Annual Report - SEI

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Canadian Fixed Income Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ CANADIAN BONDS – 88.3% Corporate Bonds – 41.7% 407 International Inc., Series ‘06D1’ 9,976,000 5.750 2036/02/14 10,016,180 9,463,021 Access Health Abbotsford Ltd. 3,801,096 6.030 2038/03/07 4,249,028 3,727,243 Access Justice Durham Ltd., Series ‘A’ 4,090,000 5.020 2039/08/31 4,203,702 3,552,037 Algonquin Credit Card Trust, Series ‘051B’ 3,180,000 4.800 2010/10/15 3,180,000 3,153,078 Algonquin Credit Card Trust, Series ‘061B’ 5,000,000 5.160 2011/07/15 5,000,000 5,025,628 Algonquin Credit Card Trust, Series ‘071B’ 4,900,000 4.790 2012/06/15 4,900,000 4,792,168 Algonquin Credit Card Trust, Series ‘071C’ 4,350,000 5.090 2012/06/15 4,350,000 4,165,316 Alliance Pipeline L.P. 5,686,740 6.770 2025/12/31 6,441,308 6,102,585 Alliance Pipeline L.P., Callable 1,895,000 4.928 2019/12/16 1,895,000 1,867,042 Alliance Pipeline L.P., Series ‘A’ 1,941,956 7.220 2025/12/31 2,210,405 2,140,415 AltaLink L.P., Callable 7,030,000 5.250 2036/09/22 6,886,227 6,580,631 AltaLink L.P., Series ‘2008-1’, Callable 4,675,000 5.240 2018/05/29 4,691,414 4,862,170 American Express Canada Credit Corp. 750,000 4.700 2011/05/20 773,250 774,668 American Express Canada Credit Corp. 9,744,000 4.853 2014/10/03 9,744,000 10,011,176 Bank of Nova Scotia 4,765,000 3.350 2014/11/18 4,763,046 4,756,102 Bank of Nova Scotia 77,686 3.990 2013/03/04 72,947 79,372 Bank of Nova Scotia, Callable 1,923,000 6.650 2021/01/22 2,168,986 2,181,728 Bank of Nova Scotia, Variable Rate, Callable 19,687,000 4.940 2019/04/15 19,886,993 20,828,261 Bank of Nova Scotia, Variable Rate, Callable 1,700,000 5.250 2017/11/01 1,812,200 1,816,844 Bell Canada, Callable 9,140,000 4.850 2014/06/30 9,150,768 9,592,502 Borealis Infrastructure Trust 4,951,000 6.270 2011/05/03 5,186,402 5,239,143 British Columbia Telephone Co., Series ‘51’ 2,500,000 9.650 2022/04/08 3,358,877 3,174,320 Cameco Corp., Series ‘D’, Callable 8,930,000 5.670 2019/09/02 8,967,863 9,078,910 Canadian Capital Auto Receivables Asset Trust, Series ‘B’ 3,150,000 4.920 2010/04/17 3,150,000 3,169,562 Canadian Credit Card Trust 4,000,000 4.810 2010/04/26 4,000,000 4,003,801 Canadian Credit Card Trust 4,000,000 5.260 2012/04/24 4,000,000 4,061,520 Canadian Imperial Bank of Commerce, Variable Rate, Callable 162,000 5.150 2018/06/06 161,767 173,004 Canadian Imperial Bank of Commerce, Variable Rate 3,630,000 3.750 2015/09/09 3,718,911 3,691,091 Canadian Utilities Ltd. 1,275,000 9.920 2022/04/01 1,905,083 1,796,785 Capital Desjardins Inc., Series ‘E’, Variable Rate, Callable 6,615,000 5.756 2019/04/01 6,660,956 7,155,519 Capital Desjardins Inc., Series ‘F’, Variable Rate, Callable 4,000,000 5.541 2021/06/01 4,000,000 4,288,220 Capital Power Income LP, Callable 1,180,000 5.950 2036/06/23 1,174,761 1,015,614 CI Financial Corp., Callable 1,735,000 4.190 2014/12/16 1,734,306 1,731,181 CIBC Capital Trust, Series ‘A’, Callable 670,000 9.976 2019/06/30 825,976 867,925 CIT Canada Equipment Receivables Trust, Class ‘A2’, Series ‘2008-1’ 2,695,382 5.930 2016/08/22 2,695,382 2,744,977 Citigroup