SIIT GLOBAL MANAGED VOLATILITY FUND

Fund Profile

Fund profile

Tickers

SGMAX

Fund manager

Sei Institutional Investments Trust

Total assets

$2.03 bn

Liabilities

$6.68 mm

Net assets

$2.03 bn

Number of holdings

757.00

Top 200 of 757 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)	34.54 mm	34.54 mm shares	1.71	Short-term investment vehicle	Long	USA
IBM International Business Machines Corporation	23.83 mm	117.90 k shares	1.18	Common equity	Long	USA
VZ Verizon Communications Inc.	21.89 mm	523.90 k shares	1.08	Common equity	Long	USA
T AT&T Inc.	21.09 mm	1.06 mm shares	1.04	Common equity	Long	USA
CSCO Cisco Systems, Inc.	19.92 mm	394.10 k shares	0.98	Common equity	Long	USA
NOVARTIS AG-REG COMMON STOCK	18.40 mm	152.90 k shares	0.91	Common equity	Long	Switzerland
KR The Kroger Co.	16.49 mm	309.90 k shares	0.81	Common equity	Long	USA
CMCSA Comcast Corporation	16.33 mm	412.60 k shares	0.81	Common equity	Long	USA
ENI SPA COMMON STOCK	14.07 mm	866.20 k shares	0.69	Common equity	Long	Italy
BMY Bristol-Myers Squibb Company	13.87 mm	277.60 k shares	0.68	Common equity	Long	USA
DOX Amdocs Limited	13.26 mm	152.50 k shares	0.65	Common equity	Long	USA
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	12.15 mm	353.30 k shares	0.60	Common equity	Long	Netherlands
GILD Gilead Sciences, Inc.	12.13 mm	153.60 k shares	0.60	Common equity	Long	USA
JNJ Johnson & Johnson	11.98 mm	72.23 k shares	0.59	Common equity	Long	USA
VZ Verizon Communications Inc.	11.88 mm	284.38 k shares	0.59	Common equity	Long	USA
T AT&T Inc.	11.86 mm	595.77 k shares	0.59	Common equity	Long	USA
XOM Exxon Mobil Corporation	11.61 mm	98.40 k shares	0.57	Common equity	Long	USA
MRK Merck & Co., Inc.	11.32 mm	95.60 k shares	0.56	Common equity	Long	USA
CBOE Cboe Global Markets, Inc.	11.31 mm	55.07 k shares	0.56	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	11.18 mm	96.30 k shares	0.55	Common equity	Long	USA
RIO TINTO LTD COMMON STOCK	11.08 mm	146.42 k shares	0.55	Common equity	Long	Australia
IMPERIAL BRANDS PLC COMMON STOCK	10.92 mm	380.30 k shares	0.54	Common equity	Long	UK
CVS CVS Health Corporation	10.89 mm	190.20 k shares	0.54	Common equity	Long	USA
MO Altria Group, Inc.	10.77 mm	200.30 k shares	0.53	Common equity	Long	USA
LMT Lockheed Martin Corporation	10.69 mm	18.81 k shares	0.53	Common equity	Long	USA
JNJ Johnson & Johnson	10.63 mm	64.10 k shares	0.52	Common equity	Long	USA
TAP Molson Coors Beverage Company	10.59 mm	196.30 k shares	0.52	Common equity	Long	USA
KIOR Kior Inc	10.57 mm	154.97 k shares	0.52	Common equity	Long	USA
PGR The Progressive Corporation	10.44 mm	41.38 k shares	0.52	Common equity	Long	USA
KIOR Kior Inc	10.32 mm	151.30 k shares	0.51	Common equity	Long	USA
ORANGE COMMON STOCK	10.15 mm	889.94 k shares	0.50	Common equity	Long	France
