Annual Report - SEI

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U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ Baldor Electric Co., Callable 200,000 8.625 2017/02/15 220,915 214,388 Ball Corp., Callable 100,000 7.125 2016/09/01 106,330 107,456 Bank of America Corp., Preferred, Callable, Series ‘K’ 210,000 8.000 2049/12/29 194,696 211,951 Bank of America Corp., Preferred, Series ‘M’, Callable, Perpetual, Variable Rate 25,000 8.125 2049/12/29 23,556 25,232 Bausch & Lomb Inc., Callable 380,000 9.875 2015/11/01 422,601 420,284 Beazer Homes USA Inc., Callable 195,000 8.625 2011/05/15 190,782 199,318 Biomet Inc., Callable 550,000 10.380 2017/10/15 639,162 625,603 Biomet Inc., Callable 685,000 11.625 2017/10/15 801,843 793,522 Boyd Gaming Corp., Callable 200,000 7.125 2016/02/01 183,471 182,413 Building Materials Corp. of America, Callable 110,000 7.750 2014/08/01 111,597 114,165 Bumble Bee Foods LLC, Callable 80,000 7.750 2015/12/15 84,397 84,078 Burlington Coat Factory Investment Holdings Inc., Variable Rate, Step Coupon, Callable 320,000 14.500 2014/10/15 318,867 335,472 Burlington Coat Factory Warehosuhy Corp., Callable 105,000 11.125 2014/04/15 110,810 113,654 BWAY Corp., Callable 345,000 10.000 2014/04/15 389,273 382,477 Cablevision Systems Corp., Callable 120,000 8.625 2017/09/15 132,808 130,991 Capital One Capital V, 10.25%, Preferred 200,000 10.250 2039/08/15 235,400 243,741 Case New Holland Inc., Callable 225,000 7.750 2013/09/01 234,579 241,186 Casella Waste Systems Inc., Callable 215,000 9.750 2013/02/01 219,783 222,578 Catalent Pharma Solutions Inc., Callable 525,625 9.500 2015/04/15 502,033 497,313 CCH II LLC / CCH II Capital Corp. 260,000 13.500 2016/11/30 326,181 320,952 CCO Holdings LLC, Callable 200,000 8.750 2013/11/15 230,846 215,174 Cemex Finance LLC, Callable 210,000 9.500 2016/12/14 224,325 230,611 Cengage Learning Acquisitions Inc., Callable 125,000 10.500 2015/01/15 130,981 125,311 Central Garden & Pet Co., Callable 235,000 9.125 2013/02/01 252,116 249,750 Century Aluminum Co., Callable 161,600 8.000 2014/05/15 149,245 165,178 Cequel Communications Holdings I LLC / Cequel Capital Corp., Callable 200,000 8.625 2017/11/15 210,556 211,767 Charter Communications Operating LLC, Callable 400,000 8.375 2014/04/30 435,719 430,872 Charter Communications Operating LLC, Callable 185,000 10.875 2014/09/15 213,769 217,218 Chesapeake Energy Corp., Callable 190,000 6.500 2017/08/15 185,955 195,203 Chesapeake Energy Corp., Callable 255,000 6.875 2016/01/15 257,687 267,329 Chiquita Brands International Inc., Callable 200,000 8.875 2015/12/01 220,539 213,863 Chukchansi Economic Development Authority, Variable Rate, Callable 255,000 4.024 2012/11/15 187,101 187,130 Citigroup Capital XXI, Preferred, Variable Rate, Callable 95,000 8.300 2057/12/21 87,146 95,859 City National Capital Trust I, Callable 455,000 9.625 2040/02/01 473,728 506,626 Clean Harbors Inc., Callable 75,000 7.625 2016/08/15 82,200 79,707 Clear Channel Communications Inc., Callable 130,000 10.750 2016/08/01 106,926 106,984 Clear Channel Worldwide Holdings Inc., Series ‘A’, Callable 50,000 9.250 2017/12/15 53,613 53,466 Clear Channel Worldwide Holdings Inc., Series ‘B’, Callable 90,000 9.250 2017/12/15 96,057 97,182 Clearwire Communications LLC / Clearwire Finance Inc., Callable 550,000 12.000 2015/12/01 570,858 585,241 Clearwire Communications LLC / Clearwire Finance Inc., Callable 410,000 12.000 2015/12/01 433,433 436,271 Cleveland Unlimited Inc., Floating Rate, Callable 500,000 12.500 2010/12/15 529,328 508,450 Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp., Callable 75,000 8.250 2017/12/15 