Annual Report - SEI

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Emerging Markets Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ Investec Ltd. 8,000 44,890 60,648 JD Group Ltd. 9,310 68,456 64,946 Medi-Clinic Corp. Ltd. 30,000 77,190 107,842 Mittal Steel South Africa Ltd. 24,583 311,528 360,478 Mondi Ltd. 53,276 229,258 318,558 Mr. Price Group Ltd. 36,583 121,277 180,203 MTN Group Ltd. 106,522 1,331,388 1,766,739 Murray & Roberts Holdings Ltd. 59,080 428,540 387,747 Nampak Ltd. 121,424 246,217 261,548 Naspers Ltd., Series ‘N’ 13,719 274,312 585,937 Nedbank Group Ltd. 30,010 406,544 529,993 Omnia Holdings Ltd. 1,251 6,702 10,579 Sanlam Ltd. 115,380 262,943 373,368 Sappi Ltd. 62,170 402,192 314,207 Sasol Ltd. 27,870 1,172,653 1,170,486 Sasol Ltd., ADR 2,340 73,496 97,831 Standard Bank Group Ltd. 59,210 754,755 858,546 Steinhoff International Holdings Ltd. 6,896 16,109 20,224 Vodacom Group Ltd. 22,280 164,204 173,980 11,827,924 14,219,219 South Korea – 13.2% CJ CheilJedang Corp. 283 41,965 52,230 Daewoo Shipbuilding & Marine Engineering Co. Ltd. 20,490 346,524 322,817 DC Chemical Co. Ltd. 652 117,605 128,255 GS Engineering & Construction Corp. 7,630 559,756 741,864 GS Holdings Corp. 3,590 111,404 109,080 GS Home Shopping Inc. 450 39,846 34,598 Hana Financial Group Inc. 2,500 78,732 73,935 Hanwha Chemical Corp. 5,580 58,461 67,567 Hynix Semiconductor Inc. 4,500 89,742 93,786 Hyundai Development Co. 8,080 260,866 274,239 Hyundai Heavy Industries Co. Ltd. 61 24,428 9,501 Hyundai Mobis 3,330 356,344 511,146 Hyundai Motor Co. Ltd. 14,284 1,017,079 1,556,006 Kangwon Land Inc. 25,960 339,502 384,456 KB Financial Group Inc. 9,452 510,307 507,161 KISWIRE Ltd. 670 27,061 23,524 Korea Development Financing Corp. 410 25,637 12,218 Korea Electric Power Corp. 26,550 762,696 813,875 Korea Zinc Co. Ltd. 870 69,007 159,390 Korean Air Co. Ltd. 2,900 131,073 143,333 Korean Reinsurance Co. 21,740 221,972 192,784 KT Corp. 9,920 403,224 349,192 KT Corp., ADR 26,030 587,198 458,175 KT&G Corp. 6,519 417,996 377,371 LG Chem Ltd. 3,080 360,657 632,210 LG Corp. 5,090 264,543 332,683 LG Electronics Inc. 7,700 796,714 838,788 LG Philips 25,820 816,154 911,210 Lotte Shopping Co. Ltd. 714 203,342 222,408 MegaStudy Co. Ltd. 1,259 193,255 270,328 Number Average Fair of Cost Value Shares $ $ POSCO 3,734 1,575,042 2,074,128 POSCO, ADR 840 103,286 115,360 Samsung Electro-Mechanics Co. Ltd. 710 61,985 68,714 Samsung Electronics Co. Ltd. 9,096 4,996,290 6,534,757 Samsung Fire & Marine Insurance 1,342 222,148 240,426 Shinhan Financial Group Co. Ltd. 46,364 1,613,484 1,803,187 Shinsegae Co. Ltd. 801 329,384 386,521 SK Corp. 1,960 189,823 156,868 SK Telecom Co. Ltd. 1,115 196,813 170,146 SK Telecom Co. Ltd., ADR 21,310 510,647 363,031 S-Oil Corp. 6,271 319,710 304,300 Tong Yang Life Insurance Co. Ltd. 18,480 237,422 232,920 Youngone Corp. 520 28,349 16,315 Yuhan Corp. 2,479 404,705 396,142 20,022,178 23,466,945 Taiwan – 11.4% Acer Inc. 177,901 317,112 560,936 Asia Cement Corp. 206,000 243,246 233,279 Asustek Computer Inc. 469,810 801,617 950,096 AU Optronics Corp. 398,000 411,871 505,492 AU Optronics Corp., ADR 13,290 132,205 167,052 Catcher Technology Co. Ltd. 88,000 237,685 257,569 Cathay Financial Holding Co. Ltd. 395,000 577,610 772,914 Chang Hwa Commercial Bank 178,000 87,790 88,971 Cheng Loong Corp. 79,000 30,830 32,755 China Bills Finance Corp. 112,000 36,607 33,589 China Steel Corp. 601,159 579,819 649,239 Chinatrust Financial Holding Co. Ltd. 923,992 490,015 602,672 Chunghwa Telecom Co. Ltd. 270,024 515,586 525,713 Chunghwa Telecom Co. Ltd., ADR 1,130 20,031 21,963 Compal Electronics Inc. 499,020 477,655 725,390 CTCI Corp. 122,000 114,301 130,958 Far Eastern Textile Ltd. 216,240 166,872 283,148 Far EasTone Telecommunications Co. Ltd. 128,000 153,714 159,843 First Financial Holding Co. Ltd. 676,719 460,423 439,171 Gigabyte Technology Co. Ltd. 44,000 35,632 45,212 Hon Hai Precision Industry Co. Ltd. 628,650 1,722,053 3,121,631 HTC Corp. 61,900 714,715 742,560 Lite-On Technology Corp. 161,970 133,115 254,821 MediaTek Inc. 39,108 442,119 713,971 Mega Financial Holding Co. Ltd. 119,000 78,427 72,157 Nan Ya Printed Circuit Board Corp. 106,087 370,363 425,950 Novatek Microelectronics Corp. Ltd. 64,270 192,054 225,399 Pou Chen Corp. 80,000 60,056 66,601 Quanta Computer Inc. 295,501 539,297 673,137 Siliconware Precision Industries Co. 160,000 237,806 227,074 SinoPac Holdings Co. 991,404 467,215 419,179 Taiwan Cooperative Bank 318,350 216,189 209,730 Taiwan Fertilizer Co. Ltd. 104,000 211,422 386,891 Taiwan Semiconductor Manufacturing Co. Ltd. 1,256,749 2,318,618 2,652,737 Tatung Co. Ltd. 1,560,000 335,290 400,867 SEME (See accompanying notes) 64
