Annual Report - SEI

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U.S. Large Company Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ Novellus Systems Inc. 8,600 186,682 210,339 Nuance Communications Inc. 2,200 32,212 35,772 NVIDIA Corp. 28,700 437,465 561,435 ON Semiconductor Corp. 2,900 16,536 26,784 Oracle Corp. 241,710 5,434,990 6,218,354 Paychex Inc. 74,700 2,353,033 2,399,472 Pegasystems Inc. 2,100 63,062 74,852 PMC-Sierra Inc. 19,200 175,875 174,311 Qualcomm Inc. 220,600 9,819,241 10,698,366 Rackspace Hosting Inc. 100,400 1,633,624 2,194,553 Rambus Inc. 1,400 19,934 35,812 Red Hat Inc. 58,300 1,672,119 1,888,571 Rovi Corp. 5,300 155,850 176,967 SAIC Inc. 600 12,506 11,901 Salesforce.com Inc. 1,900 122,788 146,840 Semtech Corp. 7,200 123,538 128,394 Silicon Laboratories Inc. 3,700 147,073 187,428 Sun Microsystems Inc. 46,100 782,778 452,359 Sybase Inc. 5,200 197,872 236,537 Symantec Corp. 289,400 5,608,290 5,427,692 Synopsys Inc. 10,200 233,379 238,244 Tech Data Corp. 4,700 211,242 229,905 Tellabs Inc. 17,100 102,020 101,824 Teradata Corp. 125,300 3,255,982 4,123,336 Teradyne Inc. 5,500 51,213 61,868 Texas Instruments Inc. 216,900 5,228,950 5,918,887 Total System Service Inc. 13,800 233,554 249,849 Trimble Navigation Ltd. 1,700 32,954 44,911 Varian Semiconductor Equipment Associates Inc. 900 24,686 33,853 VeriSign Inc. 151,100 4,487,555 3,839,754 Visa Inc. 111,360 7,139,226 10,191,774 Vishay Intertechnology Inc. 39,800 591,146 348,398 VMware Inc., Class ‘A’ 1,800 52,838 79,821 WebMD Health Corp. 2,666 83,865 107,576 Western Digital Corp. 75,800 1,926,092 3,508,377 Western Union Co. 91,670 1,887,520 1,810,566 Xerox Corp. 114,600 1,509,378 1,013,989 Xilinx Inc. 7,900 166,655 207,463 Yahoo! Inc. 454,105 7,925,820 7,988,303 Zebra Technologies Corp., Class ‘A’ 4,500 125,171 133,696 217,699,053 251,232,198 Materials – 2.9% 99 Cents Only Stores 6,900 88,277 94,543 AEP Industries Inc. 1,900 61,877 76,408 Air Products and Chemicals Inc. 4,400 366,156 373,632 Albemarle Corp. 5,600 198,859 213,520 Alcoa Inc. 35,400 1,246,983 598,239 Allegheny Technologies Inc. 1,100 39,208 51,628 Ashland Inc. 10,600 440,766 439,722 Ball Corp. 6,900 345,105 373,978 Bemis Co. Inc. 18,000 515,198 559,504 Celanese Corp., Series ‘A’ 8,100 200,281 272,412 Cliffs Natural Resources Inc. 300 13,048 14,480 Commercial Metals Co. 2,600 46,032 42,657 Number Average Fair of Cost Value Shares $ $ Crown Holdings Inc. 12,700 351,681 340,573 Cytec Industries Inc. 27,100 957,053 1,034,703 Dow Chemical Co. (The) 1,000 29,854 28,966 E.I. du Pont de Nemours & Co. 7,400 262,090 261,127 Eagle Materials Inc. 2,600 76,154 70,678 Eastman Chemical Co. 45,000 2,736,263 2,838,565 Ecolab Inc. 10,900 466,935 509,531 FMC Corp. 500 26,617 29,228 Freeport-McMoRan Copper & Gold Inc., Class ‘B’ 54,600 3,708,215 4,595,792 Greif Inc., Class ‘A’ 3,400 196,976 192,263 Huntsman Corp. 14,500 123,626 171,316 International Flavors and Fragrances Inc. 600 22,801 25,877 Lubrizol Corp. (The) 54,600 2,944,064 4,168,210 MeadWestvaco Corp. 7,900 222,391 237,113 Monsanto Co. 16,750 1,616,786 1,435,519 Nalco Holding Co. 115,600 2,496,120 3,090,326 NewMarket Corp. 2,600 250,955 312,039 Newmont Mining Corp. Holding Co. 2,600 119,285 128,953 Nucor Corp. 33,300 1,648,705 1,628,554 Omnova Solutions Inc. 8,600 44,103 55,087 Owens Illinois Inc. 6,300 230,735 217,093 Packaging Corp. of America 500 7,316 12,061 Pactiv Corp. 26,200 662,297 662,224 PPG Industries Inc. 1,900 90,050 116,524 Praxair Inc. 69,930 5,300,620 5,887,616 Regal Entertainment Group 600 8,575 9,064 RPM International Inc. 8,500 174,734 181,160 Sealed Air Corp. 8,300 183,567 190,037 Sigma-Aldrich Corp. 500 28,316 26,487 Solutia Inc. 15,900 176,880 211,527 Southern Copper Corp. 54,500 1,339,952 1,876,887 Spartech Corp. 6,400 72,785 68,839 Symyx Technologies Inc. 1,800 12,387 10,379 Temple Inland Inc. 5,800 94,651 128,358 Valspar Corp. (The) 3,600 79,142 102,428 Weyerhaeuser Co. 900 36,052 40,675 30,360,523 34,006,502 Telecommunication Services – 3.4% American Tower Corp., Class ‘A’ 36,760 1,368,091 1,662,886 AT&T Inc. 546,262 18,000,058 16,052,046 CenturyTel Inc. 44,764 1,499,731 1,699,275 Crown Castle International Corp. 160,660 5,076,761 6,570,373 Metropcs Communications Inc. 5,300 99,639 42,339 NeuStar Inc., Class ‘A’ 1,600 37,868 38,646 NII Holdings Inc., Class ‘B’ 74,200 1,616,183 2,612,107 Qwest Communications International Inc. 26,700 114,477 117,562 SBA Communications Corp. 3,600 111,545 128,922 Sprint Nextel Corp. 39,700 183,559 152,327 Telephone and Data Systems Inc. 22,300 735,989 792,521 tw telecom Inc. 2,100 30,142 37,734 Verizon Communications Inc. 253,100 9,787,222 8,790,628 Windstream Corp. 2,400 33,105 27,651 38,694,370 38,725,017 SULC (See accompanying notes) 26
