 5391 | (87057) |
| (18176) | (35363) | (42734) | 49267 | (11679) | (324071) | 4521 | (24012) | 5625 | (45745) |
| (13681) | (201363) | (37282) | (393408) | (7521) | (275638) | (1434) | (64589) | (1438) | (92457) |
| (13681) | (201363) | (37282) | (393408) | (7521) | (275638) | (1434) | (64589) | (1438) | (92457) |
| 85447 | 337657 | 162488 | 741971 | 57603 | 387015 | 8686 | 27313 | 9611 | 50219 |
| 13162 | 192909 | 36423 | 383991 | 7311 | 266218 | 1377 | 61811 | 1402 | 90728 |
| (281497) | (672504) | (569596) | (1927685) | (179112) | (355002) | (17108) | (59952) | (45535) | (188113) |
| (182888) | (141938) | (370685) | (801723) | (114198) | 298231 | (7045) | 29172 | (34522) | (47166) |
| (214745) | (378664) | (450701) | (1145864) | (133398) | (301478) | (3958) | (59429) | (30335) | (185368) |
| 1919037 | 2297701 | 5106116 | 6251980 | 1453682 | 1755160 | 227791 | 287220 | 324229 | 509597 |
| $1704292 | $1919037 | $4655415 | $5106116 | $1320284 | $1453682 | $223833 | $227791 | $293894 | $324229 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited) and the year ended May 31, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** |
| | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| **Operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | $6395 | $10485 | $8874 | $16369 | $10936 | $24956 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) | (7238) | 126182 | 8181 | 153436 | 37120 | 113124 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) | (8531) | (202058) | (25800) | (157433) | (17452) | (93016) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets Resulting from Operations | (9374) | (65391) | (8745) | 12372 | 30604 | 45064 |
| **Distributions:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A | (5358) | (247893) | (8173) | (204097) | (9643) | (190752) |
| &nbsp;&nbsp;&nbsp;Total Distributions | (5358) | (247893) | (8173) | (204097) | (9643) | (190752) |
| **Capital Share Transactions:<sup>(1)</sup>** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Class A: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued | 76357 | 116662 | 652197 | 136205 | 90929 | 61587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of dividends & distributions | 5237 | 243319 | 7817 | 198213 | 9525 | 188893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed | (140238) | (275526) | (700038) | (261448) | (100707) | (333213) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) from Class A Transactions | (58644) | 84455 | (40024) | 72970 | (253) | (82733) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets | (73376) | (228829) | (56942) | (118755) | 20708 | (228421) |
| **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Beginning of Period** | 944301 | 1173130 | 949390 | 1068145 | 887170 | 1115591 |
| &nbsp;&nbsp;&nbsp;**End of Period** | $870925 | $944301 | $892448 | $949390 | $907878 | $887170 |

---

(1) See Note 7 in the Notes to Financial Statements for additional information.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **World Select Equity Fund** | **World Select Equity Fund** |
| 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| $28998 | $63574 | $110240 | $246219 | $2110 | $3593 | $2545 | $6485 |
| 48436 | 255309 | (673254) | 502212 | (5650) | 7969 | (2861) | 43146 |
| (68616) | (211887) | 18502 | (2018204) | (2741) | (27676) | (1204) | (61599) |
| 8818 | 106996 | (544512) | (1269773) | (6281) | (16114) | (1520) | (11968) |
|  | (353691) |  | (2002232) |  | (22946) |  | (24212) |
|  | (353691) |  | (2002232) |  | (22946) |  | (24212) |
| 314331 | 525659 | 557031 | 1429685 | 4561 | 49010 | 3446 | 16949 |
|  | 344831 |  | 1946470 |  | 14452 |  | 24212 |
| (435222) | (888943) | (748614) | (1815004) | (9733) | (6635) | (9757) | (112065) |
| (120891) | (18453) | (191583) | 1561151 | (5172) | 56827 | (6311) | (70904) |
| (112073) | (265148) | (736095) | (1710854) | (11453) | 17767 | (7831) | (107084) |
| 2457371 | 2722519 | 8786841 | 10497695 | 154699 | 136932 | 256449 | 363533 |
| $2345298 | $2457371 | $8050746 | $8786841 | $143246 | $154699 | $248618 | $256449 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited) and the year ended May 31, 2022

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** |
| | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| **Operations:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | $19469 | $25294 | $13497 | $20042 | $125352 | $161492 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) | (34778) | 97896 | (3350) | 70 | (317497) | (289242) |
| &nbsp;&nbsp;&nbsp;Net change in unrealized (depreciation) | (67950) | (298442) | (8736) | (25489) | (183413) | (672733) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets Resulting from Operations | (83259) | (175252) | 1411 | (5377) | (375558) | (800483) |
| **Distributions:** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A |  | (192160) | (11773) | (20910) | (126512) | (179337) |
| &nbsp;&nbsp;&nbsp;Total Distributions |  | (192160) | (11773) | (20910) | (126512) | (179337) |
| **Capital Share Transactions:<sup>(1)</sup>** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Class A: |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued | 96449 | 277355 | 14856 | 92555 | 376989 | 1645459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of dividends & distributions |  | 181740 | 11278 | 20321 | 121104 | 171717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed | (130962) | (324068) | (115546) | (412983) | (764858) | (1426257) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) from Class A Transactions | (34513) | 135027 | (89412) | (300107) | (266765) | 390919 |
| &nbsp;&nbsp;&nbsp;Net Decrease in Net Assets | (117772) | (232385) | (99774) | (326394) | (768835) | (588901) |
| **Net Assets** |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Beginning of Period** | 1139272 | 1371657 | 666905 | 993299 | 8516949 | 9105850 |
| &nbsp;&nbsp;&nbsp;**End of Period** | $1021500 | $1139272 | $567131 | $666905 | $7748114 | $8516949 |

---

(1) See Note 7 in the Notes to Financial Statements for additional information.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **High Yield Bond Fund** | **High Yield Bond Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** |
| 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| $109465 | $163531 | $13985 | $33945 | $59453 | $121793 | $4500 | $5000 |
| (70017) | 24402 | (26638) | 8734 | (76842) | 21067 | (2277) | (756) |
| (128263) | (259840) | (40810) | (160807) | (204287) | (628771) | (3665) | (11863) |
| (88815) | (71907) | (53463) | (118128) | (221676) | (485911) | (1442) | (7619) |
| (81312) | (166861) | (13985) | (50657) | (59337) | (238675) | (4599) | (5654) |
| (81312) | (166861) | (13985) | (50657) | (59337) | (238675) | (4599) | (5654) |
| 96468 | 299342 | 70486 | 98262 | 640757 | 833300 | 75542 | 150354 |
| 77872 | 160356 | 13962 | 50551 | 59323 | 237257 | 4519 | 5581 |
| (299729) | (801506) | (73310) | (568223) | (500949) | (2066624) | (205607) | (342391) |
| (125389) | (341808) | 11138 | (419410) | 199131 | (996067) | (125546) | (186456) |
| (295516) | (580576) | (56310) | (588195) | (81882) | (1720653) | (131587) | (199729) |
| 2262547 | 2843123 | 709737 | 1297932 | 2827904 | 4548557 | 523552 | 723281 |
| $1967031 | $2262547 | $653427 | $709737 | $2746022 | $2827904 | $391965 | $523552 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**STATEMENTS OF CHANGES IN NET ASSETS / CONSOLIDATED STATEMENTS OF CHANGES IN NET ASSETS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited) and the year ended May 31, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Real Return Fund** | **Real Return Fund** |
| | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| **Operations:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Net investment income | $56147 | $113114 | $8454 | $22195 |
| &nbsp;&nbsp;&nbsp;Net realized gain (loss) | (169403) | (111772) | (1494) | 3432 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) | 46253 | (371562) | (17221) | (18774) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets Resulting from Operations | (67003) | (370220) | (10261) | 6853 |
| **Distributions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Class A |  | (93762) | (13677) | (20036) |
| &nbsp;&nbsp;&nbsp;Total Distributions |  | (93762) | (13677) | (20036) |
| **Capital Share Transactions:<sup>(1)</sup>** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Class A: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued | 133731 | 438245 | 32886 | 55251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reinvestment of dividends & distributions |  | 89939 | 13254 | 18688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed | (195926) | (486693) | (21804) | (102324) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) from Class A Transactions | (62195) | 41491 | 24336 | (28385) |
| &nbsp;&nbsp;&nbsp;Net Increase (Decrease) in Net Assets | (129198) | (422491) | 398 | (41568) |
| **Net Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;**Beginning of Period** | 1973188 | 2395679 | 294248 | 335816 |
| &nbsp;&nbsp;&nbsp;**End of Period** | $1843990 | $1973188 | $294646 | $294248 |

---

(1) See Note 7 in the Notes to Financial Statements for additional information.

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** |
| 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 | 06/01/22 to <br> 11/30/22 | 06/01/21 to <br> 05/31/22 |
| $16412 | $16170 | $56755 | $99832 | $14469 | $24654 | $15212 | $33375 |
| (17941) | (15261) | (93164) | (36025) | 157 | 232037 | (39493) | 68284 |
| (19972) | (48460) | (88371) | (447775) | (40323) | (177524) | 8064 | 15147 |
| (21501) | (47551) | (124780) | (383968) | (25697) | 79167 | (16217) | 116806 |
| (16745) | (23041) | (56773) | (151541) |  | (342772) |  | (76427) |
| (16745) | (23041) | (56773) | (151541) |  | (342772) |  | (76427) |
| 186144 | 608288 | 647392 | 973744 | 391003 | 289806 | 144279 | 201452 |
| 16474 | 22357 | 56772 | 151026 |  | 326774 |  | 69828 |
| (208506) | (477233) | (360864) | (1060150) | (463761) | (529150) | (143270) | (238301) |
| (5888) | 153412 | 343300 | 64620 | (72758) | 87430 | 1009 | 32979 |
| (44134) | 82820 | 161747 | (470889) | (98455) | (176175) | (15208) | 73358 |
| 1609322 | 1526502 | 3468050 | 3938939 | 1883125 | 2059300 | 784563 | 711205 |
| $1565188 | $1609322 | $3629797 | $3468050 | $1784670 | $1883125 | $769355 | $784563 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**CONSOLIDATED STATEMENT OF CASH FLOWS ($ Thousands)** 

For the six month period ended November 30, 2022 (Unaudited)

---

| | |
|:---|:---|
| | **Multi-Asset Real Return Fund** |
| **Cash Flows from Operating Activities:** |  |
| Net Decrease in Net Assets Resulting from Operations | $(16217) |
| Adjustments to Reconcile Net Increase in Net Assets Resulting from Operations to Net Cash Provided by Operating Activities: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Purchase of investment securities | (807692) |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from disposition of investment securities | 908061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Purchased options/swaptions and purchases to cover written options/swaptions | (593) |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from sale of options/swaptions and expired options/swaptions | 524 |
| &nbsp;&nbsp;&nbsp;&nbsp;Purchases to cover securities sold short | (42045) |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from securities sold short | 49341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Amortization (accretion of market discount) | (10294) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net Realized (Gain) Loss on:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments | 22752 |
| &nbsp;&nbsp;&nbsp;&nbsp;Options/Swaptions | 688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities sold short | 7435 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Net Change in Unrealized (Appreciation) Depreciation on:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments  | (783) |
| &nbsp;&nbsp;&nbsp;&nbsp;Options/Swaptions | 51 |
| &nbsp;&nbsp;&nbsp;&nbsp;Securities sold short | (6913) |
| &nbsp;&nbsp;&nbsp;&nbsp;**Changes in Assets:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on futures contracts | (337) |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash pledged as collateral on swap contracts | 2418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends and interest receivable | 37 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for investment securities sold | (2373) |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivable for variation margin | (786) |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized gain on forward foreign currency contracts | 226 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap contracts, at value | 124 |
| &nbsp;&nbsp;&nbsp;&nbsp;Deposits from counterparty | (18) |
| &nbsp;&nbsp;&nbsp;&nbsp;Prepaid expenses | 1 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Changes in Liabilities:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investment securities purchased | 10268 |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for variation margin | 235 |
| &nbsp;&nbsp;&nbsp;&nbsp;Swap contracts, at value | (898) |
| &nbsp;&nbsp;&nbsp;&nbsp;Unrealized loss on forward foreign currency contracts | (54) |
| &nbsp;&nbsp;&nbsp;&nbsp;Investment advisory fees payable | (9) |
| &nbsp;&nbsp;&nbsp;&nbsp;Trustees fees payable |  |
| &nbsp;&nbsp;&nbsp;&nbsp;CCO fees payable |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued expense payable | 763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Cash Provided by Operating Activities | 113912 |
| **Cash Flows from Financing Activities** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Reverse repurchase agreements | 47912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Proceeds from shares issued | 127623 |
| &nbsp;&nbsp;&nbsp;&nbsp;Distributions from net investment income  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cost of shares redeemed | (146089) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Cash Provided by Financing Activities | 29446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net Change in Cash and Foreign Currency | 143358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash and Foreign Currency at Beginning of Period | $131121 |
| &nbsp;&nbsp;&nbsp;&nbsp;Cash and Foreign Currency at End of Period | $274479 |
| **Supplemental Disclosure of Cash Flow Information** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest paid | $1750 |

---

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

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**FINANCIAL HIGHLIGHTS** 

For the period ended November 30, 2022 (Unaudited) and the years or period ended May 31, (unless otherwise indicated)

For a share outstanding throughout each period

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Net Asset<br> Value,<br> Beginning of<br> Period | Net<br> Investment<br> Income<sup>(1)</sup> | Net Realized<br> and Unrealized<br> Gains (Losses) on<br> Investments | Total<br> from<br> Operations | Distributions<br> from Net<br> Investment<br> Income | Distributions<br> from Net<br> Realized<br> Capital<br> Gains | Total<br> Distributions | Net Asset<br> Value, End<br> of Period | Total<br> Return<sup>†</sup> | Net Assets<br> End of Period <br> ($ Thousands) | Ratio of Net<br> Expenses<br> to Average<br> Net Assets<sup>\*</sup> | Ratio of Expenses<br> to Average<br> Net Assets<br> (Excluding Waivers) | Ratio of Net<br> Investment<br> Income (Loss) <br> to Average<br> Net Assets | Portfolio<br> Turnover<br> Rate<sup>†</sup> |
| **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $15.07 | $0.14 | $(0.09) | $0.05 | $(0.14) | $— | $(0.14) | $14.98 | 0.38% | $750320 | 0.18% | 0.47% | 1.98% | 37% |
| &nbsp;&nbsp;2022 | 18.68 | 0.27 | (0.36) | (0.09) | (0.27) | (3.25) | (3.52) | 15.07 | (1.96) | 773846 | 0.18 | 0.47 | 1.56 | 76 |
| &nbsp;&nbsp;2021 | 13.95 | 0.27 | 5.57 | 5.84 | (0.29) | (0.82) | (1.11) | 18.68 | 43.39 | 1097320 | 0.18 | 0.47 | 1.70 | 78 |
| &nbsp;&nbsp;2020 | 14.73 | 0.30 | 0.66 | 0.96 | (0.29) | (1.45) | (1.74) | 13.95 | 5.78 | 941086 | 0.18 | 0.47 | 2.02 | 76 |
| &nbsp;&nbsp;2019 | 18.93 | 0.32 | (0.28) | 0.04 | (0.31) | (3.93) | (4.24) | 14.73 | 1.49 | 1090130 | 0.19 | 0.47 | 1.87 | 102 |
| &nbsp;&nbsp;2018 | 20.42 | 0.33 | 2.63 | 2.96 | (0.39) | (4.06) | (4.45) | 18.93 | 15.00 | 1368392 | 0.20 | 0.47 | 1.64 | 68 |
| **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.58 | $0.07 | $(0.06) | $0.01 | $(0.01) | $— | $(0.01) | $9.58 | 0.13% | $1291133 | 0.17% | 0.47% | 1.56% | 58% |
| &nbsp;&nbsp;2022 | 12.65 | 0.15 | 0.21 | 0.36 | (0.31) | (3.12) | (3.43) | 9.58 | 0.39 | 1389157 | 0.17 | 0.47 | 1.28 | 146 |
| &nbsp;&nbsp;2021 | 9.71 | 0.17 | 3.73 | 3.90 | (0.21) | (0.75) | (0.96) | 12.65 | 42.00 | 1668804 | 0.17 | 0.47 | 1.51 | 142 |
| &nbsp;&nbsp;2020 | 10.27 | 0.19 | 0.65 | 0.84 | (0.26) | (1.14) | (1.40) | 9.71 | 7.23 | 1380069 | 0.18 | 0.47 | 1.83 | 139 |
| &nbsp;&nbsp;2019 | 13.58 | 0.22 | (0.39) | (0.17) | (0.22) | (2.92) | (3.14) | 10.27 | (0.14) | 2003051 | 0.19 | 0.47 | 1.80 | 125 |
| &nbsp;&nbsp;2018 | 13.87 | 0.24 | 1.43 | 1.67 | (0.25) | (1.71) | (1.96) | 13.58 | 12.43 | 3033957 | 0.19 | 0.47 | 1.71 | 134 |
| **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $201.38 | $1.60 | $(2.73) | $(1.13) | $(1.50) | $— | $(1.50) | $198.75 | (0.51)% | $1704292 | 0.05% | 0.14% | 1.67% | 7% |
| &nbsp;&nbsp;2022 | 226.91 | 3.06 | (6.83) | (3.77) | (3.13) | (18.63) | (21.76) | 201.38 | (2.74) | 1919037 | 0.04 | 0.13 | 1.34 | 18 |
| &nbsp;&nbsp;2021 | 163.61 | 2.89 | 65.82 | 68.71 | (2.95) | (2.46) | (5.41) | 226.91 | 42.57 | 2297701 | 0.03 | 0.12 | 1.47 | 20 |
| &nbsp;&nbsp;2020 | 173.92 | 3.26 | 19.13 | 22.39 | (3.34) | (29.36) | (32.70) | 163.61 | 12.48 | 1750464 | 0.04 | 0.13 | 1.87 | 32 |
| &nbsp;&nbsp;2019 | 200.41 | 4.18 | 0.70 | 4.88 | (4.27) | (27.10) | (31.37) | 173.92 | 3.43 | 1636037 | 0.04 | 0.13 | 2.19 | 16 |
| &nbsp;&nbsp;2018 | 182.82 | 3.63 | 22.56 | 26.19 | (4.13) | (4.47) | (8.60) | 200.41 | 14.53 | 1989617 | 0.03 | 0.12 | 1.87 | 16 |
| **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $20.36 | $0.16 | $(0.27) | $(0.11) | $(0.15) | $— | $(0.15) | $20.10 | (0.47)% | $4655415 | 0.06% | 0.13% | 1.69% | 3% |
| &nbsp;&nbsp;2022 | 21.82 | 0.30 | (0.22) | 0.08 | (0.30) | (1.24) | (1.54) | 20.36 | (0.33) | 5106116 | 0.05 | 0.12 | 1.33 | 11 |
| &nbsp;&nbsp;2021 | 16.13 | 0.29 | 6.09 | 6.38 | (0.29) | (0.40) | (0.69) | 21.82 | 40.24 | 6251980 | 0.04 | 0.11 | 1.51 | 19 |
| &nbsp;&nbsp;2020 | 14.78 | 0.31 | 1.57 | 1.88 | (0.31) | (0.22) | (0.53) | 16.13 | 12.77 | 4277620 | 0.05 | 0.12 | 1.94 | 34 |
| &nbsp;&nbsp;2019 | 14.92 | 0.34 | 0.19 | 0.53 | (0.34) | (0.33) | (0.67) | 14.78 | 3.77 | 3975682 | 0.05 | 0.12 | 2.23 | 21 |
| &nbsp;&nbsp;2018 | 13.39 | 0.28 | 1.62 | 1.90 | (0.30) | (0.07) | (0.37) | 14.92 | 14.36 | 4258172 | 0.05 | 0.12 | 1.92 | 25 |
| **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $15.51 | $0.11 | $(0.18) | $(0.07) | $(0.08) | $— | $(0.08) | $15.36 | (0.41)% | $1320284 | 0.06% | 0.20% | 1.47% | 21% |
| &nbsp;&nbsp;2022 | 22.89 | 0.19 | (3.90) | (3.71) | (0.21) | (3.46) | (3.67) | 15.51 | (18.88) | 1453682 | 0.05 | 0.19 | 0.96 | 49 |
| &nbsp;&nbsp;2021 | 14.47 | 0.18 | 8.81 | 8.99 | (0.18) | (0.39) | (0.57) | 22.89 | 62.79 | 1755160 | 0.05 | 0.19 | 0.95 | 58 |
| &nbsp;&nbsp;2020 | 14.52 | 0.20 | 0.39 | 0.59 | (0.20) | (0.44) | (0.64) | 14.47 | 3.88 | 1176664 | 0.06 | 0.20 | 1.35 | 56 |
| &nbsp;&nbsp;2019 | 15.94 | 0.23 | (0.80) | (0.57) | (0.23) | (0.62) | (0.85) | 14.52 | (3.29) | 937836 | 0.06 | 0.20 | 1.51 | 46 |
| &nbsp;&nbsp;2018 | 14.16 | 0.19 | 2.39 | 2.58 | (0.21) | (0.59) | (0.80) | 15.94 | 18.58 | 996135 | 0.06 | 0.20 | 1.27 | 64 |
| **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $12.59 | $0.09 | $0.17 | $0.26 | $(0.08) | $— | $(0.08) | $12.77 | 2.11% | $223833 | 0.44% | 0.72% | 1.45% | 56% |
| &nbsp;&nbsp;2022 | 18.54 | 0.15 | (1.46) | (1.31) | (0.16) | (4.48) | (4.64) | 12.59 | (9.62) | 227791 | 0.44 | 0.72 | 0.94 | 120 |
| &nbsp;&nbsp;2021 | 11.91 | 0.15 | 7.22 | 7.37 | (0.14) | (0.60) | (0.74) | 18.54 | 63.38 | 287220 | 0.44 | 0.72 | 0.98 | 122 |
| &nbsp;&nbsp;2020 | 13.66 | 0.16 | (0.99) | (0.83) | (0.19) | (0.73) | (0.92) | 11.91 | (7.04) | 228900 | 0.45 | 0.72 | 1.16 | 127 |
| &nbsp;&nbsp;2019 | 18.76 | 0.18 | (1.81) | (1.63) | (0.16) | (3.31) | (3.47) | 13.66 | (7.71) | 267012 | 0.44 | 0.72 | 1.09 | 109 |
| &nbsp;&nbsp;2018 | 17.83 | 0.12 | 2.64 | 2.76 | (0.12) | (1.71) | (1.83) | 18.76 | 16.30 | 375607 | 0.43 | 0.72 | 0.68 | 115 |

---

---

| | |
|:---|:---|
| \* | Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements. |
| <sup>†</sup> | Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
| (1) | Per share calculated using average shares. |
| @ | For the six-month period ended November 30, 2022. All ratios for the period have been annualized. |

---

Amounts designated as "—" are $0.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**FINANCIAL HIGHLIGHTS** 

For the period ended November 30, 2022 (Unaudited) and the years or period ended May 31, (unless otherwise indicated)

For a share outstanding throughout each period

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Net Asset<br> Value,<br> Beginning of<br> Period | Net<br> Investment<br> Income<sup>(1)</sup> | Net Realized<br> and Unrealized<br> Gains (Losses) on<br> Investments | Total<br> from<br> Operations | Distributions<br> from Net<br> Investment<br> Income | Distributions<br> from Net<br> Realized<br> Capital<br> Gains | Total<br> Distributions | Net Asset<br> Value, End<br> of Period | Total<br> Return<sup>†</sup> | Net Assets<br> End of Period <br> ($ Thousands) | Ratio of Net<br> Expenses<br> to Average<br> Net Assets<sup>\*</sup> | Ratio of Expenses<br> to Average<br> Net Assets<br> (Excluding Waivers) | Ratio of Net<br> Investment<br> Income (Loss) <br> to Average<br> Net Assets | Portfolio<br> Turnover<br> Rate<sup>†</sup> |
| **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $10.58 | $0.06 | $0.19 | $0.25 | $(0.05) | $— | $(0.05) | $10.78 | 2.41% | $293894 | 0.43% | 0.72% | 1.20% | 55% |
| &nbsp;&nbsp;2022 | 15.16 | 0.10 | (1.51) | (1.41) | (0.10) | (3.07) | (3.17) | 10.58 | (11.14) | 324229 | 0.43 | 0.72 | 0.75 | 130 |
| &nbsp;&nbsp;2021 | 8.95 | 0.10 | 6.21 | 6.31 | (0.10) |  | (0.10) | 15.16 | 70.79 | 509597 | 0.43 | 0.72 | 0.82 | 151 |
| &nbsp;&nbsp;2020 | 9.93 | 0.09 | (0.54) | (0.45) | (0.10) | (0.43) | (0.53) | 8.95 | (5.20) | 312950 | 0.44 | 0.72 | 0.92 | 136 |
| &nbsp;&nbsp;2019 | 13.22 | 0.09 | (1.14) | (1.05) | (0.08) | (2.16) | (2.24) | 9.93 | (6.98) | 337113 | 0.43 | 0.72 | 0.73 | 129 |
| &nbsp;&nbsp;2018 | 12.65 | 0.08 | 2.27 | 2.35 | (0.08) | (1.70) | (1.78) | 13.22 | 19.97 | 442285 | 0.42 | 0.72 | 0.60 | 127 |
| **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $10.10 | $0.07 | $(0.16) | $(0.09) | $(0.06) | $— | $(0.06) | $9.95 | (0.85)% | $870925 | 0.41% | 0.72% | 1.48% | 39% |
| &nbsp;&nbsp;2022 | 14.11 | 0.12 | (0.77) | (0.65) | (0.11) | (3.25) | (3.36) | 10.10 | (6.47) | 944301 | 0.42 | 0.72 | 1.00 | 82 |
| &nbsp;&nbsp;2021 | 9.23 | 0.10 | 5.23 | 5.33 | (0.08) | (0.37) | (0.45) | 14.11 | 58.97 | 1173130 | 0.41 | 0.72 | 0.88 | 88 |
| &nbsp;&nbsp;2020 | 10.27 | 0.13 | (0.43) | (0.30) | (0.11) | (0.63) | (0.74) | 9.23 | (3.80) | 879022 | 0.41 | 0.72 | 1.24 | 111 |
| &nbsp;&nbsp;2019 | 13.63 | 0.14 | (1.17) | (1.03) | (0.10) | (2.23) | (2.33) | 10.27 | (6.58) | 1178532 | 0.42 | 0.72 | 1.18 | 116 |
| &nbsp;&nbsp;2018 | 13.19 | 0.10 | 1.97 | 2.07 | (0.14) | (1.49) | (1.63) | 13.63 | 16.52 | 1596828 | 0.42 | 0.72 | 0.76 | 107 |
| **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $12.36 | $0.12 | $(0.18) | $(0.06) | $(0.11) | $— | $(0.11) | $12.19 | (0.45)% | $892448 | 0.02% | 0.32% | 2.01% | 44% |
| &nbsp;&nbsp;2022 | 15.37 | 0.23 | 0.05 | 0.28 | (0.24) | (3.05) | (3.29) | 12.36 | 0.10 | 949390 | 0.02 | 0.32 | 1.61 | 64 |
| &nbsp;&nbsp;2021 | 10.67 | 0.22 | 4.70 | 4.92 | (0.22) |  | (0.22) | 15.37 | 46.54 | 1068145 | 0.02 | 0.32 | 1.71 | 72 |
| &nbsp;&nbsp;2020 | 10.18 | 0.22 | 0.51 | 0.73 | (0.24) |  | (0.24) | 10.67 | 7.21 | 756195 | 0.02 | 0.32 | 2.03 | 39 |
| &nbsp;&nbsp;2019 | 10.17 | 0.23 | (0.05) | 0.18 | (0.17) |  | (0.17) | 10.18 | 1.74 | 873180 | 0.02 | 0.32 | 2.18 | 43 |
| &nbsp;&nbsp;2018<sup>(2)</sup> | 10.00 | 0.03 | 0.14 | 0.17 |  |  |  | 10.17 | 1.70 | 255550 | 0.04 | 0.34 | 2.66 |  |
| **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $13.13 | $0.16 | $0.25 | $0.41 | $(0.15) | $— | $(0.15) | $13.39 | 3.23% | $907878 | 0.20% | 0.72% | 2.63% | 20% |
| &nbsp;&nbsp;2022 | 15.29 | 0.35 | 0.36 | 0.71 | (0.36) | (2.51) | (2.87) | 13.13 | 4.71 | 887170 | 0.20 | 0.72 | 2.47 | 55 |
| &nbsp;&nbsp;2021 | 12.17 | 0.29 | 3.14 | 3.43 | (0.30) | (0.01) | (0.31) | 15.29 | 28.60 | 1115591 | 0.20 | 0.72 | 2.21 | 61 |
| &nbsp;&nbsp;2020 | 13.01 | 0.33 | (0.29) | 0.04 | (0.31) | (0.57) | (0.88) | 12.17 | (0.31) | 1216680 | 0.20 | 0.72 | 2.48 | 58 |
| &nbsp;&nbsp;2019 | 14.34 | 0.36 | 0.56 | 0.92 | (0.36) | (1.89) | (2.25) | 13.01 | 7.10 | 1181573 | 0.20 | 0.72 | 2.56 | 39 |
| &nbsp;&nbsp;2018 | 14.83 | 0.34 | 0.82 | 1.16 | (0.39) | (1.26) | (1.65) | 14.34 | 7.81 | 1287447 | 0.23 | 0.72 | 2.31 | 58 |
| **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $11.92 | $0.14 | $(0.06) | $0.08 | $— | $— | $— | $12.00 | 0.67% | $2345298 | 0.25% | 0.72% | 2.53% | 27% |
| &nbsp;&nbsp;2022 | 13.21 | 0.32 | 0.26 | 0.58 | (0.31) | (1.56) | (1.87) | 11.92 | 4.25 | 2457371 | 0.25 | 0.72 | 2.49 | 56 |
| &nbsp;&nbsp;2021 | 10.88 | 0.28 | 2.29 | 2.57 | (0.24) |  | (0.24) | 13.21 | 23.93 | 2722519 | 0.24 | 0.72 | 2.42 | 53 |
| &nbsp;&nbsp;2020 | 11.53 | 0.30 | (0.35) | (0.05) | (0.40) | (0.20) | (0.60) | 10.88 | (1.08) | 2738825 | 0.24 | 0.72 | 2.57 | 47 |
| &nbsp;&nbsp;2019 | 12.05 | 0.35 | (0.02) | 0.33 | (0.44) | (0.41) | (0.85) | 11.53 | 3.14 | 2490831 | 0.24 | 0.72 | 2.88 | 42 |
| &nbsp;&nbsp;2018 | 11.72 | 0.32 | 0.55 | 0.87 | (0.27) | (0.27) | (0.54) | 12.05 | 7.41 | 2256778 | 0.24 | 0.72 | 2.68 | 37 |
| **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $11.65 | $0.15 | $(0.86) | $(0.71) | $— | $— | $— | $10.94 | (6.09)% | $8050746 | 0.29% | 0.64% | 2.81% | 59% |
| &nbsp;&nbsp;2022 | 16.57 | 0.36 | (2.17) | (1.81) | (0.37) | (2.74) | (3.11) | 11.65 | (12.53) | 8786841 | 0.28 | 0.63 | 2.52 | 73 |
| &nbsp;&nbsp;2021 | 11.67 | 0.28 | 4.87 | 5.15 | (0.22) | (0.03) | (0.25) | 16.57 | 44.38 | 10497695 | 0.29 | 0.63 | 1.96 | 85 |
| &nbsp;&nbsp;2020 | 12.08 | 0.22 | (0.30) | (0.08) | (0.33) |  | (0.33) | 11.67 | (1.00) | 8115314 | 0.31 | 0.62 | 1.80 | 92 |
| &nbsp;&nbsp;2019 | 13.78 | 0.29 | (1.35) | (1.06) | (0.28) | (0.36) | (0.64) | 12.08 | (7.34) | 8327272 | 0.31 | 0.62 | 2.25 | 75 |
| &nbsp;&nbsp;2018 | 12.63 | 0.28 | 1.19 | 1.47 | (0.28) | (0.04) | (0.32) | 13.78 | 11.60 | 8559023 | 0.32 | 0.62 | 2.03 | 75 |

