Sei Institutional Investments Trust
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SECURITIES AND EXCHANGE COMMISSION FORM N-Q Quarterly schedule of portfolio holdings of registered management investment company filed on Form N-Q Filing Date: 2010-11-01 | Period of Report: 2010-08-31 SEC Accession No. 0001193125-10-242786 (HTML Version on secdatabase.com) FILER SEI INSTITUTIONAL INVESTMENTS TRUST Mailing Address Business Address 1 FREEDOM VALLEY DRIVE 1 FREEDOM VALLEY DRIVE CIK:939934| IRS No.: 000000000 | State of Incorp.:MA | Fiscal Year End: 1231 OAK PA 19456 OAK PA 19456 Type: N-Q | Act: 40 | File No.: 811-07257 | Film No.: 101155665 610 676-3097 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY Investment Company Act file number 811-07257 SEI Institutional Investments Trust (Exact name of registrant as specified in charter) c/o CT Corporation 101 Federal St. Boston, MA 02110 (Address of principal executive offices) (Zip code) c/o CT Corporation 101 Federal St. Boston, MA 02110 (Name and address of agent for service) Registrants telephone number, including area code: 1-800-342-5734 Date of fiscal year end: May 31, 2011 Date of reporting period: August 31, 2010 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Item 1. Schedule of Investments (a) The Schedules of Investments in securities of unaffiliated issuers as of the close of the reporting period 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 divested itself of the following security during the period ended August 31, 2010: 1. Issuer Name: Arcelor Mittal Merck Mitsui OMV AG Renault Sumitomo JX Holdings Schneider 2. Ticker Symbol: MT NA MRK GY 8031 JP OMV AV RNO FP 8053 JP 5020 JP SU FP 3. CUSIP: B03XPL1 4741844 6597302 4651459 4712798 6858946 B627LW9 4834168 4. Number of Shares Divested: 2,109 103 6,400 1,399 1,629 29,400 19,000 2,347 5. Date Security was Divested: 7/22/2010 7/22/2010 7/22/2010 7/23/2010 7/22/2010 7/23/2010 7/29/2010 5/7/2010 6. The Registrant no longer hold any shares of the divested securities in the above table, with the exception of Arcelor Mittal. 1,800 shares of Arcelor Mittal were repurchased on August 31, 2010. Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Schedule of Investments (Unaudited) Large Cap Fund August 31, 2010 Market Value Market Value Description Shares ( $Thousands) Description Shares ($ Thousands) COMMON STOCK 96.3% Nordstrom 10,050 $ 291 Consumer Discretionary 10.4% Oxford Industries 4,800 95 99 Cents Only Stores * PetSmart 10,300 $ 180 20,600 657 Aeropostale * priceline.com *(A) 6,450 138 34,625 10,092 Amazon.com * RadioShack (A) 96,776 12,081 27,400 506 American Greetings, Cl A (A) Ross Stores (A) 1,500 29 22,000 1,092 Apollo Group, Cl A * Skechers U.S.A., Cl A * 5,000 212 6,100 155 Autoliv (A) Staples 22,000 1,191 194,500 3,456 AutoZone * Starbucks 5,900 1,238 142,841 3,284 Best Buy (A) Target 70,100 2,201 104,300 5,336 Big 5 Sporting Goods Tempur-Pedic International *(A) 3,230 38 18,400 493 Big Lots *(A) Thor Industries (A) 17,400 544 14,900 348 BorgWarner *(A) Timberland, Cl A * 54,080 2,361 3,600 58 Brinker International Time Warner 54,700 861 336,440 10,086 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Career Education *(A) Time Warner Cable, Cl A (A) 2,200 39 77,057 3,977 Carnival TJX 5,200 162 28,800 1,143 CBS, Cl B (A) TRW Automotive Holdings *(A) 66,700 922 36,200 1,258 CEC Entertainment * Universal Technical Institute 1,930 61 3,400 53 Chicos FAS (A) VF (A) 83,900 692 48,001 3,390 Coach Viacom, Cl B 130,573 4,680 17,300 544 Comcast, Cl A Walt Disney (A) 317,100 5,429 84,200 2,744 Cooper Tire & Rubber (A) Warnaco Group * 41,970 680 3,900 163 Darden Restaurants Washington Post, Cl B 19,000 784 200 72 Deckers Outdoor *(A) Whirlpool (A) 5,200 226 23,700 1,757 DeVry Winnebago Industries *(A) 4,600 175 7,100 61 Dillards, Cl A (A) Wolverine World Wide 4,400 96 2,700 68 DIRECTV, Cl A * Yum! Brands 166,109 6,299 47,200 1,968 136,035 DISH Network, Cl A 54,100 971 Consumer Staples 9.5% Dollar Tree *(A) 20,350 923 Altria Group 44,500 993 Eastman Kodak *(A) 475,300 1,659 Andersons 800 29 Education Management *(A) 12,500 101 Archer-Daniels-Midland 107,800 