Fund Portfolio for SEI Instl Mgd Global Mgd Volatility I (SGMIX)

  • Style Box Details

    Size
    Average Market Cap $10,162 M
    Market Capitalization Portfolio
    Giant 25.31%
    Large 38.09%
    Medium 30.62%
    Small 3.83%
    Micro 2.14%
    Trailing Valuations Stock Portfolio Rel to MSCI EAFE NR USD
    Price/Book 1.92 1.34
    Price/Earnings 14.33 1.19
    Price/Cash Flow 7.20 1.14

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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

    Stocks Relative to MSCI EAFE NR USD Relative to Category Average Net Assets
    Information 12.49% 1.18 0.69 12.49%
    Software 2.09% 2.49 0.60 2.09%
    Hardware 0.80% 0.68 0.14 0.80%
    Media 0.98% 0.72 0.38 0.98%
    Telecommunications 8.62% 1.20 1.38 8.62%
    Service 43.57% 1.05 1.18 43.57%
    Healthcare 12.71% 1.52 1.32 12.71%
    Consumer Services 14.17% 3.11 2.36 14.17%
    Business Services 10.64% 2.99 2.58 10.64%
    Financial Services 6.05% 0.24 0.35 6.05%
    Manufacturing 32.84% 0.68 0.89 32.84%
    Consumer Goods 16.50% 0.92 1.18 16.50%
    Industrial Materials 4.16% 0.26 0.36 4.16%
    Energy 3.37% 0.39 0.41 3.37%
    Utilities 8.81% 1.66 2.89 8.81%
    Data as of 09/30/2009

  • International Exposure

    Regional Exposure Assets
    North America 43.70%
    UK/Western Europe 23.41%
    Japan 24.10%
    Latin America 0.05%
    Asia ex-Japan 8.75%
    Other 0.00%
    Not Classified 0.00%
    Country Exposure Assets
    United States 30.42%
    Japan 24.10%
    Canada 13.27%
    United Kingdom 7.90%
    Australia 6.09%
    Belgium 3.08%
    Switzerland 3.06%
    Germany 2.79%
    Hong Kong 2.47%
    Denmark 2.17%
    Data as of 09/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): —
    Total Number of Stock Holdings (long): 297
    Total Number of Bond Holdings (short): —
    Total Number of Bond Holdings (long): 0
    Total Number of Other Holdings (short): —
    Total Number of Other Holdings (long): 27
    Assets in Top 10 Holdings: 14.69%
    Turnover: 113.00%
    30 Day SEC Yield % 0.00
    Summary data as of 06/30/2009
    Holdings Sector Country Net Assets
    - SEI Daily Income Prime Obligation A — USA 2.82%
    + SHOPPERS DRUG MART CORP (SC) Consumer Services CAN 2.14%
    + ALIMENTATION COUCHE TARD INC (ATD.B) Consumer Services CAN 1.88%
    + MANITOBA TELECOM SERVICES IN (MBT) Telecom CAN 1.42%
    + CAMPBELL SOUP CO (CPB) Consumer Goods USA 1.42%
    + Reckitt Benck Grp Consumer Goods GBR 1.31%
    - S&P 500 FUTURE Sep09 — — 1.28%
    + Novo Nordisk A/S (NOVOB) Healthcare DNK 1.25%
    + GENERAL MLS INC (GIS) Consumer Goods USA 1.23%
    + WESTON GEORGE LTD (WN) Consumer Services CAN 1.18%
    + CLP Holdings Limited (CLPHF) Utilities HKG 1.15%
    + Mobistar (MOBB) Telecom BEL 1.14%
    + Colruyt (COLR) Consumer Services BEL 1.12%
    * Bard C R — — 1.10%
    + Shikoku Electric Power (9507) Utilities JPN 1.09%
    + WAL MART STORES INC (WMT) Consumer Services USA 1.09%
    + ENBRIDGE INC (ENB) Energy CAN 1.05%
    + ENBRIDGE INC (ENB) Energy CAN 1.05%
    - TJX COS INC NEW (TJX) Consumer Services USA 1.04%
    + ABBOTT LABS (ABT) Healthcare USA 1.03%
    + EXXON MOBIL CORP (XOM) Energy USA 1.02%
    + Chubu Electric Power Co., Inc. (9502) Utilities JPN 1.02%
    + METRO INC (MRU.A) Consumer Services CAN 1.00%
    + The Kansai Electric Power Co., Inc. (9503) Consumer Goods JPN 1.00%
    + Swisscom Telecom CHE 0.91%
    + 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