---

---

| | |
|:---|:---|
| \* | Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements. |
| <sup>†</sup> | Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
| @ | For the six-month period ended November 30, 2022. All ratios for the period have been annualized. |
| (1) | Per share calculated using average shares. |
| (2) | Commenced operations on April 26, 2018. All ratios for the period have been annualized. |

---

Amounts designated as "—" are $0.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**FINANCIAL HIGHLIGHTS** 

For the period ended November 30, 2022 (Unaudited) and the years or period ended May 31, (unless otherwise indicated)

For a share outstanding throughout each period

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Net Asset<br> Value,<br> Beginning of<br> Period | Net<br> Investment<br> Income<sup>(1)</sup> | Net Realized<br> and Unrealized<br> Gains (Losses) on<br> Investments | Total<br> from<br> Operations | Distributions<br> from Net<br> Investment<br> Income | Distributions<br> from Net<br> Realized<br> Capital<br> Gains | Total<br> Distributions | Net Asset<br> Value, End<br> of Period | Total<br> Return<sup>†</sup> | Net Assets<br> End of Period <br> ($ Thousands) | Ratio of Net<br> Expenses<br> to Average<br> Net Assets<sup>\*</sup> | Ratio of Expenses<br> to Average<br> Net Assets<br> (Excluding Waivers) | Ratio of Net<br> Investment<br> Income (Loss) <br> to Average<br> Net Assets | Portfolio<br> Turnover<br> Rate<sup>†</sup> |
| **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $10.75 | $0.15 | $(0.59) | $(0.44) | $— | $— | $— | $10.31 | (4.09)% | $143246 | 0.29% | 0.78% | 3.01% | 35% |
| &nbsp;&nbsp;2022 | 14.56 | 0.33 | (1.76) | (1.43) | (0.28) | (2.10) | (2.38) | 10.75 | (10.99) | 154699 | 0.29 | 0.78 | 2.64 | 84 |
| &nbsp;&nbsp;2021 | 10.05 | 0.22 | 4.62 | 4.84 | (0.22) | (0.11) | (0.33) | 14.56 | 48.54 | 136932 | 0.36 | 0.82 | 1.78 | 102 |
| &nbsp;&nbsp;2020 | 10.31 | 0.22 | (0.16) | 0.06 | (0.32)<sup>(2)</sup> |  | (0.32) | 10.05 | 0.17 | 101167 | 0.35 | 0.81 | 2.03 | 77 |
| &nbsp;&nbsp;2019 | 11.48 | 0.24 | (1.03) | (0.79) | (0.21) | (0.17) | (0.38) | 10.31 | (6.57) | 98969 | 0.33 | 0.79 | 2.22 | 52 |
| &nbsp;&nbsp;2018 | 10.36 | 0.22 | 1.15 | 1.37 | (0.25) |  | (0.25) | 11.48 | 13.24 | 111582 | 0.36 | 0.80 | 1.95 | 56 |
| **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $11.21 | $0.11 | $(0.17) | $(0.06) | $— | $— | $— | $11.15 | (0.54)% | $248618 | 0.40% | 0.73% | 2.16% | 23% |
| &nbsp;&nbsp;2022 | 12.79 | 0.26 | (0.71) | (0.45) | (0.64) | (0.49) | (1.13) | 11.21 | (4.12) | 256449 | 0.35 | 0.67 | 2.07 | 60 |
| &nbsp;&nbsp;2021 | 8.69 | 0.19 | 4.41 | 4.60 | (0.50) |  | (0.50) | 12.79 | 54.06 | 363533 | 0.39 | 0.69 | 1.79 | 66 |
| &nbsp;&nbsp;2020 | 9.38 | 0.21 | (0.51) | (0.30) | (0.39) |  | (0.39) | 8.69 | (3.86) | 476296 | 0.37 | 0.69 | 2.20 | 66 |
| &nbsp;&nbsp;2019 | 11.30 | 0.23 | (1.26) | (1.03) | (0.31) | (0.58) | (0.89) | 9.38 | (8.81) | 985177 | 0.31 | 0.65 | 2.18 | 93 |
| &nbsp;&nbsp;2018<sup>(3)</sup> | 10.00 | 0.18 | 1.30 | 1.48 | (0.08) | (0.10) | (0.18) | 11.30 | 14.88 | 1239095 | 0.30 | 0.63 | 1.82 | 68 |
| **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.34 | $0.16 | $(0.84) | $(0.68) | $— | $— | $— | $8.66 | (7.28)% | $1021500 | 0.65% | 1.21% | 3.87% | 30% |
| &nbsp;&nbsp;2022 | 12.69 | 0.23 | (1.73) | (1.50) | (0.20) | (1.65) | (1.85) | 9.34 | (13.17) | 1139272 | 0.59 | 1.17 | 2.03 | 86 |
| &nbsp;&nbsp;2021 | 8.37 | 0.19 | 4.34 | 4.53 | (0.21) |  | (0.21) | 12.69 | 54.35 | 1371657 | 0.61 | 1.18 | 1.79 | 90 |
| &nbsp;&nbsp;2020 | 8.99 | 0.16 | (0.59) | (0.43) | (0.19) |  | (0.19) | 8.37 | (5.14) | 1008763 | 0.63 | 1.19 | 1.71 | 59 |
| &nbsp;&nbsp;2019 | 11.21 | 0.19 | (1.43) | (1.24) | (0.19) | (0.79) | (0.98) | 8.99 | (10.59) | 1007905 | 0.66 | 1.20 | 1.91 | 59 |
| &nbsp;&nbsp;2018 | 10.25 | 0.19 | 1.08 | 1.27 | (0.22) | (0.09) | (0.31) | 11.21 | 12.37 | 1094294 | 0.63 | 1.17 | 1.70 | 97 |
| **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $7.91 | $0.17 | $(0.16) | $0.01 | $(0.15) | $— | $(0.15) | $7.77 | 0.18% | $567131 | 0.24% | 0.52% | 4.40% | 14% |
| &nbsp;&nbsp;2022 | 8.20 | 0.21 | (0.29) | (0.08) | (0.21) |  | (0.21) | 7.91 | (0.97) | 666905 | 0.23 | 0.52 | 2.56 | 45 |
| &nbsp;&nbsp;2021 | 7.87 | 0.23 | 0.32 | 0.55 | (0.22) |  | (0.22) | 8.20 | 7.10 | 993299 | 0.23 | 0.52 | 2.83 | 62 |
| &nbsp;&nbsp;2020 | 8.24 | 0.31 | (0.33) | (0.02) | (0.35) |  | (0.35) | 7.87 | (0.22) | 975466 | 0.24 | 0.52 | 3.81 | 36 |
| &nbsp;&nbsp;2019 | 8.23 | 0.34 | (0.03) | 0.31 | (0.30) |  | (0.30) | 8.24 | 3.90 | 1388921 | 0.24 | 0.52 | 4.14 | 26 |
| &nbsp;&nbsp;2018 | 8.29 | 0.27 |  | 0.27 | (0.33) |  | (0.33) | 8.23 | 3.36 | 1850589 | 0.24 | 0.52 | 3.25 | 45 |
| **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.39 | $0.14 | $(0.57) | $(0.43) | $(0.14) | $— | $(0.14) | $8.82 | (4.56)% | $7748114 | 0.12% | 0.37% | 3.14% | 169% |
| &nbsp;&nbsp;2022 | 10.47 | 0.18 | (1.06) | (0.88) | (0.20) |  | (0.20) | 9.39 | (8.52) | 8516949 | 0.12 | 0.36 | 1.77 | 380 |
| &nbsp;&nbsp;2021 | 10.96 | 0.19 | (0.07) | 0.12 | (0.22) | (0.39) | (0.61) | 10.47 | 1.00 | 9105850 | 0.12 | 0.36 | 1.73 | 386 |
| &nbsp;&nbsp;2020 | 10.35 | 0.29 | 0.74 | 1.03 | (0.31) | (0.11) | (0.42) | 10.96 | 10.18 | 7475630 | 0.12 | 0.37 | 2.77 | 369 |
| &nbsp;&nbsp;2019 | 10.03 | 0.33 | 0.33 | 0.66 | (0.34) |  | (0.34) | 10.35 | 6.72 | 7052345 | 0.12 | 0.37 | 3.26 | 368 |
| &nbsp;&nbsp;2018 | 10.31 | 0.27 | (0.25) | 0.02 | (0.30) |  | (0.30) | 10.03 | 0.18 | 6586334 | 0.12 | 0.37 | 2.67 | 388 |
| **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $8.05 | $0.40 | $(0.71) | $(0.31) | $(0.30) | $— | $(0.30) | $7.44 | (3.85)% | $1967031 | 0.28% | 0.56% | 10.53% | 18% |
| &nbsp;&nbsp;2022 | 8.84 | 0.53 | (0.78) | (0.25) | (0.54) |  | (0.54) | 8.05 | (3.09) | 2262547 | 0.28 | 0.56 | 6.08 | 50 |
| &nbsp;&nbsp;2021 | 7.74 | 0.47 | 1.25 | 1.72 | (0.52) | (0.10) | (0.62) | 8.84 | 22.88 | 2843123 | 0.29 | 0.55 | 5.61 | 78 |
| &nbsp;&nbsp;2020 | 8.65 | 0.54 | (0.84) | (0.30) | (0.54) | (0.07) | (0.61) | 7.74 | (3.73) | 2300321 | 0.29 | 0.56 | 6.48 | 80 |
| &nbsp;&nbsp;2019 | 8.81 | 0.55 | (0.10) | 0.45 | (0.55) | (0.06) | (0.61) | 8.65 | 5.32 | 2681510 | 0.29 | 0.56 | 6.31 | 60 |
| &nbsp;&nbsp;2018 | 9.13 | 0.57 | (0.25) | 0.32 | (0.56) | (0.08) | (0.64) | 8.81 | 3.59 | 2903499 | 0.29 | 0.55 | 6.29 | 59 |

---

---

| | |
|:---|:---|
| \* | Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements. |
| <sup>†</sup> | Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
| @ | For the six-month period ended November 30, 2022. All ratios for the period have been annualized. |
| (1) | Per share calculated using average shares. |
| (2) | Includes a return of capital of $0.06 per share. |
| (3) | Commenced operations on June 30, 2017. All ratios for the period have been annualized. |

---

Amounts designated as "—" are $0.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**FINANCIAL HIGHLIGHTS** 

For the period ended November 30, 2022 (Unaudited) and the years or period ended May 31, (unless otherwise indicated)

For a share outstanding throughout each period

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Net Asset<br> Value,<br> Beginning of<br> Period | Net<br> Investment<br> Income<sup>(1)</sup> | Net Realized<br> and Unrealized<br> Gains (Losses) on<br> Investments | Total<br> from<br> Operations | Distributions<br> from Net<br> Investment<br> Income | Distributions<br> from Net<br> Realized<br> Capital<br> Gains | Total<br> Distributions | Net Asset<br> Value, End<br> of Period | Total<br> Return<sup>†</sup> | Net Assets<br> End of Period <br> ($ Thousands) | Ratio of Net<br> Expenses<br> to Average<br> Net Assets<sup>\*</sup> | Ratio of Expenses<br> to Average<br> Net Assets<br> (Excluding Waivers) | Ratio of Net<br> Investment<br> Income (Loss) <br> to Average<br> Net Assets | Portfolio<br> Turnover<br> Rate<sup>†</sup> |
| **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $6.87 | $0.14 | $(0.68) | $(0.54) | $(0.14) | $— | $(0.14) | $6.19 | (7.92)% | $653427 | 0.14% | 0.37% | 4.28% | 64% |
| &nbsp;&nbsp;2022 | 8.44 | 0.26 | (1.44) | (1.18) | (0.26) | (0.13) | (0.39) | 6.87 | (14.66) | 709737 | 0.14 | 0.37 | 3.15 | 127 |
| &nbsp;&nbsp;2021 | 9.57 | 0.28 | (0.29) | (0.01) | (0.28) | (0.84) | (1.12) | 8.44 | (0.79) | 1297932 | 0.14 | 0.37 | 3.05 | 105 |
| &nbsp;&nbsp;2020 | 8.59 | 0.31 | 1.41 | 1.72 | (0.31) | (0.43) | (0.74) | 9.57 | 20.85 | 1297733 | 0.15 | 0.37 | 3.46 | 109 |
| &nbsp;&nbsp;2019 | 8.17 | 0.33 | 0.47 | 0.80 | (0.33) | (0.05) | (0.38) | 8.59 | 10.21 | 1427817 | 0.15 | 0.37 | 4.05 | 102 |
| &nbsp;&nbsp;2018 | 8.47 | 0.33 | (0.24) | 0.09 | (0.33) | (0.06) | (0.39) | 8.17 | 0.92 | 1965417 | 0.15 | 0.37 | 3.88 | 104 |
| **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $8.90 | $0.18 | $(0.84) | $(0.66) | $(0.18) | $— | $(0.18) | $8.06 | (7.44)% | $2746022 | 0.14% | 0.37% | 4.33% | 35% |
| &nbsp;&nbsp;2022 | 11.10 | 0.35 | (1.88) | (1.53) | (0.35) | (0.32) | (0.67) | 8.90 | (14.73) | 2827904 | 0.14 | 0.37 | 3.22 | 85 |
| &nbsp;&nbsp;2021 | 11.90 | 0.36 | (0.25) | 0.11 | (0.37) | (0.54) | (0.91) | 11.10 | 0.52 | 4548557 | 0.14 | 0.37 | 3.08 | 56 |
| &nbsp;&nbsp;2020 | 10.42 | 0.39 | 1.51 | 1.90 | (0.39) | (0.03) | (0.42) | 11.90 | 18.47 | 4066898 | 0.15 | 0.37 | 3.44 | 74 |
| &nbsp;&nbsp;2019 | 9.92 | 0.39 | 0.51 | 0.90 | (0.39) | (0.01) | (0.40) | 10.42 | 9.50 | 3968559 | 0.15 | 0.37 | 4.03 | 77 |
| &nbsp;&nbsp;2018 | 10.31 | 0.39 | (0.32) | 0.07 | (0.39) | (0.07) | (0.46) | 9.92 | 0.64 | 3856709 | 0.15 | 0.37 | 3.81 | 79 |
| **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.81 | $0.10 | $(0.13) | $(0.03) | $(0.10) | $— | $(0.10) | $9.68 | (0.27)% | $391965 | 0.12% | 0.22% | 2.04% | 18% |
| &nbsp;&nbsp;2022 | 10.02 | 0.08 | (0.20) | (0.12) | (0.09) |  | (0.09) | 9.81 | (1.22) | 523552 | 0.12 | 0.22 | 0.78 | 55 |
| &nbsp;&nbsp;2021 | 9.99 | 0.10 | 0.04 | 0.14 | (0.11) |  | (0.11) | 10.02 | 1.45 | 723281 | 0.12 | 0.22 | 1.01 | 79 |
| &nbsp;&nbsp;2020 | 10.00 | 0.25 | (0.01) | 0.24 | (0.25) |  | (0.25) | 9.99 | 2.45 | 580962 | 0.12 | 0.22 | 2.50 | 81 |
| &nbsp;&nbsp;2019 | 9.97 | 0.27 | 0.04 | 0.31 | (0.28) |  | (0.28) | 10.00 | 3.12 | 446319 | 0.12 | 0.22 | 2.74 | 75 |
| &nbsp;&nbsp;2018 | 10.00 | 0.19 | (0.02) | 0.17 | (0.20) |  | (0.20) | 9.97 | 1.70 | 482897 | 0.12 | 0.22 | 1.94 | 90 |
| **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $8.33 | $0.24 | $(0.51) | $(0.27) | $— | $— | $— | $8.06 | (3.24)% | $1843990 | 0.43% | 0.96% | 6.10% | 37% |
| &nbsp;&nbsp;2022 | 10.29 | 0.48 | (2.04) | (1.56) | (0.40) |  | (0.40) | 8.33 | (15.65) | 1973188 | 0.41 | 0.94 | 5.06 | 76 |
| &nbsp;&nbsp;2021 | 9.37 | 0.48 | 0.64 | 1.12 | (0.20) |  | (0.20) | 10.29 | 12.04 | 2395679 | 0.40 | 0.94 | 4.72 | 81 |
| &nbsp;&nbsp;2020 | 9.66 | 0.51 | (0.46) | 0.05 | (0.34) |  | (0.34) | 9.37 | 0.28 | 2064146 | 0.42 | 0.96 | 5.25 | 90 |
| &nbsp;&nbsp;2019 | 9.66 | 0.57 | (0.41) | 0.16 | (0.16) |  | (0.16) | 9.66 | 1.63 | 2245266 | 0.42 | 0.95 | 6.11 | 96 |
| &nbsp;&nbsp;2018 | 10.17 | 0.61 | (0.46) | 0.15 | (0.66) |  | (0.66) | 9.66 | 1.22 | 2277309 | 0.42 | 0.94 | 5.87 | 83 |
| **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.79 | $0.27 | $(0.60) | $(0.33) | $(0.44) | $— | $(0.44) | $9.02 | (3.38)% | $294646 | 0.02% | 0.29% | 5.74% | 18% |
| &nbsp;&nbsp;2022 | 10.23 | 0.71 | (0.50) | 0.21 | (0.65) |  | (0.65) | 9.79 | 2.06 | 294248 | 0.02 | 0.29 | 7.08 | 36 |
| &nbsp;&nbsp;2021 | 9.68 | 0.24 | 0.45 | 0.69 | (0.14) |  | (0.14) | 10.23 | 7.21 | 335816 | 0.02 | 0.29 | 2.41 | 46 |
| &nbsp;&nbsp;2020 | 9.60 | 0.19 | 0.13 | 0.32 | (0.24) |  | (0.24) | 9.68 | 3.44 | 297237 | 0.02 | 0.29 | 1.94 | 49 |
| &nbsp;&nbsp;2019 | 9.51 | 0.20 | 0.06 | 0.26 | (0.17) |  | (0.17) | 9.60 | 2.83 | 281804 | 0.02 | 0.29 | 2.15 | 40 |
| &nbsp;&nbsp;2018 | 9.65 | 0.22 | (0.18) | 0.04 | (0.18) |  | (0.18) | 9.51 | 0.48 | 170843 | 0.08<sup>(2)</sup> | 0.29 | 2.27 | 55 |

---

---

| | |
|:---|:---|
| \* | Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements. |
| <sup>†</sup> | Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
| @ | For the six-month period ended November 30, 2022. All ratios for the period have been annualized. |
| (1) | Per share calculated using average shares. |
| (2) | The expense ratio includes interest expense on reverse repurchase agreements and dividend expense on securities sold short. Had this expense been excluded, the ratio would have been 0.08%. |

---

Amounts designated as "—" are $0.

The accompanying notes are an integral part of the financial statements.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**FINANCIAL HIGHLIGHTS / CONSOLIDATED FINANCIAL HIGHLIGHTS** 

For the period ended November 30, 2022 (Unaudited) and the years or period ended May 31, (unless otherwise indicated)

For a share outstanding throughout each period

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Net Asset<br> Value,<br> Beginning of<br> Period | Net<br> Investment<br> Income<sup>(1)</sup> | Net Realized<br> and Unrealized<br> Gains (Losses) on<br> Investments | Total<br> from<br> Operations | Distributions<br> from Net<br> Investment<br> Income | Distributions<br> from Net<br> Realized<br> Capital<br> Gains | Total<br> Distributions | Net Asset<br> Value, End<br> of Period | Total<br> Return<sup>†</sup> | Net Assets<br> End of Period <br> ($ Thousands) | Ratio of Net<br> Expenses<br> to Average<br> Net Assets<sup>\*</sup> | Ratio of Expenses<br> to Average<br> Net Assets<br> (Excluding Waivers) | Ratio of Net<br> Investment<br> Income (Loss) <br> to Average<br> Net Assets | Portfolio<br> Turnover<br> Rate<sup>†</sup> |
| **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.66 | $0.10 | $(0.23) | $(0.13) | $(0.10) | $— | $(0.10) | $9.43 | (1.33)% | $1565188 | 0.11% | 0.32% | 2.10% | 114% |
| &nbsp;&nbsp;2022 | 10.08 | 0.10 | (0.38) | (0.28) | (0.11) | (0.03) | (0.14) | 9.66 | (2.81) | 1609322 | 0.11 | 0.32 | 1.01 | 195 |
| &nbsp;&nbsp;2021 | 10.13 | 0.12 | 0.08 | 0.20 | (0.14) | (0.11) | (0.25) | 10.08 | 1.89 | 1526502 | 0.11 | 0.32 | 1.22 | 155 |
| &nbsp;&nbsp;2020 | 9.96 | 0.23 | 0.18 | 0.41 | (0.24) |  | (0.24) | 10.13 | 4.14 | 1284697 | 0.11 | 0.32 | 2.35 | 146 |
| &nbsp;&nbsp;2019 | 9.87 | 0.26 | 0.09 | 0.35 | (0.26) |  | (0.26) | 9.96 | 3.59 | 1533947 | 0.11 | 0.32 | 2.63 | 155 |
| &nbsp;&nbsp;2018 | 9.97 | 0.18 | (0.10) | 0.08 | (0.18) |  | (0.18) | 9.87 | 0.81 | 1397610 | 0.11 | 0.32 | 1.79 | 150 |
| **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $9.24 | $0.15 | $(0.52) | $(0.37) | $(0.15) | $— | $(0.15) | $8.72 | (4.04)% | $3629797 | 0.15% | 0.32% | 3.33% | 63% |
| &nbsp;&nbsp;2022 | 10.61 | 0.26 | (1.24) | (0.98) | (0.26) | (0.13) | (0.39) | 9.24 | (9.56) | 3468050 | 0.15 | 0.32 | 2.49 | 135 |
| &nbsp;&nbsp;2021 | 10.88 | 0.29 | (0.03) | 0.26 | (0.29) | (0.24) | (0.53) | 10.61 | 2.30 | 3938939 | 0.15 | 0.32 | 2.62 | 103 |
| &nbsp;&nbsp;2020 | 10.10 | 0.32 | 0.78 | 1.10 | (0.32) |  | (0.32) | 10.88 | 10.99 | 3323248 | 0.15 | 0.32 | 3.01 | 134 |
| &nbsp;&nbsp;2019 | 9.75 | 0.32 | 0.35 | 0.67 | (0.32) |  | (0.32) | 10.10 | 7.00 | 3054258 | 0.15 | 0.32 | 3.25 | 122 |
| &nbsp;&nbsp;2018 | 10.02 | 0.29 | (0.27) | 0.02 | (0.29) |  | (0.29) | 9.75 | 0.14 | 2675195 | 0.15 | 0.32 | 2.87 | 155 |
| **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $21.93 | $0.17 | $(0.43) | $(0.26) | $— | $— | $— | $21.67 | (1.19)% | $1784670 | 0.08% | 0.67% | 1.64% | 3% |
| &nbsp;&nbsp;2022 | 25.07 | 0.29 | 0.82 | 1.11 | (1.55) | (2.70) | (4.25) | 21.93 | 3.00 | 1883125 | 0.08 | 0.67 | 1.17 | 13 |
| &nbsp;&nbsp;2021 | 19.41 | 0.30 | 7.99 | 8.29 | (0.44) | (2.19) | (2.63) | 25.07 | 45.21 | 2059300 | 0.08 | 0.66 | 1.34 | 17 |
| &nbsp;&nbsp;2020 | 19.62 | 0.37 | 2.02 | 2.39 | (0.61) | (1.99) | (2.60) | 19.41 | 11.85 | 1722704 | 0.08 | 0.67 | 1.83 | 10 |
| &nbsp;&nbsp;2019 | 19.83 | 0.40 | (0.27) | 0.13 | (0.13) | (0.21) | (0.34) | 19.62 | 0.75 | 2291808 | 0.08 | 0.67 | 1.98 | 5 |
| &nbsp;&nbsp;2018 | 18.57 | 0.36 | 1.65 | 2.01 | (0.50) | (0.25) | (0.75) | 19.83 | 10.83 | 2503365 | 0.07 | 0.66 | 1.85 | 12 |
| **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** | &nbsp;&nbsp;&nbsp;&nbsp;**Class A** |
| &nbsp;&nbsp;2022@ | $8.61 | $0.17 | $(0.36) | $(0.19) | $— | $— | $— | $8.42 | (2.21)% | $769355 | 0.93%<sup>(2)</sup> | 1.34% | 4.03% | 83% |
| &nbsp;&nbsp;2022 | 8.21 | 0.36 | 0.84 | 1.20 | (0.80) |  | (0.80) | 8.61 | 15.80 | 784563 | 0.41<sup>(2)</sup> | 0.82 | 4.32 | 54 |
| &nbsp;&nbsp;2021 | 7.36 | 0.20 | 0.83 | 1.03 | (0.18) |  | (0.18) | 8.21 | 14.17 | 711205 | 0.43<sup>(2)</sup> | 0.84 | 2.58 | 63 |
| &nbsp;&nbsp;2020 | 7.78 | 0.17 | (0.42) | (0.25) | (0.17) |  | (0.17) | 7.36 | (3.38) | 754191 | 0.88<sup>(3)</sup> | 1.30 | 2.26 | 53 |
| &nbsp;&nbsp;2019 | 8.06 | 0.19 | (0.20) | (0.01) | (0.27) |  | (0.27) | 7.78 | 0.03 | 911520 | 1.00<sup>(4)</sup> | 1.43 | 2.36 | 22 |
| &nbsp;&nbsp;2018 | 8.07 | 0.18 | (0.06) | 0.12 | (0.13) |  | (0.13) | 8.06 | 1.45 | 979909 | 0.72<sup>(3)</sup> | 1.14 | 2.23 | 22 |

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.

