-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TIqSk+vDLBLg1ewY/ysSalOd1EmzD60RKhtHbw0i/qla7hTl8PGLCYASDdb+XRDZ sKGRyGEMaH8qDVcBwPgUjg== 0000935069-07-002010.txt : 20070829 0000935069-07-002010.hdr.sgml : 20070829 20070829103509 ACCESSION NUMBER: 0000935069-07-002010 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070829 DATE AS OF CHANGE: 20070829 EFFECTIVENESS DATE: 20070829 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SEI INSTITUTIONAL INTERNATIONAL TRUST CENTRAL INDEX KEY: 0000835597 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-05601 FILM NUMBER: 071085708 BUSINESS ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 BUSINESS PHONE: 610 676-3097 MAIL ADDRESS: STREET 1: SEI INVESTMENTS ATTN: CAREN ROSCH STREET 2: 1FREEDOM CIRCLE DRIVE CITY: OAKS STATE: PA ZIP: 19456 FORMER COMPANY: FORMER CONFORMED NAME: SEI INTERNATIONAL TRUST DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: SEI WEALTH MANAGEMENT TRUST DATE OF NAME CHANGE: 19900129 0000835597 S000006418 SIT INTERNATIONAL EQUITY FUND C000017606 SIT INTERNATIONAL EQUITY FUND - CLASS I C000017607 SIT INTERNATIONAL EQUITY FUND - CLASS A SEITX 0000835597 S000006419 SIT INTERNATIONAL FIXED INCOME FUND C000017608 SIT INTERNATIONAL FIXED INCOME FUND - CLASS A SEFIX 0000835597 S000006420 SIT EMERGING MARKETS EQUITY FUND C000017609 SIT EMERGING MARKETS EQUITY FUND - CLASS A SIEMX 0000835597 S000006421 SIT EMERGING MARKETS DEBT FUND C000017610 SIT EMERGING MARKETS DEBT FUND - CLASS A SITEX N-Q 1 sitnq6_07comb.txt SEI INSTL INTERNATIONAL TRUST NQ 6_07 COMB UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 -------- FORM N-Q -------- QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY INVESTMENT COMPANY ACT FILE NUMBER 811-5601 SEI INSTITUTIONAL INTERNATIONAL TRUST (Exact name of registrant as specified in charter) -------- c/o CT Corporation 101 Federal Street Boston, MA 02110 (Address of principal executive offices) (Zip code) SEI Investments One Freedom Valley Drive Oaks, PA 19456 (Name and address of agent for service) REGISTRANT'S TELEPHONE NUMBER, INCLUDING AREA CODE: 1-800-342-5734 DATE OF FISCAL YEAR END: SEPTEMBER 30, 2007 DATE OF REPORTING PERIOD: JUNE 30, 2007 ITEM 1. SCHEDULE OF INVESTMENTS - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- COMMON STOCK -- 83.6% AUSTRALIA -- 4.6% Adelaide Brighton 19,400 $ 60 Amcor 191,383 1,213 AMP 920,250 7,901 Asciano Group* 77,442 666 Australia & New Zealand Banking Group 211,773 5,209 Australian Infrastructure Fund (B) 559,700 1,562 Australian Stock Exchange 9,500 393 Babcock & Brown 25,357 690 BHP Billiton 122,077 3,628 BHP Billiton ADR 6,100 365 BlueScope Steel 421,900 3,701 Boral 19,800 147 Brambles* 271,599 2,807 Caltex Australia 4,400 88 Centro Properties Group (B) 47,339 341 Challenger Financial Services Group 838,900 4,149 Cochlear 12,039 623 Coles Myer 162,349 2,220 Commonwealth Bank of Australia 21,087 988 CSL 61,479 4,590 Downer EDI (B) 329,407 2,057 Felix Resources (B) 14,500 63 Foster's Group 329,200 1,782 Goodman Fielder 763,020 1,573 GPT Group 118,297 468 GUD Holdings (B) 155,900 1,214 Independence Group 12,800 76 ING Industrial Fund (B) 480,681 954 Insurance Australia Group 214,700 1,038 John Fairfax Holdings 511,300 2,039 Jubilee Mines (B) 386,600 5,231 Leighton Holdings (B) 102,600 3,591 Lend Lease 49,200 774 Macquarie Airports 2,648,493 9,078 Macquarie Bank (B) 70,121 5,057 Macquarie Infrastructure Group 2,664,871 8,139 MFS 359,000 1,767 Minara Resources (B) 1,069,400 6,605 Mincor Resources 18,300 73 Mirvac Group 233,882 1,131 Multiplex Group 718,900 3,001 National Australia Bank 212,684 7,402 Newcrest Mining 121,400 2,353 OneSteel (B) 38,200 208 Origin Energy 10,700 90 Pacific Brands 2,647,910 7,750 PaperlinX (B) 1,215,900 3,837 Peptech* 594,300 726 Perilya 30,387 113 Port Bouvard 26,500 51 Qantas Airways 441,258 2,096 QBE Insurance Group 814,286 21,554 Rio Tinto 27,200 2,280 Sally Malay Mining* 33,500 118 Santos 32,200 381 Seven Network 209,600 2,054 Sims Group 19,100 429 Southern Cross Broadcasting Australia 84,900 1,152 Specialty Fashion Group (B) 619,000 966 TABCORP Holdings 61,600 896 Tattersall's (B) 519,300 2,071 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Telstra (INS Receipt)* 2,730,700 $ 7,205 Telstra 683,786 2,663 Toll Holdings 77,442 952 West Australian Newspapers Holdings 270,500 3,144 Westfield Group 84,100 1,424 Westpac Banking 159,595 3,474 Woolworths 428,066 9,806 WorleyParsons 107,256 3,094 Zinifex 202,532 3,234 ------------- 188,575 ------------- AUSTRIA -- 0.4% IMMOFINANZ* 95,900 1,400 Mayr Melnhof Karton 1,835 417 OMV (B) 56,000 3,743 Raiffeisen International Bank Holding (B) 11,818 1,879 Telekom Austria 117,600 2,938 Voestalpine 54,951 4,638 Wienerberger 14,500 1,071 ------------- 16,086 ------------- BELGIUM -- 1.2% AGFA-Gevaert 12,901 334 Belgacom 75,392 3,345 Compagnie Maritime Belge 54,900 3,858 Cumerio* 51,100 2,105 D'ieteren 1,517 677 Delhaize Group 16,800 1,653 Dexia (B) 93,894 2,943 Fortis (B) 357,743 15,224 Fortis (Netherlands Line) 173,786 7,400 Gimv* 22,000 1,597 InBev 35,407 2,813 KBC Groep 19,800 2,675 Solvay (B) 21,834 3,445 UCB 42,230 2,501 ------------- 50,570 ------------- BERMUDA -- 0.1% Frontline 58,600 2,714 ------------- BRAZIL -- 0.2% Cia Vale do Rio Doce ADR 54,000 2,405 Gerdau ADR 138,375 3,559 Uniao de Bancos Brasileiros ADR 13,800 1,558 ------------- 7,522 ------------- CANADA -- 1.6% Alcan (B) 31,300 2,557 Barrick Gold 139,000 4,041 Cameco (B) 118,000 5,990 Canadian Natural Resources (B) 47,000 3,127 Eastern Platinum* 1,066,550 2,396 EnCana 95,900 5,907 Manulife Financial (B) 22,600 846 Methanex (B) 51,300 1,275 Nexen -- -- Potash Saskatchewan (B) 100,600 7,876 Research In Motion 48,930 9,786 Rogers Communications, Cl B (B) 246,180 10,511 Suncor Energy 22,300 2,012 Teck Cominco, Cl B (B) 148,000 6,289 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- TELUS (B) 75,083 $ 4,429 ------------- 67,042 ------------- CHINA -- 0.1% China Petroleum & Chemical, Cl H 2,176,000 2,408 China Shenhua Energy 450,000 1,571 People's Food Holdings 12,000 15 ------------- 3,994 ------------- DENMARK -- 0.8% AP Moeller - Maersk (B) 340 4,084 Carlsberg, Cl B 65,146 7,886 Dampskibsselskabet Torm 61,000 2,286 Danske Bank 157,012 6,440 East Asiatic 14,788 814 H Lundbeck 12,222 310 Jyske Bank (B)* 3,582 258 Novo-Nordisk, Cl B 56,165 6,116 Sydbank 10,878 521 Vestas Wind Systems* 83,600 5,523 ------------- 34,238 ------------- FINLAND -- 1.4% Cargotec, Cl B* 18,800 1,160 Elisa, Cl A 63,200 1,726 Kemira 32,000 737 Kemira GrowHow 357,200 5,746 Konecranes* 18,144 762 M-real, Cl B* 350,200 2,294 Metso 50,300 2,977 Neste Oil 95,268 3,748 Nokia (B) 333,938 9,385 Nokia ADR 7,500 211 Nokian Renkaat 38,000 1,335 OKO Bank, Cl A 64,571 1,201 Orion, Cl B 12,489 313 Outokumpu 105,861 3,577 Rautaruukki 140,645 9,036 Sampo, Cl A 130,800 3,773 Sponda* 148,600 2,161 Stora Enso, Cl R (B) 200,047 3,777 UPM-Kymmene 156,400 3,865 Wartsila, Cl B 18,300 1,209 ------------- 58,993 ------------- FRANCE -- 9.2% Accor 35,217 3,126 Air France-KLM 151,043 7,056 Air Liquide 35,696 4,697 Atos Origin* 600 38 AXA 158,782 6,864 BNP Paribas 260,545 31,092 Bouygues 122,607 10,298 Business Objects 11,890 469 Capgemini 198,420 14,570 Carrefour 31,900 2,246 Casino Guichard Perrachon 10,520 1,066 Christian Dior 18,400 2,391 Cie de Saint-Gobain (B) 72,992 8,218 Ciments Francais 7,040 1,621 Club Mediterranee* 1,170 83 CNP Assurances 13,535 1,736 Compagnie Generale des Etablissements Michelin, Cl B 84,224 11,813 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Credit Agricole (B) 248,690 $ 10,140 Dassault Systemes 21,062 1,330 Financiere de L'Odet 1,280 555 Fonciere Des Regions + 497 73 France Telecom 476,732 13,134 Groupe Danone (B) 243,154 19,710 Havas 20,784 118 L'Oreal 49,525 5,873 Lafarge (B) 53,095 9,709 Lagardere S.C.A. (B) 63,500 5,527 Natixis (B) 1,869 46 PagesJaunes Groupe 29,500 620 Pernod-Ricard 20,200 4,473 Peugeot (B) 146,807 11,853 Publicis Groupe 20,700 913 Renault 99,199 15,971 Rhodia 159,222 7,225 Sanofi-Aventis 329,236 26,723 Sanofi-Aventis (Germany Line) 2,125 172 Schneider Electric 53,909 7,581 SCOR 13,873 377 Sequana Capital 334 10 Societe Generale (B) 168,338 31,267 Sodexho Alliance 1,500 108 Technip 14,900 1,233 Thales 1,268 78 Thomson 22,547 430 Total 511,041 41,591 Unibail + (B) 20,800 5,342 Vallourec (B) 29,325 9,434 Veolia Environnement 48,050 3,766 Vinci (B) 209,835 15,723 Vivendi 381,858 16,457 ------------- 374,946 ------------- GERMANY -- 7.7% Allianz 170,152 39,891 Altana 4,628 112 BASF 136,886 17,977 Bayer 333,242 25,248 Bayerische Motoren Werke 194,241 12,595 Commerzbank 142,890 6,849 Continental 15,925 2,246 DaimlerChrysler 255,613 23,678 Deutsche Bank 168,965 24,602 Deutsche Beteiligungs 50,400 2,045 Deutsche Boerse 30,000 3,393 Deutsche Lufthansa 278,193 7,800 Deutsche Telekom 151,900 2,808 E.ON 173,419 29,110 Fresenius Medical Care 188,250 8,677 Heidelberger Druckmaschinen 10,780 523 Hochtief 19,900 2,169 Hypo Real Estate Holding 19,980 1,296 Infineon Technologies* 646,650 10,751 Lanxess 19,800 1,107 MAN 17,431 2,513 Metro 21,600 1,794 MTU Aero Engines Holding 1,041 68 Muenchener Rueckversicherungs 91,563 16,841 MVV Energie 1,364 57 Norddeutsche Affinerie (B) 100,200 4,428 RWE 90,131 9,615 Salzgitter 53,321 10,333 SAP 52,224 2,685 Siemens 139,056 20,014 Software 20,100 1,964 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Suedzucker (B) 146,591 $ 3,255 ThyssenKrupp 121,681 7,252 Volkswagen (B) 27,087 4,320 Vossloh (B) 33,900 3,974 Wincor Nixdorf 9,366 870 ------------- 312,860 ------------- GREECE -- 0.1% Coca Cola Hellenic Bottling 16,385 752 Cosmote Mobile Communications 16,710 516 Hellenic Telecommunications Organization 66,000 2,041 OPAP 3,460 123 Titan Cement 7,767 449 ------------- 3,881 ------------- GUERNSEY -- 0.0% Mapeley 1,244 70 ------------- HONG KONG -- 1.8% Asia Financial Holdings 10,000 5 Bank of East Asia 441,200 2,483 BOC Hong Kong Holdings 978,500 2,330 Cheung Kong Holdings 485,200 6,355 China Mobile Hong Kong 1,389,000 14,915 China Netcom Group 575,000 1,589 China Oriental Group 594,000 245 Chinese Estates Holdings 1,459,300 2,296 Chow Sang Sang Holdings 14,000 13 CLP Holdings 509,500 3,418 Great Eagle Holdings 89,000 312 Guoco Group 32,000 449 Hang Lung Group 132,000 596 Hang Lung Properties 801,000 2,761 Henderson Land Development 119,000 811 Hong Kong & China Gas 387,200 816 Hong Kong Exchanges and Clearing 42,000 594 Hongkong & Shanghai Hotels 763,500 1,350 HongKong Electric Holdings (B) 526,400 2,656 Hopewell Holdings 418,200 1,706 Hopson Development Holdings 42,000 118 Hutchison Whampoa 29,000 288 Jardine Matheson Holdings 800 19 Jardine Strategic Holdings 49,000 652 Kerry Properties 198,500 1,247 Li & Fung (B) 821,200 2,957 Miramar Hotel & Investment 6,000 10 MTR 1,198,500 2,839 New World China Land 54,800 47 New World Development 1,084,700 2,714 Orient Overseas International 311,500 3,044 Pacific Century Premium Developments 445,000 145 Sino Land 527,659 1,099 Sinolink Worldwide Holdings 786,000 188 Swire Pacific, Cl A (B) 558,000 6,202 Transport International Holdings 3,600 19 Vtech Holdings 130,400 1,101 Wharf Holdings 817,200 3,267 Wheelock 604,300 1,558 Wing On International 12,000 19 ------------- 73,233 ------------- INDIA -- 0.0% Punjab National Bank 90,000 1,196 ------------- - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- IRELAND -- 0.4% Allied Irish Banks 64,823 $ 1,769 Bank of Ireland 21,817 440 CRH 147,953 7,319 DCC 67,912 2,288 Depfa Bank 88,100 1,559 Kerry Group, Cl A 37,000 1,035 Total Produce* 67,294 70 ------------- 14,480 ------------- ISRAEL -- 0.0% Teva Pharmaceutical Industries ADR 25,000 1,031 ------------- ITALY -- 3.1% ACEA 51,000 1,021 Aedes 125,500 939 AEM (B) 768,700 2,832 Autostrade 315,300 10,484 Banca Intesa 624,342 4,663 Banco Popolare di Verona e Novara (B) 89,903 2,591 Beni Stabili 2,643,000 3,859 Buzzi Unicem 49,800 1,721 Cementir (B) 87,400 1,243 Danieli (B) 68,900 2,029 Davide Campari-Milano 14,686 154 Ducati Motor Holding (B) 1,540,000 3,775 Edison 26,789 86 Enel (B) 476,241 5,129 ENI (B) 627,657 22,803 Fiat (B) 570,519 17,005 Fiat RNC 173,540 4,476 Finmeccanica 63,200 1,949 Fondiaria-Sai 13,500 654 IFIL - Investments 1,168,750 12,612 Immobiliare Grande Distribuzione 251,100 1,031 Immobiliare Lombarda 541,397 168 IMMSI 593,200 1,845 Indesit 91,800 2,145 Iride 32,921 117 Italcementi (B) 112,200 3,473 Italmobiliare (B) 14,400 2,042 KME Group 737,600 681 Lottomatica 3,560 142 MARR 109,000 1,237 Pirelli & C 780,000 931 Telecom Italia 1,737,568 4,764 Telecom Italia RNC 1,074,044 2,383 UniCredito Italiano (B) 786,448 7,042 ------------- 128,026 ------------- JAPAN -- 16.4% ADEKA 111,800 1,185 Advantest 24,700 1,074 Aeon 363,000 6,731 Aiful 7,600 218 Aisan Industry (B) 9,800 115 Aisin Seiki 77,300 2,835 Alpen 1,500 25 Alps Electric 37,900 378 Amada 246,700 3,078 AOC Holdings (B) 99,700 1,404 Aoyama Trading 55,700 1,709 Arnest One 13,300 115 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Asahi Breweries 63,500 $ 983 Asahi Glass (B) 119,000 1,603 Asahi Kasei 55,000 361 Astellas Pharma 11,200 486 Atsugi (B) 1,667,700 2,579 Autobacs Seven (B) 63,000 1,964 Bank of Kyoto (B) 180,300 2,156 Bank of the Ryukyus (B) 96,500 1,602 BML 3,900 68 Bosch (B) 54,000 267 Bridgestone (B) 161,000 3,442 Canon (B) 141,198 8,266 Cawachi (B) 4,400 130 Central Glass 17,000 95 Chiba Kogyo Bank 4,800 71 Chugoku Electric Power (B) 50,700 1,002 Citizen Watch (B) 60,000 540 CMK (B) 250,700 2,631 Coca-Cola West Holdings (B) 58,600 1,359 COMSYS Holdings (B) 79,000 913 Cosmo Oil 721,200 3,971 Cosmos Initia 8,000 51 Dai Nippon Printing 42,000 625 Daicel Chemical Industries 74,000 481 Daifuku (B) 25,920 357 Dainippon Screen Manufacturing (B) 27,000 204 Dainippon Sumitomo Pharma 75,000 749 Daito Trust Construction 20,700 984 Daiwa House Industry 75,000 1,070 Daiwa Securities Group 134,000 1,425 Denki Kagaku Kogyo 10,000 45 EDION (B) 49,400 640 Eighteenth Bank 35,000 146 Eisai 14,300 623 FamilyMart 8,000 211 Fanuc 66,200 6,819 Fields (B) 65 81 Fuji Electric Holdings 3,000 15 Fuji Heavy Industries (B) 138,000 659 Fuji Machine Manufacturing (B) 2,200 51 Fuji Television Network 325 653 FUJIFILM Holdings 112,200 5,006 Fujikura 79,000 587 Fujitsu 600,000 4,412 Fukui Bank 2,000 6 Fukuyama Transporting (B) 336,800 1,429 Glory 6,100 133 Gunma Bank 654,000 4,390 Gunze 322,900 1,883 Hakuhodo DY Holdings 7,850 517 Hankyu Holdings (B) 379,000 1,998 Hirose Electric 10,100 1,327 Hitachi (B) 759,000 5,378 Hitachi Capital (B) 24,000 365 Hitachi Construction Machinery (B) 26,500 921 Hokkaido Electric Power 150,400 3,258 Honda Motor (B) 185,700 6,767 House Foods 9,200 141 Hoya 108,100 3,580 Idemitsu Kosan (B) 14,500 1,620 Iida Home Max (B) 3,400 55 Ines 156,300 1,168 Inpex Holdings 520 4,842 Isuzu Motors 546,000 2,953 Itochu 280,000 3,238 Japan Steel Works 914,350 13,919 Japan Tobacco 2,551 12,559 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Japan Wool Textile 59,200 $ 475 JFE Holdings (B) 231,500 14,378 JGC 23,000 430 Joshin Denki 137,200 919 Joyo Bank 89,000 552 JS Group 56,100 1,136 Kagoshima Bank 1,000 8 Kamigumi 81,000 701 Kansai Electric Power 193,200 4,560 Kato Sangyo 600 8 Kawasaki Kisen Kaisha (B) 95,000 1,159 KDDI 341 2,521 Keyence 3,800 829 Kirin Brewery (B) 95,000 1,418 Kobe Steel 408,000 1,546 Komatsu 179,500 5,204 Komori 51,000 1,193 Konica Minolta Holdings 95,000 1,399 Kumagai Gumi 564,400 1,225 Kurabo Industries 190,000 535 Kyocera 43,894 4,670 Kyowa Hakko Kogyo 18,000 170 Kyushu Electric Power 201,500 5,270 Leopalace21 67,200 2,291 Macnica (B) 3,100 78 Maeda (B) 2,000 9 Makita 29,700 1,318 Marubeni 193,000 1,586 Maruichi Steel Tube 5,800 181 Matsushita Electric Industrial 366,000 7,246 Millea Holdings 113,100 4,634 Mitsubishi 446,600 11,681 Mitsubishi Chemical Holdings 540,500 4,954 Mitsubishi Electric 129,000 1,193 Mitsubishi Estate 589,100 15,980 Mitsubishi Gas Chemical 161,000 1,469 Mitsubishi Heavy Industries 475,000 3,042 Mitsubishi Materials 225,000 1,226 Mitsubishi Paper Mills 788,500 1,775 Mitsubishi UFJ Financial Group 1,398 15,399 Mitsubishi UFJ Securities 96,000 1,075 Mitsuboshi Belting (B) 105,900 626 Mitsui 554,800 11,029 Mitsui Chemicals 642,000 4,871 Mitsui Mining & Smelting 121,000 564 Mitsui OSK Lines 774,000 10,492 Mitsui Sumitomo Insurance 264,900 3,393 Miyazaki Bank 27,000 116 Mizuho Financial Group (B) 1,276 8,814 Murata Manufacturing (B) 20,900 1,572 Nagase 5,000 67 Nankai Electric Railway (B) 93,000 279 NEC 259,000 1,338 NGK Spark Plug 22,000 382 Nichicon (B) 155,300 2,212 Nikon 119,000 3,315 Nintendo (B) 44,205 16,144 Nippo 179,900 1,493 Nippon Beet Sugar Manufacturing 381,800 1,005 Nippon Electric Glass (B) 112,500 1,981 Nippon Konpo Unyu Soko 148,600 1,917 Nippon Mining Holdings 257,500 2,465 Nippon Oil 360,000 3,341 Nippon Sharyo (B) 493,100 1,062 Nippon Shokubai 57,000 505 Nippon Steel 1,162,100 8,168 Nippon Telegraph & Telephone 2,774 12,287 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Nippon Yusen KK (B) 202,000 $ 1,850 Nissan Motor 952,100 10,184 Nissan Shatai (B) 28,000 164 Nisshin Steel 85,000 388 Nisshinbo Industries 236,000 3,291 Nomura Holdings 52,900 1,028 NSK 153,000 1,581 NTT Data 659 3,122 NTT DoCoMo 1,439 2,272 NTT Urban Development (B) 905 1,751 Obayashi (B) 185,000 1,007 Odakyu Electric Railway (B) 177,000 1,089 Oiles 900 20 Okasan Holdings 37,000 245 Okaya 500 7 Oki Electric Industry (B) 878,000 1,628 Okumura (B) 373,900 1,910 Ono Pharmaceutical 19,400 1,026 Onward Kashiyama 92,000 1,172 Oriental Land 6,700 349 ORIX (B) 79,880 20,990 Osaka Gas 174,000 645 Ricoh 78,000 1,800 Riso Kagaku 1,400 28 Rohm 14,700 1,303 Sankyo (B) 21,700 912 Sanwa Shutter 60,000 347 Sega Sammy Holdings 32,900 531 Seikagaku 10,100 117 Seiko Epson (B) 47,100 1,362 Seino Transportation 8,000 76 Sekisui Chemical 34,000 262 Sekisui House 148,000 1,971 SFCG (B) 9,100 1,520 Sharp 303,000 5,741 Shimamura 10,300 1,098 Shin-Etsu Chemical 46,200 3,296 Shinsei Bank 241,000 972 Showa Shell Sekiyu (B) 128,000 1,585 SMC 23,400 3,108 Softbank (B) 562,600 12,118 Sojitz 239,500 1,071 Sompo Japan Insurance 125,000 1,527 Sony 262,000 13,429 Stanley Electric 47,400 1,029 Sumco 248,800 12,471 Sumitomo 416,800 7,594 Sumitomo Bakelite (B) 49,000 342 Sumitomo Chemical 320,000 2,146 Sumitomo Heavy Industries 190,000 2,149 Sumitomo Metal Industries 621,000 3,651 Sumitomo Metal Mining 193,000 4,181 Sumitomo Mitsui Financial Group 2,468 22,982 Sumitomo Realty & Development 106,000 3,451 Sumitomo Wiring Systems 4,000 93 Suzuki Motor 211,500 5,994 Taisho Pharmaceutical (B) 58,000 1,148 Taiyo Yuden 6,000 139 Takeda Pharmaceutical 47,500 3,062 Takefuji 84,430 2,830 Tamura Taiko Holdings (B) 195,500 581 TDK 53,300 5,145 Teijin 275,000 1,501 Toagosei 801,400 3,147 Toda (B) 817,900 4,345 Tokai Rika 17,600 480 Tokyo Electric Power 370,100 11,868 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Tokyo Electron 78,700 $ 5,786 Tokyo Gas (B) 409,000 1,934 Tokyo Steel Manufacturing (B) 20,900 327 Tokyu (B) 241,000 1,608 Tokyu Land 129,400 1,376 Toppan Printing 108,000 1,159 Topy Industries 39,000 148 Toshiba (B) 1,626,000 14,154 Toshiba TEC 4,000 24 Tosoh 144,000 799 Towa Real Estate Development (B) 14,500 56 Toyo Seikan Kaisha (B) 92,800 1,788 Toyota Auto Body (B) 20,100 333 Toyota Industries 32,500 1,508 Toyota Motor 467,300 29,515 Trend Micro (B) 62,500 2,014 TV Asahi 178 362 UNY 79,000 937 Ushio 48,600 1,076 USS 7,370 468 West Japan Railway 210 976 Yahoo! Japan 12,433 4,213 Yamada Denki 33,710 3,516 Yamagata Bank 2,000 10 Yamaha 37,200 771 Yamaha Motor (B) 53,000 1,536 Yamatane 620,900 910 Yamato Kogyo 5,400 214 Yamato Transport 165,800 2,340 Yaskawa Electric 18,000 205 Yokogawa Bridge (B) 133,300 780 Yokohama Rubber 376,300 2,828 ------------- 670,471 ------------- LUXEMBOURG -- 0.1% Oriflame Cosmetics SDR 12,681 596 SES Global FDR (Paris Exchange) 74,390 1,608 ------------- 2,204 ------------- MEXICO -- 0.7% America Movil ADR, Ser L 298,400 18,480 Fomento Economico Mexicano ADR 250,005 9,830 ------------- 28,310 ------------- NETHERLANDS -- 5.0% ABN AMRO Holding 78,829 3,625 Aegon 299,957 5,931 Akzo Nobel 230,473 19,909 ASML Holding* 53,840 1,491 Buhrmann 187,500 2,882 European Aeronautic Defense and Space 190,252 6,197 Fugro 25,548 1,623 Heineken Holding 41,862 2,168 Hunter Douglas 5,100 482 ING Groep 900,557 39,881 Koninklijke Ahold* 436,500 5,500 Koninklijke DSM 44,959 2,219 Mittal Steel (B) 284,895 17,918 OPG Groep 59,400 2,165 Randstad Holdings 22,950 1,824 Reed Elsevier 94,150 1,798 Royal Dutch Shell, Cl A 763,985 31,150 Royal Dutch Shell, Cl A (GBP) 380,404 15,524 Royal Dutch Shell, Cl B 478,003 19,977 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Royal KPN 173,132 $ 2,881 Royal Numico 12,968 675 Unilever 581,279 18,103 Univar 11,100 588 Vedior 6,689 201 ------------- 204,712 ------------- NEW ZEALAND -- 0.3% Air New Zealand 737,980 1,505 Contact Energy 66,399 462 Fisher & Paykel Appliances Holdings 705,700 1,897 Fletcher Building 79,687 760 Infratil (B) 363,400 896 Kiwi Income Property Trust (B) 717,600 915 Macquarie Goodman Property Trust (B) 705,600 812 Telecom of New Zealand (B) 1,085,005 3,848 Vector (B) 69,894 147 ------------- 11,242 ------------- NORWAY -- 1.2% Cermaq* 73,500 1,282 DnB 282,764 3,648 Ementor* 362,600 3,376 Marine Harvest* 1,484,500 1,614 Norske Skogindustrier 77,142 1,113 Orkla* 238,148 4,516 Renewable Energy* 25,400 989 Schibsted 97,000 4,434 Sparebanken Nord-Norge 59,300 1,411 Storebrand 144,600 2,255 Tandberg 329,400 7,403 Telenor 206,500 4,047 Yara International 476,669 14,365 ------------- 50,453 ------------- PORTUGAL -- 0.2% Banco BPI 183,179 1,628 Banco Comercial Portugues 378,265 2,115 Banco Espirito Santo 88,846 1,978 Cimpor Cimentos de Portugal 91,663 865 Energias de Portugal (B) 354,368 1,957 Sonae Industria 14,703 214 ------------- 8,757 ------------- SINGAPORE -- 1.9% Allgreen Properties (B) 3,068,500 4,193 CapitaCommercial Trust + (B)* 1,758,300 3,368 CapitaLand 727,000 3,850 Cerebos Pacific 3,000 8 China Aviation Oil Singapore* 41,000 63 City Developments 295,900 3,347 Cosco Singapore* 3,074,700 7,519 DBS Group Holdings 701,400 10,456 Flextronics International 257,000 2,776 Fraser and Neave 73,000 260 Guocoland (B) 102,000 324 Haw Par 8,000 40 Ho Bee Investment 59,000 91 Hong Leong Finance (B)* 407,500 1,114 Hotel Plaza 53,000 81 Jardine Cycle & Carriage 117,000 1,201 K1 Ventures 296,000 61 Keppel Corp* 18,000 147 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Keppel Land 1,163,000 $ 6,653 Kim Eng Holdings 762,800 1,022 Mapletree Logistics Trust + 2,862,900 2,658 MCL Land 9,000 17 Metro Holdings 81,000 57 NatSteel* 19,000 23 Neptune Orient