Annual Report - SEI

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U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ RailAmerica Inc., Callable 139,000 9.250 2017/07/01 152,436 155,010 Range Resources Corp., Callable 90,000 7.500 2016/05/15 96,707 96,946 RBS Global Inc. & Rexnord LLC, Callable 195,000 9.500 2014/08/01 203,720 204,939 RBS Global Inc. / Rexnord Corp., Callable 230,000 11.750 2016/08/01 231,656 238,709 RBS Global Inc. / Rexnord LLC, Callable 130,000 9.500 2014/08/01 135,730 136,626 Regency Energy Partners L.P., Callable 100,000 9.375 2016/06/01 109,221 111,649 Reichhold Industries Inc., Callable 250,000 9.000 2014/08/15 213,377 220,154 Rental Service Corp., Callable 645,000 9.500 2014/12/01 655,985 677,031 Reynolds Group, Callable 100,000 7.750 2016/10/15 105,648 107,194 Rite Aid Corp. 105,000 10.250 2019/10/15 110,416 116,131 Rite Aid Corp., Callable 150,000 7.500 2017/03/01 142,026 147,817 Rite Aid Corp., Callable 240,000 9.375 2015/12/15 213,144 221,412 Rite Aid Corp., Callable 85,000 9.500 2017/06/15 72,346 77,525 River Rock Entertainment Authority, Callable 300,000 9.750 2011/11/01 297,639 296,421 Ryerson Inc., Callable 190,000 12.000 2015/11/01 193,202 208,150 Sally Holdings LLC, Callable 250,000 9.250 2014/11/15 269,605 271,916 Sally Holdings LLC, Callable 715,000 10.500 2016/11/15 807,745 805,788 SandRidge Energy Inc., Callable 295,000 8.750 2020/01/15 306,014 309,263 SandRidge Energy Inc., Callable 200,000 9.875 2016/05/15 229,656 220,678 Sanmina-SCI Corp., Callable 215,000 8.125 2016/03/01 225,182 224,832 SBA Telecommunications Inc., Callable 125,000 8.000 2016/08/15 135,075 136,941 Sealy Mattress Co., Callable 300,000 8.250 2014/06/15 291,992 314,505 Sealy Mattress Co., Callable 100,000 10.875 2016/04/15 120,460 116,629 Select Medical Corp., Callable 210,000 7.625 2015/02/01 212,342 213,549 Sequa Corp., Callable 85,000 11.750 2015/12/01 84,987 82,872 Service Corp. International, Callable 300,000 7.000 2017/06/15 315,107 305,070 Service Corp. International, Callable 50,000 7.375 2014/10/01 52,400 52,680 ServiceMaster Co. (The), Callable 330,000 10.750 2015/07/15 336,442 359,794 Shingle Springs Tribal Gaming Authority, Callable 165,000 9.375 2015/06/15 126,598 131,463 Sinclair Television Group Inc., Callable 170,000 9.250 2017/11/01 170,425 185,348 Smithfield Foods Inc., Callable 105,000 7.750 2017/07/01 100,807 101,546 Smithfield Foods Inc., Series ‘B’ 225,000 7.750 2013/05/15 215,662 228,802 Solo Cup Co., Callable 465,000 8.500 2014/02/15 480,788 476,514 Solutia Inc., Callable 95,000 8.750 2017/11/01 101,694 103,701 Spectrum Brands Inc., Pay-In-Kind, Callable 160,000 12.000 2019/08/28 155,075 164,381 Spirit AeroSystems Inc., Callable 80,000 7.500 2017/10/01 84,225 82,610 Sprint Capital Corp. 75,000 6.880 2028/11/15 59,565 65,358 Sprint Capital Corp. 400,000 8.380 2012/03/15 432,826 434,017 Sprint Capital Corp. 595,000 8.750 2032/03/15 592,348 587,902 Sprint Capital Corp., Callable 690,000 6.900 2019/05/01 668,999 665,493 Standard Pacific Escrow LLC, Callable 110,000 10.750 2016/09/15 117,313 117,625 Starwood Hotels & Resorts Worldwide Inc., Callable 340,000 6.750 2018/05/15 339,946 357,330 Steel Dynamics Inc., Callable 160,000 7.750 2016/04/15 173,445 175,494 Steinway Musical Instruments Inc., Callable 50,000 7.000 2014/03/01 45,867 47,569 Stone Energy Corp., Callable 500,000 8.250 2011/12/15 507,087 522,209 Stream