U.S. Large Company Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ Utilities – 4.1% AES Corp. 576,300 7,261,323 8,041,425 AGL Resources Inc. 26,200 982,709 1,001,713 Allegheny Energy Inc. 1,200 29,548 29,501 Alliant Energy Corp. 53,300 1,920,704 1,690,840 American Electric Power Co. Inc. 32,600 1,215,343 1,188,649 Aqua America Inc. 7,000 119,773 128,349 Atmos Energy Corp. 40,985 1,210,178 1,263,219 Calpine Corp. 12,400 164,143 142,995 CMS Energy Corp. 118,900 1,750,131 1,952,000 Consolidated Edison Inc. 3,600 163,555 171,456 Constellation Energy Group Inc. 84,300 2,846,219 3,102,878 Dominion Resources Inc. 49,300 1,818,031 2,011,528 DPL Inc. 7,300 195,653 211,222 DTE Energy Co. 46,800 1,906,725 2,138,647 Duke Energy Corp. 3,100 53,120 55,931 Edison International 54,300 2,085,381 1,979,866 Energen Corp. 42,800 1,971,746 2,099,438 Entergy Corp. 800 89,061 68,629 EQT Corp. 12,500 562,203 575,151 Exelon Corp. 800 56,748 40,970 FPL Group Inc. 24,000 1,425,746 1,328,218 ITC Holdings Corp. 300 15,467 16,370 Lennox International Inc. 200 7,564 8,186 Mirant Corp. 195,100 3,360,068 3,123,220 National Fuel Gas Co. 1,900 95,042 99,593 Northeast Utilities 38,800 953,308 1,049,034 NRG Energy Inc. 1,200 32,093 29,702 NSTAR 800 30,265 30,863 NV Energy Inc. 121,100 1,734,305 1,571,705 OGE Energy Corp. 2,100 62,192 81,259 Oneok Inc. 100 4,837 4,671 PG&E Corp. 5,700 256,878 266,810 Pinnacle West Capital Corp. 31,400 1,272,386 1,204,147 PPL Corp. 5,400 259,488 182,910 Progress Energy Inc. 1,400 58,597 60,190 Public Services Enterprise Group Inc. 60,800 2,516,680 2,119,344 Questar Corp. 2,800 126,300 121,877 SCANA Corp. 1,300 48,350 51,352 Sempra Energy Inc. 66,400 3,498,271 3,896,792 Southern Co. (The) 1,600 54,519 55,839 Southern Union Co. 128,700 2,667,099 3,058,696 Teco Energy Inc. 2,300 35,382 39,110 UGI Corp. 15,300 423,319 388,002 Westar Energy Inc. 1,500 32,910 34,171 Wisconsin Energy Corp. 1,600 77,712 83,583 Xcel Energy Inc. 48,400 1,078,745 1,076,706 46,529,817 47,876,757 Total U.S. Equities 1,044,491,112 1,074,436,583 Foreign Equities – 4.7% ABB Ltd., ADR 12,200 211,987 244,287 Accenture PLC, Class ‘A’ 43,305 1,668,659 1,884,050 Allied World Assurance Holdings Ltd. 9,600 444,835 463,455 Number Average Fair of Cost Value Shares $ $ Amdocs Ltd. 37,200 959,537 1,112,631 Argo Group International Holdings Ltd. 4,000 141,263 121,944 Aspen Insurance Holdings Ltd. 1,800 49,248 48,025 Axis Capital Holdings Ltd. 27,200 1,039,765 810,115 BCE Inc. 27,800 786,499 804,810 Canadian Natural Resources Ltd. 40,950 2,465,064 3,088,809 Carnival Corp. 1,900 58,782 63,122 Copa Holdings SA, Class ‘A’ 16,300 797,940 930,789 Credicorp Ltd. 21,700 1,170,041 1,751,916 Diageo PLC, ADR 13,800 1,000,554 1,003,447 Endurance Specialty Holdings Ltd. 37,000 1,407,600 1,444,113 Everest Re Group Ltd. 21,500 2,192,077 1,931,187 Flextronics International Ltd. 230,400 1,671,200 1,763,241 Foster Wheeler AG 20,800 651,622 641,741 Garmin Ltd. 37,400 842,348 1,202,518 Herbalife Ltd. 43,000 1,543,931 1,828,857 Invesco Ltd. 20,200 437,419 497,440 Lazard Ltd., Class ‘A’ 3,400 118,216 135,126 Marvell Technology Group Ltd. 45,400 648,483 987,598 Nabors Industries Ltd. 2,100 47,984 48,192 Noble Corp. 30,000 1,372,109 1,280,035 Nokia OYJ, ADR 159,300 2,729,553 2,144,308 Novo Nordisk AS, ADR 48,400 2,995,611 3,158,574 PartnerRe Ltd. 6,700 524,241 524,408 Petroleo Brasileiro SA, ADR 34,630 1,510,495 1,729,540 Platinum Underwriters Holdings Ltd. 35,600 1,284,222 1,429,031 Potash Corp. of Saskatchewan Inc. 19,405 1,990,909 2,214,305 RenaissanceRe Holdings Ltd. 4,800 276,030 267,304 Seagate Technology 184,600 2,334,974 3,520,227 Signet Jewelers Ltd. 2,900 71,155 81,052 Suncor Energy Inc. 16,100 681,485 597,471 Syngenta AG, ADR 57,900 3,034,532 3,412,524 Teva Pharmaceutical Industries Ltd., ADR 43,870 2,368,491 2,583,781 