EA Electronic Arts Inc.	9.99 mm	65.78 k shares	0.49	Common equity	Long	USA
S&P500 EMINI FUT SEP24 PHYSICAL INDEX FUTURE.	9.91 mm	35.00 contracts	0.49	Equity derivative	N/A	USA
MSI Motorola Solutions, Inc.	9.85 mm	22.28 k shares	0.49	Common equity	Long	USA
WMT Walmart Inc.	9.83 mm	127.31 k shares	0.49	Common equity	Long	USA
ALSN Allison Transmission Holdings, Inc.	9.79 mm	105.60 k shares	0.48	Common equity	Long	USA
CL Colgate-Palmolive Company	9.76 mm	91.66 k shares	0.48	Common equity	Long	USA
COST Costco Wholesale Corporation	9.74 mm	10.92 k shares	0.48	Common equity	Long	USA
MIZUHO FINANCIAL GROUP INC COMMON STOCK	9.74 mm	471.20 k shares	0.48	Common equity	Long	Japan
AAPL Apple Inc.	9.73 mm	42.49 k shares	0.48	Common equity	Long	USA
PG The Procter & Gamble Company	9.69 mm	56.50 k shares	0.48	Common equity	Long	USA
MMC Marsh & McLennan Companies, Inc.	9.68 mm	42.56 k shares	0.48	Common equity	Long	USA
CTAS Cintas Corporation	9.64 mm	11.97 k shares	0.48	Common equity	Long	USA
KMB Kimberly-Clark Corporation	9.61 mm	66.44 k shares	0.47	Common equity	Long	USA
UTHR United Therapeutics Corporation	9.56 mm	26.30 k shares	0.47	Common equity	Long	USA
PCAR PACCAR Inc	9.52 mm	98.95 k shares	0.47	Common equity	Long	USA
JAPAN TOBACCO INC COMMON STOCK	9.43 mm	326.70 k shares	0.47	Common equity	Long	Japan
LMT Lockheed Martin Corporation	9.37 mm	16.50 k shares	0.46	Common equity	Long	USA
CHKP Check Point Software Technologies Ltd.	9.31 mm	48.36 k shares	0.46	Common equity	Long	USA
NOVARTIS AG-REG COMMON STOCK	9.30 mm	77.25 k shares	0.46	Common equity	Long	Switzerland
RSG Republic Services, Inc.	9.21 mm	44.22 k shares	0.45	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	9.19 mm	19.31 k shares	0.45	Common equity	Long	USA
TOTALENERGIES SE COMMON STOCK	9.18 mm	133.40 k shares	0.45	Common equity	Long	France
CHD Church & Dwight Co., Inc.	8.71 mm	85.47 k shares	0.43	Common equity	Long	USA
MSFT Microsoft Corporation	8.71 mm	20.87 k shares	0.43	Common equity	Long	USA
CVX Chevron Corporation	8.70 mm	58.80 k shares	0.43	Common equity	Long	USA
ROCHE HOLDING AG-GENUSSCHEIN COMMON STOCK	8.65 mm	25.56 k shares	0.43	Common equity	Long	Switzerland
MCK McKesson Corporation	8.64 mm	15.39 k shares	0.43	Common equity	Long	USA
ECL Ecolab Inc.	8.58 mm	33.90 k shares	0.42	Common equity	Long	USA
UNITED OVERSEAS BANK LTD COMMON STOCK	8.55 mm	355.10 k shares	0.42	Common equity	Long	Singapore
PM Philip Morris International Inc.	8.54 mm	69.26 k shares	0.42	Common equity	Long	USA
CANON INC COMMON STOCK	8.34 mm	242.10 k shares	0.41	Common equity	Long	Japan
CSCO Cisco Systems, Inc.	8.34 mm	165.01 k shares	0.41	Common equity	Long	USA
EA Electronic Arts Inc.	8.30 mm	54.68 k shares	0.41	Common equity	Long	USA
