Annual Report - SEI

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Emerging Markets Equity Fund Summary of Investment Portfolio AS AT DECEMBER 31, 2008 All portfolio categories are included in the following table. Portfolio by Countries Percentage of Net Assets (%) Argentina 0.1 Brazil 14.4 Chile 1.3 China 10.1 Colombia 0.1 Czech Republic 1.0 Egypt 0.5 Hong Kong 8.9 Hungary 0.4 India 6.6 Indonesia 0.7 Israel 3.6 Luxembourg 0.4 Malaysia 1.8 Mexico 4.3 Netherlands 0.1 Peru 0.1 Philippines 0.3 Poland 1.3 Russia 4.8 South Africa 7.5 South Korea 10.8 Taiwan 8.5 Thailand 1.8 Turkey 1.4 United Kingdom 0.6 United States 0.6 Mutual Fund 0.1 Other Assets and Liabilities, Net 7.9 100.0 SEME (See accompanying notes) 66
Emerging Markets Equity Fund Notes to Statement of Investment Portfolio AS AT DECEMBER 31, 2009 AND 2008 Currency Risk The table below indicates the currencies to which the Fund had exposure as at December 31, 2009 and 2008, on both its trading monetary and non-monetary assets and liabilities. Currency risk exposed holdings* Spot and Forward foreign exchange contracts Total Exposure As a % of Net Assets 2009 2008 2009 2008 2009 2008 2009 2008 U.S. Dollar 32,298,378 28,252,775 5,688 — 32,304,066 28,252,775 18.18% 24.44% Hong Kong Dollar 26,742,225 19,433,272 — — 26,742,225 19,433,272 15.05% 16.81% South Korean Won 22,543,080 11,622,305 — — 22,543,080 11,622,305 12.69% 10.05% Taiwan Dollar 20,338,176 9,889,826 — — 20,338,176 9,889,826 11.45% 8.55% South African Rand 14,033,482 8,658,713 — — 14,033,482 8,658,713 7.90% 7.49% Brazilian Real 22,371,729 8,347,026 (5,709) — 22,366,020 8,347,026 12.59% 7.22% Indian Rupee 10,105,153 6,975,586 — — 10,105,153 6,975,586 5.69% 6.03% Mexican Peso 5,623,634 2,668,506 — — 5,623,634 2,668,506 3.17% 2.31% Malaysian Ringgit 3,270,553 2,315,895 — — 3,270,553 2,315,895 1.84% 2.00% Thai Baht 3,926,186 2,072,319 — — 3,926,186 2,072,319 2.21% 1.79% Israeli Shekel 2,295,065 1,587,094 — — 2,295,065 1,587,094 1.29% 1.37% New Turkish Lira 4,174,845 1,574,054 — — 4,174,845 1,574,054 2.35% 1.36% Polish Zloty 1,751,429 1,567,377 — — 1,751,429 1,567,377 0.99% 1.36% Czech Koruna 307,078 1,167,770 — — 307,078 1,167,770 0.17% 1.01% Indonesian Rupiah 2,910,733 793,996 — — 2,910,733 793,996 1.64% 0.69% Hungarian Forint 455,423 529,476 — — 455,423 529,476 0.26% 0.46% Philippine Peso 181,196 381,446 — — 181,196 381,446 0.10% 0.33% Egyptian Pound 1,035,577 349,532 — — 1,035,577 349,532 0.58% 0.30% British Pound 497,960 245,227 — — 497,960 245,227 0.28% 0.21% Chilean Peso 863,504 200,632 — — 863,504 200,632 0.49% 0.17% Euro Currency Unit 454,899 90,299 — — 454,899 90,299 0.26% 0.08% Singapore Dollar 311,836 113 — — 311,836 113 0.18% 0.00% Swedish Krona 279,880 — — — 279,880 — 0.16% 0.00% *Amounts include monetary and non-monetary items. As at December 31, 2009, had the Canadian dollar strengthened or weakened by 5% (2008 – 5%) in relation to all currencies, with all other variables held constant, net assets would have decreased or increased, respectively, by approximately $8,838,600 (2008 – $5,436,162). In practice, the actual trading results may differ from this sensitivity analysis and the difference could be material. Interest Rate Risk As at December 31, 2009 and 2008, the interest rate risk is minimal given that the majority of the Fund’s financial instruments are non-interest bearing. Other Price Risk As at December 31, 2009, a 15% (2008 – 15%) increase or decrease in equity prices on the global stock exchanges would have increased or decreased the Fund’s Net Assets by $25,980,063 (2008 – $15,965,862). 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 significant investments in debt instruments or 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 $ 166,904,046 $ 1,608,474 $ — $ 168,512,520 Preferred shares 4,687,903 — — 4,687,903 Short-term notes — — — — Bonds — — — Investments in funds — — — — Total Investments $ 171,591,949 $ 1,608,474 $ $ 173,200,423 Derivative assets — — — — Derivative liabilities (21) — — (21) 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) SEME 67
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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 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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Income 40/60 Fund Notes to Statemen
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Balanced 50/50 Fund Statement of In
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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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