Global Services Inc., Callable 500,000 11.250 2014/10/01 518,717 530,072 Sungard Data Systems Inc., Callable 946,000 10.250 2015/08/15 1,048,124 1,056,202 Supervalu Inc., Callable 285,000 8.000 2016/05/01 312,223 303,261 Surgical Care Affiliates Inc., Callable 100,000 8.875 2015/07/15 88,534 95,400 Swift Energy Co., Callable 85,000 7.125 2017/06/01 81,683 84,209 Symetra Financial Corp., Callable 50,000 6.125 2016/04/01 47,658 46,963 Telcordia Technologies Inc., Callable 445,000 10.000 2013/03/15 403,713 415,199 Telcordia Technologies Inc., Variable Rate, Callable 300,000 4.034 2012/07/15 275,770 288,165 Tenet Healthcare Corp., Callable 205,000 7.375 2013/02/01 216,477 215,449 Tenet Healthcare Corp., Callable 300,000 8.875 2019/07/01 342,824 339,665 Tenneco Inc., Callable 100,000 8.625 2014/11/15 103,544 105,752 Terex Corp., Callable 275,000 10.875 2016/06/01 320,485 321,450 Terra Capital Inc., Callable 170,000 7.750 2019/11/01 177,071 190,695 Tesoro Corp., Callable 500,000 6.500 2017/06/01 479,695 487,483 (See accompanying notes) SUHY 100
U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ Tesoro Corp., Series ‘B’, Callable 125,000 6.625 2015/11/01 121,483 124,492 Texas Competitive Electric Holdings Co. LLC, Series ‘A’, Variable Rate, Callable 425,000 10.250 2015/11/01 331,929 360,894 Thermadyne Holdings Corp., Variable Rate, Step Coupon, Callable 155,000 9.500 2014/02/01 146,531 153,760 Titan International Inc., Callable 135,000 8.000 2012/01/15 138,660 138,697 Top Markets LLC, Callable 205,000 10.125 2015/10/15 216,386 221,359 Toys "R" Us Property Co I LLC, Callable 95,000 10.750 2017/07/15 109,782 109,055 Travelport LLC, Callable 700,000 9.875 2014/09/01 726,450 757,695 Trimas Corp., Callable 150,000 9.750 2017/12/15 157,921 154,304 Triumph Group Inc., Callable 15,000 8.000 2017/11/15 15,552 15,863 TRW Automotive Inc., Callable 425,000 7.250 2017/03/15 405,689 432,182 Unisys Corp., Callable 115,000 12.750 2014/10/15 127,450 139,247 United Air Lines Inc., Callable 125,000 9.750 2017/01/15 130,500 133,665 United Air Lines Inc., Callable 165,000 10.400 2016/11/01 177,548 182,275 United Components Inc., Callable 200,000 9.375 2013/06/15 204,788 202,332 United Maritime Group LLC / United Maritime Group Finance Corp., Callable 250,000 11.750 2015/06/15 267,312 262,743 United Rentals North America Inc., Callable 125,000 9.250 2019/12/15 129,372 135,303 United Surgical Partners International Inc., Callable 160,000 8.875 2017/05/01 169,916 172,768 United Surgical Partners International Inc., Pay-In-Kind, Callable 50,000 9.250 2017/05/01 53,358 53,466 Universal Hospital Services Inc., Callable 105,000 8.500 2015/06/01 107,141 108,426 Univision Communications Inc., Callable 545,000 12.000 2014/07/01 633,495 629,200 US Oncology Holdings Inc., Pay-In-Kind, Callable 240,000 6.428 2012/03/15 224,386 235,250 US Oncology Inc., Callable 125,000 9.125 2017/08/15 136,392 137,596 USB Capital IX Normal Income Trust Securities, Variable Rate, Callable 165,000 6.189 2049/03/29 128,556 139,031 USG Corp., Callable 250,000 6.300 2016/11/15 232,613 234,568 USI Holdings Corp., Callable 400,000 9.750 2015/05/15 390,682 382,124 Vail Resorts Inc., Callable 300,000 6.750 2014/02/15 316,324 312,146 ViaSat Inc., Callable 105,000 8.875 2016/09/15 109,980 113,379 Virgin Media Finance PLC, Callable 245,000 8.375 2019/10/15 255,849 264,230 Visant Corp., Callable 250,000 7.625 