KO The Coca-Cola Company	8.25 mm	113.83 k shares	0.41	Common equity	Long	USA
FFIV F5, Inc.	8.17 mm	40.20 k shares	0.40	Common equity	Long	USA
WOLTERS KLUWER COMMON STOCK	8.05 mm	47.20 k shares	0.40	Common equity	Long	Netherlands
CMCSA Comcast Corporation	8.05 mm	203.37 k shares	0.40	Common equity	Long	USA
CK HUTCHISON HOLDINGS LTD COMMON STOCK	8.04 mm	1.46 mm shares	0.40	Common equity	Long	Hong Kong
KMB Kimberly-Clark Corporation	7.96 mm	55.03 k shares	0.39	Common equity	Long	USA
Henkel AG & Co KGaA PREFERRED STOCK	7.92 mm	86.50 k shares	0.39	Preferred equity	Long	Germany
SAGE GROUP PLC/THE COMMON STOCK	7.89 mm	592.27 k shares	0.39	Common equity	Long	UK
HSBC HOLDINGS PLC COMMON STOCK	7.87 mm	895.00 k shares	0.39	Common equity	Long	UK
OVERSEA-CHINESE BANKING CORP COMMON STOCK	7.86 mm	704.30 k shares	0.39	Common equity	Long	Singapore
NVDA NVIDIA Corporation	7.83 mm	65.56 k shares	0.39	Common equity	Long	USA
FFIV F5, Inc.	7.79 mm	38.36 k shares	0.38	Common equity	Long	USA
NTAP NetApp, Inc.	7.78 mm	64.48 k shares	0.38	Common equity	Long	USA
GSK PLC COMMON STOCK	7.75 mm	355.60 k shares	0.38	Common equity	Long	UK
HONDA MOTOR CO LTD COMMON STOCK	7.63 mm	699.30 k shares	0.38	Common equity	Long	Japan
MO Altria Group, Inc.	7.59 mm	141.12 k shares	0.37	Common equity	Long	USA
COST Costco Wholesale Corporation	7.59 mm	8.50 k shares	0.37	Common equity	Long	USA
CLX The Clorox Company	7.58 mm	47.86 k shares	0.37	Common equity	Long	USA
KHC The Kraft Heinz Company	7.57 mm	213.58 k shares	0.37	Common equity	Long	USA
TELENOR ASA COMMON STOCK	7.56 mm	609.33 k shares	0.37	Common equity	Long	Norway
NEU NewMarket Corporation	7.46 mm	13.00 k shares	0.37	Common equity	Long	USA
JNJ Johnson & Johnson	7.37 mm	44.42 k shares	0.36	Common equity	Long	USA
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	7.35 mm	213.67 k shares	0.36	Common equity	Long	Netherlands
VOLVO AB-B SHS COMMON STOCK	7.31 mm	274.64 k shares	0.36	Common equity	Long	Sweden
K Kellogg Company	7.30 mm	90.50 k shares	0.36	Common equity	Long	USA
HPQ HP Inc.	7.29 mm	201.50 k shares	0.36	Common equity	Long	USA
ALL The Allstate Corporation	7.27 mm	38.49 k shares	0.36	Common equity	Long	USA
SWISSCOM AG-REG COMMON STOCK	7.26 mm	11.48 k shares	0.36	Common equity	Long	Switzerland
CHKP Check Point Software Technologies Ltd.	7.22 mm	37.52 k shares	0.36	Common equity	Long	USA
ATR AptarGroup, Inc.	7.21 mm	47.08 k shares	0.36	Common equity	Long	USA
SWEDBANK AB - A SHARES COMMON STOCK	7.17 mm	334.50 k shares	0.35	Common equity	Long	Sweden
KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK	7.14 mm	207.73 k shares	0.35	Common equity	Long	Netherlands
CHE Chemed Corporation	7.09 mm	12.09 k shares	0.35	Common equity	Long	USA
SOFTBANK CORP COMMON STOCK	7.07 mm	504.80 k shares	0.35	Common equity	Long	Japan
