The invention is directed to a ultrafiltration membrane that is capable for the retention of endotoxines and cytokine inducing substances (CIS) including bacterial DNA and/or DNA fragments from fluid and/or liquid media. The invention is further directed to a method of manufacturing such ultrafiltration membranes in a high quality and in an effective and time saving procedure, and to the use of such membranes for the retention of substances from fluids or liquids. The ultrafiltration membrane of the invention consists of a polymer blend comprising at least one hydrophobic polymer containing sulfur in its back bone, at least one hydrophilic, uncharged homo-polymer of polyvinylpyrrolidone and at least one polymer containing cationic charges. The method of manufacturing such a ultrafiltration membrane comprises dissolving at least one hydrophobic polymer containing sulfur in its back bone and at least one hydrophilic, uncharged polyvinylpyrrolidone and at least one polymer containing cationic charges in at least one solvent to form a polymer solution, subjecting the formed polymer solution to a diffusion-induced phase separation to prepare a ultrafiltration membrane, washing and subsequently drying of the ultrafiltration membrane.