Annual Report - SEI

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Income 20/80 Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Units $ $ MUTUAL FUNDS – 98.4% <strong>SEI</strong> Investments* Canadian Equity Fund 133,707 2,535,029 2,700,984 Canadian Fixed Income Fund 1,131,378 12,823,392 12,919,545 EAFE Equity Fund 313,917 1,505,993 1,319,362 Real Return Bond Fund 190,716 2,818,351 2,929,591 Short Term Bond Fund 400,695 3,960,629 3,968,044 U.S. High Yield Bond Fund 120,682 1,217,573 1,232,408 U.S. Large Company Equity Fund 189,050 1,097,770 1,019,832 U.S. Small Company Equity Fund 20,409 64,166 78,132 Total Mutual Funds 26,022,903 26,167,898 Total Investments – 98.4% 26,022,903 26,167,898 Other Assets and Liabilities, Net – 1.6% 422,052 Net Assets – 100.0% 26,589,950 * The Fund holds units in Class O of the funds listed. Summary of Investment Portfolio AS AT DECEMBER 31, 2008 All portfolio categories are included in the following table. Portfolio by Category Percentage of Net Assets (%) Mutual Funds 99.5 Other Assets and Liabilities, Net 0.5 100.0 SDIF (See accompanying notes) 134
Income 20/80 Fund Notes to Statement of Investment Portfolio AS AT DECEMBER 31, 2009 AND 2008 Currency Risk As at December 31, 2009 and 2008, the Fund’s direct exposure to currency risk is minimal given that the Underlying Funds held are valued in Canadian dollars which is the functional currency of the Fund. The Fund may be exposed to indirect currency risk in the event that the Underlying Funds invest in financial instruments that are denominated in a currency other than Canadian dollars. Interest Rate Risk As at December 31, 2009 and 2008, the interest rate risk is minimal given that the majority of the financial instruments held by the Fund are non-interest bearing. To the extent the Underlying Funds invest in interest bearing financial instruments, the Fund will be exposed to the indirect risk that the value of those instruments will fluctuate due to changes in the prevailing levels of market interest rates. Other Price Risk As at December 31, 2009, a 5% (2008 – 5%) change in prices of the Underlying Funds would have increased or decreased the Fund’s Net Assets by $1,308,395 (2008 – $438,375). In practice, the actual results may differ from this sensitivity analysis and the difference could be material. Credit Risk As at December 31, 2009 and 2008, the credit risk is minimal given that the Fund had no direct investments in debt instruments or derivatives. The Fund may be exposed to indirect credit risk in the event that the Underlying Funds invest in debt instruments and derivatives. Fair Value Measurements The following table summarizes the inputs used as of December 31, 2009 in valuing the Fund’s investments and derivatives carried at fair values: Quoted prices in active markets Significant other observable inputs Significant unobservable inputs for identical assets (Level 1) (Level 2) (Level 3) Total Common shares $ — $ — $ — $ — Preferred shares — — — — Short-term notes — — — — Bonds — — — — Investments in funds 26,167,898 — — 26,167,898 Total Investments $ 26,167,898 $ — $ — $ 26,167,898 Derivative assets — — — — Derivative liabilities — — — — During the year ended December 31, 2009, no equity investments were transferred between Level 1 and Level 2. During the year ended December 31, 2009, the Fund did not hold any investments classified within Level 3. (See accompanying notes) SDIF 135
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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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EAFE Equity Fund Notes to Statement
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EAFE Equity Fund Statements of Net
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Emerging Markets Equity Fund Statem
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Emerging Markets Equity Fund Summar
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Canadian Fixed Income Fund Statemen
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Canadian Fixed Income Fund Interest
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Long Duration Bond Fund Statement o
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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
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Page 126 and 127: Enhanced Global Bond Fund Statement
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Page 130 and 131: Income 100 Fund Statement of Invest
Page 132 and 133: Income 100 Fund Statements of Net A
Page 136 and 137: Income 20/80 Fund Statements of Net
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Page 140 and 141: Income 30/70 Fund Notes to Statemen
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Page 148 and 149: Income 40/60 Fund Notes to Statemen
Page 152 and 153: Balanced 50/50 Fund Statement of In
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Page 156 and 157: Balanced 60/40 Fund Statement of In
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Page 160 and 161: Balanced 60/40 Fund Statements of C
Page 162 and 163: Balanced Monthly Income Fund Notes
Page 164 and 165: Balanced Monthly Income Fund Statem
Page 166 and 167: Growth 70/30 Fund Notes to Statemen
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Page 170 and 171: Growth 80/20 Fund Notes to Statemen
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Page 174 and 175: Growth 100 Fund Statement of Invest
Page 176 and 177: Growth 100 Fund Statements of Net A
Page 178 and 179: Growth 100 Fund Statements of Chang
Page 180 and 181: Global Growth 100 Fund Notes to Sta
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Notes to Financial Statements FOR T
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Annual Report - SEI

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