GIVAUDAN-REG COMMON STOCK	7.04 mm	1.37 k shares	0.35	Common equity	Long	Switzerland
CVLT Commvault Systems, Inc.	7.03 mm	45.26 k shares	0.35	Common equity	Long	USA
KHC The Kraft Heinz Company	7.03 mm	198.40 k shares	0.35	Common equity	Long	USA
SOJITZ CORP COMMON STOCK	7.01 mm	293.90 k shares	0.35	Common equity	Long	Japan
VODAFONE GROUP PLC COMMON STOCK	6.99 mm	7.12 mm shares	0.34	Common equity	Long	UK
TMUS T-Mobile US, Inc.	6.86 mm	34.50 k shares	0.34	Common equity	Long	USA
KONINKLIJKE KPN NV COMMON STOCK	6.86 mm	1.68 mm shares	0.34	Common equity	Long	Netherlands
HPE Hewlett Packard Enterprise Company	6.76 mm	348.80 k shares	0.33	Common equity	Long	USA
WESTON (GEORGE) LTD COMMON STOCK	6.75 mm	41.50 k shares	0.33	Common equity	Long	Canada
HKT TRUST AND HKT LTD-SS UNIT	6.74 mm	5.30 mm shares	0.33	Common equity	Long	Hong Kong
SANOFI COMMON STOCK	6.73 mm	60.10 k shares	0.33	Common equity	Long	France
ROP Roper Technologies, Inc.	6.73 mm	12.14 k shares	0.33	Common equity	Long	USA
CHUBU ELECTRIC POWER CO INC COMMON STOCK	6.68 mm	535.10 k shares	0.33	Common equity	Long	Japan
WM Waste Management, Inc.	6.67 mm	31.45 k shares	0.33	Common equity	Long	USA
ARW Arrow Electronics, Inc.	6.66 mm	49.30 k shares	0.33	Common equity	Long	USA
DOX Amdocs Limited	6.65 mm	76.46 k shares	0.33	Common equity	Long	USA
DLB Dolby Laboratories, Inc.	6.59 mm	92.28 k shares	0.33	Common equity	Long	USA
ORANGE COMMON STOCK	6.58 mm	577.10 k shares	0.32	Common equity	Long	France
Leidos Holdings, Inc.	6.55 mm	41.31 k shares	0.32	Common equity	Long	USA
WU The Western Union Company	6.53 mm	535.00 k shares	0.32	Common equity	Long	USA
NOC Northrop Grumman Corporation	6.37 mm	12.17 k shares	0.31	Common equity	Long	USA
GIS General Mills, Inc.	6.35 mm	87.80 k shares	0.31	Common equity	Long	USA
LOBLAW COMPANIES LTD COMMON STOCK	6.33 mm	48.50 k shares	0.31	Common equity	Long	Canada
MRK Merck & Co., Inc.	6.28 mm	53.02 k shares	0.31	Common equity	Long	USA
REGN Regeneron Pharmaceuticals, Inc.	6.22 mm	5.25 k shares	0.31	Common equity	Long	USA
SHELL PLC COMMON STOCK	6.19 mm	174.50 k shares	0.31	Common equity	Long	UK
ADM Archer-Daniels-Midland Company	6.15 mm	100.90 k shares	0.30	Common equity	Long	USA
VZ Verizon Communications Inc.	6.15 mm	147.16 k shares	0.30	Common equity	Long	USA
CARREFOUR SA COMMON STOCK	6.15 mm	380.87 k shares	0.30	Common equity	Long	France
GSK PLC COMMON STOCK	6.10 mm	279.89 k shares	0.30	Common equity	Long	UK
RELX PLC COMMON STOCK	6.10 mm	130.48 k shares	0.30	Common equity	Long	UK
WH GROUP LTD COMMON STOCK	6.07 mm	8.34 mm shares	0.30	Common equity	Long	Hong Kong
BOUYGUES SA COMMON STOCK	6.07 mm	169.20 k shares	0.30	Common equity	Long	France
CNC Centene Corporation	6.02 mm	76.39 k shares	0.30	Common equity	Long	USA