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| | |
|:---|:---|
| \* | Includes Fees Paid Indirectly, if applicable. There was no impact to the expense ratios. See Note 6 in Notes to Financial Statements. |
| <sup>†</sup> | Returns and portfolio turnover rates are for the period indicated and have not been annualized. Returns do not reflect the deduction of taxes the shareholder would pay on fund distributions or redemption of fund shares. |
| @ | For the six-month period ended November 30, 2022. All ratios for the period have been annualized. |
| (1) | Per share calculated using average shares. |
| (2) | The expense ratio includes interest expense on reverse repurchase agreements and dividend expense on securities sold short. Had this expense been excluded, the ratio would have been 0.21%. |
| (3) | The expense ratio includes interest expense on reverse repurchase agreements and dividend expense on securities sold short. Had this expense been excluded, the ratio would have been 0.20%. |
| (4) | The expense ratio includes interest expense on reverse repurchase agreements and dividend expense on securities sold short. Had this expense been excluded, the ratio would have been 0.19%. |

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Amounts designated as "—" are $0.

The accompanying notes are an integral part of the financial statements.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS** 

November 30, 2022 (Unaudited)

1. ORGANIZATION

SEI Institutional Investments Trust (the "Trust") was organized as a Massachusetts business trust under a Declaration of Trust dated March 1, 1995. The Trust commenced operations on June 14, 1996.

The Trust is registered under the Investment Company Act of 1940, as amended, as an open-end investment company with 27 registered funds: Large Cap, Large Cap Disciplined Equity, Large Cap Index, S&P 500 Index, Extended Market Index, Small Cap, Small Cap II, Small/Mid Cap Equity, U.S. Equity Factor Allocation, U.S. Managed Volatility, Global Managed Volatility, World Equity Ex-US, Screened World Equity Ex-US, World Select Equity, Emerging Markets Equity, Opportunistic Income, Core Fixed Income, High Yield Bond, Long Duration, Long Duration Credit, Ultra Short Duration Bond, Emerging Markets Debt, Real Return, Limited Duration Bond, Intermediate Duration Credit, Dynamic Asset Allocation and Multi-Asset Real Return (each a "Fund," collectively, the "Funds") each of which are diversified Funds with the exception of the Emerging Markets Debt and Multi-Asset Real Return Funds. The Trust is registered to offer Class A shares of all Funds. The assets of each Fund are segregated, and a shareholder's interest is limited to the Fund in which shares are held. The Trust's prospectus provides a description of each Fund's investment goals, principal strategies and risks.

The DAA Commodity Strategy Subsidiary, Ltd. and the MARR Commodity Strategy Subsidiary, Ltd. (the "Subsidiaries") are wholly-owned subsidiaries of the Dynamic Asset Allocation and Multi-Asset Real Return Funds, respectively. The Subsidiaries are organized under the laws of the Cayman Islands as an exempt limited company. Information regarding the Dynamic Asset Allocation and Multi-Asset Real Return Funds and their respective subsidiary has been consolidated on the Consolidated Schedule of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows of Multi-Asset Real Return Fund and Consolidated Financial Highlights.

2. SIGNIFICANT ACCOUNTING POLICIES

The following are significant accounting policies, which are consistently followed in the preparation of its financial statements by the Funds. The Funds are investment companies that apply the accounting and reporting guidance issued in Topic 946 by the U.S. Financial Accounting Standards Board ("FASB").

**Use of Estimates** — The preparation of financial statements, in conformity with U.S. GAAP requires

management to make estimates and assumptions that affect the reported amount of assets and liabilities and disclosure of contingent assets and liabilities as of the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

**Security Valuation** — Effective September 8, 2022, and pursuant to the requirements of the 1940 Act and Rule 2a-5, the administrator, as delegated by the Board of Trustees (the "Board"), has the responsibility for the valuation of Fund investments with readily available market quotations in accordance with the Funds' Valuation and Pricing Policy. The Trust's Board of Trustees has designated SEI Investments Management Corporation ("SIMC") as the Valuation Designee for the Funds pursuant to Rule 2a-5 (the "Rule") under the 1940 Act. The Valuation Designee has the responsibility for the fair value determination with respect to all Fund investments that do not have readily available market quotations or quotations that are no longer reliable. SIMC, in furtherance of the Board's designation, has appointed a committee of SIMC persons to function as the Valuation Designee (the "Committee") and has established a Valuation and Pricing Policy to implement the Rule and the Funds' Valuation and Pricing Policy (together the "Policy"). Prior to September 8, 2022, fair-value determinations were performed in accordance with the Trust's Fair Value Procedures established by the Funds' Board of Trustees and were implemented through a Fair Value Committee designated by the Board. When valuing portfolio securities, a Fund values securities listed on a securities exchange, market or automated quotation system for which quotations are readily available (other than securities traded on National Association of Securities Dealers Automated Quotations ("NASDAQ") or as otherwise noted below) are valued at the last quoted sale price on an exchange or market (foreign or domestic) on which the securities are traded, or, if there is no such reported sale, at the most recent quoted bid price. The Funds value securities traded on NASDAQ at the NASDAQ Official Closing Price. If available, debt securities, swaps (which are not centrally cleared), bank loans or debt tranches of collateralized debt obligations (including collateralized loan obligations), such as those held by the Funds, are priced based upon valuations provided by independent, third-party pricing agents. Such values generally reflect the last reported sales price if the security is actively traded. The third-party pricing agents may also value debt securities at an evaluated bid price by employing methodologies that utilize actual market transactions, broker-supplied valuations or other methodologies designed to identify the market value for such securities.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

Redeemable securities issued by open-end investment companies are valued at the investment company's applicable net asset value, with the exception of ETFs, which are priced as equity securities. These open-end investment companies' shares are offered in separate prospectuses, each of which describes the process by which the applicable investment company's net asset value is determined. The prices of foreign securities are reported in local currency and converted to U.S. dollars using currency exchange rates. If a security's price cannot be obtained, as noted above, or in the case of an equity tranche of a CDO/CLO, the Funds will value the securities using a bid price from at least one independent broker.

On the first day a new debt security purchase is recorded, if a price is not available from a third-party pricing agent or an independent broker, the security may be valued at its purchase price. Each day thereafter, the debt security will be valued according to the Policy until a price from an independent source can be secured. Securities held by a Fund with remaining maturities of 60 days or less may be valued by the amortized cost method, which involves valuing a security at its cost on the date of purchase and thereafter (absent unusual circumstances) assuming a constant amortization to maturity of any discount or premium, regardless of the impact of fluctuations in general market rates of interest on the value of the instrument. While this method provides certainty in valuation, it may result in periods during which value, as determined by this method, is higher or lower than the price a Fund would receive if it sold the instrument. Further, the value of securities in the Fund can be expected to vary inversely with changes in prevailing interest rates. Should existing credit, liquidity or interest rate conditions in the relevant markets and issuer-specific circumstances suggest that amortized cost does not approximate fair value, then the amortized cost method may not be used.

Options and warrants are valued at the last quoted sales price. If there is no such reported sale on the valuation date, long positions are valued at the most recent bid price, and short positions are valued at the most recent ask price.

Futures and swaps cleared through a central clearing house ("centrally cleared swaps") are valued at the settlement price established each day by the board of exchange on which they are traded. The daily settlement prices for financial futures and centrally cleared swaps are provided by an independent source. On days when there is excessive volume, market volatility or the future or centrally cleared swap does not end trading by the time a Fund calculates its Net Asset Value ("NAV"), the settlement price may not be available at the time at

which the Fund calculates its NAV. On such days, the best available price (which is typically the last sales price) may be used to value a Fund's futures or centrally cleared swaps position.

Foreign currency forward contracts are valued at the current day's interpolated foreign exchange rate, as calculated using the current day's spot rate, and the thirty, sixty, ninety and one-hundred eighty day forward rates provided by an independent source.

Prices for most securities held by a Fund are provided daily by third-party independent pricing agents. SIMC or a Sub-Adviser ("Sub-Adviser"), as applicable, reasonably believes that prices provided by independent pricing agents are reliable. However, there can be no assurance that such pricing service's prices will be reliable. SIMC will continuously monitor the reliability of prices obtained from any pricing service and shall promptly notify the Funds' administrator if it believes that a particular pricing service is no longer a reliable source of prices. The Funds' administrator, in turn, will notify the Committee if it receives such notification from a Sub-Adviser, as applicable, or if the Funds' administrator reasonably believes that a particular pricing service is no longer a reliable source for prices.

The Policy provides that any change in a primary pricing agent or a pricing methodology requires prior approval by the Board of Trustees ("Board"). However, when the change would not materially affect valuation of a Fund's net assets or involve a material departure in pricing methodology from that of the Fund's existing pricing agent or pricing methodology, ratification may be obtained at the next regularly scheduled meeting of the Board.

Securities for which market prices are not readily available, for which market prices are determined to be unreliable, or which cannot be valued using the methodologies described above are valued in accordance with Rule 2a-5 and the Policy.

The Valuation Designee must monitor for circumstances that may necessitate that a security be valued using Fair Value Procedures which can include: (i) the security's trading has been halted or suspended, (ii) the security has been de-listed from a national exchange, (iii) the security's primary trading market is temporarily closed at a time when under normal conditions it would be open, (iv) the security has not been traded for an extended period of time, (v) the security's primary pricing source is not able or willing to provide a price, (vi) trading of the security is subject to local government-imposed restrictions; or (vii) a significant event (as defined below). When a security is valued in accordance with the Policy, the Committee will determine the value after taking into

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

consideration relevant information reasonably available to the Committee. Examples of factors the Committee may consider include: (i) the type of security or asset, (ii) the last trade price, (iii) evaluation of the forces that influence the market in which the security is purchased and sold, (iv) the liquidity of the security, (v) the size of the holding in a Fund or (vi) any other appropriate information.

The Committee is responsible for selecting and applying, in a consistent manner, the appropriate methodologies for determining and calculating the fair value of holdings of the Funds, including specifying the key inputs and assumptions specific to each asset class or holding.

The determination of a security's fair value price often involves the consideration of a number of subjective factors, and is therefore subject to the unavoidable risk that the value assigned to a security may be higher or lower than the security's value would be if a reliable market quotation for the security was readily available.

For securities that principally trade on a foreign market or exchange, a significant gap in time can exist between the time of a particular security's last trade and the time at which a Fund calculates its NAV. The closing prices of such securities may no longer reflect their market value at the time a Fund calculates NAV if an event that could materially affect the value of those securities (a "Significant Event"), including substantial fluctuations in domestic or foreign markets or occurrences not tied directly to the securities markets, such as natural disasters, armed conflicts or significant governmental actions, has occurred between the time of the security's last close and the time that a Fund calculates NAV. A Fund may invest in securities that are primarily listed on foreign exchanges that trade on weekends or other days when a Fund does not price its shares. As a result, the NAV of a Fund's shares may change on days when shareholders will not be able to purchase or redeem Fund shares.

A Significant Event may relate to a single issuer or to an entire market sector. If SIMC or a Sub-Adviser becomes aware of a Significant Event that has occurred with respect to a security or group of securities after the closing of the exchange or market on which the security or securities principally trade, but before the time at which the Funds calculate NAV, it may request that a Committee meeting be called. In addition, the Funds use several processes, with respect to certain securities to monitor the pricing data supplied by various sources, including price comparisons and price movements. Any identified discrepancies are researched and subject to the procedures described above.

All of the Funds, except the Real Return Fund, hold international securities that also use a third-party fair valuation vendor. The vendor provides a fair value for foreign securities held by the Funds based on certain factors and methodologies (involving, generally, tracking valuation correlations between the U.S. market and each non-U.S. security). Values from the fair value vendor are applied in the event that there is a movement in the U.S. market that exceeds a specific threshold that has been established by the Committee. The Committee has also established a "confidence interval" which is used to determine the level of historical correlation between the value of a specific foreign security and movements in the U.S. market before a particular security will be fair valued when the threshold is exceeded. In the event that the threshold established by the Committee is exceeded on a specific day, these Funds will value the non-U.S. securities in their portfolios that exceed the applicable "confidence interval" based upon the adjusted prices provided by the fair valuation vendor.

In accordance with U.S. GAAP, fair value is defined as the price that a Fund would receive upon selling an investment in an orderly transaction to an independent buyer in the principal or most advantageous market of the investment. A three tier hierarchy has been established to maximize the use of observable and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing an asset. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity's own assumptions about the assumptions market participants would use in pricing the asset or liability based on the best information available in the circumstances.

The three-tier hierarchy of inputs is summarized in the three broad Levels listed below:

**Level 1** — quoted prices in active markets for identical investments

**Level 2** — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risks, etc.) or quoted prices for identical instruments in inactive markets

**Level 3** — significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

Investments are classified within the level of the lowest significant input considered in determining fair value.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

Investments classified within Level 3 whose fair value measurement considers several inputs may include Level 1 or Level 2 inputs as components of the overall fair value measurement.

Debt securities are valued in accordance with the evaluated bid price supplied by the pricing service and generally categorized as Level 2 in the hierarchy. Other securities that are categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, warrants, swaps and forward contracts. The Fund may use a systematic fair valuation model provided by an independent pricing service to value foreign equity securities in order to adjust for stale pricing, which may occur between the close of certain foreign exchanges and the New York Stock Exchange. These are generally categorized as Level 2 in the hierarchy.

When independent prices are unavailable or unreliable, debt securities and swaps may be valued utilizing pricing matrices which consider similar factors that would be used by independent pricing services. These are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances. For certain collateralized debt obligations, corporate obligations, mortgage backed securities, auction rate preferred securities and loan participations where observable inputs are limited, assumptions about market activity and risk are used and are categorized as Level 3 in the hierarchy.

The valuation techniques used by the Funds to measure fair value during the period ended November 30, 2022 maximized the use of observable inputs and minimized the use of unobservable inputs. For details of the investment classification, reference the Schedules of Investments.

For the period ended November 30, 2022, there have been no significant changes to the Trust's fair valuation methodologies.

**Security Transactions and Investment Income** — Security transactions are recorded on the trade date. Costs used in determining net realized capital gains and losses on the sale of securities are on the basis of specific identification. Dividend income and expense is recognized on the ex-dividend date, and interest income and expense is recognized using the accrual basis of accounting. Income from payment-in-kind securities is recorded daily based on the effective interest method of accrual.

Distributions received on securities that represent a return of capital or capital gain are recorded as a reduction of cost of investments and/or as a realized gain. The Trust estimates the components

of distributions received that may be considered nontaxable distributions or capital gain distributions.

Amortization and accretion is calculated using the scientific interest method, which approximates the effective interest method over the holding period of the security. Amortization of premiums and discounts is included in interest income. Consent fees and amendment income received from Bank Loans is recorded as interest income in the accompanying Statements of Operations.

For Treasury Inflation-Protected Securities, the principal amount is adjusted daily to keep pace with inflation. Interest is accrued based on the adjusted principal amount. The adjustments to principal due to inflation are reflected as increases or decreases to interest in the accompanying Statements of Operations. Such adjustments may have a significant impact on a Fund's distributions.

**Cash and Cash Equivalents** — Idle cash and currency balances may be swept into various overnight sweep accounts and are classified as cash and cash equivalents on the Statement of Assets and Liabilities/Consolidated Statement of Assets and Liabilities and Consolidated Statement of Cash Flows. These amounts, at times, may exceed United States federally insured limits. Amounts swept are available on the next business day.

Cash Equivalents, as shown on the Schedule of Investments, are classified as Investments on the Statements of Assets and Liabilities.

**Repurchase Agreements** — Securities pledged as collateral for repurchase agreements are held by each Fund's custodian bank until the repurchase date of the repurchase agreement. The Funds may also invest in tri-party repurchase agreements. Securities held as collateral for tri-party repurchase agreements are maintained by the broker's custodian bank in a segregated account until the repurchase date of the repurchase agreement. Provisions of the repurchase agreements and the Trust's policies require that the market value of the collateral, including accrued interest thereon, is sufficient in the event of default by the counterparty. If the counterparty defaults and the value of the collateral declines, or if the counterparty enters into an insolvency proceeding, realization of the collateral by the Funds may be delayed or limited. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open repurchase agreements as of November 30, 2022, if applicable.

**Reverse Repurchase Agreements** — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into reverse repurchase agreements.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

A reverse repurchase agreement involves the sale of portfolio assets together with an agreement to repurchase the same assets later at a fixed price. Assets are then segregated to cover the requirements to repurchase the assets. The segregated assets may consist of cash, U.S. Government securities, or other liquid securities at least equal in value to the obligations under the reverse repurchase agreements. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, a Fund's use of the proceeds under the reverse repurchase agreement may be restricted pending a determination by the other party, or its trustee or receiver, whether to enforce the obligation to repurchase the securities. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open reverse repurchase agreements as of November 30, 2022, if applicable.

**Expenses** — Expenses that are directly related to a Fund are charged directly to that Fund. Other operating expenses of the Funds are prorated to the Funds on the basis of relative net assets.

**Commodity-Linked Investments** — To the extent consistent with its Investment Objective and Strategies, the Dynamic Asset Allocation and Multi-Asset Real Return Funds may invest in commodity investments to provide exposure to the investment returns of the commodities markets. Commodity investments include notes with interest payments that are tied to an underlying commodity or commodity index, ETFs or other exchange-traded products that are tied to the performance of a commodity or commodity index or other types of commodities or commodity indices. The Dynamic Asset Allocation and Multi-Asset Real Return Funds may also invest in equity securities of issuers in commodity-related industries.

The Dynamic Asset Allocation and Multi-Asset Real Return Funds may also seek to gain exposure to the commodity markets, in whole or in part, through investments in a wholly owned Subsidiary. The Subsidiary, unlike the Fund, may invest to a significant extent directly in commodities and in equity-linked securities and commodity-linked derivative instruments, including options, futures contracts, swaps, options on futures contracts and commodity-linked structured notes. The Subsidiary may also invest in other instruments in which the Fund is permitted to invest, either as investments or to serve as margin or collateral for its derivative positions. A Fund may invest up to 25% of its total assets in its Subsidiary.

In order for a Fund to qualify as a regulated investment company under Subchapter M of the Code, the Fund

must derive at least 90% of its gross income each taxable year from qualifying income. The status of certain commodity-linked derivative instruments as qualifying income has been addressed in Revenue Ruling 2006-1 and Revenue Ruling 2006-31 which provide that income from certain commodity-linked derivative instruments in which the Fund invests will not be considered qualifying income. To the extent the Dynamic Asset Allocation and Multi-Asset Real Return Funds invest in such instruments directly, each Fund will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income).

**Foreign Currency Translation** — The books and records of the Funds investing in international securities are maintained in U.S. dollars on the following basis:

(I) market value of investment securities, assets and liabilities at the current rate of exchange; and

(II) purchases and sales of investment securities, income and expenses at the relevant rates of exchange prevailing on the respective dates of such transactions.

The Funds do not isolate that portion of gains and losses on investments that is due to changes in the foreign exchange rates from that which is due to changes in market prices of investments.

The Funds report certain foreign-currency-related transactions as components of realized gains for financial reporting purposes, whereas such components are treated as ordinary income for Federal income tax purposes.

**Forward Foreign Currency Contracts** — To the extent consistent with its Investment Objective and Strategies, a Fund may enter into forward foreign currency contracts as hedges against either specific transactions, fund positions or anticipated fund positions. A Fund may also engage in currency transactions to enhance that Fund's returns. All commitments are marked-to-market daily at the applicable foreign exchange rate, and any resulting unrealized gains or losses are recorded currently. A Fund realizes gains and losses at the time forward contracts are extinguished. Unrealized gains or losses on outstanding positions in forward foreign currency contracts held at the close of the period are recognized as ordinary income or loss for Federal income tax purposes.

A Fund could be exposed to risk if the counterparties to the contracts are unable to meet the terms of the contract and from unanticipated movements in the value of a foreign currency relative to the U.S. dollar.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open forward foreign currency contracts as of November 30, 2022, if applicable.

**Futures Contracts** — To the extent consistent with its Investment Objective and Strategies, a Fund may use futures contracts for tactical hedging purposes as well as to enhance the Fund's returns. In addition, fixed income funds will utilize futures contracts to help manage duration and yield curve exposure. These Funds' investments in futures contracts are designed to enable the Funds to more closely approximate the performance of their benchmark indices. Initial margin deposits of cash or securities are made upon entering into futures contracts. The contracts are marked-to-market daily and the resulting changes in value are accounted for as unrealized gains and losses. Variation margin payments are paid or received, depending upon whether unrealized gains or losses are incurred. When contracts are closed, the Funds record a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transaction and the amount invested in the contract.

Risks of entering into futures contracts include the possibility that there will be an imperfect price correlation between the futures and the underlying securities. Second, it is possible that a lack of liquidity for futures contracts could exist in the secondary market, resulting in an inability to close a position prior to its maturity date. Third, futures contracts involve the risk that a Fund could lose more than the original margin deposit required to initiate a futures transaction.

Finally, the risk exists that losses could exceed amounts disclosed on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open futures contracts as of November 30, 2022, if applicable.

**Master Limited Partnerships** — Investments in units of master limited partnerships ("MLPs") involve risks that differ from an investment in common stock. Holders of the units of master limited partnerships have more limited control and limited rights to vote on matters affecting the partnership. There are also certain tax risks associated with an investment in units of master limited partnerships. In addition, conflicts of interest may exist between common unit holders, subordinated unit holders and the general partner of a master limited partnership, including a conflict arising as a result of incentive distribution payments. The benefit

a Fund derives from investment in MLP units is largely dependent on the MLPs being treated as partnerships and not as corporations for federal income tax purposes. If an MLP were classified as a corporation for federal income tax purposes, there would be reduction in the after-tax return to a Fund of distributions from the MLP, likely causing a reduction in the value of a Fund's shares. MLP entities are typically focused in the energy, natural resources and real estate sectors of the economy. A downturn in the energy, natural resources or real estate sectors of the economy could have an adverse impact on a Fund. At times, the performance of securities of companies in the energy, natural resources and real estate sectors of the economy may lag the performance of other sectors or the broader market as a whole. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding Master Limited Partnerships, if applicable.

**Options/Swaptions Writing/Purchasing** — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in financial options/swaptions contracts for the purpose of hedging its existing portfolio securities, or securities that a Fund intends to purchase, against fluctuations in fair market value caused by changes in prevailing market interest rates. A Fund may also invest in financial option/swaption contracts to enhance its returns. When the Fund writes or purchases an option/swaption, an amount equal to the premium received or paid by the Fund is recorded as a liability or an asset and is subsequently adjusted to the current market value of the option/swaption written or purchased. Premiums received or paid from writing or purchasing options/swaptions which expire unexercised are treated by the Fund on the expiration date as realized gains or losses. The difference between the premium and the amount paid or received on effecting a closing purchase or sale transaction, including brokerage commissions, is also treated as a realized gain or loss. If an option/swaption is exercised, the premium paid or received is added to the cost of the purchase or proceeds from the sale in determining whether the Fund has realized a gain or a loss. The Core Fixed Income and Multi-Asset Real Return Funds had options/swaption contracts as of November 30, 2022, as disclosed in the Funds' Schedules of Investments or Consolidated Schedules of Investments.

The risk in writing a call option/swaption is a Fund may give up the opportunity for profit if the market price of the security increases. The risk in writing a put option/swaption is a Fund may incur a loss if the market price of the security decreases and the option/swaption is exercised. The risk in purchasing an option/swaption is a Fund may pay a premium whether or not the option/swaption is exercised. The Funds also have the

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

additional risk of being unable to enter into a closing transaction at an acceptable price if a liquid secondary market does not exist. Option/swaption contracts also involve the risk that they may not work as intended due to unanticipated developments in market conditions or other causes.

Finally, the risk exists that losses on written options could exceed amounts disclosed on the Statements of Assets and Liabilities. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open option/swaption contracts as of November 30, 2022, if applicable.

**Securities Sold Short**—To the extent consistent with its Investment Objective and Strategies, a Fund may engage in short sales. Short sales are transactions under which a Fund sells a security it does not own. To complete such a transaction, a Fund must borrow the security to make delivery to the buyer. A Fund then is obligated to replace the security borrowed by purchasing the security at the market price at the time of the replacement. The price at such time may be more or less than the price at which the security was sold by a Fund. Until the security is replaced, a Fund is required to pay the lender amounts equal to any dividends or interest that accrue during the period of the loan. Dividends and interest are shown as an expense for financial reporting purposes. To borrow the security, a Fund also may be required to pay a premium, which would decrease proceeds of the security sold. The proceeds of the short sale are retained by the broker, to the extent necessary to meet margin requirements, until the short position is closed out. A gain, limited to the price at which a Fund sold the security short, or a loss, unlimited in size, will be recognized upon the close of a short sale.

A Fund Must comply with Rule 18f-4 under the 1940 Act with respect to its short sale borrowings, which are considered Derivative Transactions under the Rule. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding securities sold short as of November 30, 2022, if applicable.

**Swap Agreements** — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in swap contracts as an efficient means to synthetically obtain exposure to securities or baskets of securities and to manage a Fund's interest rate duration and yield curve exposure. Swap contracts may also be used to mitigate a Fund's overall level of risk and/or a Fund's risk to particular types of securities, currencies or market segments. Interest rate swaps may further be used to manage a Fund's yield spread sensitivity. A Fund may buy swaps in an attempt to manage credit risk where a Fund has credit exposure to an issuer, and a Fund

may sell credit default swaps to more efficiently gain credit exposure to a security or basket of securities. A swap agreement is a two-party contract under which an agreement is made to exchange returns from predetermined investments or instruments, including a particular interest rate, foreign currency, or "basket" of securities representing a particular index. Swap agreements are privately negotiated in the over-the-counter market ("OTC swaps") or may be executed in a multilateral or other trade facility platform, such as a registered commodities exchange ("Centrally Cleared swaps"). Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal. Credit-default swaps involve periodic payments by a Fund or counterparty based on a specified rate multiplied by a notional amount assigned to an underlying debt instrument or group of debt instruments in exchange for the assumption of credit risk on the same instruments. In the event of a credit event, usually in the form of a credit rating downgrade, the party receiving periodic payments (i.e. floating rate payer) must pay the other party (i.e. fixed rate payer) an amount equal to the recovery rate used to settle the contracts. The recovery rate is a function of how many credit default swap investors wish to deliver the security or receive the security. The recovery rate is determined through an auction process. Total return swaps allow an investor to benefit from the cash flow without ever actually owning the underlying security. The receiver must pay any decline in value to the payer at the end of the total return swap. However, the investor does not need to make a payment if there is no decline in price. Payments can be made on various indices, bonds (i.e. mortgage backed securities, bank debt and corporate), loans or commodities. The value of a total return swap is equal to the change in value of the underlying asset versus the accrued income payment based on LIBOR or some other form of indices on the notional amount. Interest rate swaps involve the exchange by a Fund with another party of their respective commitments to pay or receive interest (e.g., an exchange of floating rate payments for fixed rate payments) with respect to a notional amount of principal to manage a Fund's exposure to interest rates. Payments received or made are recorded as realized gains or loss. A Fund could be exposed to credit or market risk due to unfavorable changes in the fluctuation of interest rates or if the counterparty defaults on its obligation to perform. Risk of loss may exceed amounts recognized on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Interest rate swap contracts outstanding at period end, if any, are listed after a Fund's portfolio. In connection

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

with swap agreements securities may be set aside as collateral by a Fund's custodian.