Finance Canada Inc. 4,400,000 6.750 2014/09/22 4,484,988 4,702,194 Consumers’ Waterheater Operating Trust (The), Callable 7,000,000 6.750 2014/04/30 6,987,890 6,949,229 CU Inc., Callable 1,000,000 4.800 2021/11/22 913,000 975,275 CU Inc., Callable 10,000,000 5.560 2038/05/26 10,045,409 10,049,451 CU Inc., Callable 1,175,000 6.500 2039/03/07 1,175,000 1,329,090 Eagle Credit Card Trust, Class ‘B’, Series ‘2006-1’ 3,000,000 4.700 2011/03/17 3,000,000 2,994,759 Eagle Credit Card Trust, Class ‘C’, Series ‘2006-1’ 5,500,000 4.980 2011/03/17 5,499,283 5,459,365 Electricity Distributors Finance Corp., Callable 5,585,000 6.450 2012/08/15 5,927,370 6,019,188 Enbridge Gas Distribution Inc., Callable 1,790,000 5.160 2017/12/04 1,793,020 1,903,970 Enbridge Gas Distribution Inc., Callable 4,175,000 5.570 2014/01/29 4,174,248 4,555,134 Enbridge Inc., Callable 3,850,000 5.170 2016/05/19 3,847,767 4,093,118 Enbridge Pipelines Inc. 30,000 6.350 2023/11/17 32,755 32,814 SCFI (See accompanying notes) 70
Canadian Fixed Income Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ Enbridge Pipelines Inc., Callable 4,780,000 5.350 2039/11/10 4,775,746 4,728,821 Enbridge Pipelines Inc., Callable 11,540,000 6.620 2018/11/19 11,535,038 13,417,272 EnCana Corp., Callable 2,100,000 5.800 2018/01/18 2,094,498 2,236,446 Enmax Corp., Series ‘2’, Restricted, Callable 5,050,000 5.850 2014/04/08 5,044,394 5,383,879 ERAC Canada Finance Ltd., Series ‘06-1’, Callable 5,624,000 5.380 2016/02/26 5,620,176 5,379,841 Finning International Inc., Callable 9,500,000 6.020 2018/06/01 9,493,920 10,004,002 First Cap Realty Inc., Series ‘G’ 1,100,000 5.950 2015/06/01 1,101,617 1,105,132 First Capital Realty Inc., Series ‘F’, Callable 4,175,000 5.320 2014/10/30 4,174,582 4,126,495 Fort Chicago Energy Partners L.P., Series ‘1’, Callable 2,650,000 5.600 2014/07/28 2,649,311 2,717,506 Fortis Inc., Callable 7,950,000 6.510 2039/07/04 7,944,753 8,367,378 FortisAlberta Inc. 15,000 5.850 2038/04/15 12,834 15,522 FortisAlberta Inc., Callable 1,660,000 5.370 2039/10/30 1,659,270 1,602,914 FortisAlberta Inc., Callable 7,315,000 7.060 2039/02/14 7,314,049 8,845,189 Gaz Metropolitain Inc., Series ‘L’, Callable 4,190,000 5.400 2013/04/15 4,187,905 4,503,737 GE Capital Canada Funding Co. 5,730,000 5.680 2019/09/10 5,725,702 5,802,586 GE Capital Canada Funding Co. 6,305,000 5.730 2037/10/22 6,222,842 5,681,868 GE Capital Canada Funding Co., Series ‘A’ 12,294,000 5.530 2017/08/17 11,221,632 12,702,268 Genesis Trust, Class ‘A’, Series ‘2006-2’ 12,280,000 4.250 2011/09/15 12,264,036 12,756,491 Genesis Trust, Class ‘B’, Series ‘2006-2’ 4,000,000 4.430 2011/09/15 4,000,000 4,047,949 Genesis Trust, Class ‘C’, Series ‘2005-2’ 500,000 4.200 2010/03/15 496,640 502,209 Glacier Credit Card Trust 7,650,000 4.570 2011/11/18 7,644,319 7,691,236 Glacier Credit Card Trust 725,000 4.770 2014/05/20 721,627 714,596 Gloucester Credit Card Trust 4,450,000 4.990 2011/03/15 4,452,012 4,410,109 Gloucester Credit Card Trust 1,720,000 5.380 2010/06/15 1,724,320 1,723,996 Gloucester Credit Card Trust, Class ‘A’, Series ‘2006-2’ 4,750,000 4.910 2013/11/15 4,746,014 4,529,172 Gloucester Credit Card