JAPAN TOBACCO INC COMMON STOCK	5.96 mm	206.50 k shares	0.29	Common equity	Long	Japan
Cigna Holding Co	5.93 mm	16.40 k shares	0.29	Common equity	Long	USA
NOVARTIS AG-REG COMMON STOCK	5.93 mm	49.24 k shares	0.29	Common equity	Long	Switzerland
BALFOUR BEATTY PLC COMMON STOCK	5.90 mm	1.07 mm shares	0.29	Common equity	Long	UK
NFG National Fuel Gas Company	5.88 mm	98.40 k shares	0.29	Common equity	Long	USA
GEN Gen Digital Inc.	5.85 mm	221.10 k shares	0.29	Common equity	Long	USA
SEIKO EPSON CORP COMMON STOCK	5.84 mm	313.80 k shares	0.29	Common equity	Long	Japan
TMUS T-Mobile US, Inc.	5.82 mm	29.30 k shares	0.29	Common equity	Long	USA
Henkel AG & Co KGaA PREFERRED STOCK	5.70 mm	62.24 k shares	0.28	Preferred equity	Long	Germany
A2A SPA COMMON STOCK	5.65 mm	2.48 mm shares	0.28	Common equity	Long	Italy
RSHCQ Rs Legacy Corp	5.65 mm	157.40 k shares	0.28	Common equity	Long	USA
WTW Willis Towers Watson Public Limited Company	5.52 mm	18.90 k shares	0.27	Common equity	Long	USA
Cigna Holding Co	5.49 mm	15.17 k shares	0.27	Common equity	Long	USA
EMPIRE CO LTD 'A' COMMON STOCK	5.49 mm	196.74 k shares	0.27	Common equity	Long	Canada
UNILEVER PLC COMMON STOCK	5.47 mm	84.38 k shares	0.27	Common equity	Long	UK
MFC Manulife Financial Corporation	5.46 mm	197.60 k shares	0.27	Common equity	Long	Canada
BROTHER INDUSTRIES LTD COMMON STOCK	5.41 mm	291.70 k shares	0.27	Common equity	Long	Japan
WCN Waste Connections, Inc.	5.37 mm	28.81 k shares	0.27	Common equity	Long	USA
TREND MICRO INC COMMON STOCK	5.35 mm	89.20 k shares	0.26	Common equity	Long	Japan
L Loews Corporation	5.25 mm	64.10 k shares	0.26	Common equity	Long	USA
SOCIETE BIC SA COMMON STOCK	5.23 mm	77.20 k shares	0.26	Common equity	Long	France
INGR Ingredion Incorporated	5.18 mm	38.60 k shares	0.26	Common equity	Long	USA
PG The Procter & Gamble Company	5.18 mm	30.19 k shares	0.26	Common equity	Long	USA
ADP Automatic Data Processing, Inc.	5.16 mm	18.70 k shares	0.25	Common equity	Long	USA
POWER ASSETS HOLDINGS LTD COMMON STOCK	5.15 mm	737.50 k shares	0.25	Common equity	Long	Hong Kong
NINTENDO CO LTD COMMON STOCK	5.09 mm	93.80 k shares	0.25	Common equity	Long	Japan
SVENSKA HANDELSBANKEN-A SHS COMMON STOCK	5.09 mm	492.10 k shares	0.25	Common equity	Long	Sweden
BRITISH AMERICAN TOBACCO PLC COMMON STOCK	5.03 mm	134.30 k shares	0.25	Common equity	Long	UK
INGR Ingredion Incorporated	5.00 mm	37.21 k shares	0.25	Common equity	Long	USA
INCY Incyte Corporation	4.98 mm	75.80 k shares	0.25	Common equity	Long	USA
COR Cencora	4.97 mm	20.74 k shares	0.25	Common equity	Long	USA
LOBLAW COMPANIES LTD COMMON STOCK	4.96 mm	38.02 k shares	0.24	Common equity	Long	Canada
NN GROUP NV COMMON STOCK	4.93 mm	100.60 k shares	0.24	Common equity	Long	Netherlands