Swaps are marked-to-market daily based upon quotations from market makers and the resulting changes in market values, if any, are recorded as an unrealized gain or loss on the Statements of Operations or Consolidated Statements of Operations. Net payments of interest are recorded as realized gains or losses. Daily changes in valuation of Centrally Cleared swaps, if any, are recorded as a receivable or payable for the change in value as appropriate ("variation margin") on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities.

Entering into swap agreements involves, to varying degrees, elements of credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these agreements, that the counterparty to the agreement may default on its obligation to perform and that there may be unfavorable changes in the fluctuation of interest rates. Risks also arise from potential losses from adverse market movements.

This risk is mitigated by having a master netting arrangement between a Fund and the counterparty and by having the counterparty post collateral to cover a Fund's exposure to the counterparty. See Note 3 for further details. Refer to each Fund's Schedule of Investments or Consolidated Schedule of Investments for details regarding open swap agreements as of November 30, 2022, if applicable.

**Forward Treasury Commitments** — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in commitments to purchase U.S. Treasury securities on an extended settlement basis. Such transactions involve the commitment to purchase a security with payment and delivery taking place in the future, sometimes a month or more after the transaction date. The Funds account for such transactions as purchases and sales and record an unrealized gain or loss each day equal to the difference between the cost of the purchase commitment and the current market value. Realized gains or losses are recorded upon closure or settlement of such commitments. No interest is earned prior to settlement of the transaction. These instruments are subject to market fluctuation due to changes in interest rates and the market value at the time of settlement could be higher or lower than the purchase price. A Fund may incur losses due to changes in the value of the underlying treasury securities from

interest rate fluctuations or as a result of counterparty nonperformance.

**Delayed Delivery Transactions** — To the extent consistent with its Investment Objective and Strategies, a Fund may purchase or sell securities on a when-issued or delayed delivery basis. These transactions involve a commitment by the Fund to purchase or sell securities for a predetermined price or yield, with payment and delivery taking place beyond the customary settlement period. When purchasing a security on a delayed delivery basis, the Fund assumes the rights and risks of ownership of the security, including the risk of price and yield fluctuations, and takes such fluctuations into account when determining its net asset value. The Funds may dispose of or renegotiate a delayed delivery transaction after it is entered into, and may sell when-issued securities before they are delivered, which may result in a capital gain or loss. When the Fund has sold a security on a delayed delivery basis, the Fund does not participate in future gains and losses with respect to the security.

**Participation Notes (P-Notes)** — To the extent consistent with its Investment Objective and Strategies, a Fund may acquire P-Notes issued by participating banks or broker-dealers. P-Notes are participation interest notes that are designed to offer a return linked to a particular underlying equity, debt, currency or market. The P-Notes in which the Fund may invest will typically have a maturity of one year. When purchasing a P-Note, the posting of margin is not required because the full cost of the P-Note (plus commission) is paid at the time of purchase. When the P-Note matures, the issuer will pay to, or receive from, the purchaser the difference between the minimal value of the underlying instrument at the time of purchase and that instrument's value at maturity. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies of foreign securities markets that they seek to replicate.

In addition, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate. The holder of a participation note that is linked to a particular underlying security is entitled to receive any dividends paid in connection with an underlying security or instrument. However, the holder of a participation note does not receive voting rights as it would if it directly owned the underlying security or instrument. P-Notes are generally traded over-the-counter. P-Notes constitute general unsecured contractual obligations of the banks or broker-dealers that issue them and the counterparty. There is also counterparty risk associated with these investments because the Fund is relying on the creditworthiness

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

of such counterparty and has no rights under a participation note against the issuer of the underlying security. In addition, the Fund will incur transaction costs as a result of investments in P-Notes.

**Loan Participations and Brady Bonds** — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in Loan Participations. Loan Participations include fixed and floating rate loans that are privately negotiated between a corporate borrower and one or more financial institutions, including, but not limited to, term loans, revolvers, and other instruments issued in the bank loan market. Each Fund may acquire interests in loans directly (by way of assignment from the selling institution) or indirectly (by way of the purchase of a participation interest from the selling institution). Under a bank loan assignment, a Fund generally will succeed to all the rights and obligations of an assigning lending institution and becomes a lender under the loan agreement with the relevant borrower in connection with that loan. Under bank loan participation, the Fund generally will have a contractual relationship only with the lender, not with the relevant borrower. As a result, a Fund generally will have the right to receive payments of principal, interest, and any fees to which it is entitled only from the lender selling the participation and only upon receipt by the lender of the payments from the relevant borrower. The Fund may not directly benefit from the collateral supporting the debt obligation in which it has purchased the participation. As a result, a Fund will assume the credit risk of both the borrower and the institution selling the participation to the Fund. The interest rate indicated in the Fund's Schedule of Investments is the rate in effect at November 30, 2022. Pursuant to the terms of certain loan agreements, the Funds may hold unfunded commitments in loan participations which are disclosed on the Statement of Assets and Liabilities. Unfunded commitments represent the remaining obligation of the Fund to the borrower. At any point in time, up to the maturity date of the issue, the borrower may demand the unfunded portion. Unfunded amounts, if any, are marked to market and any unrealized gains or losses are recorded in the Statement of Assets and Liabilities. The Funds disclosed consent fees and amendment income in the Statement of Operations as "Interest income".

Certain debt obligations, customarily referred to as "Brady Bonds," are created through the exchange of existing commercial bank loans to foreign entities for new obligations in connection with debt restructuring under a plan introduced by former U.S. Secretary of the Treasury Nicholas F. Brady. Brady Bonds have only been issued since 1989, and, accordingly, do not have a long payment history. They are issued by governments that may have previously defaulted on the loans being

restructured by the Brady Bonds, so they are subject to the risk of default by the issuer. They may be fully or partially collateralized or uncollateralized and issued in various currencies.

**Collateralized Debt Obligations** — To the extent consistent with its Investment Objective and Strategies, a Fund may invest in collateralized debt obligations ("CDOs"), which include collateralized loan obligations ("CLOs") and other similarly structured securities. CLOs are a type of asset-backed securities. A CLO is a trust typically collateralized by a pool of loans, which may include, among others, domestic and foreign senior secured loans, senior unsecured loans, and subordinate corporate loans, including loans that may be rated below investment grade or equivalent unrated loans. CDOs may charge management fees and administrative expenses.

**Dividends and Distributions to Shareholders** — Dividends from net investment income are declared and paid to shareholders quarterly for the Large Cap, Large Cap Disciplined Equity, Large Cap Index, S&P 500 Index, Extended Market Index, Small Cap, Small Cap II, Small/Mid Cap Equity, U.S. Equity Factor Allocation, U.S. Managed Volatility, Opportunistic Income, Emerging Markets Debt and Real Return Funds; declared daily and paid monthly for the Core Fixed Income, High Yield Bond, Long Duration, Long Duration Credit, Ultra Short Duration Bond and Intermediate Duration Credit Funds; declared and paid at least annually for the Global Managed Volatility, World Equity Ex-US, Screened World Equity Ex-US, World Select Equity, Emerging Markets Equity, Limited Duration Bond, Dynamic Asset Allocation and Multi-Asset Real Return Funds. Dividends and distributions are recorded on the ex-dividend date. Any net realized capital gains will be distributed at least annually by the Funds.

**Investments in Real Estate Investment Trusts ("REITs")** — With respect to the Funds, with the exception of the World Equity Ex-US, Screened World Equity Ex-US and Real Return Funds, dividend income is recorded based on the income included in distributions received from the REIT investments using published REIT reclassifications including some management estimates when actual amounts are not available. Distributions received in excess of this estimated amount are recorded as a reduction of the cost of investments or reclassified to capital gains. The actual amounts of income, return of capital, and capital gains are only determined by each REIT after its fiscal year-end, and may differ from the estimated amounts.

**Restricted Securities** — The Funds may invest in private placement investments that were purchased through private offerings or acquired through initial public

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

offerings and cannot be sold without prior registration under the Securities Act of 1933 or pursuant to an exemption therefrom. In addition, the Funds have generally agreed to further restrictions on the disposition of certain holdings as set forth in various agreements entered into in connection with the purchase of these investments. These investments are valued at fair value as determined in accordance with the procedures approved by the Board. Please refer to the Schedule of Investments for Funds that held Restricted Securities.

**Investment in Subsidiary** — The Dynamic Asset Allocation and Multi-Asset Real Return Funds may invest in their own Subsidiary. By investing in its Subsidiary, each Fund is indirectly exposed to the risks associated with the Subsidiary's investments. The commodity-related instruments held by a Subsidiary are generally similar to those that are permitted to be held by the applicable Fund and are subject to the same risks that apply to similar investments if held directly by the Fund. A Subsidiary, however, is not registered under the 1940 Act and will not be subject to all of the investor protections of the 1940 Act. Thus, the Dynamic Asset Allocation and Multi-Asset Real Return Funds, as investors in their own Subsidiary, will not have all of the protections offered to investors in registered investment companies.

However, each Fund wholly owns and controls its respective Subsidiary, and the Funds and the Subsidiaries are all managed by SIMC, making it unlikely that the Subsidiary will take action contrary to the interests of the applicable Fund or its shareholders. While a Subsidiary has its own Board of Directors ("Board") that is responsible for overseeing the operations of such Subsidiary, the respective Fund's Board has oversight responsibility for the investment activities of the Fund, including its investment in the respective Subsidiary, and the Fund's role as the sole shareholder of such Subsidiary. It is not currently expected that shares of the Subsidiary will be sold or offered to investors other than the respective Fund.

Changes in the laws of the United States and/or the Cayman Islands or governmental interpretation of such laws, under which the Fund and the Subsidiary, respectively, are organized, could result in the inability of the Fund and/or its respective Subsidiary to operate as intended and could negatively affect the Fund and its shareholders. For example, Cayman Islands law does not currently impose any income, corporate or capital gains tax, estate duty, inheritance tax, gift tax or withholding tax on the Subsidiaries. If Cayman Islands law changes such that the Subsidiaries must pay Cayman Islands governmental authority taxes, Fund shareholders would likely suffer decreased investment return.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3. CREDIT DERIVATIVES

A Fund may use credit default swaps to reduce risk where a Fund has exposure to the issuer, or to take an active long or short position with respect to the likelihood of an event of default. The reference obligation of the swap can be a single issuer, a "basket" of issuers, or an index. The underlying referenced assets are corporate debt, sovereign debt and asset backed securities.

The buyer of a credit default swap is generally obligated to pay the seller a periodic stream of payments over the term of the contract in return for a contingent payment upon the occurrence of a credit event with respect to an underlying reference obligation. Generally, a credit event for corporate or sovereign reference obligations means bankruptcy, failure to pay, obligation acceleration, repudiation/moratorium or restructuring. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down.

If a Fund is a seller of protection, and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will generally either (i) pay to the buyer an amount equal to the notional amount of the swap and take delivery of the referenced obligation, other deliverable obligations, or underlying securities comprising a referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising a referenced index.

If a Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, a Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation, other deliverable obligations or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. Recovery values are assumed by market makers considering either industry standard recovery rates or entity specific factors and considerations until a credit event occurs. If a credit event has occurred, the recovery value is determined by a facilitated auction whereby a minimum number of allowable broker bids, together with a specified valuation method, are used to calculate the settlement value.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

Certain Funds are party to International Swap Dealers Association, Inc. Master Agreements ("ISDA Master Agreements"). These agreements are with select counterparties and they govern transactions, including certain over-the counter derivative and foreign exchange contracts, entered into by the Funds and the counterparty.

The notional amounts of the swaps are not recorded in the financial statements; however the notional amounts approximate the maximum potential amount of future payments that the Fund could be required to make if the Fund was the seller of protection and a credit event were to occur. Those credit default swaps ("CDS") for which the Fund is providing protection at the balance sheet date are summarized as follows:

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Core Fixed Income Fund** <br>**Maximum Potential Amount of Future Payments by Contract Term** | | | | | | |
|  | 0-6 Months | 6-12 Months | 1-5 Years | 5-10 Years | >10 Years | Total |
| Current credit spread\* on underlying (in basis points) |  |  |  |  |  |  |
| 0-100 | $— | $— | $435140000 | $— | $— | $435140000 |
| Greater than 100 |  |  |  |  |  |  |
| Total | $— | $— | $435140000 | $— | $— | $435140000 |

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\* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Multi-Asset Real Return Fund** <br>**Maximum Potential Amount of Future Payments by Contract Term** | | | | | | |
|  | 0-6 Months | 6-12 Months | 1-5 Years | 5-10 Years | >10 Years | Total |
| Current credit spread\* on underlying (in basis points) |  |  |  |  |  |  |
| 0-400 | $— | $— | $— | $— | $— | $— |
| Greater than 400 |  |  |  |  | 2945031 | 2945031 |
| Total | $— | $— | $— | $— | $2945031 | $2945031 |

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\* The credit spread on the underlying asset is generally indicative of the current status of the underlying risk of the Fund having to perform. The spread also reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into a contract. Higher credit spreads with a shorter contract term is indicative of a higher likelihood of performance by the Fund.

The credit spread disclosed above for each reference obligation where the Fund is the seller of protection is a representation of the current payment/performance risk of the swap.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

4. DERIVATIVE TRANSACTIONS

The following tables show the derivatives categorized by underlying risk exposure.

The fair value of derivative instruments located on the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities as of November 30, 2022 was as follows ($ Thousands):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | Asset Derivatives | | | Liability Derivatives | | |
| | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | |
| **Large Cap Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $791 | \* | Unrealized depreciation on futures contracts | $— | \* |
|  | Unrealized appreciation on swap contracts |  | <sup>†</sup> | Unrealized depreciation on swap contracts |  | <sup>†</sup> |
| Total derivatives not accounted for as hedging instruments |  | $791 |  |  | $— |  |
| **Large Cap Disciplined Equity Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $262 | \* | Unrealized depreciation on futures contracts | $— | \* |
|  | Unrealized appreciation on swap contracts | 2100 | <sup>†</sup> | Unrealized depreciation on swap contracts |  | <sup>†</sup> |
| Total derivatives not accounted for as hedging instruments |  | $2362 |  |  | $— |  |
| **Large Cap Index Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $291 | \* | Unrealized depreciation on futures contracts | $— | \* |
| Total derivatives not accounted for as hedging instruments |  | $291 |  |  | $— |  |
| **S&P 500 Index Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $&nbsp;&nbsp;&nbsp;&nbsp;— | \* | Unrealized depreciation on futures contracts | $&nbsp;&nbsp;&nbsp;&nbsp;282 | \* |
| Total derivatives not accounted for as hedging instruments |  | $&nbsp;&nbsp;&nbsp;&nbsp;— |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;282 |  |
| **Extended Market Index Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $550 | \* | Unrealized depreciation on futures contracts | $— | \* |
| Total derivatives not accounted for as hedging instruments |  | $550 |  |  | $— |  |
| **U.S. Equity Factor Allocation Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $202 | \* | Unrealized depreciation on futures contracts | $— | \* |
| Total derivatives not accounted for as hedging instruments |  | $202 |  |  | $— |  |
| **U.S. Managed Volatility Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $274 | \* | Unrealized depreciation on futures contracts | $— |  |
| Total derivatives not accounted for as hedging instruments |  | $274 |  |  | $— |  |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | Asset Derivatives | | | Liability Derivatives | | |
| | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | |
| **Global Managed Volatility Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $582 | \* | Unrealized depreciation on futures contracts | $— | \* |
| Foreign exchange contracts | Unrealized gain on forward foreign currency contracts | 513 |  | Unrealized loss on forward foreign currency contracts | 13311 |  |
| Total derivatives not accounted for as hedging instruments |  | $1095 |  |  | $13311 |  |
| **World Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$2090 | \* | Unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$— |  |
| Total derivatives not accounted for as hedging instruments |  | &nbsp;&nbsp;&nbsp;&nbsp;$2090 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$— |  |
| **Screened World Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$76 | \* | Unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$— |  |
| Total derivatives not accounted for as hedging instruments |  | &nbsp;&nbsp;&nbsp;&nbsp;$76 |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$— |  |
| **World Select Equity Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $1375 | \* | Unrealized depreciation on futures contracts | $1155 | \* |
| Foreign exchange contracts | Unrealized gain on forward foreign currency contracts | 2008 |  | Unrealized loss on forward foreign currency contracts | 2588 |  |
| Total derivatives not accounted for as hedging instruments |  | $3383 |  |  | $3743 |  |
| **Emerging Markets Equity Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $1803 | \* | Unrealized depreciation on futures contracts | $— | \* |
| Total derivatives not accounted for as hedging instruments |  | $1803 |  |  | $— |  |
| **Opportunistic Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on futures contracts | $— | \* | Unrealized depreciation on futures contracts | $65 | \* |
| Total derivatives not accounted for as hedging instruments |  | $— |  |  | $65 |  |
| **Core Fixed Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on futures contracts | $9339 | \* | Unrealized depreciation on futures contracts | $7655 | \* |
|  | Unrealized appreciation on swap contracts | 31096 | <sup>†</sup> | Unrealized depreciation on swap contracts | 16512 | <sup>†</sup> |
|  | Investments, at value\*\* | 1235 |  | Options and swaptions written, at value | 2955 |  |
| Credit contracts | Unrealized appreciation on swap contracts | 4910 | <sup>†</sup> | Unrealized depreciation on swap contracts |  | <sup>†</sup> |
| Foreign exchange contracts | Unrealized gain on forward foreign currency contracts | 215 |  | Unrealized loss on forward foreign currency contracts | 193 |  |
| Total derivatives not accounted for as hedging instruments |  | $46795 |  |  | $27315 |  |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | Asset Derivatives | | | Liability Derivatives | | |
| | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | |
| **Long Duration Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on swaps contracts | $632 | <sup>†</sup> | Unrealized depreciation on swap contracts | $1456 | <sup>†</sup> |
|  | Unrealized appreciation on future contracts | 673 | \* | Unrealized depreciation on future contracts | 272 | \* |
| Total derivatives not accounted for as hedging instruments |  | $1305 |  |  | $1728 |  |
| **Long Duration Credit Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on swaps contracts | $991 | <sup>†</sup> | Unrealized depreciation on swap contracts | $2284 | <sup>†</sup> |
|  | Unrealized appreciation on future contracts | 1106 | \* | Unrealized depreciation on future contracts | 499 | \* |
| Total derivatives not accounted for as hedging instruments |  | $2097 |  |  | $2783 |  |
| **Ultra Short Duration Bond Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$— | \* | Unrealized depreciation on futures contracts | &nbsp;&nbsp;&nbsp;&nbsp;$38 | \* |
| Total derivatives not accounted for as hedging instruments |  | &nbsp;&nbsp;&nbsp;&nbsp;$— | \* |  | &nbsp;&nbsp;&nbsp;&nbsp;$38 | \* |
| **Emerging Markets Debt Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on swaps contracts | $3228 | <sup>†</sup> | Unrealized depreciation on swap contracts | $8826 | <sup>†</sup> |
|  | Unrealized appreciation on future contracts | 1792 | \* | Unrealized depreciation on future contracts | 89 | \* |
| Foreign exchange contracts | Unrealized gain on forward foreign currency contracts | 22979 |  | Unrealized loss on forward foreign currency contracts | 26838 |  |
| Credit contracts | Unrealized appreciation on swap contracts |  | <sup>†</sup> | Unrealized depreciation on swap contracts | 1119 | <sup>†</sup> |
| Total derivatives not accounted for as hedging instruments |  | $27999 |  |  | $36872 |  |
| **Limited Duration Bond Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on future contracts | $163 | \* | Unrealized depreciation on future contracts | $413 | \* |
| Total derivatives not accounted for as hedging instruments |  | $163 |  |  | $413 |  |
| **Intermediate Duration Credit Fund** |  |  |  |  |  |  |
| Equity contracts | Unrealized appreciation on futures contracts | $104 | \* | Unrealized depreciation on futures contracts | $257 | \* |
| Total derivatives not accounted for as hedging instruments |  | $104 |  |  | $257 |  |
| **Dynamic Asset Allocation Fund** |  |  |  |  |  |  |
| Commodity contracts | Unrealized appreciation on swap contracts | 2728 | <sup>†</sup> | Unrealized depreciation on swap contracts | 2438 | <sup>†</sup> |
| Equity contracts | Unrealized appreciation on futures contracts | 3266 | \* | Unrealized depreciation on futures contracts |  | \* |
| Total derivatives not accounted for as hedging instruments |  | $5994 |  |  | $2438 |  |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | Asset Derivatives | | | Liability Derivatives | | |
| | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | | Statements of Assets and Liabilities/Consolidated Statement of Assets and Liabilities Location | Fair Value | |
| **Multi-Asset Real Return Fund** |  |  |  |  |  |  |
| Interest rate contracts | Unrealized appreciation on futures contracts | $126 | \* | Unrealized depreciation on futures contracts | $227 | \* |
|  | Unrealized appreciation on swap contracts | 7034 | <sup>†</sup> | Unrealized depreciation on swap contracts | 190 | <sup>†</sup> |
| Equity contracts | Unrealized appreciation on futures contracts |  | \* | Unrealized depreciation on futures contracts | 1387 | \* |
| Credit contracts | Unrealized appreciation on swaps contracts | 770 | <sup>†</sup> | Unrealized depreciation on swaps contracts | 667 | <sup>†</sup> |
| Commodity contracts | Unrealized appreciation on futures contracts | 3720 | \* | Unrealized depreciation on futures contracts | 1130 | \* |
|  | Investments, at value\*\* | 148 |  | Options written, at value | 54 |  |
| Foreign exchange contracts | Unrealized gain on forward foreign currency contracts | 13 |  | Unrealized loss on forward foreign currency contracts | 218 |  |
| Total derivatives not accounted for as hedging instruments |  | $11811 |  |  | $3873 |  |

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\* Includes cumulative appreciation/depreciation of futures contracts as reported in the Schedules of Investments or Consolidated Schedule of Investments. Only current day's variation margin is reported within the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities.

\*\* Includes purchased options and/or swaptions.

<sup>†</sup> Includes cumulative appreciation/depreciation of swap contracts as reported in the Schedules of Investments or Consolidated Schedule of Investments. Market Value is reported within the Statements of Assets and Liabilities or Consolidated Statements of Assets and Liabilities for swap contracts that have paid premiums.

The effect of derivative instruments on the Statements of Operations or Consolidated Statements of Operations for the period ended November 30, 2022.

Amount of realized gain or (loss) on derivatives recognized in income ($ Thousands):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivatives Not Accounted for as Hedging Instruments** | Purchased Options and Swaptions | Written Options and Swaptions | Futures | Forward<br> Currency<br> Contracts | Swaps | Total |
| **Large Cap Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(816) | $— | $— | $(816) |
| Total | $— | $— | $(816) | $— | $— | $(816) |
| **Large Cap Disciplined Equity Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(412) | $— | $(5791) | $(6203) |
| Total | $— | $— | $(412) | $— | $(5791) | $(6203) |
| **Large Cap Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(405) | $— | $— | $(405) |
| Total | $— | $— | $(405) | $— | $— | $(405) |
| **S&P 500 Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(1268) | $— | $— | $(1268) |
| Total | $— | $— | $(1268) | $— | $— | $(1268) |
| **Extended Market Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(185) | $— | $— | $(185) |
| Total | $— | $— | $(185) | $— | $— | $(185) |
| **Small Cap Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(411) | $— | $— | $(411) |
| Total | $— | $— | $(411) | $— | $— | $(411) |
| **Small Cap II Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $151 | $— | $— | $151 |
| Total | $— | $— | $151 | $— | $— | $151 |
| **U.S. Equity Factor Allocation Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $1247 | $— | $— | $1247 |
| Total | $— | $— | $1247 | $— | $— | $1247 |
| **Small/Mid Cap Equity Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $1074 | $— | $— | $1074 |
| Total | $— | $— | $1074 | $— | $— | $1074 |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivatives Not Accounted for as Hedging Instruments** | Purchased Options and Swaptions | Written Options and Swaptions | Futures | Forward<br> Currency<br> Contracts | Swaps | Total |
| **U.S. Managed Volatility Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(738) | $— | $— | $(738) |
| Foreign exchange contracts |  |  |  | (1) |  | (1) |
| Total | $— | $— | $(738) | $(1) | $— | $(739) |
| **Global Managed Volatility Fund** |  |  |  |  |  |  |
| Foreign exchange contracts | $— | $— | $(23) | $— | $— | $(23) |
| Equity contracts |  |  |  | 37851 |  | 37851 |
| Total | $— | $— | $(23) | $37851 | $— | $37828 |
| **World Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $6570 | $— | $— | $6570 |
| Foreign exchange contracts |  |  |  | 10511 |  | 10511 |
| Total | $— | $— | $6570 | $10511 | $— | $17081 |
| **Screened World Select Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $140 | $— | $— | $140 |
| Foreign exchange contracts |  |  |  | (4) |  | (4) |
| Total | $— | $— | $140 | $(4) | $— | $136 |
| **World Select Equity Fund** |  |  |  |  |  |  |
| Foreign exchange contracts | $(41) | $— | $— | $1893 | $— | $1852 |
| Equity contracts |  |  | (2749) |  |  | (2749) |
| Total | $(41) | $— | $(2749) | $1893 | $— | $(897) |
| **Emerging Markets Equity Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(2985) | $— | $— | $(2985) |
| Total | $— | $— | $(2985) | $— | $— | $(2985) |
| **Opportunistic Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $1105 | $— | $— | $1105 |
| Total | $— | $— | $1105 | $— | $— | $1105 |
| **Core Fixed Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | $(6218) | $8827 | $(46624) | $— | $16386 | $(27629) |
| Foreign exchange contracts | (151) |  |  | (881) |  | (1032) |
| Credit contracts |  |  |  |  | (1295) | (1295) |
| Total | $(6369) | $8827 | $(46624) | $(881) | $15091 | $(29956) |
| **High Yield Bond Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $— | $— | $(86) | $(86) |
| **Total** | $— | $— | $— | $— | $(86) | $(86) |
| **Long Duration Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(3875) | $— | $(29) | $(3904) |
| Total | $— | $— | $(3875) | $— | $(29) | $(3904) |
| **Long Duration Credit Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(3839) | $— | $(50) | $(3889) |
| Total | $— | $— | $(3839) | $— | $(50) | $(3889) |
| **Ultra Short Duration Bond Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $340 | $— | $— | $340 |
| Total | $— | $— | $340 | $— | $— | $340 |
| **Emerging Markets Debt Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(355) | $— | $(4056) | $(4411) |
| Foreign exchange contracts |  |  |  | 6108 |  | 6108 |
| Credit contracts |  |  |  |  | (1362) | (1362) |
| Total | $— | $— | $(355) | $6108 | $(5418) | $335 |
| **Limited Duration Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $1879 | $— | $— | $1879 |
| Total | $— | $— | $1879 | $— | $— | $1879 |
| **Intermediate Duration Credit Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $1383 | $— | $— | $1383 |
| Total | $— | $— | $1383 | $— | $— | $1383 |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Derivatives Not Accounted for as Hedging Instruments** | Purchased Options and Swaptions | Written Options and Swaptions | Futures | Forward<br> Currency<br> Contracts | Swaps | Total |
| **Dynamic Asset Allocation Fund** |  |  |  |  |  |  |
| Commodity contracts | $— | $— | $— | $— | $(7309) | $(7309) |
| Equity contracts |  |  | (9972) |  |  | (9972) |
| Total | $— | $— | $(9972) | $— | $(7309) | $(17281) |
| **Multi-Asset Real Return Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $1385 | $— | $141 | $1526 |
| Foreign exchange contracts |  |  |  | 256 |  | 256 |
| Credit contracts |  |  |  |  | (158) | (158) |
| Equity contracts |  |  | 1982 |  |  | 1982 |
| Commodity contracts | (1810) | 1122 | (5791) |  | (6343) | (12822) |
| Total | $(1810) | $1122 | $(2424) | $256 | $(6360) | $(9216) |

