Annual Report - SEI

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U.S. Small Company Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ Technitrol Inc. 16,908 167,867 77,638 Teradata Corp. 13,725 343,235 451,658 Tibco Software Inc. 14,849 90,466 149,754 Trimble Navigation Ltd. 4,032 130,944 106,519 TriQuint Semiconductor Inc. 53,190 404,750 334,570 Unisys Corp. 9,910 279,303 400,606 United Online Inc. 23,510 199,743 177,210 United States Cellular Corp. 2,060 86,994 91,459 ValueClick Inc. 24,568 286,868 260,649 Varian Semiconductor Equipment Associates Inc. 4,320 169,850 162,496 Veeco Instruments Inc. 3,299 56,352 114,096 VeriFone Holdings Inc. 20,749 265,332 355,866 Vishay Intertechnology Inc. 58,051 456,143 508,162 Vocus Inc. 11,300 239,112 213,234 Zebra Technologies Corp., Class ‘A’ 5,581 152,499 165,813 Zoran Corp. 16,932 173,800 195,612 21,217,704 23,781,672 Materials – 6.9% A. Schulman Inc. 7,369 142,452 155,510 AK Steel Holding Corp. 11,314 137,212 253,233 Allegheny Technologies Inc. 4,185 134,158 196,421 Ashland Inc. 4,979 208,503 206,545 Bemis Co. Inc. 1,918 54,935 59,618 Brady Corp., Class ‘A’ 4,874 145,469 153,341 Cabot Corp. 7,274 203,518 200,022 Castle (A. M.) & Co. 8,151 106,098 116,982 Century Aluminum Co. 14,680 114,128 249,007 CIBER Inc. 20,515 79,916 74,199 Cliffs Natural Resources Inc. 3,486 89,839 168,255 Commercial Metals Co. 10,711 170,199 175,732 Crown Holdings Inc. 4,612 122,089 123,679 Cytec Industries Inc. 8,357 250,102 319,078 Domtar Corp. 7,333 240,386 425,967 Eagle Materials Inc. 4,610 130,239 125,317 FMC Corp. 1,007 55,994 58,865 General Steel Holdings Inc. 16,523 83,879 76,390 Great Plains Energy Inc. 26,790 458,516 544,574 H.B. Fuller Co. 9,164 168,933 218,561 Hawkins, Inc. 2,411 55,957 55,126 Headwaters Inc. 17,126 77,109 116,881 Innophos Holdings Inc. 8,143 159,977 196,003 Innospec Inc. 3,057 56,254 32,144 Kaiser Aluminum Corp. 3,000 106,153 130,614 KapStone Paper and Packaging Corp. 9,266 81,396 95,294 Koppers Holdings Inc. 6,149 176,501 195,645 LSB Industries Inc. 4,971 78,378 73,324 Minerals Technologies Inc. 2,287 82,204 130,596 Nalco Holding Co. 25,811 533,375 690,004 Neenah Paper Inc. 12,667 182,401 185,248 NewMarket Corp. 958 56,108 114,974 Nucor Corp. 3,752 163,471 183,494 Olin Corp. 3,898 53,632 71,595 OM Group Inc. 3,492 115,387 114,914 Owens Illinois Inc. 6,411 216,054 220,918 Packaging Corp. of America 8,056 156,901 194,331 Number Average Fair of Cost Value Shares $ $ Pactiv Corp. 4,197 62,022 106,082 PolyOne Corp. 42,456 227,200 332,480 Reliance Steel & Aluminum Co. 7,183 334,891 325,459 RLI Corp. 366 25,815 20,432 Rockwood Holdings Inc. 2,273 55,686 56,070 RPM International Inc. 3,497 61,546 74,531 RTI International Metals Inc. 3,893 90,639 102,684 Schnitzer Steel Industries Inc., Class ‘A’ 2,566 100,230 128,316 Sensient Technologies Corp. 4,466 125,253 123,135 Silgan Holdings Inc. 12,257 694,379 743,736 Spartech Corp. 8,213 112,543 88,340 Stepan Co. 2,292 108,950 155,727 Steris Corp. 1,040 33,970 30,495 Stillwater Mining Co. 6,782 33,795 67,260 Symyx Technologies Inc. 7,861 65,407 45,326 Terra Industries Inc. 3,806 128,507 128,399 Titanium Metals Corp. 6,032 68,244 79,172 W.R. Grace & Co. 16,517 291,559 438,431 Westlake Chemical Corp. 2,034 49,540 53,138 Worthington Industries Inc. 8,015 86,857 109,821 8,204,856 9,911,435 Telecommunication Services – 1.6% Alaska Communications Systems Holdings Inc. 18,891 243,663 157,643 Cincinnati Bell Inc. 55,225 200,241 199,738 Consolidated Communications Holdings Inc. 7,725 130,177 141,481 Iowa Telecommunications Services Inc. 3,120 60,122 54,819 Metropcs Communications Inc. 11,600 101,479 92,666 NeuStar Inc., Class ‘A’ 28,014 696,883 676,650 PAETEC Holding Corp. 20,922 68,794 91,024 SBA Communications Corp. 11,860 383,447 424,726 Telephone and Data Systems Inc. 1,766 51,795 62,762 Telephone and Data Systems Inc., Special Shares 1,724 55,195 54,130 tw telecom Inc. 10,893 183,022 195,733 USA Mobility Inc. 2,987 39,528 34,477 Windstream Corp. 7,045 75,215 81,168 2,289,561 2,267,017 Utilities – 4.4% AGL Resources Inc. 