Lines 371,000 1,286 Olam International 1,924,600 3,876 Oversea-Chinese Banking 613,100 3,668 SembCorp Industries 47,000 175 SembCorp Marine 167,000 535 Singapore Airlines 107,000 1,315 Singapore Exchange 341,100 2,186 Singapore Petroleum 213,000 801 Singapore Press Holdings 208,000 631 Singapore Technologies Engineering (B) 284,000 668 Singapore Telecommunications 559,150 1,243 SP Chemicals 84,000 61 United Overseas Bank 347,400 4,997 UOB-Kay Hian Holdings* 68,000 96 UOL Group 35,000 133 Venture 20,000 205 Wheelock Properties S 55,000 124 Wing Tai Holdings 1,491,000 3,880 ------------- 75,209 ------------- SOUTH AFRICA -- 0.3% Harmony Gold Mining 283,700 4,034 Harmony Gold Mining ADR* 21,400 305 Sanlam 745,380 2,377 Sasol 61,667 2,326 Standard Bank Group 81,700 1,139 Tiger Brands 3,600 92 ------------- 10,273 ------------- SOUTH KOREA -- 0.7% Honam Petrochemical 23,600 2,358 Hynix Semiconductor 32,400 1,170 Hyundai Mobis 16,270 1,546 Industrial Bank of Korea 49,730 1,015 Kookmin Bank 34,520 3,030 POSCO 2,700 1,296 Samsung Electronics 3,519 2,156 Samsung Electronics GDR 9,218 2,853 Shinhan Financial Group 187,250 11,390 SK Telecom 410 94 SK Telecom ADR 69,900 1,912 ------------- 28,820 ------------- SPAIN -- 2.9% Acerinox (B) 34,358 842 ACS Actividades Construcciones y Servicios (B) 242,511 15,498 Antena 3 de Television 1 -- Banco Bilbao Vizcaya Argentaria (B) 486,091 11,948 Banco Popular Espanol (B) 112,810 2,105 Banco Santander Central Hispano (B) 1,168,299 21,601 Cementos Portland Valderrivas 3,200 399 Ebro Puleva 85,489 1,844 Endesa (B) 17,517 951 Gas Natural SDG (B) 225,396 13,738 Grupo Ferrovial (B) 18,600 1,835 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Iberdrola 37,990 $ 2,131 Iberdrola (GBP)* 127,329 7,012 Inditex (B) 28,630 1,692 Metrovacesa 276 31 Repsol (B) 512,935 20,263 Sacyr Vallehermoso (B) 19,169 925 Sol Melia 44,100 983 Telefonica (B) 567,043 12,667 ------------- 116,465 ------------- SWEDEN -- 1.7% Assa Abloy, Cl B (B) 61,500 1,359 Atlas Copco, Cl A (B)* 732,375 12,282 Axfood 14,977 531 Boliden (B)* 59,000 1,228 Hennes & Mauritz, Cl B 11,339 672 Husqvarna, Cl B* 39,092 556 Industrivarden, Cl A (B) 67,800 1,481 Investor, Cl B 395,450 10,265 Klovern* 259,400 1,029 Kungsleden 658 8 Sandvik* 137,741 2,792 Skandinaviska Enskilda Banken, Cl A 91,846 2,973 SKF* 75,400 1,589 Svenska Cellulosa, Cl B* 338,459 5,676 Svenska Handelsbanken, Cl A 66,488 1,867 Swedish Match 28,402 549 Tele2, Cl B (B) 78,000 1,277 Telefonaktiebolaget LM Ericsson, Cl B 2,214,094 8,866 TeliaSonera 885,426 6,521 Trelleborg, Cl B 30,326 838 Volvo, Cl B* 241,954 4,834 Wihlborgs Fastigheter (B) 5,928 105 ------------- 67,298 ------------- SWITZERLAND -- 4.9% ABB 180,826 4,102 Adecco 19,400 1,503 AFG Arbonia-Forster Holdings* 2,200 1,145 Bobst Group 642 40 Bucher Industries 4,400 705 Ciba Specialty Chemicals 12,600 820 Clariant 64,000 1,039 Compagnie Financiere Richemont, Cl A 145,667 8,736 Credit Suisse Group 309,565 22,063 Elektrizitaets-Gesellschaft Laufenburg 39 45 Energiedienst Holding 124 68 Forbo Holding 1,552 848 Geberit* 2,291 391 Georg Fischer* 2,400 1,811 Gurit Holding* 200 259 Helvetia Holding 1,171 449 Holcim 84,625 9,170 Inficon Holding* 11,800 2,070 Kudelski (B)* 33,600 1,179 Nestle 38,935 14,804 Novartis 487,454 27,443 Phonak Holding 5,679 510 Roche Holding 155,164 27,523 Schweizerische National- Versicherungs-Gesellschaft 33 27 Straumann Holding 3,200 898 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Swatch Group 17,497 $ 992 Swiss Life Holding 6,160 1,628 Swiss Reinsurance 163,757 14,951 Swisscom 16,594 5,670 UBS 271,971 16,332 Xstrata 360,701 21,617 Zurich Financial Services 33,742 10,441 ------------- 199,279 ------------- TAIWAN -- 0.3% AU Optronics 940,000 1,602 Compal Electronics 1,284,362 1,387 High Tech Computer GDR* 18,500 1,322 Siliconware Precision Industries 336,000 714 Taiwan Semiconductor Manufacturing 1,028,200 2,218 Taiwan Semiconductor Manufacturing ADR 327,993 3,650 United Microelectronics 2,334,000 1,410 ------------- 12,303 ------------- THAILAND -- 0.0% PTT 199,200 1,558 Total Access Communication* 20,000 26 ------------- 1,584 ------------- TURKEY -- 0.0% Ford Otomotiv Sanayi -- -- ------------- UNITED KINGDOM -- 14.3% 3i Group 38,817 907 Acergy 352,550 7,998 Amec 580,250 6,863 Anglo American 421,571 24,909 Antofagasta 37,000 456 ARM Holdings 191,111 562 AstraZeneca 364,060 19,597 AstraZeneca (SEK) 41,336 2,212 Aviva 962,722 14,361 BAE Systems 1,954,100 15,878 Balfour Beatty 34,352 305 Barclays 1,833,508 25,603 Barratt Developments 123,767 2,466 Bellway 34,228 865 Berkeley Group Holdings 54,900 1,962 BHP Billiton 318,233 8,875 Bovis Homes Group 23,065 413 BP 2,509,247 30,357 Brit Insurance Holdings 88,000 608 British Airways 121,115 1,017 British American Tobacco 206,276 7,027 British Energy Group 918,474 9,969 British Land + 92,687 2,492 BT Group 354,941 2,368 Burberry Group 603,870 8,323 Cable & Wireless 1,190 5 Cadbury Schweppes 93,567 1,277 Capital & Regional 11,999 280 Carnival 13,699 656 Carphone Warehouse Group 92,043 610 Cattles 34,306 270 Centrica 1,343,849 10,475 Charter 28,650 635 Close Brothers Group 8,851 153 Compass Group 398,000 2,761 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Cookson Group 44,557 $ 634 Daily Mail & General Trust 43,046 661 Davis Service Group 10,794 135 Derwent London + 483 18 Diageo 591,952 12,316 Drax Group 31,074 453 DS Smith 206,800 963 Emap 24,487 404 Enterprise Inns 75,278 1,041 Firstgroup 26,404 354 FKI 381,800 969 Friends Provident 1,181,271 4,247 GKN 186,000 1,486 GlaxoSmithKline 829,273 21,713 Greene King 259,900 5,076 Group 4 Securicor 29,333 124 Hays 187,816 645 HBOS 1,097,514 21,701 Home Retail Group 103,376 952 HSBC Holdings 1,261,955 23,167 Hunting 132,100 1,941 Imperial Chemical Industries 160 2 Imperial Tobacco Group 174,058 8,057 Intercontinental Hotels Group 1 -- International Power 84,566 729 Investec 83,065 1,072 J Sainsbury 97,906 1,148 Kazakhmys 73,499 1,865 Kelda Group 81,308 1,538 Kingfisher 293,800 1,335 Kingston Communications 744,100 1,105 Land Securities Group + 3,895 136 Legal & General Group 265,286 799 Liberty International + 11,452 263 Lloyds TSB Group 311,838 3,479 LogicaCMG 280,132 853 Luminar 88,800 1,248 Marks & Spencer Group 807,915 10,180 Marston's 271,200 2,163 Michael Page International 94,395 995 Millennium & Copthorne Hotels 73,000 940 Minerva* 690,200 4,895 Mitchells & Butlers 246,790 4,355 National Grid 521,651 7,724 Nestor Healthcare Group 30,100 117 Next 33,756 1,361 Northern Foods 1,122,000 2,679 Old Mutual 1,289,311 4,369 Pearson 56,469 955 Premier Oil* 79,100 1,771 Prudential 268,000 3,839 Punch Taverns 266,800 6,584 Reckitt Benckiser 82,293 4,516 Reed Elsevier 173,614 2,252 Reuters Group 193,500 2,403 Rio Tinto 87,837 6,744 Royal & Sun Alliance Insurance Group 1,379,301 4,027 Royal Bank of Scotland Group 3,450,057 43,816 SABMiller 274,300 6,967 Scottish & Newcastle 287,606 3,696 Scottish & Southern Energy 160,583 4,668 Segro + 107,600 1,349 Severn Trent 84,700 2,350 Smith & Nephew 911,400 11,319 Smiths Group 69,469 1,652 St Ives Group 178,200 866 - -------------------------------------------------------------------------------- Shares/ Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Stagecoach Group 265,050 $ 972 Standard Chartered 143,822 4,703 Tate & Lyle 70,900 807 Taylor Woodrow 207,176 1,500 TDG 382,400 2,248 Tesco 660,800 5,548 Trinity Mirror 309,856 3,289 Unilever 69,278 2,245 United Utilities 160,034 2,278 Vodafone Group 18,409,745 61,979 Whitbread 63,423 2,251 Wimpey George 524,231 5,291 WPP Group 196,000 2,943 Yell Group 294,217 2,729 ------------- 584,479 ------------- Total Common Stock (Cost $2,665,586) ($ Thousands) 3,411,316 ------------- U.S. GOVERNMENT AGENCY MORTGAGE-BACKED OBLIGATIONS -- 7.3% FHLMC 6.000%, 07/01/21 to 02/01/22 5,668 5,694 5.794%, 02/01/36 (D) 32 32 FHLMC 15 Year TBA 6.000%, 07/01/21 to 05/01/22 25,576 25,690 FNMA 5.500%, 12/01/20 to 03/01/21 19,200 18,928 FNMA 15 Year TBA 5.500%, 06/01/18 to 07/01/22 9,637 130,111 FNMA 30 Year TBA 6.500%, 07/01/37 to 08/15/37 73,000 73,662 6.000%, 07/01/37 12,000 11,869 GNMA 6.000%, 02/20/35 (D) (H) 226 227 5.625%, 02/20/34 (D) 1,491 1,505 5.500%, 07/30/07 to 06/20/34 (D) 3,611 3,648 5.500%, 08/20/34 to 03/20/36 (D) (H) 2,063 2,077 5.375%, 07/01/07 (D) 1,411 1,426 5.375%, 06/20/33 (D) (H) 263 266 5.250%, 01/20/30 (D) 462 466 5.000%, 02/20/33 (D) 949 958 5.000%, 02/20/36 (D) (H) 1,133 1,136 4.500%, 07/20/34 to 06/20/36 (D) 4,011 4,028 4.375%, 06/20/33 (D) (H) 1,678 1,693 4.000%, 04/20/35 (D) (H) 4,152 4,146 4.000%, 07/20/35 (D) 1,114 1,122 3.750%, 02/20/34 (D) 7,110 7,089 ------------- Total U.S. Government Agency Mortgage-Backed Obligations (Cost $294,705) ($ Thousands) 295,773 ------------- ASSET - BACKED SECURITIES -- 6.0 % ACE Securities, Ser 2003-NC1, Cl M (D) 6.100%, 07/25/07 2,100 2,104 ACE Securities, Ser 2003-OP1, Cl M1 (D) 6.020%, 07/26/07 800 805 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Aames Mortgage Investment Trust, Ser 2005-4, Cl B2 (D) 8.070%, 07/12/07 360 $ 306 Adjustable Rate Mortgage Trust, Ser 2005-5, Cl 1A1 (D) 4.952%, 07/01/07 1,647 1,647 Aegis Asset Backed Securities Trust, Ser 2003-3, Cl M1 (D) 6.020%, 07/25/07 193 193 American Home Mortgage Investment Trust, Ser 2004-3, Cl 3A (D) 3.710%, 07/01/07 2,410 2,425 American Home Mortgage Investment Trust, Ser 2005-1, Cl 4A1 (D) 4.992%, 07/01/07 554 557 American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A (D) 5.294%, 07/25/07 17,618 17,475 American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A (D) 5.350%, 07/25/07 9,410 9,324 American Home Mortgage Investment Trust, Ser 2006-1, Cl 2A3 (D) 5.100%, 07/25/07 4,618 4,576 Ameriquest Mortgage Securities, Ser 2003-2, Cl M1 (D) 6.670%, 07/25/07 1,424 1,425 Argent Securities, Ser 2003-W5, Cl M1 (D) 6.020%, 07/25/07 600 604 Argent Securities, Ser 2003-W9, Cl M1 (D) 6.010%, 07/26/07 1,201 1,207 Asset-Backed Securities Home Equity Loan Trust, Ser 2003-HE5, Cl M1 (D) 6.070%, 07/15/07 1,642 1,645 Banc of America Commercial Mortgage, Ser 2006-2, Cl A1 5.611%, 05/10/45 2,488 2,494 Banc of America Funding, Ser 2006-A, Cl 2A2 (D) 5.566%, 07/01/07 512 522 Basic Asset Backed Securities Trust, Ser 2006-1, Cl A1 (D) 5.400%, 07/25/07 4,855 4,855 Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-7, Cl 1A1 (D) 4.919%, 07/01/07 1,759 1,779 Bear Stearns Alt-A Trust, Ser 2004-12, Cl 2A2 (D) 4.943%, 07/01/07 3,294 3,334 Carrington Mortgage Loan Trust, Ser 2005-NC4, Cl A1 (D) 5.470%, 07/26/07 200 200 Chase Funding Mortgage Loan, Ser 2003-1, Cl 1A4 4.119%, 02/25/29 68 68 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Countrywide Alternative Loan Trust, Ser 2004-33, Cl 1A1 (D) 4.975%, 07/01/07 2,301 $ 2,335 Countrywide Alternative Loan Trust, Ser 2005-69, Cl M3 (D) 6.470%, 07/27/07 800 789 Countrywide Alternative Loan Trust, Ser 2005-IM1, Cl M3 (D) 7.320%, 07/27/07 1,221 1,116 Countrywide Alternative Loan Trust, Ser 2006-0A11, Cl M3 (D) 5.750%, 07/30/07 1,700 1,696 Countrywide Asset-Backed Certificates, Ser 2003-5, Cl MV2 (D) 6.920%, 01/25/34 993 1,005 Countrywide Asset-Backed Certificates, Ser 2004-11, Cl A2 (D) 5.700%, 07/25/07 228 228 Countrywide Asset-Backed Certificates, Ser 2005-15, Cl 1AF1 (D) 5.460%, 07/25/07 1,251 1,251 Countrywide Asset-Backed Certificates, Ser 2006-IM1, Cl A1 (D) 