3,318 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Finish Line, Cl A BJs Wholesale Club *(A) 7,900 104 26,400 1,108 Ford Motor *(A) Brown-Forman, Cl B (A) 140,270 1,583 25,600 1,569 Fossil * Bunge (A) 8,000 380 6,000 318 Gannett (A) Campbell Soup (A) 77,200 933 18,500 689 Gap Coca-Cola 84,400 1,426 208,219 11,644 Gentex Colgate-Palmolive (A) 11,800 207 68,089 5,028 Genuine Parts ConAgra Foods 2,400 100 50,200 1,084 H&R Block Corn Products International 13,500 173 32,400 1,106 Hasbro Costco Wholesale (A) 10,700 432 22,550 1,275 Helen of Troy * CVS Caremark 11,000 245 159,500 4,306 Home Depot Dean Foods * 23,600 656 19,100 195 ITT Educational Services *(A) Del Monte Foods 9,300 495 60,500 789 J.C. Penney (A) Diageo ADR 72,100 1,442 71,700 4,696 Johnson Controls Dr. Pepper Snapple Group (A) 56,000 1,486 4,000 147 Jones Apparel Group Herbalife 9,920 153 3,000 167 Kirklands * Kellogg (A) 2,600 30 135,200 6,717 Kohls * Kimberly-Clark 2,500 117 109,358 7,043 1 SEI Institutional Investments Trust / Quarterly Reporting / August 31, 2010 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Leggett & Platt Kroger 14,500 278 168,400 3,322 Liberty Global, Cl A *(A) Lorillard 23,200 638 11,400 867 Liberty Media-Interactive, Cl A * Mead Johnson Nutrition, Cl A 16,400 173 70,562 3,682 Liberty Media-Starz, Ser A * Nu Skin Enterprises, Cl A 9,500 568 2,700 69 Lincoln Educational Services * PepsiCo 5,370 59 151,246 9,707 LKQ * Philip Morris International 25,200 469 43,194 2,222 Lowes Prestige Brands Holdings * 147,800 3,000 19,830 147 Macys Procter & Gamble 122,900 2,389 450,614 26,888 Magna International, Cl A Ralcorp Holdings * 1,800 140 11,400 680 Mattel (A) Reynolds American 22,000 461 56,984 3,108 McDonalds Safeway 88,157 6,441 145,700 2,739 NetFlix *(A) Sanderson Farms (A) 34,151 4,287 5,600 241 News, Cl A Smart Balance * 136,100 1,711 4,600 17 NIKE, Cl B (A) 104,850 7,339 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Schedule of Investments (Unaudited) Large Cap Fund August 31, 2010 Market Value Market Value Description Shares ($ Thousands) Description Shares ($ Thousands) Smithfield Foods *(A) Annaly Capital Management (A) 8,500 $ 137 44,900 $ 780 Supervalu (A) Apartment Investment & Management, Cl 97,100 944 A (A) 40,300 824 Sysco 5,300 146 Assurant (A) 47,300 1,729 Tyson Foods, Cl A (A) 132,900 2,177 Axis Capital Holdings (A) 22,900 707 USANA Health Sciences * 1,600 68 Bank of America 1,310,202 16,312 Walgreen (A) 312,694 8,405 Bank of Hawaii (A) 22,600 1,009 Wal-Mart Stores 148,104 7,426 Bank of New York Mellon (A) 125,213 155,900 3,784 Berkshire Hathaway, Cl B *(A) Energy 8.3% 129,100 10,170 BOK Financial (A) Apache 12,300 547 43,420 3,901 Brandywine Realty Trust Atwood Oceanics * 128,200 1,409 2,530 63 Brookfield Asset Management, Cl A (A) Cameron International * 32,100 823 72,115 2,652 Capital One Financial (A) Canadian Natural Resources 192,600 7,292 103,232 3,313 Cardinal Financial Chesapeake Energy 4,700 43 107,300 2,219 2 SEI Institutional Investments Trust / Quarterly Reporting / August 31, 2010 Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document Chevron Chimera Investment (A) 248,896 18,458 222,400 874 Cimarex Energy Chubb 3,800 248 85,800 4,729 Complete Production Services * Cincinnati Financial (A) 4,100 72 10,500 280 ConocoPhillips Citigroup *(A) 190,571 9,992 3,141,600 11,687 Continental Resources *(A) CME Group, Cl A 3,200 130 17,900 4,441 Denbury Resources * CNA Financial * 76,916 1,134 30,300 788 Devon Energy Comerica (A) 45,100 2,719 9,700 334 Diamond Offshore Drilling (A) CommonWealth REIT 5,700 332 20,450 493 Dresser-Rand Group * Compass Diversified Holdings 8,600 306 3,400 48 El Paso Cowen Group, Cl A * 37,000 421 5,300 18 EOG Resources (A) Credicorp 58,600 5,090 2,700 284 Exxon Mobil Duke Realty 178,301 10,548 11,300 127 Halliburton E*Trade Financial * 163,000 4,598 67,300 835 Helmerich & Payne Endurance Specialty Holdings (A) 2,700 100 23,200 855 Hess Equity Residential (A) 71,400 3,588 21,900 1,004 Marathon Oil Everest Re Group 152,500 4,650 22,200 1,757 Murphy Oil Fifth Third Bancorp 66,900 3,583 78,200 864 Copyright © 2012 www.secdatabase.com.