14,439 528,717 552,051 Ameren Corp. 13,600 381,778 398,499 American Water Works Co. Inc. 7,900 168,056 185,268 Atmos Energy Corp. 7,232 212,196 222,901 Black Hills Corp. 2,441 91,277 68,147 Consolidated Edison Inc. 2,910 122,815 138,593 Edison International 4,756 164,416 173,411 El Paso Electric Co. 8,932 181,017 189,899 Empire District Electric Co. 7,369 161,510 144,540 Energen Corp. 5,562 302,994 272,829 EQT Corp. 502 27,443 23,098 Hawaiian Electric Industries Inc. 12,714 321,809 278,570 Health Care REIT Inc. 6,756 313,635 313,832 IDACORP Inc. 1,682 48,145 56,338 Laclede Group Inc. (The) 1,775 69,871 62,840 Lennox International Inc. 6,000 226,736 245,566 NorthWestern Corp. 15,575 437,248 424,856 SUSC (See accompanying notes) 38
U.S. Small Company Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ NV Energy Inc. 11,184 142,891 145,152 OGE Energy Corp. 4,059 135,969 157,061 Piedmont Natural Gas Co. Inc. 4,299 136,896 120,558 Pinnacle West Capital Corp. 5,213 178,046 199,911 Portland General Electric Co. 32,345 713,648 691,741 RRI Energy Inc. 67,888 570,988 407,095 SCANA Corp. 4,420 163,834 174,598 South Jersey Industries Inc. 2,636 100,421 105,509 UGI Corp. 9,795 266,488 248,397 Westar Energy Inc. 2,920 61,129 66,519 Xcel Energy Inc. 8,946 188,991 199,013 6,418,964 6,266,792 Total U.S. Equities 127,400,170 136,392,699 Foreign Equities – 4.1% Allied World Assurance Holdings Ltd. 4,900 225,632 236,555 Assured Guaranty Ltd. 9,100 205,332 207,590 Axis Capital Holdings Ltd. 1,600 48,520 47,654 Copa Holdings SA, Class ‘A’ 4,996 230,136 285,290 Endurance Specialty Holdings Ltd. 12,198 430,110 476,089 First BanCorp (Puerto Rico) 27,600 85,566 66,549 Focus Media Holding Ltd., ADR 22,480 296,373 373,300 Greenlight Capital Re, Ltd., Class ‘A’ 3,330 82,452 82,248 Hansen Transmissions International 99,290 177,834 182,799 Herbalife Ltd. 7,760 279,010 330,045 ICON PLC, ADR 16,900 437,123 384,993 Karoon Gas Australia Ltd. 12,707 126,191 126,994 Localiza Rent a Car SA 20,510 199,561 234,357 Number Average Fair of Cost Value Shares $ $ Nabors Industries Ltd. 8,753 157,441 200,867 Navitas Ltd. 20,913 81,052 80,053 PartnerRe Ltd. 2,564 184,175 200,684 Platinum Underwriters Holdings Ltd. 4,597 158,250 184,530 Rossi Residencial SA 32,730 251,171 298,207 Seagate Technology 35,540 451,802 677,730 Ship Finance International Ltd. 2,300 30,791 32,792 Signet Jewelers Ltd. 3,362 85,193 93,965 Tam SA, ADR 15,480 225,411 355,720 Teekay Shipping Corp. 1,100 28,034 26,765 Validus Holdings Ltd. 1,908 51,398 53,867 VistaPrint NV 7,270 385,999 431,834 Willis Group Holdings Ltd. 7,038 201,572 194,492 Xyratex Ltd. 9,401 66,615 131,177 Total Foreign Equities 5,182,744 5,997,146 Total Equities 133,071,281 142,939,835 MUTUAL FUND – 0.0% <strong>SEI</strong> Money Market Fund, Class ‘O’ 61 611 611 611 611 Total Short-Term Note* – 0.1% 199,890 199,893 Less: Transaction cost included in average cost (82,915) — Total Investments – 99.0% 133,188,867 143,140,339 Unrealized Appreciation (Depreciation) on Futures Contracts** – 0.0% 24,196 Other Assets and Liabilities, Net – 1.0% 1,482,545 Net Assets – 100.0% 144,647,080 SCHEDULE OF LONG FUTURES CONTRACTS** Unrealized Number Average Cost Contracted Current Appreciation of per Contract Value Value (Depreciation) Contracts $ $ $ $ Unrealized Appreciation United States Russell 2000 Mini Index expiration date March 2010 11 USD 606.10 698,945 719,472 20,527 United States S&P MidCap 400 Mini Index expiration date March 2010 4 USD 711.25 298,256 301,925 3,669 Unrealized Appreciation (Depreciation) on Long Futures Contracts 24,196 *Short-Term Note earns interest at rate 0.186% and matures on April 15, 2010. **$200,000 of Canada Treasury Bills are held as collateral by counterparties with respect to the futures contracts. (See accompanying notes) SUSC 39
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
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
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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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