SIIT DYNAMIC ASSET ALLOCATION FUND
SEI INSTITUTIONAL INVESTMENTS TRUST · 1 share class
Fund classification
Classified from what the fund holds · as of 2026 Q2
SIIT DYNAMIC ASSET ALLOCATION FUND is an actively managed U.S. equity fund. 22% of SDLAX’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 82% of the fund’s equity).
- Asset class
- Equity
- Region
- United States
- Management
- Actively managed
- Fund type
- Open-end fund
Fund profile
As filed in the prospectus · 2025 Q3
Long-term total return.
The fund employs a dynamic strategy that allocates assets across equities, bonds, currencies, and other market exposures based on the adviser's expectations of risk and return, with allocations actively adjusted over time; a core passive allocation to large-capitalization U.S. equities is managed by a sub-adviser. The fund may concentrate in a limited number of exposures or diversify broadly, and obtains exposures through direct securities holdings, pooled vehicles, derivatives, and commodity-linked investments, including through a wholly-owned Cayman Islands subsidiary. Because allocations are actively adjusted based on the adviser's views, the fund's composition and performance may diverge materially from the broad U.S. equity market it seeks to outperform.
| Share class | Expense ratio |
|---|---|
| SDLAX | 0.67% |
Portfolio turnover 26.00% · as of 2025 Q3
Allocation
Asset groups · long / short shown separately, never netted · 2026 Q2
| Stocks | 82.59% |
| Derivatives | 26.91% |
| Cash & short-term | 1.49% |
These positions come to 110.98% 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.
Sector allocation
The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2
| Information Technology | 30.7% |
| Other | 26.6% |
| Financials | 7.6% |
| Communication Services | 7.0% |
| 9 smaller | 28.1% |
Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).
Portfolio growth profile
How much of the fund’s stock holdings are in fast-growing companies · as of 2026 Q2
Share of the fund’s equity (by value) in companies whose trailing five-year revenue — or net-income — growth ranks in the top 25% of U.S. public companies. Foreign and newly-listed holdings are excluded, so the figure covers only part of the book. From SEC filings — not investment advice. How we measure this.
Latest quarter
What changed since the fund's previous filing
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
Based on what filers reported; a filer that never reported a flag also reads as none.
Risk profile
Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2
This fund filed the credit-spread disclosure and reported no sensitivity — measured, and the answer is none.
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 | 100% |
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 duration at each point, shortest first. A positive figure loses value when spreads widen; a negative one offsets — a credit hedge.
| 3 mo | 0.07 yr | 1% |
| 1 yr | 2.57 yr | 20% |
| 5 yr | 5.81 yr | 44% |
| 10 yr | 1.48 yr | 11% |
| 30 yr | 3.13 yr | 24% |
Show the numbers
| Tenor | Rate yrs | IG yrs | HY yrs | IG $/bp | HY $/bp |
|---|---|---|---|---|---|
| 3 mo | +0.07 | +0.00 | +0.00 | $0 | $0 |
| 1 yr | +2.57 | +0.00 | +0.00 | $0 | $0 |
| 5 yr | +5.81 | +0.00 | +0.00 | $0 | $0 |
| 10 yr | +1.48 | +0.00 | +0.00 | $0 | $0 |
| 30 yr | +3.13 | +0.00 | +0.00 | $0 | $0 |
Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.
Duration contribution in years, summing to the fund's 13.07 yr.
This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.
Holdings
By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page
| Ticker | Issuer | %NAV | Reported price | Value | Shares |
|---|---|---|---|---|---|
| — | N/A | 23.37% | — | $492.20M | — |
| MSFT | MICROSOFT CORPORATIONMSFT | 9.29% | $450.24 | $195.68M | 434.6K |
| NVDA | NVIDIA CORPORATIONNVDA | 6.11% | $211.14 | $128.61M | 609.1K |
| — | APPLE INC. | 5.45% | $312.06 | $114.84M | 368.0K |
| — | AMAZON.COM, INC. | 3.15% | $270.64 | $66.27M | 244.9K |
| — | N/A | 3.01% | — | $63.47M | — |
| GOOGL | ALPHABET INC.GOOGL | 2.63% | $380.34 | $55.51M | 145.9K |
| AVGO | BROADCOM INC.AVGO | 2.52% | $446.77 | $53.10M | 118.9K |
| GOOG | ALPHABET INC.GOOG | 2.10% | $376.43 | $44.13M | 117.2K |
| — | GOLDMAN SACHS & CO. LLC | 1.95% | — | $41.07M | — |
Reported price is the fund's own reported value divided by its own reported shares at 2026-05-31 — not a live quote, and not what the fund paid.
Top 10 positions are 59.57% of net assets, top 25 74.59%, across 515 issuers.
See more of this fund's book
More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.
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