5.410%, 07/27/07 1,086 1,086 Countrywide Home Equity Loan Trust, Ser 2006-D, Cl 2A (D) 5.520%, 07/30/07 6,937 6,935 Countrywide Home Loans, Ser 2004-22, Cl A1 (D) 5.084%, 07/01/07 1,915 1,898 Countrywide Home Loans, Ser 2006-HYB2, Cl 1A1 (D) 5.054%, 07/20/07 5,491 5,483 Countrywide Home Loans, Ser 2007-HYB1, Cl 1A1 (D) 5.581%, 07/01/07 2,330 2,326 Credit Suisse Asset-Backed Mortgage Trust, Ser 2006-1, Cl A1B (D) 5.540%, 07/26/07 1,644 1,644 DLSA Mortgage Loan Trust, Ser 2006-AR1, Cl M4 (D) 6.060%, 07/19/07 760 748 DSLA Mortgage Loan Trust, Ser 2004-AR4, Cl B1 (D) 5.920%, 07/19/07 1,160 1,167 DSLA Mortgage Loan Trust, Ser 2006-AR1, Cl M5 (D) 6.130%, 07/19/07 490 480 DSLA Mortgage Loan Trust, Ser 2006-AR1, Cl M7 (D) 7.070%, 07/19/07 490 479 Deutsche Alternatives Securities Mortgage Loan Trust, Ser 2006- AB3, Cl A1 (D) 6.250%, 06/30/36 3,710 3,705 First Franklin Mortgage Loan Asset, Ser 2004-FF10, Cl A2 (D) 5.720%, 07/26/07 289 289 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- First Franklin Mortgage Loan Asset, Ser 2005-FF4, Cl 2A3 (D) 5.540%, 07/25/07 3,997 $ 3,998 First Horizon Alternative Mortgage Trust, Ser 2005-AA3, Cl 3A1 (D) 5.349%, 07/01/07 1,022 1,019 First Horizon Alternative Mortgage Trust, Ser 2006-AA6, Cl 2A1 (D) 5.686%, 07/01/07 12,732 12,700 First Horizon Mortgage Pass- Through Trust, Ser 2006-AR3, Cl 1A1 (D) 5.695%, 07/01/07 3,051 3,036 GMAC Mortgage Loan Trust, Ser 2006-HE1, Cl A (D) 5.530%, 07/25/07 17,300 17,297 GSAA Home Equity NIM Trust, Ser 2006-2, Cl 2A1 (D) 5.420%, 07/27/07 8,453 8,449 GSAA Home Equity NIM Trust, Ser 2006-HE3N, Cl N1 (F) 5.500%, 05/25/36 102 51 Greenpoint Mortgage Funding Trust, Ser 2006-AR1, Cl M3 (D) 5.890%, 07/27/07 1,246 1,232 Home Equity Asset NIM Trust, Ser 2003-4, Cl M2 (D) 7.720%, 07/25/07 1,265 1,267 Home Equity Asset NIM Trust, Ser 2006-1N, Cl A (F) 6.500%, 05/27/36 222 167 Indymac Mortgage Loan Trust, Ser 2004-AR11, Cl 4A1 (D) 5.807%, 07/01/07 5,394 5,384 Indymac Mortgage Loan Trust, Ser 2004-AR6, Cl 1A (D) 5.495%, 07/01/07 815 820 Lehman Mortgage Trust, Ser 2006-4, Cl 4A1 6.000%, 08/25/21 9,968 10,012 Lehman XS Trust, Ser 2005-5N, Cl M4 (D) 7.070%, 07/31/07 1,850 1,660 Lehman XS Trust, Ser 2005-7N, Cl M71 (D) 7.070%, 07/27/07 1,075 960 MLCC Mortgage Investors, Ser 2006-1, Cl 1A1 (D) 5.328%, 07/01/07 6,214 6,250 Master Adjustable Rate Mortgages, Ser 2005-2, Cl 3A1 (D) 4.756%, 07/01/07 3,186 3,210 Master Asset Backed Securities Trust, Ser 2003-WMC2, Cl M1 (D) 6.020%, 07/27/07 605 605 Master Asset Backed Securities Trust, Ser 2006-AB1, Cl A1 (D) 5.460%, 07/27/07 6,939 6,940 Merrill Lynch Mortgage Investors Trust, Ser 2003-HE1, Cl M2 (D) 6.970%, 07/25/07 421 421 Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A (D) 4.775%, 07/01/07 622 626 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Merrill Lynch Mortgage Investors Trust, Ser 2005-HE2, Cl A2A (D) 5.430%, 07/27/07 478 $ 478 Morgan Stanley Capital I, Cl 2003- NC8, Cl M1 (D) 6.020%, 07/27/07 2,000 2,001 New Century Home Equity Loan Trust, Ser 2004-A, Cl AII3 (D) 4.450%, 07/01/07 1,723 1,712 Nomura Asset Acceptance, Ser 2004-R1, Cl A1 (F) 6.500%, 03/25/34 1,546 1,566 Nomura Asset Acceptance, Ser 2004-R2, Cl A1 (D) (F) 6.500%, 10/25/34 1,848 1,868 Option One Mortgage Loan Trust, Ser 2003-5, Cl M1 (D) 5.970%, 07/23/07 1,092 1,095 Option One Mortgage Loan Trust, Ser 2006-1, Cl M10 (D) (F) 7.820%, 07/27/07 230 205 Option One Mortgage Loan Trust, Ser 2006-1, Cl M11 (D) (F) 7.820%, 07/27/07 500 386 Residential Accredit Loans, Ser 2005-Q05, Cl M3 (D) 6.120%, 07/25/07 1,295 1,292 Residential Accredit Loans, Ser 2005-QA3, Cl NB2 (D) 5.248%, 07/25/07 5,206 5,194 Residential Accredit Loans, Ser 2006-Q01, Cl 2A3 (D) 5.720%, 07/27/07 626 628 Residential Asset Mortgage Products, Ser 2003-RS11, Cl MII1 (D) 6.050%, 07/25/07 188 188 Residential Asset Securities, Ser 2006-EMX2, Cl A1 (D) 5.400%, 07/27/07 2,850 2,850 Residential Asset Securities, Ser 2006-KS2, Cl A1 (D) 5.390%, 07/27/07 3,653 3,653 Residential Asset Securitization Trust, Ser 2004-IP2, Cl 3A1 (D) 5.275%, 07/25/07 5,217 5,189 Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2A (D) (F) 5.420%, 07/25/07 3,901 3,901 Resmae Mortgage Loan Trust, Ser 2006-1, Cl A2B (D) (F) 5.470%, 07/25/07 5,355 5,354 SB Finance NIM Trust, Ser 2006- KS4N, Cl N1 (F) 7.500%, 06/25/36 259 244 Sharps SP I LLC NIM Trust, Ser 2005-HE3N, Cl N (F) 5.000%, 05/25/35 336 76 Structured Adjustable Rate Mortgage Loan, Ser 2005-16 XS, Cl M2 (D) 6.220%, 07/25/07 775 769 Structured Asset Investment Loan Trust, Ser 2003-BC4, Cl M2 (D) 8.320%, 07/25/07 894 896 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Structured Asset Investment Loan Trust, Ser 2005-1, Cl A4 (D) (F) 5.550%, 07/25/07 661 $ 661 Structured Asset Investment Loan Trust, Ser 2005-8, Cl A2 (D) 5.450%, 07/25/07 586 586 Terwin Mortgage Trust, Ser 2006-5, Cl 1A2A (D) (F) 5.410%, 07/26/07 10,919 10,916 Terwin Mortgage Trust, Ser 2006-6, Cl 2A1 (D) 4.500%, 06/25/36 1,463 1,448 Washington Mutual Mortgage Pass- Through Certificates, Ser 2007-HY2, Cl 1A1 (D) 5.776%, 04/25/37 971 963 Washington Mutual Mortgage Pass- Through Certificates, Ser 2007-HY4, Cl 1A1 (D) 5.575%, 07/01/07 7,515 7,442 Washington Mutual Mortgage Pass- Through Certificates, Ser 2007-HY6, Cl HY6 (D) 5.707%, 06/25/37 2,943 2,927 Wells Fargo Mortgage Backed Securities Trust, Ser 2004-I, Cl B1 (D) 5.460%, 07/01/07 555 555 ------------- Total Asset-Backed Securities (Cost $244,052) ($ Thousands) 243,352 ------------- CORPORATE OBLIGATIONS -- 1.2% Aetna 5.750%, 06/15/11 1,520 1,529 Bear Stearns 5.350%, 02/01/12 1,290 1,266 CVS Caremark 5.750%, 06/01/17 665 642 Capmark Financial Group (F) 6.300%, 05/10/17 167 164 5.875%, 05/10/12 335 331 Cit Group 5.000%, 02/13/14 2,030 1,904 Comcast 5.300%, 01/15/14 1,035 998 Cox Communications 4.625%, 06/01/13 1,520 1,424 Discover Financial Services (F) 6.450%, 06/12/17 335 335 Dominion Resources 4.750%, 12/15/10 1,015 991 Exelon Generation 6.950%, 06/15/11 1,520 1,578 Genworth Financial 5.750%, 06/15/14 1,110 1,105 5.650%, 06/15/12 1,690 1,689 Goldman Sachs 5.500%, 11/15/14 3,045 2,966 HSBC Finance 6.375%, 10/15/11 1,520 1,562 Istar Financial + 5.875%, 03/15/16 1,015 977 JPMorgan Chase 5.125%, 09/15/14 1,520 1,460 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Kinder Morgan Energy Partners 5.000%, 12/15/13 1,520 $ 1,438 Lehman Brothers Holdings MTN 5.750%, 05/17/13 510 510 5.500%, 04/04/16 1,010 981 Merrill Lynch 6.050%, 05/16/16 1,520 1,503 Morgan Stanley 4.750%, 04/01/14 1,520 1,419 Morgan Stanley MTN, Ser G (D) 5.660%, 07/04/07 1,380 1,374 Prudential Financial MTN 5.800%, 06/15/12 460 463 Residential Capital 6.875%, 06/30/15 265 257 6.500%, 04/17/13 3,505 3,388 6.000%, 02/22/11 700 677 Shinsei Finance Cayman (D) (F) 6.418%, 01/29/49 1,740 1,692 Simon Property Group + 5.750%, 12/01/15 1,015 1,004 5.600%, 09/01/11 795 795 Teva Pharmaceutical 5.550%, 02/01/16 1,520 1,456 Time Warner 6.875%, 05/01/12 1,520 1,586 US Steel 5.650%, 06/01/13 355 350 Vodafone Group 5.625%, 02/27/17 745 712 5.350%, 02/27/12 255 251 Wachovia 5.300%, 10/15/11 2,485 2,459 4.875%, 02/15/14 1,015 968 Washington Mutual Preferred Funding (D) (F) 6.534%, 03/15/49 1,900 1,834 Weatherford International (F) 6.350%, 06/15/17 465 471 5.950%, 06/15/12 570 575 Wellpoint 6.800%, 08/01/12 1,015 1,062 ------------- Total Corporate Obligations (Cost $48,224) ($ Thousands) 48,146 ------------- U.S.GOVERNMENT AGENCY OBLIGATONS -- 1.0% FHLMC (G) 6.050%, 04/18/07 50 50 5.249%, 11/09/07 18,300 17,962 5.213%, 07/02/07 1,000 1,000 FHLMC CMO STRIPS, Ser 232, Cl IO, IO (E) 5.000%, 08/01/35 22,953 5,946 FHLMC CMO STRIPS, Ser 233, Cl 12, IO (E) 5.000%, 09/15/35 4,727 1,228 FHLMC CMO STRIPS, Ser 233, Cl 4, IO (E) 4.500%, 09/15/35 1,623 416 FNMA (G) 5.278%, 11/02/07 400 393 5.234%, 07/02/07 475 475 5.210%, 08/01/07 150 149 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount ($ Thousands)(1) Market Value Description /Shares ($ Thousands) - -------------------------------------------------------------------------------- FNMA CMO STRIPS, Ser 10, Cl FD (D) 5.670%, 07/25/07 5,520 $ 5,535 FNMA CMO STRIPS, Ser 359, Cl 6, IO (E) 5.000%, 11/01/35 1,899 485 FNMA CMO STRIPS, Ser 360, Cl 2, IO (E) 5.000%, 08/01/35 29,143 7,574 FNMA CMO STRIPS, Ser 365, Cl 2, IO (E) 5.000%, 03/01/36 1,724 424 FNMA CMO STRIPS, Ser 377, Cl 2, IO (E) 5.000%, 10/01/36 63 17 ------------- Total U.S. Government Agency Obligations (Cost $40,334) ($ Thousands) 41,654 ------------- PREFERRED STOCK -- 0.4% AUSTRALIA -- 0.0% News 44,855 955 ------------- BRAZIL -- 0.1% Petroleo Brasileiro 65,000 1,738 Usinas Siderurgicas de Minas Gerais, Cl A 54,200 3,093 ------------- 4,831 ------------- GERMANY -- 0.1% Porsche 2,269 4,054 Volkswagen 2,444 255 ------------- 4,309 ------------- ITALY -- 0.2% Istituto Finanziario Industriale 153,700 6,190 ------------- SOUTH KOREA -- 0.0% Samsung Electronics 2,900 1,357 ------------- Total Preferred Stock (Cost $12,291) ($ Thousands) 17,642 ------------- EQUITY LINKED WARRANTS -- 0.3% Number of Warrants -------- NEW ZEALAND -- 0.0% Infratil, Expires 06/29/12* 36,340 23 ------------- TAIWAN -- 0.3% HON HAI Precision Industry* 1,554,340 13,437 ------------- Total Equity Linked Warrants (Cost $7,242) ($ Thousands) 13,460 ------------- RIGHTS -- 0.0% Number of Rights ------ AUSTRALIA -- 0.0% Westfield Group, Expires 07/06/07* 54,700 -- ------------- - -------------------------------------------------------------------------------- Contracts/Shares/ Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Number of Rights ------ AUSTRIA -- 0.0% Immoeast, Expires 06/21/07* 98,200 $ -- ------------- FRANCE -- 0.0% Veolia Environnement, Expires 6/27/07* 48,050 54 ------------- Total Rights (Cost $0) ($ Thousands) 54 ------------- PURCHASED OPTIONS -- 0.0% July 2008 U.S. Ten Year Treasury Call, Expires 06/16/08, Strike Price $95.00* 53 -- ------------- Total Purchased Options (Cost $23) ($ Thousands) -- ------------- CASH EQUIVALENTS ++ -- 15.1% SEI Daily Income Trust, Prime Obligation Fund, Cl A, 5.330%** 66,402,201 66,402 SEI Liquidity Fund, L.P., 5.500%** (C) 549,428,852 549,429 ------------- Total Cash Equivalents (Cost $615,831) ($ Thousands) 615,831 ------------- U.S. TREASURY OBLIGATIONS(E) -- 0.9% U.S. Treasury Bills (A) 4.806%, 08/23/07 6,624 6,580 4.608%, 09/20/07 675 668 4.389%, 08/16/07 9,670 9,615 3.753%, 07/26/07 3,140 3,131 U.S. Treasury Inflationary Index Notes 3.875%, 04/15/29 2,748 3,318 2.375%, 04/15/11 13,016 12,874 ------------- Total U.S. Treasury Obligations (Cost $36,404) ($ Thousands) 36,186 ------------- COMMERCIAL PAPER (E) -- 0.2% UNITED STATES -- 0.2% ING Funding 5.266%, 07/09/07 10,000 9,987 ------------- Total Commercial Paper (Cost $9,987) ($ Thousands) 9,987 ------------- Total Investments -- 116.0% (Cost $3,974,679) ($ Thousands)+++ $ 4,733,401 ============= WRITTEN OPTIONS -- 0.0% UNITED STATES -- 0.0% June 2008 U.S. Ten Year Treasury Call, Expires 06/16/08, Strike Price $95.50 (53) $ -- ------------- Total Written Options (Premium received $(9)) ($ Thousands) $ -- ------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investment (Unaudited) Internationl Equity Fund June 30, 2007 Forward Foreign Currency Contracts -- A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2007, is as follows:
