Annual Report - SEI

Real Return Bond Fund
Statement of Investment Portfolio
AS AT DECEMBER 31, 2009
BONDS – 93.8%
Government of Canada Bonds – 44.9%
Government of Canada, Real Return 8,329,000 2.000 2041/12/01 8,254,846 9,616,753
Government of Canada, Real Return 28,953,000 3.000 2036/12/01 38,639,176 42,634,341
Government of Canada, Real Return 5,032,000 4.000 2031/12/01 8,961,447 9,231,000
Government of Canada, Real Return 8,460,000 4.250 2021/12/01 13,194,362 15,390,023
Government of Canada, Real Return 22,656,000 4.250 2026/12/01 38,844,885 41,619,543
107,894,716 118,491,660
Provincial Bonds – 48.9%
Province of Manitoba, Real Return 9,000,000 1.740 2018/12/01 9,000,000 9,690,482
Province of Manitoba, Real Return 13,000,000 2.000 2036/12/01 12,831,619 13,892,220
Province of Ontario, Real Return 19,891,000 2.000 2036/12/01 20,152,491 21,871,862
Province of Quebec, Real Return 23,000,000 4.250 2031/12/01 37,813,271 39,005,519
Province of Quebec, Real Return 10,000,000 4.500 2021/12/01 15,016,711 15,486,926
Province of Quebec, Real Return 16,479,000 4.500 2026/12/01 23,110,516 28,903,267
117,924,608 128,850,276
Total Bonds 225,819,324 247,341,936
Short Term Note* – 0.3% 799,720 799,883
Total Investments – 94.1% 226,619,044 248,141,819
Other Assets and Liabilities, Net – 5.9% 15,566,410
Net Assets – 100.0% 263,708,229
*Short-Term Note earns interest at 0.205% and matures on January 26, 2010.
Par Interest Maturity Average Fair
Value Rate Date Cost Value
$ % $ $
Summary of Investment Portfolio
AS AT DECEMBER 31, 2008
All portfolio categories are included in the following table.
Portfolio by Category Percentage of Net Assets (%)
Government of Canada Bonds 45.4
Provincial Bonds 46.7
Short Term Note 1.5
Other Assets and Liabilities, Net 6.4
100.0
SRRB
(See accompanying notes)
86