SEHAX — SIIT U.S. Equity Factor Allocation Fund
Data updated: 2026-07-29
SEHAX — SIIT U.S. Equity Factor Allocation Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Multi-Cap / All-Cap Blend / Core Equity · $3.79B AUM · 0.32% expense ratio · 29.4% 1-yr return. From SEC regulatory filings.
SEHAX Fund Overview
SEHAX — SIIT U.S. Equity Factor Allocation Fund is a US mutual fund managed by Sei Institutional Investments Trust, categorised as United States Multi-Cap / All-Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Sei Institutional Investments Trust
- Category: United States Multi-Cap / All-Cap Blend / Core Equity
- Assets under management: $3.79B
- 1-year return: 29.4%
- Ticker: SEHAX
- SEC CIK: 0000939934
- SEC series ID: S000061159
- Share class ID: C000198133
SEHAX Holdings
Top 10 holdings of SIIT U.S. Equity Factor Allocation Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Apple Inc. | 5.13% |
| NVIDIA Corporation | 4.80% |
| Microsoft Corporation | 3.71% |
| Alphabet Inc. | 3.38% |
| Amazon.com, Inc. | 2.24% |
| Micron Technology, Inc. | 1.98% |
| Broadcom Inc. | 1.37% |
| Dell Technologies Inc. | 1.35% |
| Meta Platforms, Inc. | 1.25% |
| Alphabet Inc. | 1.21% |
SEHAX Portfolio Allocation
Asset-class allocation of SIIT U.S. Equity Factor Allocation Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 98.7% |
| Derivatives | 1.0% |
| Cash & Equivalents | 0.8% |
SEHAX Performance
Total returns for SEHAX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 12.5% |
| 1 year | 29.4% |
| 3 years (annualised) | 24.3% |
| 5 years (annualised) | 13.8% |
SEHAX Risk Information
Risk metrics for SEHAX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 11.1%
SEHAX Costs and Fees
SEHAX costs about $32 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.32%
- Gross expense ratio: 0.32%
- Portfolio turnover: 47%
- Brokerage commissions: 1.65 bps of average net assets (SEC N-CEN)
SEHAX Cashflows
Over the 12 months to 2026-02, SIIT U.S. Equity Factor Allocation Fund had net inflows of $619.53M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-02 | $134.31M |
| 2026-01 | −$6.41M |
| 2025-12 | $39.28M |
| 2025-11 | −$17.06M |
| 2025-10 | $77.20M |
| 2025-09 | $6.49M |
SEHAX Debt Constituents
No individual debt constituents are reported in SIIT U.S. Equity Factor Allocation Fund's latest SEC N-PORT filing.
SEHAX Prospectus and SEC Filings
Official SIIT U.S. Equity Factor Allocation Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Multi-Cap / All-Cap Blend / Core Equity funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.