Annual Report - SEI
Annual Report - SEI
Annual Report - SEI
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Enhanced Global Bond Fund<br />
Statements of Net Assets<br />
AS AT DECEMBER 31<br />
(in thousands of dollars except per unit data)<br />
2009 2008<br />
ASSETS<br />
Investments at fair value $ 12,444 $ 83,039<br />
Cash including foreign currency holdings,<br />
at fair value 934 1,179<br />
Margin receivable on futures 264 —<br />
Receivable for unit subscriptions — 501<br />
Unrealized appreciation on futures contracts — 1,316<br />
Unrealized appreciation on forward foreign<br />
currency contracts — 202<br />
13,642 86,237<br />
LIABILITIES<br />
Accrued liabilities 46 119<br />
Margin payable on futures — 1,463<br />
Payable for unit redemptions 2 28<br />
Unrealized depreciation on futures contracts 122 —<br />
Unrealized depreciation on forward foreign<br />
currency contracts 151 —<br />
321 1,610<br />
NET ASSETS REPRESENTING<br />
UNITHOLDERS’ EQUITY $ 13,321 $ 84,627<br />
NET ASSETS PER CLASS<br />
(Class O) $ 12,182 $ 74,297<br />
(Class P) $ 633 $ 9,301<br />
(Class F) $ 506 $ 1,029<br />
NET ASSETS PER UNIT (note 7)<br />
(Class O) $ 3.93 $ 4.62<br />
(Class P) $ 3.94 $ 4.72<br />
(Class F) $ 4.31 $ 5.14<br />
INVESTMENTS AT AVERAGE COST $ 12,443 $ 82,216<br />
Statements of Operations<br />
FOR THE YEARS ENDED DECEMBER 31<br />
(in thousands of dollars except per unit data)<br />
2009 2008<br />
INVESTMENT INCOME<br />
Interest $ 585 $ 3,034<br />
EXPENSES<br />
Custodian and administration fees 37 120<br />
Legal fees 14 26<br />
Audit fees 1 5<br />
Management fees 135 196<br />
Trustee fees — 1<br />
Independent Review Committee fees 1 2<br />
Security holder reporting costs 9 17<br />
197 367<br />
NET INVESTMENT INCOME (LOSS)<br />
FOR THE PERIOD $ 388 $ 2,667<br />
NET REALIZED GAIN (LOSS) ON FUTURES<br />
AND FORWARDS $ (6,209) $ 21,088<br />
NET GAIN (LOSS) ON FOREIGN EXCHANGE $ (1,118) $ 7,592<br />
TRANSACTION COSTS $ (12) $ (17)<br />
UNREALIZED APPRECIATION (DEPRECIATION)<br />
ON FUTURES AND FORWARD CONTRACTS $ (1,791) $ 3,981<br />
NET GAIN (LOSS) ON INVESTMENTS $ (9,130) $ 32,644<br />
NET INCREASE (DECREASE) IN NET ASSETS<br />
FROM OPERATIONS $ (8,742) $ 35,311<br />
INCREASE (DECREASE) IN NET ASSETS<br />
FROM OPERATIONS<br />
(Class O) $ (7,494) $ 31,452<br />
(Class P) $ (1,129) $ 3,528<br />
(Class F) $ (119) $ 331<br />
INCREASE (DECREASE) IN NET ASSETS<br />
FROM OPERATIONS PER UNIT*<br />
(Class O) $ (0.57) $ 1.96<br />
(Class P) $ (0.77) $ 1.88<br />
(Class F) $ (0.78) $ 2.06<br />
* Based on the weighted average number of units outstanding during the period.<br />
(See accompanying notes)<br />
SEGB<br />
128
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