Trust, Series ‘04-1’ 1,400,000 6.490 2014/05/15 1,523,578 1,316,289 Golden Credit Card Trust, Series ‘2008-2’ 1,447,000 5.420 2013/04/15 1,455,376 1,558,671 Great-West Lifeco Inc. 5,920,000 5.998 2039/11/16 5,973,055 5,914,093 Great-West Lifeco Inc., Variable Rate, Callable 3,375,000 5.691 2067/06/21 3,375,000 3,366,613 Great-West Lifeco Inc., Variable Rate, Callable 7,105,000 7.127 2068/06/26 7,074,971 7,678,622 Groupe Aeroplan Inc., Callable 3,000,000 9.000 2012/04/23 3,000,000 3,211,633 Holcim Finance (Canada) Inc. 7,840,000 5.900 2013/06/21 7,829,102 7,993,102 HSBC Bank of Canada, Variable Rate, Callable 1,266,000 4.940 2021/03/16 1,218,749 1,286,786 HSBC Canada Asset Trust, Series ‘2015’, Variable Rate, Callable 2,900,000 5.149 2015/06/30 2,912,725 2,887,664 IGM Financial Inc. 5,385,000 7.350 2019/04/08 5,394,602 6,155,819 IGM Financial Inc., Series ‘1997’ 6,800,000 6.650 2027/12/13 6,676,353 6,812,995 Intact Financial Corp., Series ‘1’, Callable 4,345,000 5.410 2019/09/03 4,343,001 4,355,298 Leisureworld Senior Care L.P., Series ‘A’, Callable 8,000,000 4.810 2015/11/24 8,000,000 7,441,709 Loblaw Cos. Ltd. 3,325,000 6.150 2035/01/29 3,469,015 3,083,411 Loblaw Cos. Ltd. 13,300,000 6.540 2033/02/17 14,727,757 12,958,350 Loblaw Cos. Ltd., Callable 1,835,000 5.900 2036/01/18 1,635,168 1,633,615 Manulife Financial Capital Trust II, Series ‘1’, Variable Rate, Callable 4,065,000 7.405 2108/12/31 4,333,580 4,551,720 Manulife Financial Corp., Callable 6,915,000 4.896 2014/06/02 7,214,046 7,322,354 Manulife Financial Corp., Callable 2,317,000 7.768 2019/08/04 2,596,166 2,751,417 Manulife Financial Delaware L.P., Variable Rate, Callable 700,000 4.448 2026/12/15 704,417 689,029 Master Credit Card Trust 9,270,000 5.297 2012/08/21 9,410,712 9,927,736 Master Credit Card Trust, Class ‘A’, Series ‘2006-2’ 7,070,000 4.440 2011/11/21 6,909,494 7,382,791 Master Credit Card Trust, Class ‘A’, Series ‘2008-1’ 970,000 5.240 2013/05/21 970,000 1,041,550 Merrill Lynch Canada Finance Co. 201,468 4.240 2010/01/30 203,044 201,278 (See accompanying notes) SCFI 71
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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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Page 20 and 21: U.S. Large Company Equity Fund Stat
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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 72 and 73: 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
Page 88 and 89: Real Return Bond Fund Statements of
Page 90 and 91: Short Term Bond Fund Statement of I
Page 92 and 93: Short Term Bond Fund Notes to State
Page 94 and 95: Short Term Bond Fund Statements of
Page 96 and 97: U.S. High Yield Bond Fund Statement
Page 106 and 107: Money Market Fund Statement of Inve
Page 108 and 109: Money Market Fund Statements of Net
Page 110 and 111: International Synthetic Fund Statem
Page 112 and 113: International Synthetic Fund Notes
Page 114 and 115: International Synthetic Fund Statem
Page 116 and 117: U.S. Large Cap Synthetic Fund SCHED
Page 118 and 119: 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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