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Change in unrealized appreciation or (depreciation) on derivatives recognized in income ($ Thousands):

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Derivatives Not Accounted for as Hedging Instruments | Purchased Options and Swaptions | Written Options and Swaptions | Futures | Forward<br> Currency<br> Contracts | Swaps | Total |
| **Large Cap Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $547 | $— | $— | $547 |
| Total | $— | $— | $547 | $— | $— | $547 |
| **Large Cap Disciplined Equity Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $627 | $— | $1870 | $2497 |
| Total | $— | $— | $627 | $— | $1870 | $2497 |
| **Large Cap Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $411 | $— | $— | $411 |
| Total | $— | $— | $411 | $— | $— | $411 |
| **S&P 500 Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $679 | $— | $— | $679 |
| Total | $— | $— | $679 | $— | $— | $679 |
| **Extended Market Index Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $954 | $— | $— | $954 |
| Total | $— | $— | $954 | $— | $— | $954 |
| **Small Cap Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $23 | $— | $— | $23 |
| Total | $— | $— | $23 | $— | $— | $23 |
| **Small Cap Fund II** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(115) | $— | $— | $(115) |
| Total | $— | $— | $(115) | $— | $— | $(115) |
| **U.S. Equity Factor Allocation Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(1964) | $— | $— | $(1964) |
| Total | $— | $— | $(1964) | $— | $— | $(1964) |
| **U.S. Managed Volatility Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $389 | $— | $— | $389 |
| Total | $— | $— | $389 | $— | $— | $389 |
| **Global Managed Volatility Fund** |  |  |  |  |  |  |
| Foreign exchange contracts | $— | $— | $234 | $— | $— | $234 |
| Equity contracts |  |  |  | (11320) |  | (11320) |
| Total | $— | $— | $234 | $(11320) | $— | $(11086) |
| **World Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts  | $— | $— | $(399) | $— | $— | $(399) |
| Foreign exchange contracts |  |  |  | 5164 |  | 5164 |
| Total | $— | $— | $(399) | $5164 | $— | $4765 |
| **Screened World Select Equity Ex-US Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(68) | $— | $— | $(68) |
| Total | $— | $— | $(68) | $— | $— | $(68) |
| **World Select Equity Fund** |  |  |  |  |  |  |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Derivatives Not Accounted for as Hedging Instruments | Purchased Options and Swaptions | Written Options and Swaptions | Futures | Forward<br> Currency<br> Contracts | Swaps | Total |
| Foreign exchange contracts | $— | $— | $— | $(948) | $— | $(948) |
| Equity contracts |  |  | 1965 |  |  | 1965 |
| Total | $— | $— | $1965 | $(948) | $— | $1017 |
| **Emerging Markets Equity Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $1726 | $— | $— | $1726 |
| Total | $— | $— | $1726 | $— | $— | $1726 |
| **Opportunistic Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(108) | $— | $— | $(108) |
| Total | $— | $— | $(108) | $— | $— | $(108) |
| **Core Fixed Income Fund** |  |  |  |  |  |  |
| Interest rate contracts | $1661 | $1128 | $3823 | $— | $(10602) | $(3990) |
| Foreign exchange contracts |  |  |  | 248 |  | 248 |
| Credit contracts |  |  |  |  | 5743 | 5743 |
| Total | $1661 | $1128 | $3823 | $248 | $(4859) | $2001 |
| **Long Duration Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $364 | $— | $(314) | $50 |
| Total | $— | $— | $364 | $— | $(314) | $50 |
| **Long Duration Credit Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $122 | $— | $(492) | $(370) |
| Total | $— | $— | $122 | $— | $(492) | $(370) |
| **Ultra Short Duration Bond Fund** |  |  |  |  |  |  |
| Equity contracts | $— | $— | $(62) | $— | $— | $(62) |
| **Total** | $— | $— | $(62) | $— | $— | $(62) |
| **Emerging Markets Debt Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(1665) | $— | $2259 | $594 |
| Foreign exchange contracts |  |  |  | (4032) |  | (4032) |
| Credit contracts |  |  |  |  | (1119) | (1119) |
| Total | $— | $— | $(1665) | $(4032) | $1140 | $(4557) |
| **Limited Duration Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(660) | $— | $— | $(660) |
| Total | $— | $— | $(660) | $— | $— | $(660) |
| **Intermediate Duration Credit Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(196) | $— | $— | $(196) |
| Total | $— | $— | $(196) | $— | $— | $(196) |
| **Dynamic Asset Allocation Fund** |  |  |  |  |  |  |
| Commodity contracts | $— | $— | $— | $— | $(4169) | $(4169) |
| Equity contracts |  |  | 7047 |  |  | 7047 |
| Total | $— | $— | $7047 | $— | $(4169) | $2878 |
| **Multi-Asset Real Return Fund** |  |  |  |  |  |  |
| Interest rate contracts | $— | $— | $(177) | $— | $2057 | $1880 |
| Foreign exchange contracts |  |  |  | (172) |  | (172) |
| Credit contracts |  |  |  |  | 241 | 241 |
| Equity contracts |  |  | (1611) |  |  | (1611) |
| Commodity contracts | (452) | 401 | (189) |  | 210 | (30) |
| Total | $(452) | $401 | $(1977) | $(172) | $2508 | $308 |

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The following table discloses the average quarterly balances of the Funds' derivative activity during the period ended November 30, 2022 ($ Thousands):

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Large Cap Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Index Fund** | **S&P 500 Index Fund** | **Extended Market Index Fund** |
| **Futures Contracts:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $11707 | $14597 | $6486 | $37506 | $9259 |
| **Total Return Swaps** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long |  | 58297 |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  |  |  |  |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

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| | | |
|:---|:---|:---|
|  | **U.S. Equity Factor Allocation Fund** | **U.S. Managed Volatility Fund** |
| **Futures Contracts:** |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $10243 | $5806 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Global Managed Volatility Fund** | **World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **World Select Equity Fund** |
| **Futures Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $26919 | $135429 | $3099 | $31619 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  |  | 20946 |
| **Forward Foreign Currency Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | 499544 |  |  | 162047 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short | 501124 |  |  | 161826 |

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| | | | |
|:---|:---|:---|:---|
|  | **Emerging Markets Equity Fund** | **Opportunistic Income Fund** | **Core Fixed Income Fund** |
| **Futures Contracts:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $17555 | $– | $1544566 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  | 26018 | 684687 |
| **Forward Foreign Currency Contracts:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long |  |  | 29110 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  | 29022 |
| **Credit Default Swaps:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Buy Protection |  |  | 453612 |
| **Interest Rate Swaps** |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance |  |  | 653892 |
| **Options/Swaptions:** |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long<sup>†</sup> |  |  | 1789 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short<sup>†</sup> |  |  | 4597 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Long Duration Fund** | **Long Duration Credit Fund** | **Ultra Short Duration Bond Fund** | **Emerging Markets Debt Fund** |
| **Futures Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $77259 | $199058 | $– | $84421 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short | 45191 | 86716 | 4946 | 30658 |
| **Forward Foreign Currency Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long |  |  |  | 1482139 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  |  | 1483897 |
| **Credit Default Swaps:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Buy Protection |  |  |  | 32642 |
| **Interest Rate Swaps** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance | 29440 | 46190 |  | 270800 |

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Limited Duration Bond Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** |
| **Futures Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $64897 | $11945 | $164025 | $156452 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short | 51190 | 35101 |  | 110481 |
| **Forward Foreign Currency Contracts:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long |  |  |  | 4012 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  |  | 3930 |
| **Credit Default Swaps:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Buy Protection |  |  |  | 120389 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Sell Protection |  |  |  | 85732 |
| **Total Return Swaps** |  |  |  |  |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Limited Duration Bond Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** |
| **Total Return Swaps (continued)** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long | $– | $– | $169270 | $24136 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short |  |  |  | 12580 |
| **Interest Rate Swaps** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance |  |  |  | 59848 |
| **Options/Swaptions:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Long<sup>†</sup> |  |  |  | 515 |
| &nbsp;&nbsp;&nbsp;Average Notional Balance Short<sup>†</sup> |  |  |  | 381 |

---

<sup>†</sup> Represents cost.

A Fund is subject to various netting arrangements with select counterparties ("Master Agreements"). Master Agreements govern the terms of certain transactions, and reduce the counterparty risk associated with relevant transactions by specifying credit protection mechanisms and providing standardization that improves legal certainty. Since different types of transactions have different mechanics and are sometimes traded out of different legal entities of a particular counterparty organization, each type of transaction may be covered by a different Master Agreement, resulting in the need for multiple agreements with a single counterparty. As the Master Agreements are specific to unique operations of different asset types, they allow a Fund to close out and net its total exposure to a specific counterparty entity in the event of a default with respect to all the transactions governed under a single agreement with a specific counterparty entity.

Master Agreements can also help limit counterparty risk by specifying collateral posting arrangements at pre-arranged exposure levels. Under the Master Agreements, collateral is routinely transferred if the total net exposure to certain transactions (net of existing collateral already in place) governed under the relevant Master Agreement with a counterparty in a given account exceeds a specified threshold, which typically ranges from zero to $250,000 depending on the counterparty and the type of Master Agreement. United States Treasury Securities and U.S. dollar cash are generally the preferred forms of collateral. Securities and cash pledged as collateral are reflected as assets on the Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities as either a component of investments at value (securities) or deposits due from counterparties (cash). Cash collateral received is not typically held in a segregated account and as such is reflected as a liability on the Statements of Assets and Liabilities/Consolidated Statements of Assets and Liabilities as deposits due to counterparties. The market value of any securities received as collateral is not reflected as a component of net asset value. A Fund's overall exposure to counterparty risk can change

substantially within a short period, as it is affected by each transaction subject to the relevant Master Agreement.

Customer Account Agreements and related addendums govern exchange traded derivatives transactions such as futures, options on futures, and centrally cleared swaps. Exchange traded derivative transactions require posting of initial margin as determined by each relevant clearing agency which is segregated at a broker account registered with the Commodities Futures Trading Commission ("CFTC"), or the applicable regulator. In the US, counterparty risk is significantly reduced as creditors of the futures broker do not have claim to Fund assets in the segregated account. Additionally, portability of exposure in the event of default further reduces risk to the Funds. Variation margin, or changes in market value, are exchanged daily, but may not be netted between futures and cleared OTC derivatives. Refer to each Fund's Statement of Assets and Liabilities or Consolidated Statement of Assets and Liabilities for market value, variation margin, and collateral of exchange-traded or centrally cleared financial derivative instruments.

International Swaps and Derivatives Association, Inc. Master Agreements and Credit Support Annexes ("ISDA Master Agreements") govern OTC financial derivative transactions entered into by a Fund and select counterparties. ISDA Master Agreements maintain provisions for general obligations, representations, agreements, collateral and events of default or termination. Events of termination include conditions that may entitle counterparties to elect to terminate early and cause settlement of all outstanding transactions under the applicable ISDA Master Agreement.

Any election to terminate early could be material to the financial statements. In limited circumstances, the ISDA Master Agreement may contain additional provisions that add additional counterparty protection beyond coverage of existing daily exposure if the counterparty has a decline in credit quality below a predefined level. These amounts, if any, may be segregated with a third party custodian.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

The following is a summary by derivative type of the market value of OTC financial derivative instruments and collateral (received) pledged as of November 30, 2022 ($ Thousands):

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Large Cap Disciplined Equity Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Bank of America Merrill Lynch | $— | $— | $2100 | $2100 | $— | $— | $— | $— | $— | $2100 | $— | $2100 |
| Total Over the Counter | $— | $— | $2100 | $2100 | $— | $— | $— | $— | $— |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Global Managed Volatility Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Barclays PLC | $— | $— | $— | $— | $2239 | $— | $— | $— | $2239 | $(2239) | $— | $(2239) |
| BNP Paribas | 219 |  |  | 219 | 622 |  |  |  | 622 | (403) |  | (403) |
| Brown Brothers Harriman | 294 |  |  | 294 | 240 |  |  |  | 240 | 54 |  | 54 |
| Standard Chartered |  |  |  |  | 10210 |  |  |  | 10210 | (10210) |  | (10210) |
| Total Over the Counter | $513 | $— | $— | $513 | $13311 | $— | $— | $— | $13311 |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| World Select Equity Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Barclays PLC | $98 | $— | $— | $98 | $89 | $— | $— | $— | $89 | $9 | $— | $9 |
| BNP Paribas | 812 |  |  | 812 | 72 |  |  |  | 72 | 740 |  | 740 |
| Brown Brothers Harriman | 119 |  |  | 119 | 136 |  |  |  | 136 | (17) |  | (17) |
| Standard Chartered | 965 |  |  | 965 | 2291 |  |  |  | 2291 | (1326) |  | (1326) |
| Westpac Banking | 14 |  |  | 14 |  |  |  |  |  | 14 |  | 14 |
| Total Over the Counter | $2008 | $— | $— | $2008 | $2588 | $— | $— | $— | $2588 |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Core Fixed Income Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Goldman Sachs | $— | $— | $— | $— | $66 | $— | $— | $— | $66 | $(66) | $— | $(66) |
| Morgan Stanley | 215 |  |  | 215 | 127 |  |  |  | 127 | 88 |  | 88 |
| Total Over the Counter | $&nbsp;&nbsp;&nbsp;&nbsp;215 | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;215 | $&nbsp;&nbsp;&nbsp;&nbsp;193 | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;— | $&nbsp;&nbsp;&nbsp;&nbsp;193 |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Emerging Markets Debt Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Barclays PLC | $1227 | $— | $— | 1227 | $1216 | $— | $— | $— | $1216 | $11 | $— | $11 |
| BNP Paribas | 500 |  |  | 500 | 33 |  |  |  | 33 | 467 |  | 467 |
| Citibank |  |  | 55 | 55 |  |  |  |  |  | 55 |  | 55 |
| Citigroup | 6817 |  |  | 6817 | 9030 |  |  |  | 9030 | (2213) |  | (2213) |
| Deutsche Bank | 30 |  |  | 30 | 28 |  |  |  | 28 | 2 |  | 2 |
| Goldman Sachs | 4179 |  | 1366 | 5545 | 2967 |  | 1926 |  | 4893 | 652 |  | 652 |
| HSBC |  |  |  |  | 7 |  |  |  | 7 | (7) |  | (7) |
| JPMorgan Chase | 7389 |  |  | 7389 | 8978 |  | 206 |  | 9184 | (1795) |  | (1795) |
| Merrill Lynch | 87 |  |  | 87 | 150 |  |  |  | 150 | (63) |  | (63) |
| Midland Walwyn Capital Inc. | 260 |  |  | 260 | 169 |  |  |  | 169 | 91 |  | 91 |
| Morgan Stanley | 304 |  |  | 304 | 757 |  |  |  | 757 | (453) |  | (453) |
| SCB | 158 |  |  | 158 | 3 |  |  |  | 3 | 155 |  | 155 |
| Standard Bank | 1808 |  |  | 1808 | 3362 |  |  |  | 3362 |  |  |  |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Emerging Markets Debt Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Standard Chartered | 103 |  |  | 103 | 138 |  | 61 |  | 199 | (96) |  | (96) |
| State Street | 117 |  |  | 117 |  |  |  |  |  | 117 |  | 117 |
| Total Over the Counter | $22979 | $— | $1421 | $24400 | $26838 | $— | $2193 | $— | $29031 |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Dynamic Asset <br>Allocation Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| BNP Paribas | $— | $— | $— | $— | $— | $— | $2438 | $— | $2438 | $(2438) | $— | $&nbsp;&nbsp;&nbsp;&nbsp;(2438) |
| Goldman Sachs |  |  | 2728 | 2728 |  |  |  |  |  | 2728 |  | &nbsp;&nbsp;&nbsp;&nbsp;2728 |
| Total Over the Counter | $— | $— | $2728 | $2728 | $— | $— | $2438 | $— | $2438 |  |  |  |

---

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | | | | |
| Multi-Asset Real Return Fund | Forward<br> Foreign<br> Currency<br> Contracts | Purchased Options<br> and<br> Swaptions | Swap Agreements | Total Over the<br> Counter | Forward<br> Foreign<br> Currency<br> Contracts | Written<br> Options<br> and<br> Swaptions | Swap<br> Agreements | Reverse Repurchase Agreements | Total<br> Over the<br> Counter | Net Market Value of OTC<br> Derivatives | Collateral<br> (Received)<br> Pledged<sup>(1)</sup> | Net<br> Exposures<sup>(2)</sup> |
| Bank of America | $— | $— | $— | $— | $178 | $— | $— | $— | $178 | $(178) | $— | $(178) |
| Brown Brothers Harriman | 13 |  |  | 13 | 40 |  |  |  | 40 | (27) |  | (27) |
| Citibank |  |  |  |  |  |  | 25 |  | 25 | (25) |  | (25) |
| Credit Suisse |  |  |  |  |  |  | 46 |  | 46 | (46) |  | (46) |
| Deutsche Bank |  |  |  |  |  |  | 39 |  | 39 | (39) |  | (39) |
| Goldman Sachs |  |  |  |  |  |  | 240 |  | 240 | (240) |  | (240) |
| HSBC |  |  |  |  |  |  |  | 194915 | 194915 | (194915) |  | (194915) |
| JPMorgan Chase |  |  | 125 | 125 |  |  | 278 |  | 278 | (153) |  | (153) |
| Total Over the Counter | $13 | $— | $125 | $138 | $218 | $— | $628 | $194915 | $195761 |  |  |  |

---

(1) Excess collateral pledged is not shown for financial reporting purposes.

(2) Net Exposures represents the net receivable/(payable) that would be due from/to the counterparty in the event of default. Exposure from OTC financial derivative instruments can only be netted across transactions governed under the same master agreement with the same legal entity.

5. BASIS FOR CONSOLIDATION FOR THE DYNAMIC ASSET ALLOCATION AND MULTI-ASSET REAL RETURN FUNDS

The Consolidated Schedule of Investments, Consolidated Statements of Assets and Liabilities, Consolidated Statements of Operations, Consolidated Statements of Changes in Net Assets, Consolidated Statement of Cash Flows, and the Consolidated Financial Highlights of the Dynamic Asset Allocation and Multi-Asset Real Return Funds include the accounts of their respective Subsidiaries. All intercompany accounts and transactions have been eliminated in consolidation for the Funds. The Subsidiaries have a fiscal year end of May 31 for financial statement consolidation purposes and a nonconforming tax year end of April 30.

The Subsidiaries are classified as controlled foreign corporations under the Internal Revenue Code of 1986 ("IRC"). The Subsidiaries taxable income is included in the calculation of the Funds' taxable income. Net losses of the Subsidiaries are not deductible by the Funds either in the current period or carried forward to future periods.

The Dynamic Asset Allocation and Multi-Asset Real Return Funds may invest up to 25% of their total assets in their respective Subsidiary.

A summary of the Funds' investments in the Subsidiaries are as follows:

---

| | | | |
|:---|:---|:---|:---|
| | Inception Date<br> of Subsidiary | Subsidiary<br> Net Assets at<br> November 30, 2022 <br>($ Thousands) | % of Total<br> Net Assets at<br> November 30, 2022 |
| Dynamic Asset Allocation |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commodity Strategy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subsidiary, Ltd. | January 28, 2014 | $149234 | 8.36% |
| Multi-Asset Real Return |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Commodity Strategy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Subsidiary, Ltd. | June 27, 2013 | $143666 | 18.67% |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

6. INVESTMENT ADVISORY, ADMINISTRATION AND DISTRIBUTION AGREEMENTS, INVESTMENT SUBADVISORY AGREEMENTS AND OTHER TRANSACTIONS WITH AFFILIATES

**Investment Advisory, Administration and Distribution Agreements** — SEI Investments Global Funds Services (the "Administrator") serves as administrator to the Funds. The Administrator provides certain administrative and shareholder servicing for an annual fee of 0.05% of the average daily net assets of each Fund. For the period ended November 30, 2022, the Administrator has voluntarily agreed to waive all of its fees. The Funds' Administrator may discontinue all or part of these voluntary waivers at any time.

SIMC serves as investment adviser (the "Adviser") to each Fund. In connection with serving as Adviser, SIMC is entitled to a fee that is calculated daily and paid monthly, based on the average daily net assets of each Fund. SIMC plans to voluntarily waive a portion of its fees in order to keep investment advisory fees at a specified level. The Funds' Adviser may discontinue all or part of these voluntary waivers at any time. Accordingly, the advisory fee and voluntary expense limitations for each Fund are as follows:

---

| | | |
|:---|:---|:---|
| | Advisory Fees | Investment Advisory Fees After Fee Waivers |
| Large Cap Fund | 0.40% | 0.16% |
| Large Cap Disciplined Equity Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.40 | 0.16 |
| Large Cap Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.05 | 0.01 |
| S&P 500 Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.03 | 0.01 |
| Extended Market Index Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.12 | 0.03 |
| Small Cap Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.42 |
| Small Cap II Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.41 |
| Small/Mid Cap Equity Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.39 |
| U.S. Equity Factor Allocation Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | 0.00 |
| U.S. Managed Volatility Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.18 |
| Global Managed Volatility Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.23 |
| World Equity Ex-US Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.55 | 0.25 |
| Screened World Equity Ex-US Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.65 | 0.22 |
| World Select Equity Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.55 | 0.29 |
| Emerging Markets Equity Fund<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.05 | 0.52 |
| Opportunistic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.45 | 0.21 |
| Core Fixed Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | 0.10 |
| High Yield Bond Fund | 0.4875 | 0.26 |
| Long Duration Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | 0.12 |
| Long Duration Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.30 | 0.12 |
| Ultra Short Duration Bond Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.15 | 0.10 |
| Emerging Markets Debt Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.85 | 0.36 |
| Real Return Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.22 | 0.00 |
| Limited Duration Bond Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | 0.09 |
| Intermediate Duration Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.25 | 0.13 |
| Dynamic Asset Allocation Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.60 | 0.06 |
| Multi-Asset Real Return Fund | &nbsp;&nbsp;&nbsp;&nbsp;0.55 | 0.19 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

(1) Effective September 30, 2022, SIMC, the Fund's investment adviser, has contractually agreed to waive or reduce its management fee for a period of one year as necessary to keep the management fee paid by the Fund during the fiscal year from exceeding 0.95%. This fee waiver agreement shall remain in effect until September 30, 2023 and, unless earlier terminated, shall be automatically renewed for successive one-year periods thereafter. The agreement may be amended or terminated only with the consent of the Board of Trustees. <br>

As of November 30, 2022, SIMC has entered into investment sub-advisory agreements with the following parties and pays the sub-advisers out of the fee that it receives from the Funds:

Investment Sub-Adviser

**Large Cap Fund** 

Acadian Asset Management LLC

Coho Partners, Ltd.

Cullen Capital Management, Inc.

Fred Alger Management, Inc.

LSV Asset Management\*

Mar Vista Investment Partners, LLC

**Large Cap Disciplined Equity Fund** 

Acadian Asset Management LLC

Ceredex Value Advisors, LLC

Coho Partners, Ltd.

Copeland Capital Management LLC

Mackenzie Investments Corporation

**Large Cap Index Fund** 

SSGA Funds Management, Inc.

**S&P 500 Index Fund** 

SSGA Funds Management, Inc.

**Extended Market Index Fund** 

SSGA Funds Management, Inc.

**Small Cap Fund** 

Axiom Investors, LLC

EAM Investors, LLC

Los Angeles Capital Management, LLC

LSV Asset Management\*

Martingale Asset Management, L.P.

**Small Cap II Fund** 

ArrowMark Colorado Holdings, LLC

Copeland Capital Management, LLC

EAM Investors, LLC

Easterly Investment Partners LLC

Leeward Investments, LLC

Los Angeles Capital Management, LLC

**Small/Mid Cap Equity Fund** 

ArrowMark Colorado Holdings, LLC

Axiom Investors, LLC

Cardinal Capital Management, LLC

Copeland Capital Management, LLC

Jackson Creek Investment Advisors

LSV Asset Management\*

**U.S. Managed Volatility Fund** 

Allspring Global Investments

LSV Asset Management\*

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**Global Managed Volatility Fund** 

Acadian Asset Management, LLC

Allspring Global Investments

LSV Asset Management\*

**World Equity Ex-US Fund** 

Acadian Asset Management, LLC

Allspring Global Investments

Delaware Investments Fund Advisers, a series of Macquarie Investment Management Business Trust

JOHCM (USA) Inc.

Jupiter Asset Management, Ltd.

Lazard Asset Management LLC

McKinley Capital Management, LLC

Pzena Investment Management LLC

**Screened World Equity Ex-US Fund** 

Acadian Asset Management LLC

Allspring Global Investments

Lazard Asset Management LLC

McKinley Capital Management, LLC

**World Select Equity Fund** 

AS Trigon Asset Management

Fondmaeglerselskabet Maj Invest A/S

INTECH Investment Management LLC

LSV Asset Management\*

Mackenzie Investments Corporation

Metropole Gestion SA

Poplar Forest Capital LLC

Rhicon Currency Management Pte Ltd.

Sompo Asset Management Co., Ltd.

StonePine Asset Management

Towle & Co.

**Emerging Markets Equity Fund** 

Causeway Capital Management LLC

JOHCM (USA) Inc.

KBI Global Investors (North America) Ltd.

Robeco Asset Management

RWC Asset Advisers (US) LLC

WCM Investment Management

**Opportunistic Income Fund** 

Ares Capital Management II, LLC

Manulife Investment Management (US) LLC

Wellington Management Company, LLP

**Core Fixed Income Fund** 

Allspring Global Investments, LLC

Jennison Associates LLC

MetLife Investment Management, LLC

Metropolitan West Asset Management, LLC

Western Asset Management Company

Western Asset Management Company Limited

**High Yield Bond Fund** 

Ares Capital Management II, LLC

Benefit Street Partners, LLC

Brigade Capital Management, LP

J.P. Morgan Investment Management, Inc.

T. Rowe Price Associates, Inc.

**Long Duration Fund** 

Income Research & Management

Jennison Associates LLC

Legal & General Investment Management America, Inc.

Metropolitan West Asset Management LLC

**Long Duration Credit Fund** 

Income Research & Management

Jennison Associates LLC

Legal & General Investment Management America, Inc.

MetLife Investment Management, LLC

Metropolitan West Asset Management LLC

**Ultra Short Duration Bond Fund** 

MetLife Investment Management, LLC

Wellington Management Company, LLP

**Emerging Markets Debt Fund** 

Colchester Global Investors Limited

Marathon Asset Management L.P.

Ninety One UK Limited

Neuberger Berman Investment Advisers, LLC

Stone Harbor Investment Partners, a division of Virtus

Fixed Income Advisers, LLC

**Limited Duration Bond Fund** 

MetLife Investment Management, LLC

Metropolitan West Asset Management LLC

**Intermediate Duration Credit Fund** 

Income Research & Management

Legal & General Investment Management America, Inc.

MetLife Investment Management, LLC

**Dynamic Asset Allocation Fund** 

SSGA Funds Management, Inc.

**Multi-Asset Real Return Fund** 

AllianceBernstein L.P.

Columbia Management Investment Advisers

Credit Suisse Asset Management, LLC

Franklin Advisers, Inc.

\* Affiliated

SEI Investments Distribution Co. (the "Distributor"), a wholly owned subsidiary of SEI Investments Company ("SEI"), serves as each Fund's Distributor pursuant to a Distribution Agreement with the Trust.

**Other** — The Distribution Agreement between the Distributor and the Trust provides that the Distributor may receive compensation on fund transactions effected for the Trust in accordance with Securities and Exchange Commission ("SEC") rules. Accordingly, it is expected that fund transactions may result in brokerage commissions being paid to the Distributor. The SEC rules require that such commissions not exceed usual and customary commissions.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

Such commissions for the period ended November 30, 2022, were as follows ($ Thousands):

---

| | |
|:---|:---|
| U.S. Equity Factor Allocation Fund | $75 |
| World Equity Ex-US Fund | 724 |
| World Select Equity Fund | 2 |

---

**Payments to Affiliates** — Certain officers and/or trustees of the Trust are also officers and/or Directors of the Distributor, the Adviser and/or the Administrator. The Trust pays each unaffiliated Trustee an annual fee for attendance at quarterly and interim meetings. Compensation of officers and affiliated Trustees of the Trust is paid by the Distributor or Administrator.

