Fund Portfolio for SEI Instl Mgd Core Fixed-Income I (SCXIX)

  • Style Box Details

    Details
    Average Eff Duration 4.85 Yrs
    Average Eff Maturity 6.88 Yrs
    Average Credit Quality A

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    Style Box Detail calculations do not include the fund´s short positions (if any)
    Data as of 09/30/2009

  • Asset Allocation


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  • Sector Weightings

    Bonds Relative to Category Average Net Assets
    US Government 14.20% 0.60 14.04%
    US Treasuries 4.42% 0.33 4.42%
    TIPS 2.28% 2.53 2.28%
    US Agency 7.50% 0.81 7.34%
    Mortgage 36.39% 1.33 36.39%
    Mortgage Pass-Thru 20.79% 1.17 20.79%
    Mortgage CMO 15.60% 1.62 15.60%
    Mortgage ARM 0.00% — 0.00%
    Credit 26.82% 0.83 26.82%
    US Corporate 21.74% 0.76 21.74%
    Asset-Backed 5.05% 1.71 5.05%
    Convertible 0.00% 0.00 0.00%
    Municipal 0.03% 0.04 0.03%
    Inflation Proof 0.00% — 0.00%
    Foreign 5.44% 0.75 5.44%
    Foreign Corp 5.03% 0.87 5.03%
    Foreign Govt 0.41% 0.29 0.41%
    Cash 17.50% 1.05 16.24%
    Data as of 09/30/2009

  • Bond Quality

    AAA 54.31%
    AA 4.45%
    A 7.57%
    BBB 7.71%
    BB 1.81%
    B 1.27%
    Below B 1.60%
    Not Rated 21.28%
    Data as of 12/31/2008

  • Top 25 Holdings

    Total Number of Stock Holdings (short): 0
    Total Number of Stock Holdings (long): 0
    Total Number of Bond Holdings (short): 7
    Total Number of Bond Holdings (long): 1,455
    Total Number of Other Holdings (short): 48
    Total Number of Other Holdings (long): 102
    Assets in Top 10 Holdings: 13.15%
    Turnover: 335.00%
    30 Day SEC Yield % 4.07
    Summary data as of 06/30/2009
    Holdings Maturity Date Total Holdings Value of Holdings Net Assets
    - US 5YR NOTE (CBT) Sep09 09/22/2009 2,404.00 275.78 M 7.51%
    * Fnma 30yr Tba July 5% 07/15/2038 99.7 M 101.51 M 2.77%
    - 90DAY EUR$ FUTR SEP09 09/15/2009 308.00 76.48 M 2.08%
    + 90DAY EURO$ FUTURE MAR10 03/15/2010 289.00 71.4 M 1.95%
    - US 10YR NOTE FUT Sep09 09/22/2009 584.00 -67.9 M 1.85%
    - SEI Daily Income Prime Obligation A — 64.55 M 64.55 M 1.76%
    * FNCL 4.5% 07/25/2039 64.43 M 64.29 M 1.75%
    = US 2YR NOTE (CBT) Sep09 10/01/2009 270.00 58.38 M 1.59%
    + Evergreen Institutional Money Market I — 57.28 M 57.28 M 1.56%
    * Fnma 30yr Tba Aug 5.50% 08/01/2037 51.5 M 52.96 M 1.44%
    - FNMA 5.5% 06/01/2020 43.91 M 46.38 M 1.26%
    + 90DAY EUR$ FUTR SEP10 09/13/2010 182.00 44.63 M 1.22%
    * US TREASURY NOTE 06/30/2014 41.91 M 42.04 M 1.15%
    * Gnma 30yr Tba Jul 4.50% 07/15/2039 34.46 M 34.39 M 0.94%
    = US Treasury Bond 2.375% 01/15/2025 28.09 M 32.66 M 0.89%
    - FNMA 5.5% 02/01/2035 26.88 M 27.89 M 0.76%
    + 90DAY EURO$ FUTURE JUN10 06/14/2010 111.00 27.32 M 0.74%
    * US Treasury Note 3.125% 05/15/2019 27.83 M 26.92 M 0.73%
    * US Treasury Note 0.875% 05/31/2011 26.24 M 26.15 M 0.71%
    + US LONG BOND(CBT) Sep09 09/22/2009 199.00 23.55 M 0.64%
    + Metwest Cash Collateral 12/31/2049 21.74 M 21.74 M 0.59%
    * Fnma 30yr Tba July 6.00% 07/01/2037 17.5 M -18.29 M 0.50%
    - FNMA 09/01/2035 17.32 M 17.98 M 0.49%
    - US Treasury Note 02/15/2019 18.55 M 17.38 M 0.47%
    - US Treasury Bond 1.75% 01/15/2028 17.99 M 17.28 M 0.47%
    + Increase - Decrease = No change * New since last portfolio
    Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    Data as of 10/31/2009