2012/10/01 269,973 263,398 Visant Holding Corp., Callable, Step Coupon 250,000 10.250 2013/12/01 279,956 270,605 Viskase Cos. Inc., Callable 200,000 9.875 2018/01/15 211,404 211,243 VWR Funding Inc., Series ‘B’, Pay-In-Kind, Callable 400,000 10.250 2015/07/15 386,936 436,114 West Corp., Callable 555,000 11.000 2016/10/15 592,282 608,017 Wind Acquisition Finance SA, Callable 485,000 11.750 2017/07/15 576,091 555,481 Windstream Corp., Callable 275,000 8.630 2016/08/01 291,819 293,341 WMG Acqusition Corp., Callable 125,000 9.500 2016/06/15 141,184 140,381 Wynn Las Vegas Capital Corp., Callable 65,000 6.625 2014/12/01 65,145 65,843 XM Escrow LLC. 185,000 13.000 2013/01/08 202,538 210,672 XM Satellite Radio Holdings Inc., Pay-In-Kind, Callable 305,000 10.000 2011/06/01 323,534 319,747 Yankee Acquisition Corp., Callable 215,000 9.750 2017/02/15 212,692 222,014 Yankee Acquisition Corp., Series ‘B’, Callable 40,000 8.500 2015/02/15 40,895 41,619 Zions Bancorporation 225,000 5.500 2015/11/16 187,671 166,763 Zions Bancorporation 150,000 7.750 2014/09/23 139,533 138,775 Total United States Bonds 93,554,670 94,630,359 FOREIGN BONDS – 6.8% C5 Capital SPV Ltd., Perpetual, Variable Rate, Callable 100,000 6.196 2049/12/31 74,737 71,774 C8 Capital SPV Ltd., Perpetual, Variable Rate, Callable 175,000 6.640 2049/12/31 132,951 127,287 CEVA Group PLC, Callable 400,000 11.625 2016/10/01 416,986 430,348 Columbus International Inc., Callable 190,000 11.500 2014/11/20 199,358 209,146 Digicel Group Ltd., Callable 155,000 8.125 2017/09/01 160,968 158,432 Digicel Group Ltd., Callable 250,000 8.875 2015/01/15 246,594 254,225 Digicel Group Ltd., Callable 150,000 12.000 2014/04/01 178,723 174,550 Digicel Group Ltd., Pay-In-Kind, Callable 120,000 9.125 2015/01/15 124,510 123,915 Evraz Group SA, Callable 215,000 9.500 2018/04/24 225,182 224,268 Flextronics International Ltd., Callable 150,000 6.250 2014/11/15 152,035 154,894 Flextronics International Ltd., Callable 10,000 6.500 2013/05/15 10,328 10,510 FMG Finance Pty Ltd., Callable 435,000 10.625 2016/09/01 497,363 504,486 Galaxy Entertainment Finance Co. Ltd., Callable 325,000 9.880 2012/12/15 347,297 340,714 SUHY (See accompanying notes) 101
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Annual Report for the period ended
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March 9, 2010 Auditors’ Report Pr
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Canadian Equity Fund Statement of I
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Canadian Equity Fund Summary of Inv
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Canadian Equity Fund Statements of
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Canadian Small Company Equity Fund
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U.S. Large Company Equity Fund Stat
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U.S. Small Company Equity Fund Stat
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U.S. Small Company Equity Fund Summ
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EAFE Equity Fund Statement of Inves
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Page 50 and 51: EAFE Equity Fund Statement of Inves
Page 56 and 57: EAFE Equity Fund Notes to Statement
Page 58 and 59: EAFE Equity Fund Statements of Net
Page 60 and 61: Emerging Markets Equity Fund Statem
Page 66 and 67: Emerging Markets Equity Fund Summar