A portion of the services provided by the Chief Compliance Officer ("CCO") and his staff, whom are employees of the Administrator, are paid for by the Trust as incurred. The services include regulatory oversight of the Trust's Adviser, sub-advisers and service providers as required by SEC regulations.

LSV Asset Management (partially-owned subsidiary of SIMC) serves as a sub-adviser to the Large Cap, Small Cap, Small/Mid Cap Equity, Global Managed Volatility, U.S. Managed Volatility and World Select Equity Funds. For this service, LSV Asset Management is entitled to receive a fee from SIMC. Such fees for the period ended November 30, 2022, were as follows ($ Thousands):

---

| | |
|:---|:---|
| Large Cap Fund | $97 |
| Small Cap Fund | 148 |
| Small/Mid Cap Equity Fund | 440 |
| U.S. Managed Volatility Fund | 574 |
| Global Managed Volatility Fund | 1372 |
| World Select Equity Fund | 26 |

---

**Fees Paid Indirectly** — The Funds may direct certain fund trades to the Distributor who pays a portion of each Fund's expenses. Accordingly, the expenses reduced, which were used to pay third party expenses, can be found on the Statements of Operations or Consolidated Statement of Operations and the effect on each Fund's expense ratio, as a percentage of each Fund's average daily net assets for the period ended November 30, 2022, can be found on the Financial Highlights or Consolidated Financial Highlights.

**Investment in Affiliated Security** — The Funds may invest in the SEI Daily Income Trust ("SDIT") Government Fund, an affiliated money market fund to manage excess cash or to serve as margin or collateral for derivative positions. Additionally, the Funds may invest the cash collateral from the securities lending program in the SEI Liquidity Fund, L.P.

A Fund may purchase companies with which it is affiliated to the extent these companies are represented in its benchmark index.

**Interfund Lending** — The SEC has granted an exemption that permits the Trust to participate in an interfund lending program ("The Program") with existing or future investment companies registered under the 1940 Act that are advised by SIMC (the "SEI Funds"). The Program allows the SEI Funds to lend money to and borrow money from each other for temporary or emergency purposes. Participation in The Program is voluntary for both borrowing and lending funds.

Interfund loans may be made only when the rate of interest to be charged is more favorable to the lending fund than an investment in overnight repurchase agreements ("Repo Rate"), and more favorable to the borrowing fund than the rate of interest that would be charged by a bank for short-term borrowings ("Bank Loan Rate"). The Bank Loan Rate will be determined using a formula annually reviewed by the SEI Funds' Board of Trustees. The interest rate imposed on inter-fund loans is the average of the Repo Rate and the Bank Loan Rate.

As of and during the period ended November 30, 2022, the Trust did not participate in the program.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

7. CAPITAL SHARE TRANSACTIONS

Capital share transactions for the Funds were as follows (Thousands):

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 1304 | 3138 | 12042 | 15165 | 453 | 1471 | 8574 | 33234 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 488 | 10749 | 186 | 38788 | 71 | 840 | 1941 | 16738 |
| &nbsp;&nbsp;Shares Redeemed | (3078) | (21269) | (22526) | (40793) | (1478) | (2908) | (29747) | (85629) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (1286) | (7382) | (10298) | 13160 | (954) | (597) | (19232) | (35657) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Extended Market Index Fund** | **Extended Market Index Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 3927 | 19982 | 702 | 1752 | 983 | 3650 | 7969 | 9609 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 502 | 14167 | 118 | 4366 | 143 | 7775 | 569 | 22011 |
| &nbsp;&nbsp;Shares Redeemed | (12219) | (17103) | (1382) | (3511) | (4510) | (14379) | (14544) | (21195) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (7790) | 17046 | (562) | 2607 | (3384) | (2954) | (6006) | 10425 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 57455 | 9981 | 7529 | 4244 | 27368 | 42016 | 53454 | 101301 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 692 | 14516 | 785 | 14141 |  | 28061 |  | 149267 |
| &nbsp;&nbsp;Shares Redeemed | (61704) | (17186) | (8044) | (23805) | (38105) | (70062) | (71730) | (130142) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (3557) | 7311 | 270 | (5420) | (10737) | 15 | (18276) | 120426 |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 470 | 4287 | 326 | 1451 | 11539 | 25093 | 1899 | 11391 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions |  | 1224 |  | 1965 |  | 17324 | 1458 | 2503 |
| &nbsp;&nbsp;Shares Redeemed | (956) | (531) | (903) | (8960) | (15545) | (28498) | (14739) | (50735) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (486) | 4980 | (577) | (5544) | (4006) | 13919 | (11382) | (36841) |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 42252 | 161123 | 12766 | 34122 | 11661 | 12517 | 77403 | 79641 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 13560 | 16919 | 10366 | 18486 | 2216 | 6018 | 7282 | 21805 |
| &nbsp;&nbsp;Shares Redeemed | (84870) | (140762) | (39909) | (93132) | (11614) | (68948) | (62042) | (193458) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (29058) | 37280 | (16777) | (40524) | 2263 | (50413) | 22643 | (92012) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Real Return Fund** | **Real Return Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 7751 | 15065 | 17056 | 46325 | 3489 | 5545 | 19652 | 61280 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 465 | 561 |  | 9241 | 1443 | 1879 | 1738 | 2258 |
| &nbsp;&nbsp;Shares Redeemed | (21108) | (34432) | (24996) | (51541) | (2320) | (10191) | (21965) | (48366) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | (12892) | (18806) | (7940) | 4025 | 2612 | (2767) | (575) | 15172 |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** |
| | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 | 6/1/2022 to <br> 11/30/2022<br> (Unaudited) | 6/1/2021 to <br> 5/31/2022 |
| **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** | **Class A:** |
| &nbsp;&nbsp;Shares Issued | 75489 | 94960 | 19234 | 11866 | 17285 | 24105 |
| &nbsp;&nbsp;Shares Issued in Lieu of Dividends and Distributions | 6464 | 14633 |  | 13144 |  | 9057 |
| &nbsp;&nbsp;Shares Redeemed | (41012) | (105424) | (22742) | (21276) | (17088) | (28649) |
| &nbsp;&nbsp;Total Increase (Decrease) in Shares Derived from Class A Transactions | 40941 | 4169 | (3508) | 3734 | 197 | 4513 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

8. INVESTMENT TRANSACTIONS

The cost of security purchases and proceeds from the sale and maturities of securities other than temporary cash investments, during the period ended November 30, 2022, were as follows:

---

| | | | |
|:---|:---|:---|:---|
| | U.S. Gov't<br> ($ Thousands) | Other<br> ($ Thousands) | Total<br> ($ Thousands) |
| **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** | **Large Cap Fund** |
| Purchases | $— | $263215 | $263215 |
| Sales |  | 272971 | 272971 |
| **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** | **Large Cap Disciplined Equity Fund** |
| Purchases |  | 681540 | 681540 |
| Sales |  | 760446 | 760446 |
| **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** | **Large Cap Index Fund** |
| Purchases |  | 123327 | 123327 |
| Sales |  | 303388 | 303388 |
| **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** | **S&P 500 Index Fund** |
| Purchases |  | 134917 | 134917 |
| Sales |  | 484579 | 484579 |
| **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** | **Extended Market Index Fund** |
| Purchases |  | 297182 | 297182 |
| Sales |  | 403368 | 403368 |
| **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** | **Small Cap Fund** |
| Purchases |  | 123275 | 123275 |
| Sales |  | 121385 | 121385 |
| **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** | **Small Cap II Fund** |
| Purchases |  | 159485 | 159485 |
| Sales |  | 193343 | 193343 |
| **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** | **Small/Mid Cap Equity Fund** |
| Purchases |  | 327077 | 327077 |
| Sales |  | 380444 | 380444 |
| **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** | **U.S. Equity Factor Allocation Fund** |
| Purchases |  | 376488 | 376488 |
| Sales |  | 383629 | 383629 |
| **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** | **U.S. Managed Volatility Fund** |
| Purchases |  | 164384 | 164384 |
| Sales |  | 175695 | 175695 |
| **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** | **Global Managed Volatility Fund** |
| Purchases |  | 618264 | 618264 |
| Sales |  | 686073 | 686073 |
| **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** | **World Equity Ex-US Fund** |
| Purchases |  | 4479882 | 4479882 |
| Sales |  | 4604579 | 4604579 |
| **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** | **Screened World Equity Ex-US Fund** |
| Purchases |  | 46266 | 46266 |
| Sales |  | 45787 | 45787 |
| **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** | **World Select Equity Fund** |
| Purchases |  | 51914 | 51914 |
| Sales |  | 54617 | 54617 |
| **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** | **Emerging Markets Equity Fund** |
| Purchases |  | 295827 | 295827 |
| Sales |  | 308726 | 308726 |
| **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** | **Opportunistic Income Fund** |
| Purchases | 4447 | 44533 | 48980 |
| Sales | 6978 | 87035 | 94013 |
| **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** | **Core Fixed Income Fund** |
| Purchases | 12847424 | 1097196 | 13944620 |
| Sales | 13088848 | 1092837 | 14181685 |

---

---

| | | | |
|:---|:---|:---|:---|
| | U.S. Gov't<br> ($ Thousands) | Other<br> ($ Thousands) | Total<br> ($ Thousands) |
| **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** | **High Yield Bond Fund** |
| Purchases | 726 | 308322 | 309048 |
| Sales |  | 411151 | 411151 |
| **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** | **Long Duration Fund** |
| Purchases | 364249 | 69752 | 434001 |
| Sales | 360009 | 54510 | 414519 |
| **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** | **Long Duration Credit Fund** |
| Purchases | 682917 | 521569 | 1204486 |
| Sales | 694191 | 239902 | 934093 |
| **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** | **Ultra Short Duration Bond Fund** |
| Purchases | 21807 | 28701 | 50508 |
| Sales | 23212 | 119046 | 142258 |
| **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** | **Emerging Markets Debt Fund** |
| Purchases | 16152 | 611074 | 627226 |
| Sales | 15527 | 646291 | 661818 |
| **Real Return Fund** | **Real Return Fund** | **Real Return Fund** | **Real Return Fund** |
| Purchases | 62295 |  | 62295 |
| Sales | 53467 |  | 53467 |
| **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** | **Limited Duration Bond Fund** |
| Purchases | 1450949 | 270080 | 1721029 |
| Sales | 1401379 | 279869 | 1681248 |
| **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** | **Intermediate Duration Credit Fund** |
| Purchases | 1507587 | 841681 | 2349268 |
| Sales | 1440756 | 642318 | 2083074 |
| **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** | **Dynamic Asset Allocation Fund** |
| Purchases |  | 46932 | 46932 |
| Sales |  | 105763 | 105763 |
| **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** | **Multi-Asset Real Return Fund** |
| Purchases | 108726 | 499623 | 608349 |
| Sales | 111623 | 588948 | 700571 |

---

9. FEDERAL TAX INFORMATION

It is each Fund's intention to qualify for or continue to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code and distribute all of its taxable income (including net capital gains). Accordingly, no provision for Federal income taxes is required.

The Dynamic Asset Allocation and Multi-Asset Real Return Funds have each requested private letter rulings from the Internal Revenue Service ("IRS") concluding that the income generated from their investment in their respective Subsidiaries, each of which invests in commodity-linked derivatives, will be "qualifying income" for regulated investment company ("RIC") qualification purposes, regardless of whether actual distributions are made to the Funds by the respective Subsidiary.

In July 2011, the IRS suspended the issuance of private letter rulings regarding the investment by RICs into controlled foreign corporations which principally invest in commodities, such as the Subsidiaries, indicating that it was reconsidering its policies surrounding the issuance of these rulings. The Dynamic Asset Allocation and Multi-Asset Real Return Funds have secured an opinion of counsel based on customary representations that actual distributions made to the Funds should be

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

treated as "qualifying income". The Treasury released a proposed regulation in October of 2016 stating that income inclusion from a controlled foreign corporation is treated as dividends i.e. qualifying income only to the extent that the Funds received cash distributions from the subsidiary. The distribution requirement is consistent with the Funds' policy. The Treasury released a final regulation in March 2019 reversing its position on the proposed regulation by removing the cash distribution requirement. As a conservative measure, the Funds will continue to follow their existing distribution policy.

Dividends from net investment income and distributions from net realized capital gains are determined in accordance with U.S. Federal income tax regulations, which may differ from those amounts determined under U.S. GAAP. These book/tax differences are either temporary or permanent in nature. To the extent these differences are permanent, they are charged or credited to paid-in capital or distributable earnings (loss), as appropriate, in the period that the differences arise.

The tax character of dividends and distributions paid during the last two years or periods ended May 31, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Ordinary<br> Income <br> ($ Thousands) | Long-term <br> Capital Gain <br> ($ Thousands) | Return of Capital<br> ($ Thousands) | Total<br> ($ Thousands) |
| Large Cap Fund | Large Cap Fund | Large Cap Fund | Large Cap Fund | Large Cap Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | $63662 | $119386 | $— | $183048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 24814 | 45068 |  | 69882 |
| Large Cap Disciplined Equity Fund | Large Cap Disciplined Equity Fund | Large Cap Disciplined Equity Fund | Large Cap Disciplined Equity Fund | Large Cap Disciplined Equity Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 206881 | 223704 |  | 430585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 78121 | 50782 |  | 128903 |
| Large Cap Index Fund | Large Cap Index Fund | Large Cap Index Fund | Large Cap Index Fund | Large Cap Index Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 54737 | 146626 |  | 201363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 34549 | 21791 |  | 56340 |
| S&P 500 Index Fund | S&P 500 Index Fund | S&P 500 Index Fund | S&P 500 Index Fund | S&P 500 Index Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 142829 | 250579 |  | 393408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 124356 | 73170 |  | 197526 |
| Extended Market Index Fund | Extended Market Index Fund | Extended Market Index Fund | Extended Market Index Fund | Extended Market Index Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 48618 | 227020 |  | 275638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 18602 | 28050 |  | 46652 |
| Small Cap Fund | Small Cap Fund | Small Cap Fund | Small Cap Fund | Small Cap Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 30387 | 34202 |  | 64589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 7344 | 6209 |  | 13553 |
| Small Cap II Fund | Small Cap II Fund | Small Cap II Fund | Small Cap II Fund | Small Cap II Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 44584 | 47873 |  | 92457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 3278 |  |  | 3278 |
| Small/Mid Cap Equity Fund | Small/Mid Cap Equity Fund | Small/Mid Cap Equity Fund | Small/Mid Cap Equity Fund | Small/Mid Cap Equity Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 89648 | 158245 |  | 247893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 23971 | 18737 |  | 42708 |
| U.S. Equity Factor Allocation Fund | U.S. Equity Factor Allocation Fund | U.S. Equity Factor Allocation Fund | U.S. Equity Factor Allocation Fund | U.S. Equity Factor Allocation Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 93071 | 111026 |  | 204097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 16124 |  |  | 16124 |
| U.S. Managed Volatility Fund | U.S. Managed Volatility Fund | U.S. Managed Volatility Fund | U.S. Managed Volatility Fund | U.S. Managed Volatility Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 45633 | 145119 |  | 190752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 27365 | 1041 |  | 28406 |
| Global Managed Volatility Fund | Global Managed Volatility Fund | Global Managed Volatility Fund | Global Managed Volatility Fund | Global Managed Volatility Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 137300 | 216391 |  | 353691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 58756 |  |  | 58756 |
| World Equity Ex-US Fund | World Equity Ex-US Fund | World Equity Ex-US Fund | World Equity Ex-US Fund | World Equity Ex-US Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 558706 | 1443526 |  | 2002232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 145033 | 20665 |  | 165698 |
| Screened World Equity Ex-US Fund | Screened World Equity Ex-US Fund | Screened World Equity Ex-US Fund | Screened World Equity Ex-US Fund | Screened World Equity Ex-US Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 8124 | 14822 |  | 22946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 1926 | 971 |  | 2897 |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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| | | | | |
|:---|:---|:---|:---|:---|
| | Ordinary<br> Income <br> ($ Thousands) | Long-term <br> Capital Gain <br> ($ Thousands) | Return of Capital<br> ($ Thousands) | Total<br> ($ Thousands) |
| World Select Equity Fund | World Select Equity Fund | World Select Equity Fund | World Select Equity Fund | World Select Equity Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | $13875 | $10337 | $— | $24212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 16277 |  |  | 16277 |
| Emerging Markets Equity Fund | Emerging Markets Equity Fund | Emerging Markets Equity Fund | Emerging Markets Equity Fund | Emerging Markets Equity Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 35006 | 157154 |  | 192160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 21250 |  |  | 21250 |
| Opportunistic Income Fund | Opportunistic Income Fund | Opportunistic Income Fund | Opportunistic Income Fund | Opportunistic Income Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 20910 |  |  | 20910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 27332 |  |  | 27332 |
| Core Fixed Income Fund | Core Fixed Income Fund | Core Fixed Income Fund | Core Fixed Income Fund | Core Fixed Income Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 179337 |  |  | 179337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 403900 | 48792 |  | 452692 |
| High Yield Bond Fund | High Yield Bond Fund | High Yield Bond Fund | High Yield Bond Fund | High Yield Bond Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 166861 |  |  | 166861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 193700 |  |  | 193700 |
| Long Duration Fund | Long Duration Fund | Long Duration Fund | Long Duration Fund | Long Duration Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 35410 | 15247 |  | 50657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 113516 | 41720 |  | 155236 |
| Long Duration Credit Fund | Long Duration Credit Fund | Long Duration Credit Fund | Long Duration Credit Fund | Long Duration Credit Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 130871 | 107804 |  | 238675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 246481 | 83354 |  | 329835 |
| Ultra Short Duration Bond Fund | Ultra Short Duration Bond Fund | Ultra Short Duration Bond Fund | Ultra Short Duration Bond Fund | Ultra Short Duration Bond Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 5654 |  |  | 5654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 7381 |  |  | 7381 |
| Emerging Markets Debt Fund | Emerging Markets Debt Fund | Emerging Markets Debt Fund | Emerging Markets Debt Fund | Emerging Markets Debt Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 93762 |  |  | 93762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 44973 |  |  | 44973 |
| Real Return Fund | Real Return Fund | Real Return Fund | Real Return Fund | Real Return Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 20036 |  |  | 20036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 4389 |  |  | 4389 |
| Limited Duration Bond Fund | Limited Duration Bond Fund | Limited Duration Bond Fund | Limited Duration Bond Fund | Limited Duration Bond Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 19280 | 3761 |  | 23041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 30787 | 2116 |  | 32903 |
| Intermediate Duration Credit Fund | Intermediate Duration Credit Fund | Intermediate Duration Credit Fund | Intermediate Duration Credit Fund | Intermediate Duration Credit Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 123298 | 28243 |  | 151541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 154618 | 14392 |  | 169010 |
| Dynamic Asset Allocation Fund | Dynamic Asset Allocation Fund | Dynamic Asset Allocation Fund | Dynamic Asset Allocation Fund | Dynamic Asset Allocation Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 147428 | 195344 |  | 342772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 38458 | 188348 |  | 226806 |
| Multi-Asset Real Return Fund | Multi-Asset Real Return Fund | Multi-Asset Real Return Fund | Multi-Asset Real Return Fund | Multi-Asset Real Return Fund |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 | 76427 |  |  | 76427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021 | 15099 |  |  | 15099 |

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As of May 31, 2022, the components of distributable earnings (accumulated losses) were as follows:

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Undistributed<br> Ordinary<br> Income<br> ($ Thousands) | Undistributed<br> Long-Term<br> Capital Gain<br> ($ Thousands) | Capital<br> Loss<br> Carryforwards<br> ($ Thousands) | Post-<br> October<br> Losses<br> ($ Thousands) | Late Year<br> Ordinary<br> Losses<br> ($ Thousands) | Unrealized<br> Appreciation<br> (Depreciation)<br> ($ Thousands) | Other<br> Temporary<br> Differences<br> ($ Thousands) | Total<br> Distributable<br> Earnings <br> (Accumulated <br> Losses)<br> ($ Thousands) |
| Large Cap Fund | $1764 | $71789 | $– $| (11871) | $– $| 209221 | $— | $270903 |
| Large Cap Disciplined Equity Fund |  | 41624 | – |  | – | 176337 | (6) | 217955 |
| Large Cap Index Fund | 5746 | 81459 | – |  | – | 1384346 | (3) | 1471548 |
| S&P 500 Index Fund | 9783 | 192540 | – | (3667) | – | 2669733 |  | 2868389 |
| Extended Market Index Fund | 510 | 35909 | – | (1247) | – | 233751 | 3 | 268926 |
| Small Cap Fund | 485 | 13653 | – | (10270) | – | 18748 | 1 | 22617 |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

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| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | Undistributed<br> Ordinary<br> Income<br> ($ Thousands) | Undistributed<br> Long-Term<br> Capital Gain<br> ($ Thousands) | Capital<br> Loss<br> Carryforwards<br> ($ Thousands) | Post-<br> October<br> Losses<br> ($ Thousands) | Late Year<br> Ordinary<br> Losses<br> ($ Thousands) | Unrealized<br> Appreciation<br> (Depreciation)<br> ($ Thousands) | Other<br> Temporary<br> Differences<br> ($ Thousands) | Total<br> Distributable<br> Earnings <br> (Accumulated <br> Losses)<br> ($ Thousands) |
| Small Cap II Fund | $464 | $8291 | $— | $— | $– $| 37042 | $(1) | $45796 |
| Small/Mid Cap Equity Fund | 5992 | 48767 |  | (15318) | – | 128413 | (1) | 167853 |
| U.S. Equity Factor Allocation Fund | 8476 | 68555 |  |  | – | 142505 | 1 | 219537 |
| U.S. Managed Volatility Fund | 2379 | 51503 |  |  | – | 202968 | (4) | 256846 |
| Global Managed Volatility Fund | 59502 | 93561 |  |  | – | 154889 | (2) | 307950 |
| World Equity Ex-US Fund | 115023 | 291882 |  | (159110) | – | 313723 | 1 | 561519 |
| Screened World Equity Ex-US Fund | 803 | 4445 |  | (2083) | – | 2874 | (2) | 6037 |
| World Select Equity Fund | 4271 | 13282 |  |  | – | 20244 |  | 37797 |
| Emerging Markets Equity Fund | 10104 | 25399 |  |  | – | 43592 |  | 79095 |
| Opportunistic Income Fund | 11694 |  | (35313) |  | – | (21734) | 2 | (45351) |
| Core Fixed Income Fund | 18263 |  | (2535) | (347645) | – | (563355) | (21615) | (916887) |
| High Yield Bond Fund | 87897 |  | (151805) |  | – | (287213) | (13487) | (364608) |
| Long Duration Fund | 528 |  |  | (31008) | – | (63888) | (2906) | (97274) |
| Long Duration Credit Fund | 7917 |  |  | (65072) | – | (341776) | (9400) | (408331) |
| Ultra Short Duration Bond Fund | 560 |  | (4196) | (1270) | – | (10076) | (554) | (15536) |
| Emerging Markets Debt Fund | 10367 |  | (76477) |  | – | (406627) | (20728) | (493465) |
| Real Return Fund | 5552 |  | (100) | (57) | – | (2204) | 1 | 3192 |
| Limited Duration Bond Fund | 2156 |  |  | (17350) | – | (40618) | (2612) | (58424) |
| Intermediate Duration Credit Fund | 14 |  |  | (65376) | – | (288608) | (602) | (354572) |
| Dynamic Asset Allocation Fund | 85573 | 104013 |  |  | – | 1017706 | (36) | 1207256 |
| Multi-Asset Real Return Fund | 76736 |  | (54317) | (41987) | – | (31623) | (3474) | (54665) |

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Post-October losses represent losses realized on investment transactions from November 1, 2021 through May 31, 2022 that, in accordance with Federal income tax regulations, the Funds may elect to defer and treat as having arisen in the following fiscal year. Other temporary differences are primarily consist of straddle loss deferrals and dividend payable.

During the year ended May 31, 2022, the funds listed below utilized capital loss carryforwards to offset capital gains ($Thousands):

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| | |
|:---|:---|
| World Select Equity Fund | $12355 |
| Real Return Fund | 1909 |

---

The Funds have capital losses carried forward as follows:

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| | | | |
|:---|:---|:---|:---|
| | Short-Term<br> Loss<br> ($ Thousands) | Long-Term<br> Loss<br> ($ Thousands) | Total \*<br> ($ Thousands) |
| Opportunistic Income Fund | $– | $35313 | $35313 |
| Core Fixed Income Fund |  | 2535 | 2535 |
| High Yield Bond Fund | 1941 | 149864 | 151805 |
| Ultra Short Duration Bond Fund | 1407 | 2789 | 4196 |
| Emerging Markets Debt Fund | 33034 | 43443 | 76477 |
| Real Return Fund | 100 |  | 100 |
| Multi-Asset Real Return Fund | 23669 | 30649 | 54318 |

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\*This table should be used in conjunction with the capital loss carryforwards table.

For Federal income tax purposes, the cost of investments owned at November 30, 2022, and the net realized gains or losses on investments sold for the period were not materially different from amounts reported for financial reporting purposes. These differences are primarily due to investments in partnerships, passive foreign investment companies, defaulted bond and wash sales which cannot be used for Federal income tax purposes in the current year and have been deferred for use in future years. The aggregate gross unrealized appreciation and depreciation on total investments held by the Funds at November 30, 2022, was as follows:

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| | | | | |
|:---|:---|:---|:---|:---|
| | Federal Tax Cost<br> ($ Thousands) | Appreciated<br> Securities<br> ($ Thousands) | Depreciated<br> Securities<br> ($ Thousands) | Net Unrealized<br> Appreciation<br> (Depreciation)<br> ($ Thousands) |
| Large Cap Fund | $548332 | $229761 | $(17371) | $212390 |
| Large Cap Disciplined Equity Fund | 1017040 | 252380 | (33002) | 219378 |
| Large Cap Index Fund | 464922 | 1275081 | (32921) | 1242160 |
| S&P 500 Index Fund | 2116910 | 2601431 | (68142) | 2533289 |
| Extended Market Index Fund | 1089081 | 471387 | (194552) | 276835 |
| Small Cap Fund | 201935 | 46050 | (15061) | 30989 |
| Small Cap II Fund | 246823 | 67429 | (16668) | 50761 |
| Small/Mid Cap Equity Fund | 745287 | 182192 | (50312) | 131880 |
| U.S. Equity Factor Allocation Fund | 759009 | 166154 | (42412) | 123742 |

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

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| | | | | |
|:---|:---|:---|:---|:---|
| | Federal Tax Cost<br> ($ Thousands) | Appreciated<br> Securities<br> ($ Thousands) | Depreciated<br> Securities<br> ($ Thousands) | Net Unrealized<br> Appreciation<br> (Depreciation)<br> ($ Thousands) |
| U.S. Managed Volatility Fund | $704113 | $212873 | $(25117) | $187756 |
| Global Managed Volatility Fund | 2252619 | 268449 | (167000) | 101449 |
| World Equity Ex-US Fund | 7460879 | 929265 | (503097) | 426168 |
| Screened World Equity Ex-US Fund | 137532 | 13555 | (11574) | 1981 |
| World Select Equity Fund | 208978 | 44460 | (17001) | 27459 |
| Emerging Markets Equity Fund | 1016454 | 124435 | (128846) | (4411) |
| Opportunistic Income Fund | 619889 | 936 | (31389) | (30453) |
| Core Fixed Income Fund | 9168530 | 48454 | (778167) | (729713) |
| High Yield Bond Fund | 2175851 | 100086 | (326662) | (226576) |
| Long Duration Fund | 752578 | 6198 | (99922) | (93724) |
| Long Duration Credit Fund | 3243620 | 6524 | (534234) | (527710) |
| Ultra Short Duration Bond Fund | 404717 | 79 | (13759) | (13680) |
| Emerging Markets Debt Fund | 2046521 | 18259 | (336313) | (318054) |
| Real Return Fund | 309217 | 95 | (19193) | (19098) |
| Limited Duration Bond Fund | 1697316 | 4236 | (64161) | (59925) |
| Intermediate Duration Credit Fund | 3968308 | 17906 | (388847) | (370941) |
| Dynamic Asset Allocation Fund | 605644 | 1042083 | (23387) | 1018696 |
| Multi-Asset Real Return Fund | 716552 | 103853 | (21176) | 82677 |

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Management has analyzed the Funds' tax positions taken on Federal income tax returns for all open tax years and has concluded that as of November 30, 2022, no provision for income tax would be required in the Funds' financial statements. The Funds' Federal and state income and Federal excise tax returns for tax years for which the applicable statutes of limitations have not expired are subject to examination by the Internal Revenue Service and state departments of revenue.