ORKLA ASA COMMON STOCK	4.93 mm	554.10 k shares	0.24	Common equity	Long	Norway
CIA DE DISTRIBUCION INTEGRAL COMMON STOCK	4.92 mm	159.80 k shares	0.24	Common equity	Long	Spain
BRIDGESTONE CORP COMMON STOCK	4.83 mm	123.70 k shares	0.24	Common equity	Long	Japan
TESCO PLC COMMON STOCK	4.79 mm	1.03 mm shares	0.24	Common equity	Long	UK
KML Kinder Morgan Canada Ltd	4.70 mm	217.80 k shares	0.23	Common equity	Long	USA
ESSITY AKTIEBOLAG-B COMMON STOCK	4.70 mm	154.35 k shares	0.23	Common equity	Long	Sweden
COR Cencora	4.66 mm	19.45 k shares	0.23	Common equity	Long	USA
TAP Molson Coors Beverage Company	4.62 mm	85.52 k shares	0.23	Common equity	Long	USA
SNX TD SYNNEX Corporation	4.59 mm	37.80 k shares	0.23	Common equity	Long	USA
OBDC Blue Owl Capital Corporation	4.59 mm	302.50 k shares	0.23	Common equity	Long	USA
KINGFISHER PLC COMMON STOCK	4.57 mm	1.22 mm shares	0.23	Common equity	Long	UK
ENGIE COMMON STOCK	4.57 mm	259.22 k shares	0.23	Common equity	Long	France
AGEAS COMMON STOCK	4.56 mm	88.50 k shares	0.22	Common equity	Long	Belgium
EMPIRE CO LTD 'A' COMMON STOCK	4.50 mm	161.44 k shares	0.22	Common equity	Long	Canada
PEP PepsiCo, Inc.	4.49 mm	25.95 k shares	0.22	Common equity	Long	USA
RGLD Royal Gold, Inc.	4.43 mm	31.62 k shares	0.22	Common equity	Long	USA
GILD Gilead Sciences, Inc.	4.42 mm	55.94 k shares	0.22	Common equity	Long	USA
GSK PLC COMMON STOCK	4.40 mm	201.73 k shares	0.22	Common equity	Long	UK
ORKLA ASA COMMON STOCK	4.40 mm	494.21 k shares	0.22	Common equity	Long	Norway
CAG Conagra Brands, Inc.	4.39 mm	140.70 k shares	0.22	Common equity	Long	USA
ENEOS Holdings, Inc. COMMON STOCK	4.38 mm	807.30 k shares	0.22	Common equity	Long	Japan
ETR Entergy Corporation	4.37 mm	36.20 k shares	0.22	Common equity	Long	USA
CVS CVS Health Corporation	4.35 mm	75.99 k shares	0.21	Common equity	Long	USA
GIS General Mills, Inc.	4.33 mm	59.89 k shares	0.21	Common equity	Long	USA
MCK McKesson Corporation	4.32 mm	7.70 k shares	0.21	Common equity	Long	USA
INCY Incyte Corporation	4.31 mm	65.58 k shares	0.21	Common equity	Long	USA
APH Amphenol Corporation	4.25 mm	62.99 k shares	0.21	Common equity	Long	USA
BAYERISCHE MOTOREN WERKE AG COMMON STOCK	4.23 mm	45.60 k shares	0.21	Common equity	Long	Germany
YAMAGUCHI FINANCIAL GROUP IN COMMON STOCK	4.22 mm	365.00 k shares	0.21	Common equity	Long	Japan
TGNA TEGNA Inc.	4.20 mm	302.60 k shares	0.21	Common equity	Long	USA
AENA SME SA COMMON STOCK	4.14 mm	20.49 k shares	0.20	Common equity	Long	Spain
CENTRAL JAPAN RAILWAY CO COMMON STOCK	4.13 mm	177.90 k shares	0.20	Common equity	Long	Japan
GOOG Alphabet Inc.	4.10 mm	24.81 k shares	0.20	Common equity	Long	USA
GOOG Alphabet Inc.	4.08 mm	24.94 k shares	0.20	Common equity	Long	USA
AME AMETEK, Inc.	4.07 mm	23.77 k shares	0.20	Common equity	Long	USA