Page 70 and 71: Canadian Fixed Income Fund Statemen
Page 78 and 79: Canadian Fixed Income Fund Interest
Page 82 and 83: Long Duration Bond Fund Statement o
Page 84 and 85: Long Duration Bond Fund Statements
Page 86 and 87: Real Return Bond Fund Statement of
Page 88 and 89: Real Return Bond Fund Statements of
Page 90 and 91: Short Term Bond Fund Statement of I
Page 92 and 93: Short Term Bond Fund Notes to State
Page 94 and 95: Short Term Bond Fund Statements of
Page 96 and 97: U.S. High Yield Bond Fund Statement
Page 106 and 107: Money Market Fund Statement of Inve
Page 108 and 109: Money Market Fund Statements of Net
Page 110 and 111: International Synthetic Fund Statem
Page 112 and 113: International Synthetic Fund Notes
Page 114 and 115: International Synthetic Fund Statem
Page 116 and 117: U.S. Large Cap Synthetic Fund SCHED
Page 118 and 119: U.S. Large Cap Synthetic Fund State
Page 120 and 121: U.S. MidCap Synthetic Fund Statemen
Page 122 and 123: U.S. MidCap Synthetic Fund Notes to
Page 124 and 125: U.S. MidCap Synthetic Fund Statemen
Page 126 and 127: Enhanced Global Bond Fund Statement
Page 128 and 129: Enhanced Global Bond Fund Statement
Page 130 and 131: Income 100 Fund Statement of Invest
Page 132 and 133: Income 100 Fund Statements of Net A
Page 134 and 135: Income 20/80 Fund Statement of Inve
Page 136 and 137: Income 20/80 Fund Statements of Net
Page 138 and 139: Income 20/80 Fund Statements of Cha
Page 140 and 141: Income 30/70 Fund Notes to Statemen
Page 142 and 143: Income 30/70 Fund Statements of Cha
Page 144 and 145: Conservative Monthly Income Fund No
Page 146 and 147: Conservative Monthly Income Fund St
Page 148 and 149: Income 40/60 Fund Notes to Statemen
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Income 40/60 Fund Statements of Cha
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Balanced 50/50 Fund Statement of In
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Balanced 50/50 Fund Statements of N
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Balanced 60/40 Fund Statement of In
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Balanced 60/40 Fund Statements of N
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Balanced 60/40 Fund Statements of C
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Balanced Monthly Income Fund Notes
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Balanced Monthly Income Fund Statem
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Growth 70/30 Fund Notes to Statemen
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Growth 70/30 Fund Statements of Cha
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Growth 80/20 Fund Notes to Statemen
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Growth 80/20 Fund Statements of Cha
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Growth 100 Fund Statement of Invest
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Growth 100 Fund Statements of Net A
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Growth 100 Fund Statements of Chang
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Global Growth 100 Fund Notes to Sta
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Global Growth 100 Fund Statements o
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Notes to Financial Statements FOR T
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Annual Report - SEI

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