79,718 78,626 Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp., Callable 50,000 8.500 2019/12/15 53,088 53,466 Coleman Cable Inc., Callable 200,000 9.875 2012/10/01 207,740 210,194 Community Health Systems Inc., Callable 450,000 8.875 2015/07/15 493,759 488,269 Complete Production Services Inc., Callable 115,000 8.000 2016/12/15 113,619 118,903 Constellation Brands Inc. 300,000 7.250 2016/09/01 320,943 319,223 Cooper Cos. Inc. (The), Callable 195,000 7.125 2015/02/15 200,612 198,806 Copano Energy LLC, Callable 130,000 7.750 2018/06/01 128,697 136,626 Cornell Cos. Inc., Callable 60,000 10.750 2012/07/01 66,323 64,238 Corporate Office Properties L.P., Convertible 40,000 3.500 2026/09/15 41,149 40,571 Corrections Corp. of America, Callable 115,000 6.250 2013/03/15 122,161 121,163 Corrections Corp. of America, Callable 100,000 7.750 2017/06/01 110,724 107,980 Cott Beverages Inc., Callable 125,000 8.375 2017/11/15 132,200 135,303 CPM Holdings Inc., Callable 75,000 10.625 2014/09/01 84,173 82,951 Cricket Communications Inc., Callable 1,015,000 9.375 2014/11/01 1,106,322 1,069,396 Crown Americas LLC / Crown Americas Capital Corp. II, Callable 125,000 7.625 2017/05/15 138,072 135,958 Crown Castle International Corp., Callable 220,000 9.000 2015/01/15 248,487 245,628 Dave & Busters Inc., Callable 500,000 11.250 2014/03/15 526,075 543,832 (See accompanying notes) SUHY 96
U.S. High Yield Bond Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Par Interest Maturity Average Fair Value Rate Date Cost Value $ % $ $ Del Monte Foods Co., Callable 130,000 7.500 2019/10/15 140,521 140,374 Delta Air Lines Inc., Callable 95,000 9.500 2014/09/15 100,470 103,452 Delta Air Lines Inc., Callable 400,000 12.250 2015/03/15 405,469 419,340 Denbury Resources Inc., Callable 300,000 9.750 2016/03/01 335,698 335,734 Developers Diversified Realty Corp. 200,000 9.625 2016/03/15 216,517 218,889 DISH DBS Corp., Callable 700,000 7.875 2019/09/01 770,526 769,620 DJO Finance LLC, Callable 415,000 10.875 2014/11/15 454,896 458,994 Dole Food Co. Inc., Callable 195,000 8.000 2016/10/01 208,468 207,495 Dollar Financial Corp., Convertible, Callable 205,000 10.375 2016/12/15 214,372 219,747 Douglas Dynamics LLC, Callable 400,000 7.750 2012/01/15 412,398 394,180 Drummond Co. Inc., Callable 200,000 9.000 2014/10/15 214,466 219,891 Duane Reade Inc., Callable 95,000 11.750 2015/08/01 107,961 108,059 Dynegy Holdings Inc. 35,000 7.750 2019/06/01 32,212 31,831 Dynegy Holdings Inc. 685,000 8.380 2016/05/01 674,017 682,214 Dynegy Holdings Inc., Callable 150,000 7.625 2026/10/15 105,414 108,504 E*TRADE Financial Corp., Callable 170,000 12.500 2017/11/30 184,290 202,502 Easton-Bell Sports Inc., Callable 215,000 9.750 2016/12/01 231,561 233,566 EchoStar DBS Corp., Callable 500,000 7.750 2015/05/31 548,602 549,073 Edison Mission Energy, Callable 500,000 7.200 2019/05/15 422,039 397,063 Edison Mission Energy, Callable 110,000 7.500 2013/06/15 111,243 108,399 El Paso Corp. 250,000 7.000 2017/06/15 258,872 259,936 El Paso Corp. 250,000 8.250 2016/02/15 279,569 279,778 El Pollo Loco Inc., Callable 500,000 11.750 2012/12/01 567,507 543,832 Energy Future Holdings Corp., Callable 485,000 10.875 2017/11/01 406,297 415,658 Energy Future Holdings, Series ‘P’, Callable 150,000 5.550 2014/11/15 114,994 111,523 ESCO Corp., Callable 10,000 8.625 2013/12/15 10,551 10,431 Esco Corp., Variable Rate, Callable 35,000 4.129 2013/12/15 31,859 33,436 Felcor Lodging LP, Callable 195,000 10.000 2014/10/01 200,375 206,217 First Data Corp., Callable 1,495,000 9.875 2015/09/24 1,492,967 1,461,492 First Data Corp., Callable 400,000 9.875 2015/09/24 