- --------------------------------------------------------------------------------------- UNREALIZED CURRENCY CURRENCY APPRECIATION SETTLEMENT TO DELIVER TO RECEIVE (DEPRECIATION) DATE (THOUSANDS) (THOUSANDS) ($ THOUSANDS) - --------------------------------------------------------------------------------------- 7/12/07-7/25/07 USD 261,318 GBP 131,584 $ 2,599 7/20/07 AUD 27,457 EUR 17,271 57 7/20/07 AUD 17,627 GBP 7,491 78 7/20/07 CAD 108,461 USD 101,664 (353) 7/20/07 EUR 10,772 AUD 17,200 27 7/20/07 EUR 8,802 SEK 82,270 116 7/20/07 EUR 27,359 USD 36,724 (245) 7/20/07 GBP 7,989 AUD 18,658 (22) 7/20/07 HKD 105,539 USD 13,507 - 7/20/07 MXP 323,707 USD 29,959 (12) 7/20/07 NOK 106,996 USD 17,760 (366) 7/20/07 NZD 7,136 USD 5,375 (129) 7/20/07 SEK 140,050 EUR 15,098 (43) 7/20/07 SGD 54,181 USD 35,311 (170) 7/20/07 USD 17,171 CAD 18,350 89 7/20/07 ZAR 75,593 USD 10,610 (91) 7/20/07-7/25/07 USD 37,094 AUD 43,930 150 7/20/07-7/25/07 USD 33,275 SEK 232,045 603 7/20/07-11/21/07 USD 173,959 CHF 212,847 297 7/20/07-12/21/07 CHF 140,300 GBP 58,463 1,970 7/20/07-12/21/07 CHF 150,100 USD 123,251 170 7/20/07-12/21/07 GBP 35,287 CHF 84,400 (1,485) 7/20/07-12/21/07 GBP 19,736 JPY 4,607,000 (1,918) 7/20/07-12/21/07 JPY 10,117,000 GBP 43,249 3,837 7/20/07-12/21/07 JPY 13,771,000 USD 116,373 3,871 7/20/07-12/21/07 USD 170,929 JPY 20,602,123 (3,261) 7/20/07-8/21/07 JPY 5,511,000 NZD 66,655 6,513 7/20/07-8/21/07 NZD 46,003 JPY 3,674,000 (5,549) 7/25/07 USD 2,830 DKK 15,707 23 7/25/07 USD 131,150 EUR 97,818 1,049 7/25/07 USD 6,398 HKD 49,951 (5) 7/25/07 USD 3,393 NOK 20,243 37 7/25/07 USD 601 NZD 791 9 7/25/07 USD 3,996 SGD 6,122 15 9/21/07-12/21/07 CHF 22,900 NZD 26,104 1,105 9/21/07-12/21/07 JPY 1,832,000 AUD 18,950 933 10/19/07 NZD 5,163 CHF 4,500 (250) ----------------- $ 9,649 =================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investment (Unaudited) Internationl Equity Fund June 30, 2007 Futures contracts -- a summary of the open futures contracts held by the Fund at June 30, 2007, is as follows:
- --------------------------------------------------------------------------------------- UNREALIZED NUMBER OF APPRECIATION TYPE OF CONTRACTS EXPIRATION (DEPRECIATION) CONTRACT LONG (SHORT) DATE ($ THOUSANDS) - --------------------------------------------------------------------------------------- U.S. Long Treasury Bond (53) Jun-2007 $ 71 U.S. 5-Year Note (285) Sep-2007 129 U.S. 2-Year Note (3) Sep-2007 1 U.S. 10-Year Note (490) Sep-2007 (129) Amsterdam Exchange Index 149 Jul-2007 421 CAC40 10 Euro 535 Jul-2007 1,103 DAX Index 150 Sep-2007 1,438 DJ Euro Stoxx 50 Index 768 Sep-2007 898 FTSE 100 Index 1,013 Sep-2007 858 Hang Seng Index 79 Jul-2007 (24) IBEX 35 Index 84 Jul-2007 3 MSCI Singapore Index 80 Jul-2007 (85) Nikkei 225 Index 22 Sep-2007 17 OMX Index 1,269 Jul-2007 (515) S&P/MIB Index 76 Sep-2007 210 SPI 200 Index 268 Sep-2007 (577) Topix Index 473 Sep-2007 (363) 90-Day Euro$ (180) Mar-2008 101 90-Day Euro$ (93) Mar-2009 45 90-Day Euro$ (134) Mar-2010 75 90-Day Euro$ (86) Mar-2011 41 90-Day Euro$ 7 Mar-2012 (8) 90-Day Euro$ (7) Jun-2008 (2) 90-Day Euro$ 168 Jun-2009 (206) 90-Day Euro$ (461) Jun-2010 467 90-Day Euro$ 34 Jun-2011 (52) 90-Day Euro$ (6) Jun-2012 (1) 90-Day Euro$ (314) Sep-2007 115 90-Day Euro$ (137) Sep-2008 73 90-Day Euro$ (180) Sep-2009 227 90-Day Euro$ (154) Sep-2010 82 90-Day Euro$ 41 Sep-2011 (59) 90-Day Euro$ (108) Dec-2007 37 90-Day Euro$ (693) Dec-2008 516 90-Day Euro$ (135) Dec-2009 73 90-Day Euro$ (137) Dec-2010 59 90-Day Euro$ 7 Dec-2011 (8) ----------------- $ 5,031 =================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 Swap Contracts - A summary of outstanding swap agreements held by the Fund at June 30, 2007, is as follows:
- ------------------------------------------------------------------------------------------------------------------------------------ TOTAL RETURN SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Delivers payment on the quarterly reset spread from Swiss Market Index plus 23 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bear Stearns) 01/24/08 CHF 35,600 $ 339 Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 8 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bank of America) 07/31/07 85,000 (97) Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 8 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bank of America) 09/30/07 60,000 (68) Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 5 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bank of America) 08/31/07 16,000 (32) Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 20 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bank of America) 09/30/07 28,000 (18) Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 15 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Wachovia) 08/31/07 39,000 (22) Receive payment on the monthly reset spread from Bank of America - CMBS AAA10Yr Index plus 10 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Wachovia) 12/31/07 5,000 --
- -------------------------------------------------------------------------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Receive payment on the monthly reset spread from Bank of America - CMBS IG 10Yr Index plus 20 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bank of America) 10/31/07 15,000 $ (15) Receive payment on the monthly reset spread from Lehman Brothers - CMBS AAA 10YR 8.5 Index plus 15 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: JPMorgan Chase) 12/31/07 8,000 -- Receive payment on the monthly reset spread from Lehman Brothers - CMBS AAA 10YR Index plus 5 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Wachovia) 08/31/07 50,000 6 Receive payment on the monthly reset spread from MSCI EAFE Index minus 20 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Bear Stearns) 03/24/08 52,640 (319) Receive payment on the monthly reset spread from MSCI Japan Net Index plus 20 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Goldman Sachs) 03/31/08 50,000 481 - ------------------------------------------------------------------------------------------------------------------------------------ $ 255 ====================================================================================================================================
CREDIT DEFAULT SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives monthly payment of 0.5400% (6.480% per annum) times the notional amount of the ABX.HE.A 06-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bank of America) 07/25/45 21,500 $ (1,023) Fund receives monthly payment of 0.5400% (6.480% per annum) times the notional amount of the ABX.HE.A 06-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bank of America) 07/25/45 23,500 (1,150)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives monthly payment of 0.4400% (5.280% per annum) times the notional amount of the ABX.HE.A 06-2 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bank of America) 05/25/46 14,000 $ (1,536) Fund receives monthly payment of 0.6400% (7.680% per annum) times the notional amount of the ABX.HE.A 07-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bank of America) 08/25/37 2,000 (135) Fund receives monthly payment of 0.6400% (7.680% per annum) times the notional amount of the ABX.HE.A 07-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bank of America) 08/25/37 2,250 (216) Fund pays quarterly payment of 0.3200% (1.280% per annum) times the notional amount of Alcan, Inc., 4.875%, 09/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 03/20/14 2,150 8 Fund pays quarterly payment of 0.3500% (1.400% per annum) times the notional amount of Alcan, Inc., 4.875%, 09/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 (11) Fund pays quarterly payment of 0.4400% (1.760% per annum) times the notional amount of Autozone, Inc., 5.875%, 10/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (19) Fund pays quarterly payment of 0.5500% (2.200% per annum) times the notional amount of Black & Decker Corp., 7.125%, 06/01/11. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (3) Fund pays quarterly payment of 0.2000% (0.800% per annum) times the notional amount of Campbell Soup Co., 4.875%, 10/01/13. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 06/20/14 3,500 9 Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (8)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 45,900 $ 184 Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 3,025 (4) Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,000 (1) Fund pays quarterly payment of 0.4450% (1.780% per annum) times the notional amount of Darden Restaurants, Inc., 7.125%, 02/01/16. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (11) Fund pays quarterly payment of 0.4250% (1.700% per annum) times the notional amount of Eastman Chemical Co., 7.600%, 02/01/27. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (11) Fund pays quarterly payment of 1.1800% (4.720% per annum) times the notional amount of Gap, Inc., 8.800%, 12/15/08. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 2 Fund pays quarterly payment of 0.3700% (1.480% per annum) times the notional amount of Johnson Controls, Inc., 7.125%, 07/15/17. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 (1) Fund pays quarterly payment of 0.3900% (1.560% per annum) times the notional amount of Johnson Controls, Inc., 7.125%, 07/15/17. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 (14) Fund pays quarterly payment of 0.4750% (1.900% per annum) times the notional amount of Ltd. Brands, Inc., 6.125%, 12/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (13)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund pays quarterly payment of 0.7300% (2.920% per annum) times the notional amount of Masco Corp., 5.875%, 07/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 $ 2 Fund pays quarterly payment of 0.4750% (1.900% per annum) times the notional amount of MeadWestvaco, 6.850%, 04/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (13) Fund pays quarterly payment of 0.3500% (1.400% per annum) times the notional amount of MGIC Investment Corp., 6.000%, 11/01/15. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 58 Fund pays quarterly payment of 0.2200% (0.880% per annum) times the notional amount of Nucor Corp., 4.875%, 10/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 6 Fund pays quarterly payment of 0.1400% (0.560% per annum) times the notional amount of Pitney Bowes, Inc., 4.625%, 10/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 5,200 12 Fund pays quarterly payment of 0.3500% (1.400% per annum) times the notional amount of PMI Group, Inc., 6.000%, 09/15/16. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 19 Fund pays quarterly payment of 0.3900% (1.560% per annum) times the notional amount of Radian Group, Inc., 7.750%, 06/01/11. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/13 2,500 52 Fund pays quarterly payment of 0.1900% (0.760% per annum) times the notional amount of TJX Cos, Inc., 7.450%, 12/15/09. