SIIT U.S. Equity Factor Allocation Fund

SEI INSTITUTIONAL INVESTMENTS TRUST · 1 share class

Actively managed U.S. equity fund
One fund, 1 share class:SEHAX
$3.79B NAV
421 positions · as of 2026-05-31 · filed 2026-07-29

Fund classification

Classified from what the fund holds · as of 2026 Q2

SIIT U.S. Equity Factor Allocation Fund is an actively managed U.S. equity fund. 15% of SEHAX’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 85% 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 growth of capital and income.

Strategy · summarised

The fund uses a quantitative model to select U.S. equities across all market capitalizations based on factors such as volatility, price performance, earnings, book value, cash flow, and revenues, with the adviser adjusting factor weightings based on perceived market opportunities. The adviser may add, remove, or modify factors in response to market conditions or investment research. Because factor selection and weighting are discretionary and subject to change, fund performance may diverge from any fixed benchmark.

Expenses
0.32%one share class
Share classExpense ratio
SEHAX0.32%

Portfolio turnover 47.00% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

100.55%
of net assets
Stocks98.74%
Derivatives1.00%
Cash & short-term0.81%

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

100%
of net assets
Information Technology35.0%
Consumer Discretionary11.1%
Financials10.7%
Communication Services10.4%
9 smaller32.8%

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

Revenue growth
15%of stock holdings in top-quartile growers
covering 85% of the fund’s equity

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

2026Q2 vs 2026Q1: 61 new42 exited

Largest new: EG, FDX, ROST, SNX, HAL, APPLIED MATERIALS, INC., IOT, NDSN

Largest exited: TROW, BSX, TMHC, CRM, Carnival Corporation, MGY, ADT, CME

Return profile

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

1-year
+29.75%
3-year
+103.17%
5-year
+114.17%
Volatility
10.91%
Worst 3-yr fall
-6.18%
Cumulative return· Jun 2023 – 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.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
APPLE INC.5.13%$194.56M
NVIDIA CORPORATIONNVDA4.80%$182.06M
MICROSOFT CORPORATIONMSFT3.71%$140.55M
ALPHABET INC.GOOGL3.38%$128.28M
AMAZON.COM, INC.2.25%$85.08M
MICRON TECHNOLOGY, INC.MU1.98%$75.16M
BROADCOM INC.AVGO1.37%$51.96M
DELL TECHNOLOGIES INC.DELL1.35%$51.14M
META PLATFORMS, INC.META1.25%$47.47M
ALPHABET INC.GOOG1.21%$45.90M
Showing 10 of 421Sign in to see more

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 26.44% of net assets, top 25 39.66%, across 418 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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