SEI Institutional Managed Trust Multi-Asset Income Fund

Class Inst (SIOAX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 15.06 1.59 13.47
Stocks 0.0 0.0 0.0
Bonds 36.09 0.0 36.09
Other 5.81 5.7 0.1
Foreign Bonds 45.71 0.0 45.71
Foreign Stocks 1.49 0.0 1.49
Convertible 0.0 0.0 0.0
Preferred 3.14 0.0 3.14

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
Trs: S15edsv 2.57
Trs: S15edsv 2.24
PowerShares DB US Dollar Index Bullish 1.56
West Coast Fdg I Ltd 2006-1 FRN 1.32
Nomura Resec Tr 2012-1r FRN 1.19
Gramercy Real Estate 2007-1 FRN 1.17
Trswap: S5home Index 0.96
Residential Asset Sec 2006-A12 CMO 6.25% 0.95
Trswap: S5home Index 0.91
Cedarwoods Cre Cdo 2006-1 FRN 0.9

Bond Ratings (%)

Updated 01.31.2014

Sector SIOAX
AAA 7.78
AA 2.99
A 9.45
BBB 18.86
BB 19.61
B 27.18
Below B 9.1
Other 5.04