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (4) Fund pays quarterly payment of 0.4500% (1.800% per annum) times the notional amount of Weyerhaeuser, Co., 6.750%, 03/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Bank of America) 12/20/11 2,500 (6)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) INTERNATIONAL EQUITY FUND June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives monthly payment of 0.5400% (6.480% per annum) times the notional amount of the ABX.HE.A 06-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Bear Stearns) 07/25/45 2,500 $ (69) Fund receives monthly payment of 0.6400% (7.680% per annum) times the notional amount of the ABX.HE.A 07-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: JPMorgan Chase) 08/25/37 3,000 (293) Fund pays quarterly payment of 0.3400% (1.360% per annum) times the notional amount of Agrium, Inc., 8.250%, 02/15/11. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 52 Fund pays quarterly payment of 0.4600% (1.840% per annum) times the notional amount of Autozone, Inc., 5.875%, 10/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 -- Fund pays quarterly payment of 0.5500% (2.200% per annum) times the notional amount of Black & Decker Corp., 7.125%, 06/01/11. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 (6) Fund pays quarterly payment of 0.2150% (0.860% per annum) times the notional amount of Carnival Corp., 6.650%, 01/15/28. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 06/20/12 2,000 1 Fund pays quarterly payment of 0.2600% (1.040% per annum) times the notional amount of Dow Chemical Co., 6.000%, 10/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/13 2,500 8 Fund pays quarterly payment of 1.1800% (4.720% per annum) times the notional amount of Gap, Inc., 8.800%, 12/15/08. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 18 Fund pays quarterly payment of 0.3900% (1.560% per annum) times the notional amount of Hasbro, Inc., 2.750%, 12/01/21. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 (17)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ----------------------------------------------------------------------------------------------------------------------------------- UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ----------------------------------------------------------------------------------------------------------------------------------- Fund pays quarterly payment of 0.7700% (3.080% per annum) times the notional amount of Jones Apparel Group, Inc., 5.125%, 11/15/14. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 $ (31) Fund pays quarterly payment of 0.4500% (1.800% per annum) times the notional amount of Lubrizol Corp., 7.250%, 06/15/25. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 (1) Fund pays quarterly payment of 0.3500% (1.400% per annum) times the notional amount of MGIC Investment Corp., 6.000%, 03/15/07. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/13 2,500 53 Fund pays quarterly payment of 0.2800% (1.120% per annum) times the notional amount of Nordstrom, Inc., 6.950%, 03/15/28. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/13 2,500 (12) Fund pays quarterly payment of 0.2200% (0.880% per annum) times the notional amount of Nucor Corp., 4.875%, 10/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 9 Fund pays quarterly payment of 0.3500% (1.400% per annum) times the notional amount of PMI Group, Inc., 6.000%, 09/15/16. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/13 2,500 3 Fund pays quarterly payment of 0.2000% (0.800% per annum) times the notional amount of PPG Industries, Inc., 7.050%, 08/15/09. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 (4) Fund pays quarterly payment of 0.3900% (1.560% per annum) times the notional amount of Radian Group, Inc., 7.750%, 06/01/11. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/13 2,500 (10) Fund pays quarterly payment of 0.2700% (1.080% per annum) times the notional amount of Southwest Airlines Co., 6.500%, 03/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 1
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ----------------------------------------------------------------------------------------------------------------------------------- UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ----------------------------------------------------------------------------------------------------------------------------------- Fund pays quarterly payment of 0.3200% (1.280% per annum) times the notional amount of Washington Mutual Co., 5.250%, 09/15/17. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 03/20/12 2,300 $ 5 Fund pays quarterly payment of 0.3380% (1.352% per annum) times the notional amount of Whirlpool Corp., 7.750%, 07/15/16. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: JPMorgan Chase) 12/20/11 2,500 19 Fund receives monthly payment of 0.5400% (6.480% per annum) times the notional amount of the ABX.HE.A 06-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Merrill Lynch) 07/25/45 10,000 (292) Fund receives monthly payment of 0.6400% (7.680% per annum) times the notional amount of the ABX.HE.A 07-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Merrill Lynch) 08/25/37 1,500 (159) Fund receives monthly payment of 0.6400% (7.680% per annum) times the notional amount of the ABX.HE.A 07-1 Index. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Merrill Lynch) 08/25/37 7,250 (517) Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,150 59 Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG., Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 12,700 53 Fund pays quarterly payment of 0.4000% (1.600% per annum) times the notional amount of CDX.NA.IG. Index. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 45,900 148 Fund receives quarterly payment of 0.4400% (1.760% per annum) times the notional amount of Dow Chemical Co., 6.000%, 10/01/12. Upon a defined credit event, Fund will deliver the notional amount and takes receipt of the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 5,000 (51)
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007
- ----------------------------------------------------------------------------------------------------------------------------------- UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ----------------------------------------------------------------------------------------------------------------------------------- Fund pays quarterly payment of 0.2500% (1.000% per annum) times the notional amount of Dow Chemical Co., 6.000%, 10/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/13 2,500 $ 7 Fund pays quarterly payment of 0.1300% (0.520% per annum) times the notional amount of Lowe's Cos., 8.250%, 06/01/10. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,500 -- Fund pays quarterly payment of 0.4500% (1.800% per annum) times the notional amount of Lubrizol Corp., 7.250%, 06/15/25. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,500 (21) Fund pays quarterly payment of 0.9000% (3.600% per annum) times the notional amount of MDC Holdings, Inc., 5.500%, 05/15/13. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,500 (32) Fund pays quarterly payment of 0.2800% (1.120% per annum) times the notional amount of Nordstrom, Inc., 6.950%, 03/15/28. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/13 2,500 (3) Fund pays quarterly payment of 0.6900% (2.760% per annum) times the notional amount of RR Donnelly & Sons Co., 4.950%, 04/01/14. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,500 16 Fund pays quarterly payment of 0.2700% (1.080% per annum) times the notional amount of Southwest Airlines Co., 6.500%, 03/01/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 12/20/11 2,500 1 Fund pays quarterly payment of 0.4500% (1.800% per annum) times the notional amount of Weyerhaeuser, Co., 6.750%, 03/15/12. Upon a defined credit event, Fund will receive the notional amount and deliver the defined obligation. (Counterparty: Merrill Lynch) 03/20/12 2,500 (3) - ------------------------------------------------------------------------------------------------------------------------------------ $ (4,895) ====================================================================================================================================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Equity Fund June 30, 2007 Percentages are based on Net Assets of $4,079,787 ($ Thousands). * Non-Income Producing Security ** Rate shown is the 7-day effective yield as of June 30, 2007. + Real Estate Investment Trust ++ Affiliated security (1) In U.S. dollars unless otherwise indicated. (A) Security, or portion thereof, has been pledged as collateral on open future contracts and written options. The rate reported on the Schedule of Investments is the effective yield at time of purchase. (B) This security or a partial position of this security is on loan at June 30, 2007. The total value of securities on loan at June 30, 2007 was $520,813 ($ Thousands). (C) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2007 was $549,429 ($ Thousands). (D) Variable Rate Security -- The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2007. (E) The rate reported is the effective yield at time of purchase. (F) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other "accredited investors". These securities have been determined to be liquid under guidelines established by the Board of Trustees. (G) Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. (H) Security, or portion of this security, has been pledged as collateral on open swap contracts. ADR -- American Depositary Receipt AUD -- Australian Dollar CAD -- Canadian Dollar CHF -- Swiss Franc Cl -- Class CMBS -- Collateralized Mortgage-Backed Securities CMO -- Collateralized Mortgage Obligation DKK -- Danish Krone EUR -- Euro FDR -- Fiduciary Depositary Receipt FHLMC -- Federal Home Loan Mortgage Corporation FNMA -- Federal National Mortgage Association GBP -- British Pound Sterling GDR -- Global Depositary Receipt GNMA -- Government National Mortgage Association HKD -- Hong Kong Dollar IO -- Interest Only - face amount represents notional amount JPY -- Japanese Yen LLC -- Limited Liability Company MTN -- Medium Term Note MXP -- Mexican Peso NIM -- Net Interest Margin NOK -- Norwegian Krone NZD -- New Zealand Dollar SDR -- Swedish Depositary Receipt SEK -- Swedish Krona Ser -- Series SGD -- Singapore Dollar STRIPS -- Separately Traded Registered Interest and Principal Securities TBA -- To Be Announced USD -- U.S. Dollar ZAR -- South African Rand Amounts designated as "--" are $0 or have been rounded to $0. +++ At June 30, 2007, the tax basis cost of the Fund's investments, excluding written options, was $3,974,679 ($ Thousands), and the unrealized appreciation and depreciation were $798,529 ($ Thousands) and $(39,807) ($ Thousands), respectively. For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi- annual or annual financial statements. - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- COMMON STOCK -- 92.7% ARGENTINA -- 0.2% IRSA Inversiones y Representaciones GDR* 51,500 $ 953 MetroGas ADR* 10,600 57 Perez Companc ADR* 93,900 1,019 Petrobas Energia Participaciones ADR (B)* 55,800 605 Telecom Argentina, Ser B ADR* 38,900 969 Telefonica de Argentina* 3,225 63 ------------- 3,666 ------------- BAHRAIN -- 0.1% Investcorp Bank GDR (A)* 41,313 1,053 ------------- BERMUDA -- 0.1% Credicorp 18,100 1,107 ------------- BRAZIL -- 7.7% All America Latina Logistica 83,400 1,137 Aracruz Celulose ADR 6,743 447 Banco Bradesco ADR 225,448 5,436 Banco do Brasil 122,100 1,759 Banco Itau Holding Financeira ADR 28,080 1,248 Banco Nossa Caixa 113,600 1,817 