Emerging Markets Equity Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Shares $ $ United Microelectronics Corp. 2,288,390 1,122,341 1,286,334 Universal Scientific Industrial Co. Ltd. 74,000 27,107 48,994 Wistron Corp. 138,383 221,811 281,666 Yageo Corp. 737,000 273,179 282,627 Yuanta Financial Holding Co. Ltd. 696,000 489,516 534,949 16,063,314 20,213,237 Thailand – 2.2% Airports of Thailand Public Co. Ltd., Receipts 26,000 35,310 31,884 Bangkok Bank Public Co. Ltd. 64,800 193,630 237,379 Bangkok Bank Public Co. Ltd. NVDR 156,600 473,321 568,741 Bumrungrad Hospital Public Co. Ltd. 177,600 133,187 164,742 Glow Energy PCL 153,226 166,030 148,653 Kasikornbank Public Co. Ltd. 142,100 250,118 385,384 Krung Thai Bank Public Co. Ltd. 911,000 235,823 282,159 PTT Public Co. Ltd. 108,300 801,207 837,730 Siam Cement Public Co. Ltd. (The) 46,000 248,096 342,302 Siam Commercial Bank Public Co. Ltd. 213,300 459,586 581,004 Thai Union Frozen Products Public Co. Ltd. 161,900 108,339 153,997 Thanachart Capital Public Co. Ltd., NVDR 90,000 37,579 62,260 Total Access Communication Public Co. Ltd. 115,600 118,045 129,950 3,260,271 3,926,185 Turkey – 2.4% Aksa Akrilik Kimya Sanayii AS 57,181 46,807 103,179 Cimsa Cimento Sanayi ve Ticaret AS 51,251 140,608 268,833 Ford Otomotiv Sanayi AS 36,525 230,937 229,907 Haci Omer Sabanci Holding AS 36,944 117,656 147,278 Number Average Fair of Cost Value Shares $ $ Petrol Ofisi AS, Class ‘A’ 18,900 49,826 75,345 Tekfen Holding AS 50,910 79,877 173,757 Tupras-Turkiye Petrol Rafinerileri AS 22,236 279,086 454,885 Turk Hava Yollari Anonim Ortakligi 126,324 214,790 499,176 Turk Sise ve Cam Fabrikalari AS (Sisecam) 232,434 304,661 303,991 Turkcell Iletisim Hizmetleri AS 62,046 411,360 455,640 Turkcell Iletisim Hizmetleri AS, ADR 8,100 118,656 148,349 Turkiye Garanti Bankasi AS 129,584 372,234 575,499 Turkiye Is Bankasi, Series ‘C’ 65,655 172,301 286,988 Turkiye Sinai Kalkinma Bankasi AS 259,050 118,117 327,930 Turkiye Vakiflar Bankasi T.A.O., Class ‘D’ 90,000 103,715 268,146 2,760,631 4,318,903 United Arab Emirates – 0.0% DP World Ltd. 280,300 171,870 123,418 171,870 123,418 United Kingdom – 0.3% Anglo American PLC 7,459 279,011 339,100 Deutsche Bank AG London, Call Warrants, 2018/02/28, (Sberbank) 25,600 26,601 75,304 JKX Oil & Gas PLC 20,710 96,795 98,240 402,407 512,644 Total Equities 141,777,116 173,200,423 Less: Transaction cost included in average cost (242,921) — Total Investments – 97.5% 141,534,195 173,200,423 Other Assets and Liabilities, Net* – 2.5% 4,451,054 Net Assets – 100.0% 177,651,477 SCHEDULE OF SPOT CONTRACTS* Unrealized Credit Appreciation Rating of Settlement Amount Amount Forward Current (Depreciation) Counterparty Counterparty 1 Date Sold Bought Rate Rate $ Canadian Imperial Bank of Commerce A1 2009/01/05 BRL 6,584 USD 3,763 1.750 1.743 (15) Canadian Imperial Bank of Commerce A1 2009/01/05 BRL 2,910 USD 1,663 1.750 1.743 (6) (21) 1 Commercial paper rating per Standard and Poor’s Commercial Paper Guide. *The Unrealized appreciation (depreciation) on spot contracts is included in the Other Assets and Liabilities in the Statement of Investment Portfolio. (See accompanying notes) SEME 65
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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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Page 60 and 61: Emerging Markets Equity Fund Statem
Page 66 and 67: Emerging Markets Equity Fund Summar
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Page 86 and 87: Real Return Bond Fund Statement of
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Page 90 and 91: Short Term Bond Fund Statement of I
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Page 106 and 107: Money Market Fund Statement of Inve
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Page 112 and 113: 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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