Fund Portfolio for SEI Instl Mgd Enhanced Income I (SEIIX)

  • Style Box Details

    Details
    Average Eff Duration 2.85 Yrs
    Average Eff Maturity — 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 9.37% 0.88 9.37%
    US Treasuries 0.00% 0.00 0.00%
    TIPS 0.00% 0.00 0.00%
    US Agency 9.37% 2.74 9.37%
    Mortgage 15.65% 0.95 15.65%
    Mortgage Pass-Thru 3.84% 0.42 3.84%
    Mortgage CMO 11.81% 1.60 11.81%
    Mortgage ARM 0.00% — 0.00%
    Credit 50.36% 1.23 50.36%
    US Corporate 33.63% 0.93 33.63%
    Asset-Backed 16.73% 5.89 16.73%
    Convertible 0.00% 0.00 0.00%
    Municipal 0.00% 0.00 0.00%
    Inflation Proof 0.00% — 0.00%
    Foreign 2.47% 0.15 2.47%
    Foreign Corp 2.47% 0.34 2.47%
    Foreign Govt 0.00% 0.00 0.00%
    Cash 27.61% 1.55 10.71%
    Data as of 09/30/2009

  • Bond Quality

    AAA 37.51%
    AA 6.74%
    A 9.68%
    BBB 9.73%
    BB 8.75%
    B 18.57%
    Below B 0.58%
    Not Rated 8.44%
    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): 0
    Total Number of Bond Holdings (long): 221
    Total Number of Other Holdings (short): 4
    Total Number of Other Holdings (long): 107
    Assets in Top 10 Holdings: 17.19%
    Turnover: 42.00%
    30 Day SEC Yield % 4.10
    Summary data as of 06/30/2009
    Holdings Maturity Date Total Holdings Value of Holdings Net Assets
    + Tri-Party Repo (Nyc) — 20.6 M 20.6 M 9.28%
    - SEI Daily Income Prime Obligation A — 19.75 M 19.75 M 8.90%
    + US 2YR NOTE (CBT) Sep09 10/01/2009 52.00 -11.24 M 5.07%
    * FHLBA 05/05/2010 10 M 9.96 M 4.49%
    - US 5YR NOTE (CBT) Sep09 09/22/2009 85.00 -9.75 M 4.39%
    = FHLBA 1.375% 05/16/2011 7 M 7.02 M 3.16%
    * Fnma August Tba 6.50% 08/15/2037 5 M 5.3 M 2.39%
    = FNMA 4.75% 04/19/2010 4 M 4.13 M 1.86%
    * US 10YR NOTE FUT Sep09 09/22/2009 27.00 -3.14 M 1.41%
    = FHLMC 2.875% 04/30/2010 3 M 3.06 M 1.38%
    = FHLBA 1.02% 02/26/2010 3 M 3.01 M 1.36%
    * Fnma 15yr Tba July 4.50% 07/17/2018 2.5 M 2.55 M 1.15%
    * FGOLD 4.5% 07/01/2019 2.5 M 2.55 M 1.15%
    + Us Airways Group Inc 03/21/2014 4.74 M 2.47 M 1.11%
    * FHLBA 3% 06/11/2010 2.34 M 2.4 M 1.08%
    = Ge Cap Ccmt 2007-4 FRN 06/15/2015 3.15 M 2.36 M 1.06%
    - Ccs Medical Inc 09/30/2012 5.23 M 2.35 M 1.06%
    * GENERAL ELEC CAP 03/12/2012 2.3 M 2.32 M 1.04%
    * Genl Elec Cap Corp Fdic Tlgp FRN 12/21/2012 2.3 M 2.31 M 1.04%
    * Citibank N A Fdic Gtd Tlgp FRN 07/12/2011 2.25 M 2.25 M 1.01%
    - FNMA 6% 10/01/2021 1.91 M 2.02 M 0.91%
    - FNMA 6% 01/01/2027 1.91 M 2.01 M 0.91%
    + Lake At Las Vegas Tl Dip 07/16/2009 2.35 M 2 M 0.90%
    = Mellon Fdg FRN 05/15/2014 2.1 M 1.94 M 0.87%
    = Mbna Master Cr Cd Tr 1997-B FRN 08/15/2014 2.1 M 1.92 M 0.87%
    + 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