Banestes-Banco do Estado do Espirito Santo 709,900 512 BR Malls Participacoes* 47,300 616 Brasil Ecodiesel Industria e Comercio de Biocombus* 116,000 747 Brasil Telecom Participacoes ADR 67,610 4,088 Braskem ADR 10,000 180 Centrais Eletricas Brasileiras 46,938,300 1,409 Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR 186,170 7,195 Cia de Bebidas das Americas ADR 1,000 70 Cia de Concessoes Rodoviarias 31,100 579 Cia de Saneamento Basico do Estado de Sao Paulo* 125,870 2,779 Cia Energetica de Minas Gerais ADR* 26,300 555 Cia Paranaense de Energia 23,000 394 Cia Vale do Rio Doce ADR 130,300 5,805 Cia Vale do Rio Doce Sponsored ADR (B) 397,418 14,983 CPFL Energia 61,600 1,243 CPFL Energia ADR 6,400 389 Empresa Brasileira de Aeronautica ADR (B) 33,350 1,608 Gafisa ADR* 45,700 1,426 Gerdau ADR 157,400 4,048 Grendene 184,000 2,386 Investimentos Itau 11,909 74 JHSF Participacoes* 46,000 269 Localiza Rent A Car 213,500 2,412 Lojas Renner 214,900 3,994 Marfrig Frigorificos e Comercio de Alimentos* 102,300 977 Natura Cosmeticos 267,600 3,869 NET Servicos de Comunicacao 4,000 66 Petroleo Brasileiro ADR 88,617 10,747 Petroleo Brasileiro Sponsored ADR 82,570 8,809 Positivo Informatica 14,700 311 Santos-Brasil 115,281 1,730 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Souza Cruz 31,900 $ 770 Tam 26,401 874 Tele Norte Leste Participacoes ADR (B) 257,040 4,876 Tim Participacoes ADR 188,500 6,498 Uniao de Bancos Brasileiros 10,900 124 Uniao de Bancos Brasileiros ADR 150,320 16,967 Usinas Siderurgicas de Minas Gerais 17,600 1,161 Votorantim Celulose e Papel ADR 81,370 1,853 ------------- 129,237 ------------- CANADA -- 0.0% SXR Uranium One 35,000 447 ------------- CHILE -- 1.3% A.F.P. Provida ADR 11,600 363 Banco Santander Chile ADR 29,100 1,442 Centros Comerciales Sudamericanos 515,069 2,137 Cervecerias Unidas ADR 34,300 1,265 Cia Cervecerias Unidas ADR 4,177 154 CorpBanca 343,022,800 2,129 Embotelladora Andina ADR 32,078 657 Empresa Nacional de Electricidad ADR (B) 119,400 5,798 Empresas CMPC 21,300 789 Enersis ADR 151,722 3,042 Lan Airlines ADR 22,190 1,867 United Breweries 241,460 1,769 ------------- 21,412 ------------- CHINA -- 6.0% Bank of China 3,767,000 1,870 China Construction Bank 8,308,000 5,717 China International Marine Containers 566,280 1,402 China Life Insurance 574,000 2,063 China Medical Technologies ADR* 23,600 751 China Petroleum & Chemical, Cl H 12,630,000 13,974 China Shenhua Energy 861,500 3,008 China Shipping Development 2,668,000 6,170 China Telecom 13,832,000 8,139 China Yurun Food Group 4,308,000 4,816 Ctrip.com International ADR 3,000 236 Focus Media Holding ADR* 16,200 818 Great Wall Motor 2,199,500 3,196 Great Wall Technology 1,320,000 564 Guangdong Electric Power Development 1,034,400 953 Harbin Power Equipment 728,000 1,101 Huadian Power International 2,473,400 1,281 Huaneng Power International 1,652,800 1,877 Industrial & Commercial Bank of China, Cl H 13,064,820 7,253 Jiangxi Copper 199,000 334 Lenovo Group 2,674,000 1,577 Livzon Pharmaceutical 415,400 760 Mindray Medical International ADR 32,300 986 PetroChina, Cl H 9,494,000 13,990 PICC Property & Casualty 1,929,000 1,572 Semiconductor Manufacturing International 696,000 95 Shanghai Electric Group 812,000 366 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Shanghai Lujiazui Finance & Trade Zone Development 99,800 $ 216 Simcere Pharmaceutical Group ADR* 74,500 1,051 Sinotrans (B) 3,700,000 1,751 Weiqiao Textile 1,741,400 3,907 Yanzhou Coal Mining 5,144,900 7,858 ------------- 99,652 ------------- COLOMBIA -- 0.3% BanColombia ADR 173,360 5,691 ------------- CZECH REPUBLIC -- 0.7% CEZ 152,565 7,858 Komercni Banka 14,000 2,602 Telefonica O2 Czech Republic 13,000 364 Unipetrol* 50,401 677 ------------- 11,501 ------------- EGYPT -- 0.6% Commercial International Bank GDR 176,250 1,939 Egyptian International Pharmaceutical Industrial 27,000 139 El Ezz Steel 65,184 627 Mobinil-Egyptian Mobile Services 22,500 711 Orascom Construction Industries 21,347 1,395 Orascom Construction Industries GDR* 600 79 Orascom Construction Industries GDR (A) 10,223 1,355 Orascom Telecom Holding* 130,660 1,670 Orascom Telecom Holding GDR 18,925 1,228 Telecom Egypt 300,000 913 ------------- 10,056 ------------- HONG KONG -- 5.1% AAC Acoustic Technology Holdings 1,950,000 2,197 AMVIG Holdings 107,000 145 ASM Pacific Technology 270,000 1,956 Belle International Holdings* 61,000 67 Brilliance China Automotive Holdings 3,655,000 921 China Mengniu Dairy 1,867,000 6,436 China Merchants Bank 414,395 1,262 China Mobile Hong Kong 2,560,500 27,495 China Overseas Land & Investment 4,528,000 7,066 China Power International Development 2,050,200 1,120 China Unicom 64,000 110 Citic Ka Wah Bank 937,000 791 CNOOC 8,875,500 10,059 Cosco Pacific 1,982,000 5,197 Denway Motors 6,210,000 2,939 Digital China Holdings 1,109,000 484 Global Bio-Chem Technology Group (B) 3,813,500 1,571 Guangzhou Investment 1,546,000 394 Hopson Development Holdings 408,000 1,145 Industrial and Commercial Bank of China Asia 526,000 1,118 Johnson Electric Holdings 268,000 149 Samson Holding 1,884,000 976 Shanghai Industrial Holdings 1,006,000 3,860 Shenzhen Investment 1,468,000 1,112 Silver Grant International 1,280,000 357 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Texwinca Holdings (B) 2,344,600 $ 1,940 TPV Technology 4,456,000 3,084 United Laboratories* 1,084,000 481 Yue Yuen Industrial Holdings 467,500 1,450 ------------- 85,882 ------------- HUNGARY -- 0.8% Danubius Hotel and Spa* 4,715 253 Magyar Telekom 519,315 2,840 MOL Hungarian Oil & Gas 9,316 1,419 OTP Bank 136,233 7,937 Tiszai Vegyi Kombinat* 6,000 269 ------------- 12,718 ------------- INDIA -- 7.0% Andhra Bank 281,093 593 Bank of India 74,760 425 Bharat Electronics 21,240 955 Bharat Heavy Electricals 80,064 3,023 Bharat Petroleum 316,793 2,648 Bharti Televentures 995,857 20,440 Birla 95,812 629 CESC 75,930 695 Federal Bank 60,268 447 GAIL India 365,028 2,781 Grasim Industries 18,599 1,204 Gujarat Narmada Valley Fertilizers 171,817 475 Gujarat State Fertilisers 103,393 448 Hero Honda Motors 71,981 1,224 Hindalco Industries 609,051 2,395 Hindalco Industries GDR (A) 554,900 2,220 Hindustan Petroleum 405,880 2,669 Hindustan Zinc 105,859 1,827 Housing Development Finance 70,855 3,538 ICICI Bank 117,543 2,758 India Cements 233,820 1,195 Infosys Technologies 142,156 6,733 Infosys Technologies ADR (B) 95,200 4,797 ITC 1,277,609 4,853 Jet Airways India 60,420 1,214 JSW Steel 69,171 1,039 Larsen & Toubro 45,833 2,474 Mahanagar Telephone Nigam 460,180 1,815 Mahindra & Mahindra 61,290 1,088 National Aluminium 87,460 556 Nicholas Piramal India 338,750 2,492 Oil & Natural Gas 203,780 4,531 Ranbaxy Laboratories 349,698 3,050 Reliance Energy 72,480 1,093 Reliance Industries 40,874 1,707 Satyam Computer Services 156,390 1,797 Siemens India 193,444 6,622 State Bank of India GDR (A) 46,540 4,105 Steel Authority of India 1,705,190 5,481 Sterlite Industries India 175,486 2,522 Sterlite Industries India ADS* 9,000 132 Tata Motors 252,904 4,162 Tata Steel 98,976 1,452 UCO Bank 1,099,754 641 ------------- 116,945 ------------- INDONESIA -- 2.5% Bank Central Asia 9,881,500 5,961 Bank Mandiri Persero 20,868,500 7,218 Bank Rakyat Indonesia 3,749,000 2,386 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Gudang Garam 1,546,600 $ 1,909 HM Sampoerna 1,014,000 1,549 Indosat 1,091,900 785 International Nickel Indonesia 186,000 1,142 Medco Energi Internasional 6,387,500 2,492 Telekomunikasi Indonesia 16,073,000 17,523 ------------- 40,965 ------------- ISRAEL -- 2.2% Bank Hapoalim 1,432,714 6,987 Bank Leumi Le-Israel 861,880 3,376 Bezeq Israeli Telecommunication 3,368,977 5,530 Check Point Software Technologies 53,740 1,226 Clal Industries and Investments 34,720 204 Clal Insurance 24,164 659 Delek Group 5,300 1,251 First International Bank of Israel* 51,020 600 Harel Insurance Investments & Finances 7,600 421 Israel Discount Bank* 901,054 1,860 Makhteshim-Agan Industries 244,375 1,769 Mizrahi Tefahot Bank 92,264 678 Teva Pharmaceutical Industries 34,800 1,439 Teva Pharmaceutical Industries ADR 269,106 11,101 ------------- 37,101 ------------- JERSEY -- 0.1% Kazakhgold GDR* 60,556 1,184 ------------- LUXEMBOURG -- 0.1% Tenaris ADR 45,100 2,208 ------------- MALAYSIA -- 3.2% AMMB Holdings 1,189,200 1,488 Boustead Holdings 682,100 597 Commerce Asset Holdings 1,173,200 3,976 Gamuda 579,600 1,351 Genting* 780,000 1,864 Hong Leong Bank 439,700 809 Hong Leong Financial Group 272,700 509 Hong Leong Industries* 18,000 26 IOI* 4,718,000 7,106 Island & Peninsular* 126,100 85 Malayan Banking 2,487,900 8,647 Malaysia International Shipping (Foreign Market) 346,800 994 MMC 1,094,100 2,472 Oriental Holdings* 10,000 17 Padiberas Nasional 77,000 50 PLUS Expressways 425,400 394 Proton Holdings 198,100 344 Public Bank (Foreign Market) 412,100 1,188 Resorts World* 8,267,000 8,285 Sime Darby 1,180,800 3,283 Sunway City 418,800 607 Telekom Malaysia 283,200 845 Tenaga Nasional 2,752,900 9,090 ------------- 54,027 ------------- MEXICO -- 5.7% Alfa 241,500 1,907 America Movil ADR, Ser L 266,286 16,491 America Movil, Ser L 2,008,800 6,210 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Cemex* 1,625,772 $ 5,979 Cemex ADR* 34,110 1,259 Coca-Cola Femsa ADR 66,370 2,939 Consorcio 3,496,700 5,638 Controladora Comercial Mexicana 1,439,200 3,707 Cydsa* 72,900 56 Desarrolladora Homex* 22,100 1,339 Embotelladoras Arca 184,250 676 Empresas ICA* 107,500 546 Fomento Economico Mexicano ADR 44,846 1,763 Gruma 564,200 1,879 Grupo Bimbo, Ser A 213,000 1,316 Grupo Carso, Ser A1 410,100 1,588 Grupo Casa Saba ADR* 4,500 139 Grupo Continental 1,460,900 3,249 Grupo Financiero Banorte 1,895,564 8,691 Grupo Mexicano de Desarrollo* 38,300 196 Grupo Mexico, Ser B 467,500 2,876 Grupo Televisa 43,200 239 Grupo Televisa ADR 277,320 7,657 Impulsora Del Desarrollo Y El Empleo en America Latina* 57,900 90 Industrias Penoles* 7,500 90 Industrias, Ser B* 182,500 844 Kimberly-Clark de Mexico, Ser A 221,000 963 Organizacion Soriana 409,600 1,308 Telefonos de Mexico 2,047,100 3,883 Telefonos de Mexico ADR, Ser L 182,340 6,909 TV Azteca 1,410,000 1,248 Urbi Desarrollos Urbanos* 349,200 1,598 Wal-Mart de Mexico, Ser V 457,218 1,737 ------------- 95,010 ------------- PANAMA -- 0.0% Copa Holdings, Cl A 4,100 276 ------------- PHILIPPINES -- 1.0% ABS-CBN Broadcasting PDR (D) 748,200 518 Alliance Global Group 2,643,000 337 Ayala Land 13,515,240 5,114 Bank of the Philippine Islands (D) 1,797,126 2,662 First Philippine Holdings (D) 1,035,300 2,015 JG Summit Holdings 3,229,000 873 Manila Electric (D) 402,200 1,000 Metropolitan Bank & Trust (D) 901,200 1,393 Philippine National Bank* 421,800 552 SM Investments (D) 232,824 2,139 Union Bank of Philippines 335,300 449 ------------- 17,052 ------------- POLAND -- 1.0% Bank Handlowy w Warszawie 49,245 2,210 Echo Investment* 6,861 270 Globe Trade Centre* 44,000 771 Grupa Lotos 40,303 738 KGHM Polska Miedz 44,457 1,716 Multimedia Polska* 16,105 68 Orbis 25,981 779 Polish Oil & Gas 560,778 1,021 Polski Koncern Naftowy Orlen 177,210 3,499 Telekomunikacja Polska* 570,166 4,995 ------------- 16,067 ------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- RUSSIA -- 9.5% Chelyabinsk Zink Plant GDR (A) 62,400 $ 983 Cherkizovo Group GDR 79,406 1,080 CTC Media 21,900 594 Evraz Group GDR 