10. CONCENTRATION/RISKS

In the normal course of business, the Trust enters into contracts that provide general indemnifications by the Trust to the counterparty to the contract. The Trust's maximum exposure under these arrangements is dependent on future claims that may be made against the Trust and, therefore, cannot be estimated; however, Management believes that, based on experience, the risk of loss from such claims is considered remote.

The market values of the Core Fixed Income, High Yield Bond, Long Duration, Long Duration Credit, Ultra Short Duration Bond, Limited Duration Bond, Intermediate Duration Credit and Multi-Asset Real Return Funds' investments will change in response to interest rate changes and other factors. During periods of falling interest rates, the values of fixed income securities generally rise. Conversely, during periods of rising interest rates, the values of such securities generally decline. Changes by recognized rating agencies in the ratings of any fixed income security and in the ability of an issuer to make payments of interest and principal may also affect the value of these investments.

The World Equity Ex-US, Screened World Equity Ex-US, World Select Equity, Emerging Markets Equity and Emerging Markets Debt Funds concentrate their investments in securities of foreign issuers in various countries. These investments may involve certain considerations and risks not typically associated with investments in the United States, as a result of, among other factors, the possibility of future political and economic developments and the level of governmental supervision and regulation of securities markets in the respective countries.

The following descriptions provide additional information about some of the risks of investing in the Funds. A more complete description of principal risks is included in each Fund's prospectus under the heading "Principal Risks".

**American Depositary Receipts (ADRs) Risk** — ADRs are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. ADRs are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory and tax environments.

**Asset-Backed Securities Risk** — Payment of principal and interest on asset-backed securities is dependent largely on the cash flows generated by the assets backing the securities. Securitization trusts generally do not have any assets or sources of funds other than receivables and related property they own, and asset-backed securities are generally not insured or guaranteed by the related sponsor or any other entity. Asset-backed securities may be more illiquid than more conventional types of fixed income securities that the Fund may acquire.

**Bank Loans Risk**—With respect to bank loans, the Fund will assume the credit risk of both the borrower and the lender that is selling the participation. The Fund may also have difficulty disposing of bank loans because,

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

in certain cases, the market for such instruments is not highly liquid.

**Below Investment Grade Securities (Junk Bonds) Risk** — Fixed income securities rated below investment grade (junk bonds) involve greater risks of default or downgrade and are generally more volatile than investment grade securities because the prospect for repayment of principal and interest of many of these securities is speculative. Because these securities typically offer a higher rate of return to compensate investors for these risks, they are sometimes referred to as "high yield bonds," but there is no guarantee that an investment in these securities will result in a high rate of return.

**Collateralized Debt Obligations (CDOs) and Collateralized Loan Obligations (CLOs) Risk** — CDOs and CLOs are securities backed by an underlying portfolio of debt and loan obligations, respectively. CDOs and CLOs issue classes or "tranches" that vary in risk and yield and may experience substantial losses due to actual defaults, decrease in market value due to collateral defaults and removal of subordinate tranches, market anticipation of defaults and investor aversion to CDO and CLO securities as a class. The risks of investing in CDOs and CLOs depend largely on the tranche invested in and the type of the underlying debts and loans in the tranche of the CDO or CLO, respectively, in which the Fund invests. CDOs and CLOs also carry risks including, but not limited to, interest rate risk and credit risk, which are described below. For example, a liquidity crisis in the global credit markets could cause substantial fluctuations in prices for leveraged loans and high-yield debt securities and limited liquidity for such instruments. When the Fund invests in CDOs or CLOs, in addition to directly bearing the expenses associated with its own operations, it may bear a pro rata portion of the CDO's or CLO's expenses.

**Commercial Paper Risk** — Commercial paper is a short-term obligation with a maturity generally ranging from one to 270 days and is issued by U.S. or foreign companies or other entities in order to finance their current operations. Such investments are unsecured and usually discounted from their value at maturity. The value of commercial paper may be affected by changes in the credit rating or financial condition of the issuing entities and will tend to fall when interest rates rise and rise when interest rates fall. Asset-backed commercial paper may be issued by structured investment vehicles or other conduits that are organized to issue the commercial paper and to purchase trade receivables or other financial assets. The repayment of asset-backed commercial paper depends primarily on the cash collections received from such an issuer's underlying

asset portfolio and the issuer's ability to issue new asset-backed commercial paper.

**Commodity Investments and Derivatives Risk** — Commodity investments and derivatives may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity related equity returns can also be affected by the issuer's financial structure or the performance of unrelated businesses. The value of a commodity investment or a derivative investment in commodities is typically based upon the price movements of a physical commodity, a commodity futures contract or commodity index or some other readily measurable economic variable that is dependent upon changes in the value of commodities or the commodities markets. The value of these securities will rise or fall in response to changes in the underlying commodity or related benchmark or investment, changes in interest rates or factors affecting a particular industry or commodity, such as natural disasters, weather and U.S. and international economic, political and regulatory developments.

**Commodity-Linked Securities Risk** — Investments in commodity-linked securities may be more volatile and less liquid than direct investments in the underlying commodities themselves. Commodity-related equity returns can also be affected by the issuer's financial structure or the performance of unrelated businesses.

**Convertible and Preferred Securities Risk** — Convertible and preferred securities have many of the same characteristics as stocks, including many of the same risks. In addition, convertible bonds may be more sensitive to changes in interest rates than stocks. Convertible bonds may also have credit ratings below investment grade, meaning that they carry a higher risk of failure by the issuer to pay principal and/or interest when due.

**Corporate Fixed Income Securities Risk** — Corporate fixed income securities respond to economic developments, especially changes in interest rates, as well as perceptions of the creditworthiness and business prospects of individual issuers.

**Credit Risk** — The risk that the issuer of a security or the counterparty to a contract will default or otherwise become unable to honor a financial obligation.

**Currency Risk** — As a result of the Fund's investments in securities denominated in, and/or receiving revenues in, foreign currencies, the Fund will be subject to currency risk. Currency risk is the risk that foreign currencies will decline in value relative to the U.S. dollar or, in the case of hedging positions, that the U.S. dollar will decline in value relative to the currency hedged. In either event, the dollar value of an investment in the Fund would be adversely affected. Due to the Fund's active

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

positions in currencies, it will be subject to the risk that currency exchange rates may fluctuate in response to, among other things, changes in interest rates, intervention (or failure to intervene) by U.S. or foreign governments, central banks or supranational entities, or by the imposition of currency controls or other political developments in the United States or abroad.

**Depositary Receipts Risk** — Depositary receipts, such as American Depositary Receipts, are certificates evidencing ownership of shares of a foreign issuer that are issued by depositary banks and generally trade on an established market. Depositary receipts are subject to many of the risks associated with investing directly in foreign securities, including, among other things, political, social and economic developments abroad, currency movements and different legal, regulatory, tax, accounting and audit environments.

**Derivatives Risk** — The Fund's use of futures contracts, forwards contracts, options and swaps is subject to market risk, leverage risk, correlation risk and liquidity risk. Leverage risk and liquidity risk are described below and market risk is described above. Many OTC derivative instruments will not have liquidity beyond the counterparty to the instrument. Correlation risk is the risk that changes in the value of the derivative may not correlate perfectly with the underlying asset, rate or index. The Fund's use of forward contracts, options and swaps is also subject to credit risk and valuation risk. Credit risk is described below. Valuation risk is the risk that the derivative may be difficult to value and/or valued incorrectly. Each of these risks could cause the Fund to lose more than the principal amount invested in a derivative instrument. Some derivatives have the potential for unlimited loss, regardless of the size of the Fund's initial investment. The other parties to certain derivative contracts present the same types of credit risk as issuers of fixed income securities. The Fund's use of derivatives may also increase the amount of taxes payable by shareholders. Both U.S. and non-U.S. regulators have adopted and are in the process of implementing regulations governing derivatives markets, the ultimate impact of which remains unclear.

**Duration Risk** — The longer-term securities in which the Fund may invest are more volatile. A portfolio with a longer average portfolio duration is more sensitive to changes in interest rates than a portfolio with a shorter average portfolio duration.

**Economic Risks of Global Health Events** — Global health events and pandemics, such as COVID-19, have the ability to affect—quickly, drastically and substantially the economies of many nations, states, individual companies and the markets in general and can cause disruptions that cannot necessarily be foreseen. The

spread of COVID-19 around the world in 2020 resulted in a substantial number of nations implementing social distancing measures, quarantines, and the shutdown of non-essential businesses and governmental services. Further, it has caused significant volatility in U.S. and international markets. The impact of the outbreak may be short term or may last for an extended period of time.

**Equity Market Risk** — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the equity or bond market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term.

**Exchange-Traded Funds (ETFs) Risk** — The risks of owning shares of an ETF generally reflect the risks of owning the underlying securities the ETF is designed to track, although lack of liquidity in an ETF could result in its value being more volatile than the underlying portfolio securities. When the Fund invests in an ETF, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the ETF's expenses.

**Extension Risk** — The risk that rising interest rates may extend the duration of a fixed income security, typically reducing the security's value.

**Fixed Income Market Risk** — The prices of the Fund's fixed income securities respond to economic developments, particularly interest rate changes, as well as to perceptions about the creditworthiness of individual issuers, including governments and their agencies. Generally, the Fund's fixed income securities will decrease in value if interest rates rise and vice versa. In a low interest rate environment, risks associated with rising rates are heightened. Declines in dealer market-making capacity as a result of structural or regulatory changes could decrease liquidity and/or increase volatility in the fixed income markets. Markets for fixed income securities may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

markets adversely and cause market volatility in both the short- and long-term. In response to these events, the Fund's value may fluctuate and/or the Fund may experience increased redemptions from shareholders, which may impact the Fund's liquidity or force the Fund to sell securities into a declining or illiquid market.

**Foreign Investment/Emerging and Frontier Markets Risk** — The risk that non-U.S. securities may be subject to additional price volatility, illiquidity and decreases in value due to, among other things, political, social and economic developments abroad, government ownership or control of portions of the private sector or certain companies, trade barriers and currency movements, exchange controls and managed adjustments in relative currency values, and different or new and unsettled securities and tax markets, laws and regulations. These additional risks may be heightened with respect to emerging market countries because political turmoil and rapid changes in economic conditions are more likely to occur in these countries. These risks may be magnified further with respect to "frontier market countries," which are a subset of emerging market countries with even smaller national economies.

**Foreign Issuer Risk** — The risk that issuers in foreign countries face political and economic events unique to those countries. These events will not necessarily affect the U.S. economy or similar issuer located in the U.S.

**Foreign Sovereign Debt Securities Risk** — The risks that (i) the governmental entity that controls the repayment of sovereign debt may not be willing or able to repay the principal and/or interest when it becomes due, because of factors such as debt service burden, political constraints, cash flow problems and other national economic factors; (ii) governments may default on their debt securities, which may require holders of such securities to participate in debt rescheduling or additional lending to defaulting governments; and (iii) there is no bankruptcy proceeding by which defaulted sovereign debt may be collected in whole or in part.

**Inflation Protected Securities Risk** — The value of inflation protected securities, including TIPS, generally will fluctuate in response to changes in "real" interest rates, generally decreasing when real interest rates rise and increasing when real interest rates fall. Real interest rates represent nominal (or stated) interest rates reduced by the expected impact of inflation. In addition, interest payments on inflation-indexed securities will generally vary up or down along with the rate of inflation.

**Interest Rate Risk** — The risk that a rise in interest rates will cause a fall in the value of fixed income securities, including U.S. Government securities, in which a Fund invests. A low interest rate environment may present greater interest rate risk, because there may be a

greater likelihood of rates increasing and rates may increase more rapidly.

**Investment Company Risk** — When the Fund invests in an investment company, including closed-end funds and ETFs, in addition to directly bearing the expenses associated with its own operations, it will bear a pro rata portion of the investment company's expenses. Further, while the risks of owning shares of an investment company generally reflect the risks of owning the underlying investments of the investment company, the Fund may be subject to additional or different risks than if the Fund had invested directly in the underlying investments. For example, the lack of liquidity in an ETF could result in its value being more volatile than that of the underlying portfolio securities. Closed-end investment companies issue a fixed number of shares that trade on a stock exchange or over-the-counter at a premium or a discount to their net asset value. As a result, a closed-end fund's share price fluctuates based on what another investor is willing to pay rather than on the market value of the securities in the fund.

**Investment in the Subsidiary Risk** — The Subsidiary is not registered under the Investment Company Act of 1940, as amended ("the 1940 Act"), and, unless otherwise noted in this prospectus, is not subject to all of the investor protections of the 1940 Act. Thus, the Fund, as an investor in the Subsidiary, will not have all of the protections offered to investors in registered investment companies. In addition, changes in the laws of the United States and/or the Cayman Islands, under which the Fund and the Subsidiary, respectively, are organized, could result in the inability of the Fund and/or the Subsidiary to operate as intended and could negatively affect the Fund and its shareholders.

**Investment Style Risk** — The risk that large capitalization securities may underperform other segments of the equity markets or the equity markets as a whole.

**Large Capitalization Risk** — The risk that larger, more established companies may be unable to respond quickly to new competitive challenges such as changes in technology and consumer tastes. Larger companies also may not be able to attain the high growth rates of successful smaller companies.

**Leverage Risk** — The Funds' use of derivatives may result in the Funds' total investment exposure substantially exceeding the value of its portfolio securities and the Funds' investment returns depending substantially on the performance of securities that the Funds may not directly own. The use of leverage can amplify the effects of market volatility on the Funds' share price and may also cause the Funds to liquidate portfolio positions when it would not be advantageous

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

to do so in order to satisfy its obligations. The Funds' use of leverage may result in a heightened risk of investment loss.

**Liquidity Risk** — The risk that certain securities may be difficult or impossible to sell at the time and the price that the Fund would like. The Fund may have to lower the price of the security, sell other securities instead or forego an investment opportunity, any of which could have a negative effect on Fund management or performance.

**Market Risk** — The risk that the market value of a security may move up and down, sometimes rapidly and unpredictably. Market risk may affect a single issuer, an industry, a sector or the equity market as a whole. Equity markets may decline significantly in response to adverse issuer, political, regulatory, market, economic or other developments that may cause broad changes in market value, public perceptions concerning these developments, and adverse investor sentiment or publicity. Similarly, environmental and public health risks, such as natural disasters, epidemics, pandemics or widespread fear that such events may occur, may impact markets adversely and cause market volatility in both the short- and long-term.

**Mortgage-Backed Securities Risk** — Mortgage-backed securities are affected significantly by the rate of prepayments and modifications of the mortgage loans backing those securities, as well as by other factors such as borrower defaults, delinquencies, realized or liquidation losses and other shortfalls. Mortgage-backed securities are particularly sensitive to prepayment risk, which is described below, given that the term to maturity for mortgage loans is generally substantially longer than the expected lives of those securities; however, the timing and amount of prepayments cannot be accurately predicted. The timing of changes in the rate of prepayments of the mortgage loans may significantly affect the Fund's actual yield to maturity on any mortgage-backed securities, even if the average rate of principal payments is consistent with the Fund's expectation. Along with prepayment risk, mortgage-backed securities are significantly affected by interest rate risk, which is described above. In a low interest rate environment, mortgage loan prepayments would generally be expected to increase due to factors such as refinancings and loan modifications at lower interest rates. In contrast, if prevailing interest rates rise, prepayments of mortgage loans would generally be expected to decline and therefore extend the weighted average lives of mortgage-backed securities held or acquired by the Fund.

**Mortgage Dollar Rolls Risk** — Mortgage dollar rolls are transactions in which the Fund sells securities (usually

mortgage-backed securities) and simultaneously contracts to repurchase substantially similar, but not identical, securities on a specified future date. If the broker-dealer to whom the Fund sells the security becomes insolvent, the Fund's right to repurchase the security may be restricted. Other risks involved in entering into mortgage dollar rolls include the risk that the value of the security may change adversely over the term of the mortgage dollar roll and that the security the Fund is required to repurchase may be worth less than the security that the Fund originally held.

**Municipal Securities Risk** — Municipal securities, like other fixed income securities, rise and fall in value in response to economic and market factors, primarily changes in interest rates, and actual or perceived credit quality. Rising interest rates will generally cause municipal securities to decline in value. Longer-term securities respond more sharply to interest rate changes than do shorter-term securities. A municipal security will also lose value if, due to rating downgrades or other factors, there are concerns about the issuer's current or future ability to make principal or interest payments. State and local governments rely on taxes and, to some extent, revenues from private projects financed by municipal securities, to pay interest and principal on municipal debt. Poor statewide or local economic results or changing political sentiments may reduce tax revenues and increase the expenses of municipal issuers, making it more difficult for them to repay principal and to make interest payments on securities owned by the Fund. Actual or perceived erosion of the creditworthiness of municipal issuers may reduce the value of the Fund's holdings. As a result, the Fund will be more susceptible to factors that adversely affect issuers of municipal obligations than a mutual fund that does not have as great a concentration in municipal obligations.

**Non-Diversified Risk** — The Emerging Markets Debt and Multi-Asset Real Return Funds are non-diversified, which means that they may invest in the securities of relatively few issuers. As a result, the Funds may be more susceptible to a single adverse economic or political occurrence affecting one or more of these issuers and may experience increased volatility due to its investments in those securities. However, the Funds intend to satisfy the asset diversification requirements under Subchapter M of the Internal Revenue Code of 1986, as amended, for classification as a regulated investment company.

**Opportunity Risk** — The risk of missing out on an investment opportunity because the assets necessary to take advantage of it are tied up in other investments.

**Participation Notes (P-Notes) Risk** — P-Notes are participation interest notes that are issued by banks

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Continued)** 

November 30, 2022 (Unaudited)

or broker-dealers and are designed to offer a return linked to a particular underlying equity, debt, currency or market. Investments in P-Notes involve the same risks associated with a direct investment in the underlying foreign companies or foreign securities markets that they seek to replicate. However, there can be no assurance that the trading price of P-Notes will equal the underlying value of the foreign companies or foreign securities markets that they seek to replicate.

**Portfolio Turnover Risk** — Due to its investment strategy, the Fund may buy and sell securities frequently. This may result in higher transaction costs and taxes subject to ordinary income tax rates as opposed to more favorable capital gains rates, which may affect the Fund's performance.

**Prepayment Risk** — The risk that, in a declining interest rate environment, fixed income securities with stated interest rates may have the principal paid earlier than expected, requiring the Fund to invest the proceeds at generally lower interest rates.

**Private Placements Risk** — Investment in privately placed securities may be less liquid than in publicly traded securities. Although these securities may be resold in privately negotiated transactions, the prices realized from these sales could be less than those originally paid by the Fund or less than what may be considered the fair value of such securities. Further, companies whose securities are not publicly traded may not be subject to the disclosure and other investor protection requirements that might be applicable if their securities were publicly traded.

**Quantitative Investing Risk** — A quantitative investment style generally involves the use of computers to implement a systematic or rules-based approach to selecting investments based on specific measurable factors. Due to the significant role technology plays in such strategies, they carry the risk of unintended or unrecognized issues or flaws in the design, coding, implementation or maintenance of the computer programs or technology used in the development and implementation of the quantitative strategy.

**Real Estate Industry Risk** — Securities of companies principally engaged in the real estate industry may be subject to the risks associated with direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions.

**Redemption Risk** — The Funds may experience periods of heavy redemptions that could cause the Funds to liquidate its assets at inopportune times or at a loss or

depressed value, particularly during periods of declining or illiquid markets.

**REITs Risk** — REITs are trusts that invest primarily in commercial real estate or real estate-related loans. The Fund's investments in REITs will be subject to the risks associated with the direct ownership of real estate. Risks commonly associated with the direct ownership of real estate include fluctuations in the value of underlying properties, defaults by borrowers or tenants, changes in interest rates and risks related to general or local economic conditions. Some REITs may have limited diversification and may be subject to risks inherent in financing a limited number of properties.

**Repurchase Agreements and Reverse Repurchase Agreements Risk** — In the event of the insolvency of the counterparty to a repurchase agreement or reverse repurchase agreement, recovery of the repurchase price owed to the Fund or, in the case of a reverse repurchase agreement, the securities sold by the Fund, may be delayed. Because reverse repurchase agreements may be considered to be the practical equivalent of borrowing funds, they constitute a form of leverage. If the Fund reinvests the proceeds of a reverse repurchase agreement at a rate lower than the cost of the agreement, entering into the agreement will lower the Fund's yield.

**Sampling Risk** — The Fund may not fully replicate the benchmark index and may hold securities not included in the index. As a result, the Fund may not track the return of its benchmark index as well as it would have if the Fund purchased all of the securities in its benchmark index.

**Short Sales Risk** — A short sale involves the sale of a security that the Fund does not own in the expectation of purchasing the same security (or a security exchangeable therefore) at a later date at a lower price. Short sales expose the Fund to the risk that it will be required to buy the security sold short (also known as "covering" the short position) at a time when the security has appreciated in value, thus resulting in a loss to the Fund. Investment in short sales may also cause the Fund to incur expenses related to borrowing securities. Reinvesting proceeds received from short selling may create leverage, which can amplify the effects of market volatility on the Fund's share price. In addition, shorting a future contract may require posting only a margin that may amount to less than the notional exposure of the contract. Such a practice may exacerbate the loss in a case of adverse price action.

**Small and Medium Capitalization Risk** — Small and medium capitalization companies in which the Fund may invest may be more vulnerable to adverse business or economic events than larger, more established

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

companies. In particular, small and medium capitalization companies may have limited product lines, markets and financial resources and may depend upon a relatively small management group. Therefore, small and medium capitalization stocks may be more volatile than those of larger companies. Small and medium capitalization stocks may be traded over-the-counter (OTC). OTC stocks may trade less frequently and in smaller volume than exchange listed stocks and may have more price volatility than that of exchange-listed stocks.

**Social Investment Criteria Risk** — The Screened World Equity Ex-US Fund's portfolio is subject to certain social investment criteria, including its anti-BDS approach. As a result, the Sub-Advisers may avoid purchasing certain securities for social reasons when it is otherwise economically advantageous to purchase those securities or may sell certain securities for social reasons when it is otherwise economically advantageous to hold those securities. In general, the application of the Fund's social investment criteria may affect the Fund's exposure to certain industries, sectors and geographic areas, which may affect the financial performance of the Fund, positively or negatively, depending on whether these industries or sectors are in or out of favor.

**Tax Risk** — The Fund may gain most of its exposure to the commodities markets through its investment in the Subsidiary, which invests in commodity investments and derivative instruments. To the extent the Fund invests in such instruments directly, it will seek to restrict its income from commodity-linked derivative instruments that do not generate qualifying income, such as commodity-linked swaps, to a maximum of 10% of its gross income (when combined with its other investments that produce non-qualifying income) to comply with the qualifying income test necessary for the Fund to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code of 1986, as amended. The tax treatment of certain commodity linked derivative instruments may be affected by future regulatory or legislative changes that could affect the character, timing and/or amount of the Fund's taxable income or gains and distributions.

**Tracking Error Risk** — The risk that the Fund's performance may vary substantially from the performance of the benchmark index it tracks as a result of cash flows, Fund expenses, imperfect correlation between the Fund's investments and the index's components and other factors.

**U.S. Government Securities Risk** — Although U.S. Government securities are considered to be among the safest investments, they are still subject to the credit risk of the U.S. Government and are not guaranteed against price movements due to changing interest

rates. Obligations issued by some U.S. Government agencies are backed by the U.S. Treasury, while others are backed solely by the ability of the agency to borrow from the U.S. Treasury or by the agency's own resources. No assurance can be given that the U.S. Government will provide financial support to its agencies and instrumentalities if it is not obligated by law to do so.

**Warrants Risk** — Warrants are instruments that entitle the holder to buy an equity security at a specific price for a specific period of time. Warrants may be more speculative than other types of investments. The price of a warrant may be more volatile than the price of its underlying security, and a warrant may offer greater potential for capital appreciation as well as capital loss. A warrant ceases to have value if it is not exercised prior to its expiration date.

Please refer to each Fund's current prospectus for additional disclosure regarding the risks associated with investing in the Funds. The foregoing is not intended to be a complete discussion of the risks associated with the investment strategies of the Funds.

11. SECURITIES LENDING

To the extent consistent with its Investment Objective and Strategies, a Fund may lend portfolio securities to brokers, dealers and other financial organizations that meet capital and other credit requirements or other criteria established by the Trust's Board of Trustees. These loans may not exceed 33 1/3% of the total asset value of the Fund including the loan collateral). No Fund will lend portfolio securities to its Adviser, sub-adviser or their affiliates unless it has applied for and received specific authority to do so from the SEC. Loans of portfolio securities will be fully collateralized by cash. Collateral will be maintained in an amount equal to at least 100% of the current market value of the loaned securities by marking-to-market daily, although the borrower will be required to deliver collateral between 102% and 105% of the market value of borrowed securities for domestic and foreign securities, respectively. However, due to market fluctuations during the day, the value of securities loaned on a particular day may, during the course of the day, exceed the value of collateral. On each business day, the amount of collateral is adjusted based on the prior day's market fluctuations and the current day's lending activity.

Income from lending activity is determined by the amount of interest earned on collateral, less any amounts payable to the borrowers of the securities and the lending agent. Lending securities involves certain risks, including the risk that the Fund may be delayed or prevented from recovering the collateral if the borrower fails to return the securities.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**NOTES TO FINANCIAL STATEMENTS / CONSOLIDATED NOTES TO FINANCIAL STATEMENTS (Concluded)** 

November 30, 2022 (Unaudited)

Cash collateral received in connection with securities lending is invested in short-term investments by the lending agent. These investments may include the SEI Liquidity Fund, LP, and the Fund bears all of the gains and losses on such investment. There is no guarantee that these investments will not lose value.

The following is a summary of securities lending agreements held by certain Funds which would be subject to offset as of November 30, 2022 ($ Thousands):

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| | | | |
|:---|:---|:---|:---|
| | Securities<br> Loaned at<br> Value | Cash<br> Collateral<br> Received (1) | Net<br> Amount |
| Large Cap Fund | $3442 | $3442 | $– |
| Large Cap Index Fund | 4643 | 4643 |  |
| S&P 500 Index Fund | 2650 | 2650 |  |
| Extended Market Index Fund | 46132 | 46132 |  |
| Small Cap Fund | 2853 | 2853 |  |
| Small Cap II Fund | 6592 | 6592 |  |
| Small/Mid Cap Equity Fund | 9545 | 9545 |  |
| U.S. Managed Volatility Fund | 757 | 757 |  |
| Global Managed Volatility Fund | 20223 | 20223 |  |
| World Equity Ex-US Fund | 9608 | 9608 |  |
| Core Fixed Income Fund | 9904 | 9904 |  |
| Emerging Markets Debt Fund | 3158 | 3158 |  |

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(1) Excess collateral received in connection with the above securities lending transactions is not shown for financial reporting purposes. See each Fund's Schedule of Investments for the total collateral received.

12. CONCENTRATION OF SHAREHOLDERS

SEI Private Trust Company ("SPTC") and SIMC are subsidiaries of SEI Investments Company. As of November 30, 2022, SPTC held of record the following:

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| | |
|:---|:---|
| Fund | % Held |
| Large Cap Fund | 55% |
| Large Cap Disciplined Equity Fund | 60% |
| Large Cap Index Fund | 59% |
| S&P 500 Index Fund | 66% |
| Extended Market Index Fund | 66% |
| Small Cap Fund | 41% |
| Small Cap II Fund | 44% |
| Small/Mid Cap Equity Fund | 64% |
| U.S. Equity Factor Allocation Fund | 69% |
| U.S. Managed Volatility Fund | 49% |
| Global Managed Volatility Fund | 66% |
| World Equity Ex-US Fund | 63% |
| Screened World Equity Ex-US Fund | 81% |
| World Select Equity Fund | 100% |
| Emerging Markets Equity Fund | 57% |
| Opportunistic Income Fund | 83% |
| Core Fixed Income Fund | 61% |
| High Yield Bond Fund | 57% |
| Long Duration Fund | 71% |
| Long Duration Credit Fund | 69% |
| Ultra Short Duration Bond Fund | 89% |
| Emerging Markets Debt Fund | 59% |
| Real Return Fund | 70% |
| Limited Duration Bond Fund | 73% |
| Intermediate Duration Credit Fund | 63% |
| Dynamic Asset Allocation Fund | 66% |
| Multi-Asset Real Return Fund | 67% |

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SPTC is not a direct service provider to the Funds. However, SPTC performs a key role in the comprehensive investment solution that SEI provides to investors. SPTC holds the vast majority of shares in the Funds as custodian for shareholders that are clients of the advisors and financial planners. SPTC maintains accounts at SEI Institutional Transfer Agency ("SITA"), and operates in an omnibus fund account environment.