387,512 386,841 Ford Motor Co. 250,000 7.450 2031/07/16 221,296 231,620 Ford Motor Credit Co. LLC 650,000 7.800 2012/06/01 668,393 688,755 Ford Motor Credit Co. LLC 50,000 8.700 2014/10/01 52,829 54,802 Ford Motor Credit Co. LLC 335,000 12.000 2015/05/15 405,644 407,258 Forest Oil Corp., Callable 150,000 7.750 2014/05/01 153,193 159,218 Freeport-McMoRan Copper & Gold Inc., Callable 380,000 8.380 2017/04/01 435,177 436,218 Freescale Semiconductor Inc., Callable 315,000 8.875 2014/12/15 265,294 302,986 Frontier Communications Corp. 125,000 6.625 2015/03/15 127,754 127,440 Frontier Communications Corp., Callable 250,000 8.125 2018/10/01 260,893 265,364 Gaylord Entertainment Co., Callable 65,000 6.750 2014/11/15 62,520 63,373 GCI Inc., Callable 365,000 8.625 2019/11/15 387,471 385,996 General Cable Corp., Callable 135,000 7.125 2017/04/01 139,973 139,051 Geo Group Inc. (The), Callable 130,000 7.750 2017/10/15 140,930 139,522 GeoEye Inc., Callable 145,000 9.625 2009/10/09 156,769 156,381 Georgia-Pacific LLC, Callable 410,000 7.125 2017/01/15 430,761 435,196 Georgia-Pacific LLC, Callable 65,000 8.250 2016/05/01 71,986 72,231 Glatfelter, Callable 140,000 7.125 2016/05/01 145,924 145,852 GMAC Inc. 425,000 6.625 2012/05/15 422,847 436,638 GMAC Inc. 200,000 6.875 2011/09/15 205,964 206,525 GMAC Inc. 550,000 6.875 2012/08/28 542,010 565,061 Goodyear Tire & Rubber Co., Callable 200,000 9.000 2015/07/01 220,780 218,057 Graham Packaging Co. Inc., Callable 645,000 9.875 2014/10/15 713,959 689,709 Graphic Packaging International Inc., Callable 180,000 9.500 2017/06/15 201,609 200,025 Greif Inc., Callable 30,000 7.750 2019/08/01 32,978 32,080 GXS Inc., Callable 580,000 9.750 2015/06/15 609,266 597,402 Hanesbrands Inc., Series ‘B’, Floating Rate, Callable 275,000 3.831 2014/12/15 250,138 272,800 Harrah’s Operating Co. Inc., Callable 785,000 10.000 2018/12/15 662,576 660,421 Harrah’s Operating Co. Inc., Callable 500,000 10.750 2016/02/01 411,700 427,203 Harrah’s Operating Escrow LLC, Callable 445,000 11.250 2017/06/01 492,510 488,092 SUHY (See accompanying notes) 97
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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 Company Equity Fund Stat
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U.S. Small Company Equity Fund Stat
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U.S. Small Company Equity Fund Summ
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EAFE Equity Fund Statement of Inves
Page 46 and 47: 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 70 and 71: 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 98 and 99: 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
Page 120 and 121: U.S. MidCap Synthetic Fund Statemen
Page 122 and 123: U.S. MidCap Synthetic Fund Notes to
Page 124 and 125: U.S. MidCap Synthetic Fund Statemen
Page 126 and 127: Enhanced Global Bond Fund Statement
Page 128 and 129: Enhanced Global Bond Fund Statement
Page 130 and 131: Income 100 Fund Statement of Invest
Page 132 and 133: Income 100 Fund Statements of Net A
Page 134 and 135: Income 20/80 Fund Statement of Inve
Page 136 and 137: Income 20/80 Fund Statements of Net
Page 138 and 139: Income 20/80 Fund Statements of Cha
Page 140 and 141: Income 30/70 Fund Notes to Statemen
Page 142 and 143: Income 30/70 Fund Statements of Cha
Page 144 and 145: 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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Income 40/60 Fund Statements of Cha
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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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