Annual Report - SEI

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Enhanced Global Bond Fund Statements of Net Assets AS AT DECEMBER 31 (in thousands of dollars except per unit data) 2009 2008 ASSETS Investments at fair value $ 12,444 $ 83,039 Cash including foreign currency holdings, at fair value 934 1,179 Margin receivable on futures 264 — Receivable for unit subscriptions — 501 Unrealized appreciation on futures contracts — 1,316 Unrealized appreciation on forward foreign currency contracts — 202 13,642 86,237 LIABILITIES Accrued liabilities 46 119 Margin payable on futures — 1,463 Payable for unit redemptions 2 28 Unrealized depreciation on futures contracts 122 — Unrealized depreciation on forward foreign currency contracts 151 — 321 1,610 NET ASSETS REPRESENTING UNITHOLDERS’ EQUITY $ 13,321 $ 84,627 NET ASSETS PER CLASS (Class O) $ 12,182 $ 74,297 (Class P) $ 633 $ 9,301 (Class F) $ 506 $ 1,029 NET ASSETS PER UNIT (note 7) (Class O) $ 3.93 $ 4.62 (Class P) $ 3.94 $ 4.72 (Class F) $ 4.31 $ 5.14 INVESTMENTS AT AVERAGE COST $ 12,443 $ 82,216 Statements of Operations FOR THE YEARS ENDED DECEMBER 31 (in thousands of dollars except per unit data) 2009 2008 INVESTMENT INCOME Interest $ 585 $ 3,034 EXPENSES Custodian and administration fees 37 120 Legal fees 14 26 Audit fees 1 5 Management fees 135 196 Trustee fees — 1 Independent Review Committee fees 1 2 Security holder reporting costs 9 17 197 367 NET INVESTMENT INCOME (LOSS) FOR THE PERIOD $ 388 $ 2,667 NET REALIZED GAIN (LOSS) ON FUTURES AND FORWARDS $ (6,209) $ 21,088 NET GAIN (LOSS) ON FOREIGN EXCHANGE $ (1,118) $ 7,592 TRANSACTION COSTS $ (12) $ (17) UNREALIZED APPRECIATION (DEPRECIATION) ON FUTURES AND FORWARD CONTRACTS $ (1,791) $ 3,981 NET GAIN (LOSS) ON INVESTMENTS $ (9,130) $ 32,644 NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ (8,742) $ 35,311 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (Class O) $ (7,494) $ 31,452 (Class P) $ (1,129) $ 3,528 (Class F) $ (119) $ 331 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS PER UNIT* (Class O) $ (0.57) $ 1.96 (Class P) $ (0.77) $ 1.88 (Class F) $ (0.78) $ 2.06 * Based on the weighted average number of units outstanding during the period. (See accompanying notes) SEGB 128
Enhanced Global Bond Fund Statements of Changes in Net Assets FOR THE YEARS ENDED DECEMBER 31 (in thousands of dollars except per unit data) Fund Total Class O 2009 2008 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 84,627 $ 93,054 $ 74,297 $ 83,315 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (8,742) 35,311 (7,494) 31,452 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income — (24,694) — (22,180) — (24,694) — (22,180) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 26,088 23,156 22,365 15,844 Payments on redemption of units (88,652) (66,857) (76,986) (56,312) Reinvestment of distributions — 24,657 — 22,178 (62,564) (19,044) (54,621) (18,290) CHANGES IN NET ASSETS (71,306) (8,427) (62,115) (9,018) NET ASSETS, END OF PERIOD $ 13,321 $ 84,627 $ 12,182 $ 74,297 Class P Class F 2009 2008 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 9,301 $ 8,961 $ 1,029 $ 778 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (1,129) 3,528 (119) 331 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income — (2,305) — (209) — (2,305) — (209) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 3,410 6,898 313 414 Payments on redemption of units (10,949) (10,062) (717) (483) Reinvestment of distributions — 2,281 — 198 (7,539) (883) (404) 129 CHANGES IN NET ASSETS (8,668) 340 (523) 251 NET ASSETS, END OF PERIOD $ 633 $ 9,301 $ 506 $ 1,029 SEGB (See accompanying notes) 129
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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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EAFE Equity Fund Statement of Inves
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EAFE Equity Fund Notes to Statement
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EAFE Equity Fund Statements of Net
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Emerging Markets Equity Fund Statem
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Emerging Markets Equity Fund Summar
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Canadian Fixed Income Fund Statemen
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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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