SIIT LONG DURATION CREDIT BOND FUND
SEI INSTITUTIONAL INVESTMENTS TRUST · 1 share class
Fund classification
Classified from what the fund holds · as of 2026 Q2
SIIT LONG DURATION CREDIT BOND FUND is an actively managed U.S. bond fund.
- Asset class
- Bonds
- Region
- United States
- Management
- Actively managed
- Fund type
- Open-end fund
- Credit quality
- Investment grade
- Rate sensitivity
- Long duration
Fund profile
As filed in the prospectus · 2025 Q3
Return characteristics similar to those of high quality bonds.
The fund allocates its assets among multiple sub-advisers, each employing different investment strategies, under the general supervision of SEI Investments Management Corporation. The fund invests at least 80% of net assets in investment-grade, US dollar-denominated fixed income securities, including corporate obligations, sovereign and agency debt, municipal bonds, and US government securities, while maintaining an effective average duration greater than ten years to provide returns similar to high-quality bonds. The fund may also use derivatives such as interest rate swaps, credit default swaps, and options primarily for hedging to manage interest rate and credit risk exposures. Because the fund's returns depend on the sub-advisers' security selections and their ability to manage duration and credit exposures, performance will vary with the effectiveness of those decisions.
| Share class | Expense ratio |
|---|---|
| SLDAX | 0.37% |
Portfolio turnover 79.00% · as of 2025 Q3
Allocation
Asset groups · long / short shown separately, never netted · 2026 Q2
| Bonds | 98.51% |
| Derivatives | 9.62% |
| Cash & short-term | 0.87% |
| Loans | 0.02% |
These positions come to 109.02% 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
| Other | 25.1% |
| Government | 14.8% |
| Utilities | 13.4% |
| Financials | 11.6% |
| 11 smaller | 35.1% |
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).
Latest quarter
What changed since the fund's previous filing
Largest new: US 2YR NOTE (CBT) SEP26, United States of America ×3, US 10YR ULTRA FUT SEP26, AMAZON.COM, INC., META PLATFORMS, INC., HONEYWELL AEROSPACE INC.
Largest exited: US 2YR NOTE (CBT) JUN26, United States of America ×6, US 10YR ULTRA FUT JUN26
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 | 99.3% |
| Zero-coupon or unclassified | 0.7% |
| Floating rate | 0.0% |
Share of the fund's debt value in each maturity band, shortest first.
| <1y | 0.7% |
| 1-3y | 0.0% |
| 5-10y | 3.5% |
| 10y+ | 95.8% |
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
Most of this fund’s sensitivity is to interest rates, with credit spreads carrying nearly 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 | 51% |
| Credit spreads | 49% |
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 | +11.06 yr |
| High yield | +0.05 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 | 0.01 yr | 0% |
| 1 yr | 0.23 yr | 2% |
| 5 yr | 0.98 yr | 9% |
| 10 yr | 5.76 yr | 50% |
| 30 yr | 4.48 yr | 39% |
| 3 mo | 0.01 yr | 0% |
| 1 yr | 0.21 yr | 2% |
| 5 yr | 0.87 yr | 8% |
| 10 yr | 5.29 yr | 48% |
| 30 yr | 4.74 yr | 43% |
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 | +0.01 | +0.01 | +0.00 | $2.9k | $24 |
| 1 yr | +0.23 | +0.20 | +0.00 | $59.4k | $462 |
| 5 yr | +0.98 | +0.86 | +0.01 | $250.3k | $3.0k |
| 10 yr | +5.76 | +5.26 | +0.03 | $1.53m | $8.2k |
| 30 yr | +4.48 | +4.72 | +0.01 | $1.37m | $4.1k |
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 11.45 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 | Value | Shares |
|---|---|---|---|---|
| — | US 2YR NOTE (CBT) SEP26 | 8.33% | $241.68M | — |
| — | United States of America4.75% · due 2056-02-15 | 1.54% | $44.58M | — |
| — | ANHEUSER-BUSCH COMPANIES, LLC4.90% · due 2046-02-01 | 1.43% | $41.48M | — |
| — | United States of America4.38% · due 2036-05-15 | 1.12% | $32.53M | — |
| — | United States of America4.63% · due 2046-02-15 | 1.12% | $32.52M | — |
| — | BANK OF AMERICA CORPORATION2.68% · due 2041-06-19 | 0.96% | $27.77M | — |
| — | COMCAST CORPORATION2.94% · due 2056-11-01 | 0.89% | $25.81M | — |
| — | N/A | 0.87% | $25.26M | — |
| — | United States of America2.00% · due 2050-02-15 | 0.74% | $21.40M | — |
| — | United States of America4.63% · due 2055-11-15 | 0.62% | $18.11M | — |
Top 10 positions are 17.61% of net assets, top 25 25.27%, across 402 issuers.
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