Annual Report - SEI

More documents

Recommendations

Info

Income 100 Fund Statement of Investment Portfolio AS AT DECEMBER 31, 2009 Number Average Fair of Cost Value Units $ $ MUTUAL FUNDS – 98.0% <strong>SEI</strong> Investments* Canadian Fixed Income Fund 1,198,402 13,496,486 13,684,910 Money Market Fund 108,645 1,086,451 1,086,451 Real Return Bond Fund 170,913 2,468,941 2,625,391 Short Term Bond Fund 300,434 2,954,511 2,975,165 U.S. High Yield Bond Fund 91,986 928,130 939,363 Total Mutual Funds 20,934,519 21,311,280 Total Investments – 98.0% 20,934,519 21,311,280 Other Assets and Liabilities, Net – 2.0% 430,242 Net Assets – 100.0% 21,741,522 * The Fund holds units in Class O of the funds listed. 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 (%) Mutual Funds 98.8 Other Assets and Liabilities, Net 1.2 100.0 SVIF (See accompanying notes) 130
Income 100 Fund Notes to Statement of Investment Portfolio AS AT DECEMBER 31, 2009 AND 2008 Currency Risk As at December 31, 2009 and 2008, the Fund’s direct exposure to currency risk is minimal given that the Underlying Funds held are valued in Canadian dollars which is the functional currency of the Fund. The Fund may be exposed to indirect currency risk in the event that the Underlying Funds invest in financial instruments that are denominated in a currency other than Canadian dollars. Interest Rate Risk As at December 31, 2009 and 2008, the interest rate risk is minimal given that the majority of the financial instruments held by the Fund are non-interest bearing. To the extent the Underlying Funds invest in interest bearing financial instruments, the Fund will be exposed to the indirect risk that the value of those instruments will fluctuate due to changes in the prevailing levels of market interest rates. Other Price Risk As at December 31, 2009, a 5% (2008 – 5%) change in prices of the Underlying Funds would have increased or decreased the Fund’s Net Assets by $1,065,564 (2008 – $29,717). In practice, the actual results may differ from this sensitivity analysis and the difference could be material. Credit Risk As at December 31, 2009 and 2008, the credit risk is minimal given that the Fund had no direct investments in debt instruments or derivatives. The Fund may be exposed to indirect credit risk in the event that the Underlying Funds invest in debt instruments and derivatives. Fair Value Measurements The following table summarizes the inputs used as of December 31, 2009 in valuing the Fund’s investments and derivatives carried at fair values: Quoted prices in active markets Significant other observable inputs Significant unobservable inputs for identical assets (Level 1) (Level 2) (Level 3) Total Common shares $ — $ — $ — $ — Preferred shares — — — — Short-term notes — — — — Bonds — — — — Investments in funds 21,311,280 — — 21,311,280 Total Investments $ 21,311,280 $ — $ — $ 21,311,280 Derivative assets — — — — Derivative liabilities — — — — During the year ended December 31, 2009, no equity investments were transferred between Level 1 and Level 2. During the year ended December 31, 2009, the Fund did not hold any investments classified within Level 3. (See accompanying notes) SVIF 131
Page 1 and 2:
Annual Report for the period ended
Page 5:
March 9, 2010 Auditors’ Report Pr
Page 8 and 9:
Canadian Equity Fund Statement of I
Page 10 and 11:
Canadian Equity Fund Summary of Inv
Page 12 and 13:
Canadian Equity Fund Statements of
Page 14 and 15:
Canadian Small Company Equity Fund
Page 16 and 17:
Page 18 and 19:
Page 20 and 21:
U.S. Large Company Equity Fund Stat
Page 22 and 23:
Page 24 and 25:
Page 26 and 27:
Page 28 and 29:
Page 30 and 31:
Page 32 and 33:
U.S. Small Company Equity Fund Stat
Page 34 and 35:
Page 36 and 37:
Page 38 and 39:
Page 40 and 41:
U.S. Small Company Equity Fund Summ
Page 42 and 43:
Page 44 and 45:
EAFE Equity Fund Statement of Inves
Page 46 and 47:
Page 48 and 49:
Page 50 and 51:
Page 52 and 53:
Page 54 and 55:
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 62 and 63:
Page 64 and 65:
Page 66 and 67:
Emerging Markets Equity Fund Summar
Page 68 and 69:
Page 70 and 71:
Canadian Fixed Income Fund Statemen
Page 72 and 73:
Page 74 and 75:
Page 76 and 77:
Page 78 and 79:
Canadian Fixed Income Fund Interest
Page 80 and 81: Canadian Fixed Income Fund Statemen
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 96 and 97: 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 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 144 and 145: Conservative Monthly Income Fund No
Page 146 and 147: Conservative Monthly Income Fund St
Page 148 and 149: Income 40/60 Fund Notes to Statemen
Page 152 and 153: Balanced 50/50 Fund Statement of In
Page 154 and 155: Balanced 50/50 Fund Statements of N
Page 156 and 157: Balanced 60/40 Fund Statement of In
Page 158 and 159: Balanced 60/40 Fund Statements of N
Page 160 and 161: Balanced 60/40 Fund Statements of C
Page 162 and 163: Balanced Monthly Income Fund Notes
Page 164 and 165: Balanced Monthly Income Fund Statem
Page 166 and 167: Growth 70/30 Fund Notes to Statemen
Page 168 and 169: Growth 70/30 Fund Statements of Cha
Page 170 and 171: Growth 80/20 Fund Notes to Statemen
Page 172 and 173: Growth 80/20 Fund Statements of Cha
Page 174 and 175: Growth 100 Fund Statement of Invest
Page 176 and 177: Growth 100 Fund Statements of Net A
Page 178 and 179: Growth 100 Fund Statements of Chang
Page 180 and 181:
Global Growth 100 Fund Notes to Sta
Page 182 and 183:
Global Growth 100 Fund Statements o
Page 184 and 185:
Notes to Financial Statements FOR T
Page 186 and 187:
Page 188 and 189:
Page 190 and 191:
Page 192 and 193:
Page 194 and 195:
Page 196 and 197:
Page 198 and 199:
show all

Annual Report - SEI

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?