Annual Report - SEI

Canadian Equity Fund
Statement of Investment Portfolio
AS AT DECEMBER 31, 2009
Utilities – 1.2%
ATCO Ltd., Class ‘I’ 200,234 8,711,978 9,176,724
Canadian Utilities Ltd., Class ‘A’ 185,433 6,360,269 8,108,985
Fortis Inc. 231,200 6,320,165 6,630,816
Innergex Renewable Energy Inc. 119,400 1,253,390 638,790
Northland Power Income Fund 160,967 1,976,511 1,912,288
Plutonic Power Corp. 655,600 1,929,554 2,091,364
26,551,867 28,558,967
Total Canadian Equities 2,093,656,416 2,371,369,426
FOREIGN EQUITIES – 0.1%
Mirabela Nickel Ltd. 589,231 2,021,140 1,390,585
2,021,140 1,390,585
U.S. EQUITIES – 0.1%
Allied Nevada Gold Corp. 113,984 1,333,817 1,801,987
1,333,817 1,801,987
Total Equities 2,097,011,373 2,374,561,998
Par Interest Average Fair
Value Rate Maturity Cost Value
$ % Date $ $
CANADIAN BONDS – 0.4%
Pacific Rubiales Energy Corp. 6,000,000 8.000 2013/08/29 4,050,000 8,520,600
4,050,000 8,520,600
Number Average Fair
of Cost Value
Units $ $
MUTUAL FUND – 0.0%
SEI Money Market Fund, Class ‘O’ 237 2,374 2,374
2,374 2,374
Total Short Term Notes* – 1.3% 30,527,354 30,529,210
Less: Transaction cost included in average cost (2,819,378) —
Total Investments – 99.5% 2,128,771,723 2,413,614,182
Unrealized Appreciation (Depreciation) on Futures Contracts** – 0.0% 105,083
Other Assets and Liabilities, Net – 0.5% 12,277,307
Net Assets – 100.0% 2,425,996,572
SCHEDULE OF LONG FUTURES CONTRACTS**
Unrealized
Number Average Cost Contracted Current Appreciation
of per Contract Value Value (Depreciation)
Contracts $ $ $ $
Unrealized Appreciation
Canadian S&P/Toronto Stock Exchange 60 Index
expiration date March 2010 70 CAD 683.29 9,566,117 9,671,200 105,083
Unrealized Appreciation (Depreciation) on Long Futures Contracts 105,083
*Short Term Notes earn interest at rates ranging from 0.129% to 0.275% and mature from January 07, 2010 to June 23, 2010.
**$1,000,000 of Canada Treasury Bills are held as collateral by counterparties with respect to the future contracts.
SCEF
(See accompanying notes)
9