Annual Report - SEI
Annual Report - SEI
Annual Report - SEI
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
U.S. Small Company Equity Fund<br />
Statement of Investment Portfolio<br />
AS AT DECEMBER 31, 2009<br />
Number Average Fair<br />
of Cost Value<br />
Shares $ $<br />
NV Energy Inc. 11,184 142,891 145,152<br />
OGE Energy Corp. 4,059 135,969 157,061<br />
Piedmont Natural Gas Co. Inc. 4,299 136,896 120,558<br />
Pinnacle West Capital Corp. 5,213 178,046 199,911<br />
Portland General Electric Co. 32,345 713,648 691,741<br />
RRI Energy Inc. 67,888 570,988 407,095<br />
SCANA Corp. 4,420 163,834 174,598<br />
South Jersey Industries Inc. 2,636 100,421 105,509<br />
UGI Corp. 9,795 266,488 248,397<br />
Westar Energy Inc. 2,920 61,129 66,519<br />
Xcel Energy Inc. 8,946 188,991 199,013<br />
6,418,964 6,266,792<br />
Total U.S. Equities 127,400,170 136,392,699<br />
Foreign Equities – 4.1%<br />
Allied World Assurance Holdings Ltd. 4,900 225,632 236,555<br />
Assured Guaranty Ltd. 9,100 205,332 207,590<br />
Axis Capital Holdings Ltd. 1,600 48,520 47,654<br />
Copa Holdings SA, Class ‘A’ 4,996 230,136 285,290<br />
Endurance Specialty Holdings Ltd. 12,198 430,110 476,089<br />
First BanCorp (Puerto Rico) 27,600 85,566 66,549<br />
Focus Media Holding Ltd., ADR 22,480 296,373 373,300<br />
Greenlight Capital Re, Ltd., Class ‘A’ 3,330 82,452 82,248<br />
Hansen Transmissions International 99,290 177,834 182,799<br />
Herbalife Ltd. 7,760 279,010 330,045<br />
ICON PLC, ADR 16,900 437,123 384,993<br />
Karoon Gas Australia Ltd. 12,707 126,191 126,994<br />
Localiza Rent a Car SA 20,510 199,561 234,357<br />
Number Average Fair<br />
of Cost Value<br />
Shares $ $<br />
Nabors Industries Ltd. 8,753 157,441 200,867<br />
Navitas Ltd. 20,913 81,052 80,053<br />
PartnerRe Ltd. 2,564 184,175 200,684<br />
Platinum Underwriters Holdings Ltd. 4,597 158,250 184,530<br />
Rossi Residencial SA 32,730 251,171 298,207<br />
Seagate Technology 35,540 451,802 677,730<br />
Ship Finance International Ltd. 2,300 30,791 32,792<br />
Signet Jewelers Ltd. 3,362 85,193 93,965<br />
Tam SA, ADR 15,480 225,411 355,720<br />
Teekay Shipping Corp. 1,100 28,034 26,765<br />
Validus Holdings Ltd. 1,908 51,398 53,867<br />
VistaPrint NV 7,270 385,999 431,834<br />
Willis Group Holdings Ltd. 7,038 201,572 194,492<br />
Xyratex Ltd. 9,401 66,615 131,177<br />
Total Foreign Equities 5,182,744 5,997,146<br />
Total Equities 133,071,281 142,939,835<br />
MUTUAL FUND – 0.0%<br />
<strong>SEI</strong> Money Market Fund, Class ‘O’ 61 611 611<br />
611 611<br />
Total Short-Term Note* – 0.1% 199,890 199,893<br />
Less: Transaction cost included in average cost (82,915) —<br />
Total Investments – 99.0% 133,188,867 143,140,339<br />
Unrealized Appreciation (Depreciation)<br />
on Futures Contracts** – 0.0% 24,196<br />
Other Assets and Liabilities, Net – 1.0% 1,482,545<br />
Net Assets – 100.0% 144,647,080<br />
SCHEDULE OF LONG FUTURES CONTRACTS**<br />
Unrealized<br />
Number Average Cost Contracted Current Appreciation<br />
of per Contract Value Value (Depreciation)<br />
Contracts $ $ $ $<br />
Unrealized Appreciation<br />
United States Russell 2000 Mini Index<br />
expiration date March 2010 11 USD 606.10 698,945 719,472 20,527<br />
United States S&P MidCap 400 Mini Index<br />
expiration date March 2010 4 USD 711.25 298,256 301,925 3,669<br />
Unrealized Appreciation (Depreciation) on Long Futures Contracts 24,196<br />
*Short-Term Note earns interest at rate 0.186% and matures on April 15, 2010.<br />
**$200,000 of Canada Treasury Bills are held as collateral by counterparties with respect to the futures contracts.<br />
(See accompanying notes)<br />
SUSC<br />
39
Change language