Annual Report - SEI

Canadian Fixed Income Fund
Statement of Investment Portfolio
AS AT DECEMBER 31, 2009
Par Interest Maturity Average Fair
Value Rate Date Cost Value
$ % $ $
Hydro One Inc. 1,200,000 5.360 2036/05/20 1,070,328 1,168,128
Hydro One Inc., Callable 10,214,000 5.490 2040/07/16 10,223,588 10,116,483
Hydro One Inc., Callable 155,000 6.350 2034/01/31 163,621 171,216
Hydro One Inc., Series ‘17’, Callable 1,345,000 6.030 2039/03/03 1,344,072 1,435,200
Hydro Ottawa Holding Inc., Callable 9,300,000 4.930 2015/02/09 9,354,310 9,844,421
Hydro-Quebec, Series ‘HL’ 2,700,000 11.000 2020/08/15 4,443,795 4,163,933
Hydro-Quebec, Series ‘JN’ 10,000,000 5.000 2050/02/15 10,211,600 10,269,363
Municipal Finance Authority of British Columbia 7,420,000 5.100 2018/11/20 7,800,006 7,827,097
Newfoundland & Labrador Hydro 1,300,000 4.300 2016/10/13 1,297,075 1,344,774
Newfoundland & Labrador Hydro, Series ‘X’ 635,000 10.250 2017/07/14 926,438 894,020
Ontario Electricity Financial Corp. 1,911,000 8.250 2026/06/22 2,601,334 2,627,530
Ontario School Boards Financing Corp. 1,810,000 5.700 2017/10/11 1,893,314 1,961,007
Ontario Strategic Infrastructure Financing Authority, Series ‘2005-A1’ 105,000 4.600 2015/06/01 106,312 109,931
Province of Alberta 1,599,000 4.000 2019/12/01 1,588,479 1,575,973
Province of British Columbia 14,565,000 4.700 2037/06/18 14,718,038 14,454,730
Province of British Columbia 4,000,000 4.950 2040/06/18 4,173,519 4,151,999
Province of British Columbia 3,263,000 5.600 2018/06/01 3,620,048 3,620,595
Province of British Columbia 18,710,000 5.700 2029/06/18 20,613,456 20,778,523
Province of British Columbia 3,400,000 8.000 2023/09/08 4,482,305 4,553,775
Province of Manitoba 1,550,000 4.600 2038/03/05 1,479,589 1,502,512
Province of Manitoba 2,783,000 4.650 2040/03/05 2,672,316 2,733,405
Province of Manitoba 630,000 5.700 2037/03/05 697,501 714,663
Province of New Brunswick 9,265,000 4.400 2019/06/03 9,372,158 9,338,958
Province of New Brunswick 5,000,000 4.450 2018/03/26 5,066,400 5,148,643
Province of New Brunswick 3,855,000 4.550 2037/03/26 3,685,099 3,659,074
Province of New Brunswick 98,000 4.650 2035/09/26 99,825 93,812
Province of New Brunswick, Sinking Fund 1,070,000 4.800 2039/09/26 1,061,837 1,062,183
Province of Newfoundland 2,475,000 5.250 2014/06/04 2,491,861 2,706,475
Province of Newfoundland and Labrador 3,600,000 4.500 2037/04/17 3,601,316 3,388,564
Province of Newfoundland and Labrador 80,000 4.650 2040/10/17 79,519 77,573
Province of Newfoundland and Labrador 7,000,000 6.150 2028/04/17 7,718,930 8,000,632
Province of Nova Scotia 2,200,000 4.500 2037/06/01 2,182,931 2,071,591
Province of Ontario 15,870,000 3.250 2014/09/08 16,151,716 16,029,436
Province of Ontario 275,000 4.400 2016/03/08 290,372 289,556
Province of Ontario 19,333,000 4.400 2019/06/02 19,860,595 19,543,630
Province of Ontario 7,530,000 4.500 2015/03/08 7,966,448 8,003,080
Province of Ontario 2,675,000 4.600 2039/06/02 2,656,487 2,609,323
Province of Ontario 4,965,000 5.000 2014/03/08 5,420,871 5,381,097
Province of Ontario 6,600,000 5.380 2012/12/02 7,235,575 7,175,468
Province of Ontario 375,000 5.500 2018/12/02 412,950 404,825
Province of Ontario 200,000 5.850 2033/03/08 227,670 226,680
Province of Ontario 2,000,000 6.100 2010/11/19 2,128,600 2,092,627
Province of Ontario 7,190,000 6.500 2029/03/08 8,582,631 8,654,020
Province of Ontario 2,105,000 8.100 2023/09/08 2,904,393 2,831,325
Province of Ontario, Series ‘KJ’ 726,000 7.600 2027/06/02 948,017 956,994
Province of Ontario, Zero Coupon 900,000 0.000 2014/12/02 734,097 765,777
Province of Ontario, Zero Coupon 20,007,000 0.000 2019/12/02 11,886,757 12,522,446
Province of Ontario, Zero Coupon 468,000 0.000 2025/12/02 201,667 203,226
(See accompanying notes)
SCFI
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