Transocean Ltd. 34,100 3,026,363 2,957,850 Tyco International Ltd. 118,700 3,151,529 4,439,989 UTi Worldwide Inc. 700 12,299 10,509 Validus Holdings Ltd. 1,300 36,023 36,702 XL Capital Ltd., Class ‘A’ 32,100 1,306,892 616,505 Total Foreign Equities 49,061,967 53,811,528 Total Equities 1,093,553,079 1,128,248,111 MUTUAL FUND – 0.0% <strong>SEI</strong> Money Market Fund, Class ‘O’ 11,964 119,643 119,643 119,643 119,643 Short-Term Note* – 0.1% 1,499,130 1,499,339 Less: Transaction cost included in average cost (675,448) — Total Investments – 97.9% 1,094,496,404 1,129,867,093 Unrealized Appreciation (Depreciation) on Futures Contracts** – 0.0% 6,552 Other Assets and Liabilities, Net – 2.1% 24,041,487 Net Assets – 100.0% 1,153,915,132 (See accompanying notes) SULC 27
Page 1 and 2: Annual Report for the period ended
Page 5: March 9, 2010 Auditors’ Report Pr
Page 8 and 9: Canadian Equity Fund Statement of I
Page 10 and 11: Canadian Equity Fund Summary of Inv
Page 12 and 13: Canadian Equity Fund Statements of
Page 14 and 15: Canadian Small Company Equity Fund
Page 20 and 21: U.S. Large Company Equity Fund Stat
Page 32 and 33: U.S. Small Company Equity Fund Stat
Page 40 and 41: U.S. Small Company Equity Fund Summ
Page 44 and 45: 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
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Canadian Fixed Income Fund Statemen
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Canadian Fixed Income Fund Interest
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Canadian Fixed Income Fund Statemen
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Long Duration Bond Fund Statement o
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Long Duration Bond Fund Statements
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Real Return Bond Fund Statement of
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Real Return Bond Fund Statements of
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Short Term Bond Fund Statement of I
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Short Term Bond Fund Notes to State
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Short Term Bond Fund Statements of
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U.S. High Yield Bond Fund Statement
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Money Market Fund Statement of Inve
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Money Market Fund Statements of Net
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International Synthetic Fund Statem
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International Synthetic Fund Notes
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International Synthetic Fund Statem
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U.S. Large Cap Synthetic Fund SCHED
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U.S. Large Cap Synthetic Fund State
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U.S. MidCap Synthetic Fund Statemen
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U.S. MidCap Synthetic Fund Notes to
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U.S. MidCap Synthetic Fund Statemen
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Enhanced Global Bond Fund Statement
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Enhanced Global Bond Fund Statement
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Income 100 Fund Statement of Invest
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Income 100 Fund Statements of Net A
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Income 20/80 Fund Statement of Inve
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Income 20/80 Fund Statements of Net
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Income 20/80 Fund Statements of Cha
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Income 30/70 Fund Notes to Statemen
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Conservative Monthly Income Fund No
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Conservative Monthly Income Fund St
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Income 40/60 Fund Notes to Statemen
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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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