Annual Report - SEI

More documents

Recommendations

Info

Long Duration 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 $ 300,869 $ 112,947 Cash including foreign currency holdings, at fair value 7,202 38,353 Receivable for unit subscriptions 251 86 308,322 151,386 LIABILITIES Accrued liabilities 45 99 Payable for unit redemptions — 1,898 45 1,997 NET ASSETS REPRESENTING UNITHOLDERS’ EQUITY $ 308,277 $ 149,389 NET ASSETS PER CLASS (Class O) $ 304,236 $ 147,635 (Class I) $ — $ — (Class P) $ 3,992 $ 1,474 (Class F) $ 49 $ 280 NET ASSETS PER UNIT (note 7) (Class O) $ 9.43 $ 10.38 (Class I) $ — $ — (Class P) $ 10.84 $ 11.95 (Class F) $ 9.19 $ 10.07 INVESTMENTS AT AVERAGE COST $ 319,136 $ 105,854 Statements of Operations FOR THE YEARS ENDED DECEMBER 31 (in thousands of dollars except per unit data) 2009 2008 INVESTMENT INCOME Interest $ 16,985 $ 8,235 EXPENSES Custodian and administration fees 257 162 Legal fees 26 24 Audit fees 10 7 Management fees 34 46 Trustee fees 3 2 Independent Review Committee fees 2 2 Security holder reporting costs 17 18 349 261 NET INVESTMENT INCOME (LOSS) FOR THE PERIOD $ 16,636 $ 7,974 NET GAIN (LOSS) ON SALES OF SECURITIES $ (1,616) $ (161) UNREALIZED APPRECIATION (DEPRECIATION) OF INVESTMENTS $ (25,360) $ 4,114 NET GAIN (LOSS) ON INVESTMENTS $ (26,976) $ 3,953 NET INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS $ (10,340) $ 11,927 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (Class O) $ (10,198) $ 11,773 (Class I) $ — $ 23 (Class P) $ (132) $ 111 (Class F) $ (10) $ 20 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS PER UNIT* (Class O) $ (0.33) $ 0.84 (Class I) $ — $ 0.14 (Class P) $ (0.78) $ 0.57 (Class F) $ (0.57) $ 0.61 * Based on the weighted average number of units outstanding during the period. SLDB (See accompanying notes) 84
Long Duration 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 $ 149,389 $ 151,172 $ 147,635 $ 146,480 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (10,340) 11,927 (10,198) 11,773 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income ≠ (16,131) (8,128) (16,048) (8,074) (16,131) (8,128) (16,048) (8,074) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 231,328 61,785 226,535 60,440 Payments on redemption of units (62,098) (75,493) (59,736) (71,058) Reinvestment of distributions ≠ 16,129 8,126 16,048 8,074 185,359 (5,582) 182,847 (2,544) CHANGES IN NET ASSETS 158,888 (1,783) 156,601 1,155 NET ASSETS, END OF PERIOD $ 308,277 $ 149,389 $ 304,236 $ 147,635 Class I Class P 2009 2008 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ — $ 1,704 $ 1,474 $ 2,594 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS — 23 (132) 111 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income ≠ — (2) (76) (39) — (2) (76) (39) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units — 98 4,767 1,065 Payments on redemption of units — (1,825) (2,116) (2,295) Reinvestment of distributions ≠ — 2 75 38 — (1,725) 2,726 (1,192) CHANGES IN NET ASSETS — (1,704) 2,518 (1,120) NET ASSETS, END OF PERIOD $ — $ — $ 3,992 $ 1,474 Class F 2009 2008 NET ASSETS – BEGINNING OF PERIOD $ 280 $ 394 INCREASE (DECREASE) IN NET ASSETS FROM OPERATIONS (10) 20 DISTRIBUTIONS TO UNITHOLDERS Out of net investment income (7) (13) (7) (13) CHANGES DUE TO UNITHOLDER TRANSACTIONS Proceeds from issue of units 26 182 Payments on redemption of units (246) (315) Reinvestment of distributions 6 12 (214) (121) CHANGES IN NET ASSETS (231) (114) NET ASSETS, END OF PERIOD $ 49 $ 280 ≠ Includes management fee distributions representing a rebate of the management fee to certain unitholders in Class I in 2008. (See accompanying notes) SLDB 85
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: U.S. Small Company Equity Fund Stat
Page 40 and 41: U.S. Small Company Equity Fund Summ
Page 44 and 45: 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 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 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:
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 150 and 151:
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

Create successful ePaper yourself

Delete template?

Save as template?