SEI Institutional Investments Trust Ultra Short Duration Bond Fund

Class Inst (SUSAX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 5.51 0.0 5.51
Stocks 0.0 0.0 0.0
Bonds 79.06 0.0 79.06
Other 0.27 0.0 0.27
Foreign Bonds 20.85 5.69 15.16
Foreign Stocks 0.0 0.0 0.0
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
Us 10yr Note Fut Mar14 2.99
Fnma 15yr Tba Feb 3.0% 2.66
Us 5yr Note (Cbt) Mar14 2.01
Fed Natl Mort Assc 3.5% 1.3
FNMA 0.5% 0.8
Bnp Paribas / Bnp Paribas Us FRN 0.64
Opteum Mtg Accep 2005-2 CMO 0.6
Cent Clo 20 Ltd 2014-20 FRN 0.59
Entpr Fleet Fnc 2013-1 0.68% 0.59
Us 2yr Note (Cbt) Mar14 0.57

Bond Ratings (%)

Updated 01.31.2014

Sector SUSAX
AAA 53.57
AA 11.34
A 20.43
BBB 12.34
BB 0.02
B 0.23
Below B 0.53
Other 1.55