SIIT CORE FIXED INCOME FUND
SEI INSTITUTIONAL INVESTMENTS TRUST · Series S000006766 · 1 share classes
data updated 2026-09-08
Fund profile
As filed in the prospectus · 2025 Q3
Current income consistent with the preservation of capital.
The fund employs multiple sub-advisers with differing investment philosophies to manage portions of its portfolio under the general supervision of SEI Investments Management Corporation. The sub-advisers invest at least 80% of net assets in fixed income securities across investment and non-investment grade U.S. and foreign corporate and government bonds, emerging market debt, mortgage-backed securities, and bank loans, with aggregate duration generally aligned to the Bloomberg U.S. Aggregate Bond Index. The fund may use futures, forwards, swaps, and currency transactions to manage interest rate and credit exposure, take long and short positions in foreign currencies, and engage in frequent trading. Because each sub-adviser selects securities of different types and maturities, the fund's actual holdings and sector exposures may diverge from those of its duration benchmark.
| Share class | Expense ratio |
|---|---|
| SCOAX | 0.37% |
Portfolio turnover 373.00% · as of 2025 Q3
Allocation
Asset groups · long / short shown separately, never netted · 2026 Q2
| Bonds | 90.31% |
| Securitized | 13.03% |
| Derivatives | 12.48% |
| Cash & short-term | 5.29% |
These positions come to 121.11% of the fund's net assets. This counts only what the fund reported holding — the holdings disclosure covers assets, not liabilities such as borrowings — so it is not expected to reconcile to 100%.
Derivatives are shown at market value, not notional exposure.
Latest quarter
What changed since the fund's previous filing
Largest new: US 2YR NOTE (CBT) SEP26, United States of America ×5, US 10YR ULTRA FUT SEP26, Federal National Mortgage Association
Largest exited: US 2YR NOTE (CBT) JUN26, United States of America ×4, US 10YR ULTRA FUT JUN26, Federal National Mortgage Association ×2
Return profile
Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026
May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.
Debt profile
What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31
Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.
| Fixed rate | 91.8% |
| Floating rate | 8.1% |
| Zero-coupon or unclassified | 0.2% |
Share of the fund's debt value in each maturity band, shortest first.
| <1y | 0.5% |
| 1-3y | 15.8% |
| 3-5y | 13.1% |
| 5-10y | 15.9% |
| 10y+ | 54.7% |
These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.
Risk profile
Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2
Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.
Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.
| Interest rates | 61% |
| Credit spreads | 39% |
Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.
Share of the fund's spread duration carried by each credit tier.
| Investment grade | +3.34 yr |
| High yield | +0.48 yr |
Share of duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.
| 3 mo | 0.00 yr | 0% |
| 1 yr | 0.62 yr | 10% |
| 5 yr | 1.77 yr | 30% |
| 10 yr | 2.33 yr | 39% |
| 30 yr | 1.23 yr | 21% |
| 3 mo | 0.02 yr | 1% |
| 1 yr | 0.40 yr | 10% |
| 5 yr | 1.20 yr | 31% |
| 10 yr | 1.65 yr | 43% |
| 30 yr | 0.55 yr | 14% |
The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.
Show the numbers
| Tenor | Rate yrs | IG yrs | HY yrs | IG $/bp | HY $/bp |
|---|---|---|---|---|---|
| 3 mo | +0.00 | +0.02 | +0.00 | $17.2k | $4.0k |
| 1 yr | +0.62 | +0.32 | +0.07 | $317.6k | $73.6k |
| 5 yr | +1.77 | +1.03 | +0.16 | $1.02m | $161.8k |
| 10 yr | +2.33 | +1.46 | +0.19 | $1.45m | $187.8k |
| 30 yr | +1.23 | +0.50 | +0.04 | $498.4k | $42.7k |
Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.
Holdings
By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page
| Ticker | Issuer | %NAV | Value | Shares |
|---|---|---|---|---|
| — | US 2YR NOTE (CBT) SEP26 | 9.61% | $949.77M | — |
| — | N/A | 5.29% | $522.40M | — |
| — | United States of America | 4.48% | $442.67M | — |
| — | United States of America3.88% · due 2031-04-30 | 4.34% | $428.66M | — |
| — | United States of America3.75% · due 2028-04-30 | 3.83% | $378.70M | — |
| — | United States of America4.63% · due 2046-02-15 | 1.75% | $173.00M | — |
| — | United States of America5.00% · due 2056-05-15 | 1.67% | $165.46M | — |
| — | United States of America3.88% · due 2029-05-15 | 1.61% | $159.47M | — |
| — | Federal National Mortgage Association5.00% · due 2056-06-15 | 1.56% | $154.48M | — |
| — | United States of America4.38% · due 2036-05-15 | 1.37% | $135.66M | — |
Top 10 positions are 35.52% of net assets, top 25 48.89%, across 617 issuers.
See more of this fund's book
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