13. REGULATORY MATTERS

The U.K. Financial Conduct Authority stopped compelling or inducing banks to submit certain London Inter-Bank Offered Rate (LIBOR) rates. The publication of LIBOR on a representative basis ceased for the one-week and two-month U.S. dollar LIBOR settings immediately after December 31, 2021, and is expected to cease for the remaining U.S. dollar LIBOR settings immediately after June 30, 2023. The elimination of the LIBOR may adversely affect the interest rates on, and value of, certain Fund investments for which the value is tied to LIBOR. Such investments may include bank loans, derivatives, floating rate securities, and other assets or liabilities tied to LIBOR. Actions by regulators have resulted in the establishment of alternative reference rates to LIBOR in most major currencies. The U.S. Federal Reserve, based on the recommendations of the New York Federal Reserve's Alternative Reference Rate Committee (comprised of major derivative market

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

participants and their regulators), has begun publishing a Secured Overnight Financing Rate (SOFR), which is intended to replace U.S. dollar LIBOR. Alternative reference rates for other currencies have also been announced or have already begun publication. Markets are slowly developing in response to these new rates. Questions around liquidity impacted by these rates, and how to appropriately adjust these rates at the time of transition, remain a concern for a Fund. The effect of any changes to, or discontinuation of, LIBOR on a Fund will vary depending on, among other things, (1) existing fallback or termination provisions in individual contracts and (2) whether, how, and when industry participants develop and adopt new reference rates and fallbacks for both legacy and new products and instruments. Accordingly, it is difficult to predict the full impact of the transition away from LIBOR on a Fund until new reference rates and fallbacks for both legacy and new products, instruments and contracts are commercially accepted.

14. SUBSEQUENT EVENTS

Management has evaluated the need for disclosures and/or adjustments resulting from subsequent events through the date the financial statements were issued. Based on this evaluation, no disclosure and/or adjustments were required to the financial statements as of November 30, 2022.

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SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**DISCLOSURE OF FUND EXPENSES (Unaudited)** 

November 30, 2022 (Unaudited)

All mutual funds have operating expenses. As a shareholder of a fund, your investment is affected by these ongoing costs, which include (among others) costs for portfolio management, administrative services, and shareholder reports like this one. It is important for you to understand the impact of these costs on your investment returns.

Operating expenses such as these are deducted from the fund's gross income and directly reduce your final investment return. These expenses are expressed as a percentage of the fund's average net assets; this percentage is known as the fund's expense ratio.

The following examples use the expense ratio and are intended to help you understand the ongoing costs (in dollars) of investing in your fund and to compare these costs with those of other mutual funds. The examples are based on an investment of $1,000 made at the beginning of the period shown and held for the entire period (June 1, 2022 through November 30, 2022).

The table on this page illustrates your fund's costs in two ways:

**●** Actual fund return. This section helps you to estimate the actual expenses after fee waivers that your Fund incurred over the period. The "Expenses Paid During Period" column shows the actual dollar expense cost incurred by a $1,000 investment in the Fund, and the "Ending Account Value" number is derived from deducting that expense cost from the Fund's gross investment return.

You can use this information, together with the actual amount you invested in the Fund, to estimate the expenses you paid over that period. Simply divide your actual account value by $1,000 to arrive at a ratio (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply that ratio by the number shown for your Fund under "Expenses Paid During Period."

**●** Hypothetical 5% return. This section helps you compare your Fund's costs with those of other mutual funds. It assumes that the fund had an annual 5% return before expenses during the year, but that the expense ratio (Column 3) for the period is unchanged. This example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to make this 5% calculation. You can assess your Fund's comparative cost by comparing the hypothetical result for your Fund in the "Expenses Paid During Period" column with those that appear in the same charts in the shareholder reports for other funds.

**NOTE:** Because the return is set at 5% for comparison purposes — NOT your Fund's actual return — the account values shown may not apply to your specific investment.

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| | | | | |
|:---|:---|:---|:---|:---|
| | Beginning<br> Account<br> Value<br> 6/1/22 | Ending<br> Account<br> Value<br> 11/30/22 | Annualized<br> Expense<br> Ratios | Expenses<br> Paid<br> During<br> Period \* |
| *Large Cap Fund* | *Large Cap Fund* | *Large Cap Fund* | *Large Cap Fund* | *Large Cap Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1003.80 | 0.18% | $0.90 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.17 | 0.18% | $0.91 |
| *Large Cap Disciplined Equity Fund* | *Large Cap Disciplined Equity Fund* | *Large Cap Disciplined Equity Fund* | *Large Cap Disciplined Equity Fund* | *Large Cap Disciplined Equity Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1001.30 | 0.17% | $0.85 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.22 | 0.17% | $0.86 |
| *Large Cap Index Fund* | *Large Cap Index Fund* | *Large Cap Index Fund* | *Large Cap Index Fund* | *Large Cap Index Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $994.90 | 0.05% | $0.25 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.82 | 0.05% | $0.25 |
| *S&P 500 Index Fund* | *S&P 500 Index Fund* | *S&P 500 Index Fund* | *S&P 500 Index Fund* | *S&P 500 Index Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $995.30 | 0.06% | $0.30 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.77 | 0.06% | $0.30 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Beginning<br> Account<br> Value<br> 6/1/22 | Ending<br> Account<br> Value<br> 11/30/22 | Annualized<br> Expense<br> Ratios | Expenses<br> Paid<br> During<br> Period \* |
| *Extended Market Index Fund* | *Extended Market Index Fund* | *Extended Market Index Fund* | *Extended Market Index Fund* | *Extended Market Index Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $995.90 | 0.06% | $0.30 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.77 | 0.06% | $0.30 |
| *Small Cap Fund* | *Small Cap Fund* | *Small Cap Fund* | *Small Cap Fund* | *Small Cap Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1021.10 | 0.44% | $2.23 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1022.86 | 0.44% | $2.23 |
| *Small Cap II Fund* | *Small Cap II Fund* | *Small Cap II Fund* | *Small Cap II Fund* | *Small Cap II Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1024.10 | 0.43% | $2.18 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1022.91 | 0.43% | $2.18 |
| *Small/Mid Cap Equity Fund* | *Small/Mid Cap Equity Fund* | *Small/Mid Cap Equity Fund* | *Small/Mid Cap Equity Fund* | *Small/Mid Cap Equity Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $991.50 | 0.41% | $2.05 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.01 | 0.41% | $2.08 |

---

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Beginning<br> Account<br> Value<br> 6/1/22 | Ending<br> Account<br> Value<br> 11/30/22 | Annualized<br> Expense<br> Ratios | Expenses<br> Paid<br> During<br> Period \* |
| *U.S. Equity Factor Allocation Fund* | *U.S. Equity Factor Allocation Fund* | *U.S. Equity Factor Allocation Fund* | *U.S. Equity Factor Allocation Fund* | *U.S. Equity Factor Allocation Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $995.50 | 0.02% | $0.10 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.97 | 0.02% | $0.10 |
| *U.S. Managed Volatility Fund* | *U.S. Managed Volatility Fund* | *U.S. Managed Volatility Fund* | *U.S. Managed Volatility Fund* | *U.S. Managed Volatility Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1032.30 | 0.20% | $1.02 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.07 | 0.20% | $1.01 |
| *Global Managed Volatility Fund* | *Global Managed Volatility Fund* | *Global Managed Volatility Fund* | *Global Managed Volatility Fund* | *Global Managed Volatility Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1006.70 | 0.25% | $1.26 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.82 | 0.25% | $1.27 |
| *World Equity Ex-US Fund* | *World Equity Ex-US Fund* | *World Equity Ex-US Fund* | *World Equity Ex-US Fund* | *World Equity Ex-US Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $939.10 | 0.29% | $1.41 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.62 | 0.29% | $1.47 |
| *Screened World Equity Ex-US Fund* | *Screened World Equity Ex-US Fund* | *Screened World Equity Ex-US Fund* | *Screened World Equity Ex-US Fund* | *Screened World Equity Ex-US Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $959.10 | 0.29% | $1.42 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.62 | 0.29% | $1.47 |
| *World Select Equity Fund* | *World Select Equity Fund* | *World Select Equity Fund* | *World Select Equity Fund* | *World Select Equity Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $994.60 | 0.40% | $2.00 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.06 | 0.40% | $2.03 |
| *Emerging Markets Equity Fund* | *Emerging Markets Equity Fund* | *Emerging Markets Equity Fund* | *Emerging Markets Equity Fund* | *Emerging Markets Equity Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $927.20 | 0.65% | $3.14 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1021.81 | 0.65% | $3.29 |
| *Opportunistic Income Fund* | *Opportunistic Income Fund* | *Opportunistic Income Fund* | *Opportunistic Income Fund* | *Opportunistic Income Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $1001.80 | 0.24% | $1.20 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.87 | 0.24% | $1.22 |
| *Core Fixed Income Fund* | *Core Fixed Income Fund* | *Core Fixed Income Fund* | *Core Fixed Income Fund* | *Core Fixed Income Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $954.40 | 0.12% | $0.59 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.47 | 0.12% | $0.61 |
| *High Yield Bond Fund* | *High Yield Bond Fund* | *High Yield Bond Fund* | *High Yield Bond Fund* | *High Yield Bond Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $961.50 | 0.28% | $1.38 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1023.67 | 0.28% | $1.42 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Beginning<br> Account<br> Value<br> 6/1/22 | Ending<br> Account<br> Value<br> 11/30/22 | Annualized<br> Expense<br> Ratios | Expenses<br> Paid<br> During<br> Period \* |
| *Long Duration Fund* | *Long Duration Fund* | *Long Duration Fund* | *Long Duration Fund* | *Long Duration Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $920.80 | 0.14% | $0.67 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.37 | 0.14% | $0.71 |
| *Long Duration Credit Fund* | *Long Duration Credit Fund* | *Long Duration Credit Fund* | *Long Duration Credit Fund* | *Long Duration Credit Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $925.60 | 0.14% | $0.68 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.37 | 0.14% | $0.71 |
| *Ultra Short Duration Bond Fund* | *Ultra Short Duration Bond Fund* | *Ultra Short Duration Bond Fund* | *Ultra Short Duration Bond Fund* | *Ultra Short Duration Bond Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $997.30 | 0.12% | $0.60 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.47 | 0.12% | $0.61 |
| *Emerging Markets Debt Fund* | *Emerging Markets Debt Fund* | *Emerging Markets Debt Fund* | *Emerging Markets Debt Fund* | *Emerging Markets Debt Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $967.60 | 0.43% | $2.12 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1022.91 | 0.43% | $2.18 |
| *Real Return Fund* | *Real Return Fund* | *Real Return Fund* | *Real Return Fund* | *Real Return Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $966.20 | 0.02% | $0.10 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.97 | 0.02% | $0.10 |
| *Limited Duration Bond Fund* | *Limited Duration Bond Fund* | *Limited Duration Bond Fund* | *Limited Duration Bond Fund* | *Limited Duration Bond Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $986.70 | 0.11% | $0.55 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.52 | 0.11% | $0.56 |
| *Intermediate Duration Credit Fund* | *Intermediate Duration Credit Fund* | *Intermediate Duration Credit Fund* | *Intermediate Duration Credit Fund* | *Intermediate Duration Credit Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $959.60 | 0.15% | $0.74 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.32 | 0.15% | $0.76 |
| *Dynamic Asset Allocation Fund* | *Dynamic Asset Allocation Fund* | *Dynamic Asset Allocation Fund* | *Dynamic Asset Allocation Fund* | *Dynamic Asset Allocation Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $988.10 | 0.08% | $0.40 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1024.67 | 0.08% | $0.41 |
| *Multi-Asset Real Return Fund* | *Multi-Asset Real Return Fund* | *Multi-Asset Real Return Fund* | *Multi-Asset Real Return Fund* | *Multi-Asset Real Return Fund* |
| **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** | **Actual Fund Return** |
| Class A Shares | $1000.00 | $977.90 | 0.93% | $4.61 |
| **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** | **Hypothetical 5% Return** |
| Class A Shares | $1000.00 | $1020.41 | 0.93% | $4.71 |

---

\* Expenses are equal to the Fund's annualized expense ratio, including dividend expense, if applicable, multiplied by the average account value over the period, multiplied by 183/365 (to reflect the one-half year period shown).

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**BOARD OF TRUSTEES CONSIDERATIONS IN APPROVING THE ADVISORY AND SUB-ADVISORY AGREEMENT (Unaudited)** 

SEI Institutional Investments Trust (the "Trust") and SEI Investments Management Corporation ("SIMC") have entered into an investment advisory agreement (the "Advisory Agreement"), pursuant to which SIMC provides investment advisory services to the series of the Trust (the "Funds"). Pursuant to separate sub-advisory agreements with SIMC (the "Sub-Advisory Agreements" and, together with the Advisory Agreement, the "Investment Advisory Agreements"), and under the supervision of SIMC and the Trust's Board of Trustees (each member, a "Trustee" and, collectively, the "Trustees" or the "Board"), the sub-advisers (each, a "Sub-Adviser" and collectively, the "Sub-Advisers") provide security selection and certain other advisory services with respect to all or a discrete portion of the assets of the Funds. The Sub-Advisers are also responsible for managing their employees who provide services to the Funds. The Sub-Advisers are selected based primarily upon the research and recommendations of SIMC, which evaluates quantitatively and qualitatively the Sub-Advisers' skills and investment results in managing assets for specific asset classes, investment styles and strategies.

The Investment Company Act of 1940, as amended (the "1940 Act"), requires that the initial approval of a Fund's Investment Advisory Agreements be specifically approved by the vote of a majority of the outstanding shareholders of the Funds and the vote of a majority of the Trustees who are not parties to the Investment Advisory Agreements or "interested persons" of any party (the "Independent Trustees") cast in person (or otherwise, as consistent with applicable laws, regulations and related guidance and relief) at a meeting called for such purpose. In addition, the 1940 Act requires that the continuation or renewal of any Investment Advisory Agreement be approved at least annually (after an initial period of up to two years), which also requires the vote of a majority of the Board, including a majority of the Independent Trustees. In the case of the initial approval of a Sub-Advisory Agreement, only the approval of a majority of the Board, including a majority of the Independent Trustees, is required, pursuant to an exemptive order that has been granted to the Trust by the Securities and Exchange Commission. In connection with their consideration of such initial approvals and renewals, the Funds' Trustees must request and evaluate, and SIMC and the Sub-Advisers are required to furnish, such information as may be reasonably necessary to evaluate the terms of the Investment Advisory Agreements. In addition, the Securities and Exchange Commission takes the position that, as part of their fiduciary duties with respect to a mutual fund's fees, mutual fund boards are required to evaluate the material factors applicable to a decision to approve an Investment Advisory Agreement.

Consistent with these responsibilities, the Board calls and holds meetings each year to consider whether to approve new and/or renew existing Investment Advisory Agreements between the Trust and SIMC and SIMC and the Sub-Advisers with respect to the Funds of the Trust. In preparation for these meetings, the Board requests and reviews a wide variety of materials provided by SIMC and the Sub-Advisers, including information about SIMC's and the Sub-Advisers' affiliates, personnel and operations and the services provided pursuant to the Investment Advisory Agreements. The Board also receives data from third parties. This information is provided in addition to the detailed information about the Funds that the Board reviews during the course of each year, including information that relates to Fund operations and Fund performance. The Trustees also receive a memorandum from counsel regarding the responsibilities of Trustees in connection with their consideration of whether to approve or renew the Trust's Investment Advisory Agreements. Finally, the Independent Trustees receive advice from independent counsel to the Independent Trustees, meet in executive sessions outside the presence of Fund management and participate in question and answer sessions with representatives of SIMC and the Sub-Advisers.

Specifically, during the first half of the Trust's fiscal year, the Board requested and received written materials from SIMC and certain of the Sub-Advisers regarding: (i) the quality of each Sub-Adviser's investment management and other services; (ii) each Sub-Adviser's investment management personnel; (iii) each Sub-Adviser's operations and financial condition; (iv) each Sub-Adviser's brokerage practices (including any soft dollar arrangements) and investment strategies; (v) the level of the sub-advisory fees that SIMC pays each Sub-Adviser, compared with fees each charge to comparable accounts; (vi) the level of each Sub-Adviser's profitability from their Fund-related operations; (vii) each Sub-Adviser's compliance program, including a description of material compliance matters and material compliance violations; (viii) each Sub-Adviser's policies on and compliance procedures for personal securities transactions; (ix) each Sub-Adviser's expertise and resources in domestic and/or international financial markets; and (x) the Funds' performance over various periods of time.

Certain Sub-Advisory Agreements were either initially approved or, if the Sub-Advisory Agreement was already in effect (unless operating under an initial two-year term), renewed at meetings of the Board held during the course of the Trust's fiscal year on June 20-22, 2022 and September 6-8, 2022. In each case, the Board's approval (or renewal) was based on its consideration and evaluation of the factors described above, as discussed at the meetings

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

and at prior meetings. The following discusses some, but not all, of the factors that were considered by the Board in connection with its assessment of the Sub-Advisory Agreements.

**Nature, Extent and Quality of Services.** The Board considered the nature, extent and quality of the services provided by the Sub-Advisers to the Funds and the resources of the Sub-Advisers and their affiliates dedicated to the Funds. In this regard, the Trustees evaluated, among other things, each Sub-Adviser's personnel, experience, track record and compliance program. Following evaluation, the Board concluded that, within the context of its full deliberations, the nature, extent and quality of services provided by the Sub-Advisers to the Funds and the resources of the Sub-Advisers and their affiliates dedicated to the Funds were sufficient to support the initial approval or renewal of the Sub-Advisory Agreements.

**Performance.** In determining whether to approve or renew the Sub-Advisory Agreements, the Trustees considered the Funds' performance relative to their peer groups and appropriate indexes/benchmarks. The Trustees reviewed performance information for each Fund, noting that they receive performance reports that permit them to monitor each Fund's performance at board meetings throughout the year. Based on the materials considered and discussed at the meetings, the Trustees found Fund performance satisfactory, or, where performance was materially below the benchmark and/or peer group, the Trustees were satisfied with the reasons provided to explain such performance. In connection with the approval or renewal of the Sub-Advisory Agreements, the Board considered the performance of each Sub-Adviser relative to appropriate indexes/benchmarks. Following evaluation, the Board concluded that, within the context of its full deliberations, the performance of each Sub-Adviser was sufficient to support approval or renewal of the Sub-Advisory Agreement.

**Fees.** With respect to the Funds' expenses under the Sub-Advisory Agreements, the Trustees considered the rate of compensation called for by the Sub-Advisory Agreements and the Funds' net operating expense ratios in comparison to those of the Funds' respective peer groups. Based on the materials considered and discussion at the meetings, the Trustees further determined that fees were either shown to be below the peer average in the comparative fee analysis, or that there was a reasonable basis for the fee level. When considering fees paid to Sub-Advisers, the Board took into account the fact that the Sub-Advisers are compensated by SIMC and not by the Funds directly, and that such compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. Following evaluation, the Board concluded that, within the context of its full deliberations, the expenses of the Funds are reasonable and supported approval or renewal of the Sub-Advisory Agreements. The Board also considered whether the Sub-Advisers and their affiliates may have realized other benefits from their relationship with the Funds, such as any research and brokerage services received under soft dollar arrangements.

**Profitability.** With regard to profitability, the Trustees considered compensation flowing to the Sub-Advisers and their affiliates, directly or indirectly. The Trustees considered whether the levels of compensation and profitability were reasonable. As with the fee levels, when considering the profitability of the Sub-Advisers, the Board took into account the fact that compensation with respect to any unaffiliated Sub-Adviser reflects an arms-length negotiation between the Sub-Adviser and SIMC. In connection with the approval or renewal of each Sub-Advisory Agreement, the Board also took into consideration the impact that the fees paid to the Sub-Adviser have on SIMC's advisory fee margin and profitability. Based on this evaluation, the Board concluded that, within the context of its full deliberations, the profitability of each of the Sub-Advisers is reasonable and supported approval or renewal of the Sub-Advisory Agreements.

**Economies of Scale.** The Trustees considered whether any economies of scale were being realized by the Sub-Advisers in connection with the Fund as Fund assets grow, and, if so, whether the benefits of such economies of scale were passed along to the Funds or Funds' shareholders through a graduated investment advisory fee schedule or other means. The Trustees recognized that economies of scale are difficult to identify and quantify and are rarely identifiable on a fund-by-fund basis. Based on this evaluation, the Board determined that the sub-advisory fees were reasonable in light of the information that was provided by the Sub-Advisers with respect to economies of scale.

Based on the Trustees' deliberation and their evaluation of the information described above, the Board, including all of the Independent Trustees, with the assistance of Fund counsel and Independent Trustees' counsel, unanimously approved the approval or renewal, as applicable, of the Sub-Advisory Agreements and concluded that the compensation under the Sub-Advisory Agreements is fair and reasonable in light of such services and expenses and such other matters as the Trustees considered to be relevant in the exercise of their reasonable judgment. In

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**BOARD OF TRUSTEES CONSIDERATIONS IN APPROVING THE ADVISORY AND SUB-ADVISORY AGREEMENT (Unaudited) (Concluded)**

the course of its deliberations, the Board did not identify any particular factor (or conclusion with respect thereto) or single piece of information that was all-important, controlling or determinative of its decision, but considered all of the factors together, and each Trustee may have attributed different weights to the various factors (and conclusions with respect thereto) and information.

------

SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022

**SEI Institutional Investments Trust / Semi-Annual Report / November 30, 2022** 

Robert A. Nesher, *Chairman* 

#### Trustees
William M. Doran

Nina Lesavoy

James M. Williams

Hubert L. Harris, Jr.

Susan C. Cote

James B. Taylor

Christine Reynolds

Thomas Melendez

#### Officers
Robert A. Nesher

*President and Chief Executive Officer* 

Ankit Puri

*Controller and Chief Financial Officer* 

Glenn R. Kurdziel

*Assistant Controller* 

Stephen Panner

*Chief Compliance Officer* 

Timothy D. Barto

*Vice President, Secretary* 

David F. McCann

*Vice President, Assistant Secretary* 

Katherine Mason

*Vice President, Assistant Secretary* 

Stephen G. MacRae

*Vice President* 

Bridget Sudall

*Anti-Money Laundering Compliance Officer* 

*Privacy Officer* 

**Investment Adviser** 

SEI Investments Management Corporation

#### Administrator
SEI Investments Global Funds Services

#### Distributor
SEI Investments Distribution Co.

#### Legal Counsel
Morgan, Lewis & Bockius LLP

#### Independent Registered Public Accounting Firm
KPMG LLP

This report and the financial statements contained herein are submitted for the general information of the shareholders of the Trust and must be preceded or accompanied by a current prospectus. Shares of the Funds are not deposits or obligations of, or guaranteed or endorsed by, any bank. The shares are not federally insured by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Board, or any other government agency. Investment in the shares involves risk, including the possible loss of principal.

#### For more information call

#### 1 800 DIAL SEI

#### (1 800 342 5734)
![](fp0081628-1_486.jpg)

SEI-F-120 (11/22)

 **Item 2. Code of Ethics.**

Not applicable for semi-annual report.

 **Item 3. Audit Committee Financial Expert.**

Not applicable for semi-annual report.

**Item 4. Principal Accountant Fees and Services.**

Not applicable for semi-annual report.

**Item 5. Audit Committee of Listed Registrants.**

Not applicable.

**Item 6. Investments.**

(a) The Schedules of Investments and Consolidated Schedules of Investments are included as part of the Report to Shareholders filed under Item 1 of this form.

(b) In accordance with Section 13(c) of the Investment Company Act of 1940 the Screened World Equity Ex-US Fund did not hold any divested securities during the six-months ended November 30, 2022.

 **Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.**

Not applicable.

**Item 8. Portfolio Managers of Closed-End Management Investment Companies.**

Not applicable.

**Item 9. Purchases of Equity Securities by Closed-End Management Company and Affiliated Purchasers.**

Not applicable.

**Item 10. Submission of Matters to a Vote of Security Holders.**

There have been no material changes to the procedures by which shareholders may recommend nominees to the Registrant's Board of Trustees (the "Board"). The Registrant has a standing Governance Committee (the "Committee") currently consisting of the Independent Trustees. The Committee is responsible for evaluating and recommending nominees for election to the Board. Pursuant to the Committee's Charter, adopted on June 18, 2004, as amended, the Committee will review all shareholder recommendations for nominations to fill vacancies on the Board if such recommendations are submitted in writing and addressed to the Committee at the Registrant's office.

**Item 11. Controls and Procedures.**

(a) The Registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "1940 Act") are effective based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.

(b) There were no changes in the Registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

**Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable.

**Item 13. Exhibits.**

(a)(1) Not applicable for semi-annual report.

(a)(2) [A separate certification for the principal executive officer and the principal financial officer of the Registrant as required by Rule 30a-2(a) under the 1940 Act, are filed herewith.](fp0081628-1_ex99cert.htm)

(b) [Officer certifications as required by Rule 30a-2(b) under the 1940 Act, as amended also accompany this filing as exhibits.](fp0081628-1_ex99906cert.htm)

**SIGNATURES**

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

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| | |
|:---|:---|
|  | SEI Institutional Investments Trust |
| By | /s/ Robert A. Nesher |
|  | Robert A. Nesher |
|  | President & CEO |

---

Date: February 6, 2023

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

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| | |
|:---|:---|
| By | /s/ Robert A. Nesher |
|  | Robert A. Nesher |
|  | President & CEO |

---

Date: February 6, 2023

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| | |
|:---|:---|
| By | /s/ Ankit Puri |
|  | Ankit Puri |
|  | Controller & CFO |

---

Date: February 6, 2023

## Ex-99.Cert

Certification

Pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 and Section 302 <br> of the Sarbanes-Oxley Act of 2002

I, Robert A. Nesher, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Institutional Investments Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officer(s) and I have disclosed to the Registrant's auditors and the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant's internal control over financial reporting.

Date: February 6, 2023

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| |
|:---|
| /s/ Robert A. Nesher |
| Robert A. Nesher<br> President & CEO |

---

Certification

Pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 and Section 302 <br> of the Sarbanes-Oxley Act of 2002

I, Ankit Puri, certify that:

1. I have reviewed this report on Form N-CSRS of SEI Institutional Investments Trust;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the Registrant as of, and for, the periods presented in this report;

4. The Registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the Registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the Registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the Registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the Registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the Registrant's internal control over financial reporting; and

5. The Registrant's other certifying officer(s) and I have disclosed to the Registrant's auditors and the audit committee of the Registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the Registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the Registrant's internal control over financial reporting.

Date: February 6, 2023

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| |
|:---|
| /s/ Ankit Puri |
| Ankit Puri<br> Controller & CFO |

---

## Exhibit 99.906

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the President & CEO of SEI Institutional Investments Trust (the "Trust"), with respect to the Trust's Report on Form N-CSRS for the period ended November 30, 2022 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. such Report fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: February 6, 2023

---

| |
|:---|
| /s/ Robert A. Nesher |
| Robert A. Nesher |
| President & CEO |

---

CERTIFICATION

Pursuant to 18 U.S.C. Section 1350, as Adopted Pursuant to Section 906

of the Sarbanes-Oxley Act of 2002

The undersigned, the Controller & CFO of SEI Institutional Investments Trust (the "Trust"), with respect to the Trust's Report on Form N-CSRS for the period ended November 30, 2022 as filed with the Securities and Exchange Commission, hereby certifies, pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that, to the best of my knowledge:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. such Report fully complies with the requirements of section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Trust.

Dated: February 6, 2023

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| |
|:---|
| /s/ Ankit Puri |
| Ankit Puri |
| Controller & CFO |

---