18,433 758 Integra Group Holdings* 54,503 992 LUKOIL ADR 226,760 17,392 LUKOIL Sponsored ADR 62,700 4,778 Magnitogorsk Iron & Steel Works GDR* 141,025 1,805 Mechel Steel Group OAO ADR 6,000 219 MMC Norilsk Nickel ADR 80,762 17,929 Mobile Telesystems ADR 165,500 10,024 Novolipetsk Steel GDR 121,519 3,567 OAO Gazprom ADR* 890,413 37,308 Open Investments GDR 99,000 3,069 Pharmstandard GDR* 14,700 247 Polyus Gold ADR 51,574 2,187 Rosneft Oil GDR (A) 429,237 3,391 Rostlecom ADR 27,300 1,556 Sberbank GDR 28,783 14,167 Severstal GDR (A) 105,113 1,465 Sistema-Hals GDR (A)* 22,500 270 Sitronics GDR (A) 110,900 815 Surgutneftegaz ADR (B) 92,650 5,071 TMK OAO GDR 200 7 TMK OAO Registered GDR (A) 4,800 174 Unified Energy System GDR 91,100 12,295 Vimpel-Communications ADR 37,300 3,930 VTB Bank GDR (A)* 1,056,187 11,597 Wimm-Bill-Dann Foods OJSC ADR 13,860 1,442 ------------- 159,112 ------------- SINGAPORE -- 0.1% Goodpack 528,000 756 ------------- SOUTH AFRICA -- 6.4% ABSA Group (B) 103,922 1,938 Aeci 15,000 173 African Rainbow Minerals* 55,298 968 Alexander Forbes 369,391 898 AngloGold Ashanti (B) 62,812 2,379 Aspen Pharmacare Holdings (B) 372,720 1,956 Assore 8,062 309 Barloworld (B) 98,124 2,741 Bidvest Group (B) 82,311 1,681 DataTec 86,758 511 Delta Electrical Industries 17,287 41 Ellerine Holdings (B) 220,730 2,182 FirstRand (B) 1,195,897 3,833 Foschini 11,711 101 Gold Fields (B) 47,650 739 Gold Fields ADR 134,901 2,118 Harmony Gold Mining 196,629 2,796 Impala Platinum Holdings (B) 145,158 4,446 Imperial Holdings 58,337 1,206 JD Group 165,333 1,664 Johnnic Holdings 24,500 53 Kumba Iron Ore (B) 94,062 2,468 Lewis Group 27,000 235 Liberty Group 82,555 1,048 Liberty Holdings* 1,070 33 Merafe Resources 5,425,405 1,485 Metropolitan Holdings 286,000 603 Mittal Steel South Africa 92,991 1,680 MTN Group (B) 341,978 4,675 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Murray & Roberts Holdings (B) 207,328 $ 1,882 Mvelaphanda Resources* 6,000 52 Nampak (B) 902,512 2,803 Naspers (B) 200,526 5,175 Nedbank Group (B) 275,010 5,148 Sanlam (B) 3,484,817 11,114 Santam 21,651 349 Sappi (B) 439,227 8,018 Sasol (B) 376,919 14,217 Standard Bank Group (B) 563,168 7,850 Steinhoff International Holdings (B) 696,889 2,392 Telkom 125,000 3,162 Woolworths Holdings* 116,316 353 ------------- 107,475 ------------- SOUTH KOREA -- 14.5% Amorepacific 463 367 Cheil Industries 16,100 774 Daegu Bank 72,490 1,271 Daelim Industrial 42,670 6,350 Daewoo Shipbuilding & Marine Engineering 223,320 12,642 Dongbu Insurance 35,540 1,193 Doosan 9,450 1,473 E1 7,390 730 GS Holdings 22,870 1,112 Hana Financial Group 56,576 2,759 Handsome 17,390 294 Hanil Cement Manufacturing 5,122 635 Hankook Tire 48,650 874 Hanwha Chemical 48,240 1,191 Hynix Semiconductor 73,330 2,647 Hyundai Department Store 6,186 730 Hyundai Development 100,707 7,172 Hyundai Heavy Industries 16,733 6,248 Hyundai Mipo Dockyard 6,800 1,892 Hyundai Mobis 63,498 6,034 Hyundai Motor 124,502 9,837 INI Steel 24,020 1,326 KCC Engineering & Construction 3,100 217 KISWIRE 11,420 426 Kookmin Bank 208,302 18,285 Kookmin Bank ADR (B) 77,544 6,802 Korea Electric Power 196,080 8,702 Korea Iron & Steel 4,920 396 Korea Kumho Petrochemical 15,310 986 Korean Reinsurance 90,156 1,410 KT 20,660 966 KT ADR (B) 144,900 3,399 KT&G 30,430 2,141 Kumho Tire 228,300 3,422 Kyeryong Construction Industrial 8,130 443 LG 3,600 186 LG Chem 2,050 173 LG Electronics 73,095 6,044 LG Philips LCD 167,160 7,436 Lotte Confectionery 197 262 Lotte Shopping 22,083 8,605 LS Cable 19,290 1,353 Nong Shim 756 215 Nong Shim Holdings 4,632 464 Pacific 2,586 479 POSCO 22,321 10,715 POSCO ADR 11,690 1,403 S-Oil 75,624 5,820 Samsung Card* 600 37 Samsung Electronics 66,239 40,579 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Samsung Fire & Marine Insurance 38,235 $ 7,366 Samsung Heavy Industries 43,990 2,152 Samsung SDI 13,280 862 Samwhan 15,180 534 Samyang Genex 4,108 392 SFA Engineering 9,910 515 Shinhan Financial Group 118,213 7,191 Shinsegae 13,589 8,854 Shinyoung Securities 7,670 506 SK 30,470 4,436 SK Gas 5,271 419 SK Telecom 11,861 2,735 SK Telecom ADR (B) 112,130 3,067 Woori Finance Holdings 33,420 846 Woori Investment & Securities 132,750 4,066 ------------- 242,858 ------------- TAIWAN -- 12.2% Acer 976,000 1,990 Advanced Semiconductor Engineering 5,392,907 7,343 Asustek Computer 1,091,000 3,001 AU Optronics 2,312,830 3,941 Capital Securities 1,205,000 620 Catcher Technology 624,954 5,847 Cathay Financial Holding 3,243,213 7,746 China Development Financial Holding 4,109,000 1,782 China Motor 1,925,836 1,860 Chinatrust Financial Holding 12,839,947 10,001 Chunghwa Picture Tubes* 726,000 195 Chunghwa Telecom 3,778,500 7,208 Chunghwa Telecom ADR 225,392 4,251 Compal Electronics 7,731,537 8,351 CTCI 550,000 464 Delta Electronics 1,350,550 5,322 Delta Networks* 769,000 -- Eastern Media International 1,270,000 296 Eva Airways 13,948 6 Far Eastern Textile 405,643 415 Far EasTone Telecommunications 945,000 1,173 First Financial Holding 4,849,208 3,453 Formosa Chemicals & Fibre 358,000 826 Formosa Taffeta 1,011,000 1,107 Fubon Financial Holding 1,408,000 1,285 Grand Pacific Petrochemical 789,000 281 High Tech Computer* 293,798 5,247 HON HAI Precision Industry 2,426,401 20,967 Hung Sheng Construction 568,000 452 InnoLux Display* 26,000 108 Inventec 1,613,000 1,222 KYE Systems 275,000 433 Largan Precision* 80,000 1,122 Lite-On Technology 1,404,000 1,809 MediaTek 391,000 6,091 Mega Financial Holding 2,323,000 1,573 Mitac International* 997,000 1,265 Nan Ya Plastic 1,700,000 3,745 Nan Ya Printed Circuit Board 270,000 1,647 Nien Hsing Textile 1,272,000 900 Nien Made Enterprises 588,240 653 Novatek Microelectronics 597,398 3,126 Pixart Imaging* 146,000 2,181 Powerchip Semiconductor 5,147,000 3,132 President Securities 1,161,000 689 ProMOS Technologies 3,830,000 1,608 Quanta Computer* 4,324,956 6,738 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Radiant Opto-Electronics 746,150 $ 1,203 Richtek Technology 78,000 1,234 Shih Wei Navigation 149,000 222 Siliconware Precision Industries 3,017,098 6,408 Silitech Technology 392,000 2,046 Sincere Navigation 430,000 713 SinoPac Financial Holdings 8,448,230 4,036 Taiwan Cement* 1,533,854 1,778 Taiwan Cooperative Bank 1,458,000 1,058 Taiwan Fertilizer 1,493,000 3,134 Taiwan Semiconductor Manufacturing 5,897,677 12,723 Taiwan Semiconductor Manufacturing ADR (B) 646,882 7,200 Tatung* 3,549,000 1,587 Teco Electric and Machinery 525,000 299 Tripod Technology 262,000 1,335 Tung Ho Steel Enterprise 604,000 708 United Microelectronics 15,040,021 9,084 Walsin Lihwa 2,001,000 1,181 Winbond Electronics 3,009,000 1,135 Wistron* 549,000 1,026 Yageo 4,634,440 2,221 ------------- 203,803 ------------- THAILAND -- 1.8% Bangkok Bank 595,300 2,104 Bangkok Bank NVDR 605,700 2,053 Charoen Pokphand Foods 10,931,000 1,646 Delta Electronics Thai 1,000,600 664 Italian-Thai Development 3,632,800 637 Kasikornbank NVDR (Foreign) 2,234,600 4,951 Kasikornbank NVDR (B) 632,500 1,356 Krung Thai Bank 4,188,900 1,419 Krung Thai Bank NVDR 3,292,000 1,116 Land and Houses (B) 4,409,400 958 PTT 713,200 5,577 PTT (Foreign) 255,800 2,000 Siam Commercial Bank 444,800 889 Siam Commercial Bank (Public) 1,618,800 3,423 Thai Airways International 700,700 878 Thai Airways International NVDR 368,800 462 Thai Union Frozen Products 780,000 560 ------------- 30,693 ------------- TURKEY -- 1.8% Akcansa Cimento 8,000 49 Eczacibasi Ilac Sanayi 135,206 626 Eregli Demir ve Celik Fabrikalari* 60,000 368 Ford Otomotiv Sanayi 58,903 555 Haci Omer Sabanci Holding 1,082,452 5,429 KOC Holding 594,001 2,388 Petkim Petrokimya Holding* 15,000 103 Petrol Ofisi 376,211 1,570 Sinpas Gayrimenkul Yatirim Ortakligi* 63,084 333 TAV Havalimanlari Holding* 40,487 356 Tupras Turkiye Petrol Rafine 42,000 1,013 Turk Sise ve Cam Fabrikalari 286,470 1,184 Turkcell Iletisim Hizmet 613,502 4,157 Turkiye Garanti Bankasi 658,574 3,706 Turkiye Is Bankasi 1,284,413 6,048 Vestel Elektronik Sanayi 322,261 775 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 - -------------------------------------------------------------------------------- Market Value Description Shares ($ Thousands) - -------------------------------------------------------------------------------- Yazicilar Holding* 71,885 $ 567 ------------- 29,227 ------------- UNITED KINGDOM -- 0.6% Anglo American 123,175 7,278 BHP Billiton (B) 58,331 1,613 JKX Oil & Gas 85,230 576 ------------- 9,467 ------------- UNITED STATES -- 0.1% Caspian Services 71,100 210 Central European Distribution 33,842 1,171 ------------- 1,381 ------------- Total Common Stock (Cost $1,121,475) ($ Thousands) 1,548,029 ------------- PREFERRED STOCK -- 5.2% BRAZIL -- 4.9% Banco Bradesco 69,300 1,674 Banco Itau Holding Financeira 31,200 1,388 Brasil Telecom* 3,261 24 Braskem, Cl A 266,100 2,404 Centrais Eletricas Brasileiras, Cl B 149,497,100 4,424 Centrais Eletricas de Santa Catarina 20,500 431 Cia de Bebidas das Americas 533,000 374 Cia de Bebidas das Americas ADR 30,300 2,121 Cia de Tecidos do Norte de Minas - Coteminas 14,917,600 2,362 Cia Energetica de Minas Gerais* 385,313 8,162 Cia Paranaense de Energia 110,792,000 1,900 Cia Paranaense de Energia ADR 198,200 3,395 Cia Vale do Rio Doce, Cl A 215,400 8,069 Eletropaulo Metropolitana de Sao Paulo 12,042,900 794 Gerdau 78,500 2,019 Investimentos Itau 1,245,786 7,755 Klabin 95,500 337 Magnesita 22,800,000 361 Mangels Industrial 2,800 37 NET Servicos de Comunicacao* 375,300 6,206 Paranapanema* 7,023 134 Petroleo Brasileiro 440,100 11,768 Sadia 226,400 1,057 Tam 207,385 6,891 Tele Norte Leste Participacoes 36,300 693 Telecomunicacoes de Sao Paulo 9,176 299 Telemar Norte Leste 61,600 1,705 Telemig Celular Participacoes 726,676,710 1,830 Usinas Siderurgicas de Minas Gerais, Cl A 50,500 2,882 Votorantim Celulose e Papel* 57,000 1,307 ------------- 82,803 ------------- SOUTH KOREA -- 0.3% Hyundai Motor 67,540 3,085 Hyundai Motor (Second Preferred) 43,510 2,084 ------------- 5,169 ------------- Total Preferred Stock (Cost $55,453) ($ Thousands) 87,972 ------------- - -------------------------------------------------------------------------------- Shares/Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- EQUITY LINKED WARRANTS -- 0.1 % Number of Warrants -------- RUSSIA -- 0.1% Sberbank, Expires 02/23/10* 383 $ 1,490 ------------- Total Equity Linked Warrants (Cost $1,425) ($ Thousands) 1,490 ------------- RIGHTS -- 0.0% Number of Rights ------ BRAZIL -- 0.0% Ambev, Expires 04/30/08* 533,000 1 ------------- Total Rights (Cost $0) ($ Thousands) 1 ------------- CASH EQUIVALENTS**+ -- 6.8% UNITED STATES -- 6.8% SEI Daily Income Trust, Prime Obligation Fund, Cl A, 5.330% 6,421,768 6,422 SEI Liquidity Fund, L.P., 5.500% (C) 106,083,468 106,083 ------------- Total Cash Equivalents (Cost $112,505) ($ Thousands) 112,505 ------------- DEBENTURE BOND -- 0.0% BRAZIL -- 0.0% Companhia Vale do Rio Doce* 0.000%, 09/30/49 8 -- ------------- Total Debenture Bond (Cost $0) ($ Thousands) -- ------------- Total Investments -- 104.8% (Cost $1,290,858) ($ Thousands)+++ $ 1,749,997 ============= Percentages are based on Net Assets of $1,670,120 ($ Thousands). * Non-Income Producing Security ** Rate shown is the 7-day effective yield as of June 30, 2007. + Affiliated security (1) In U.S. dollars unless otherwise indicated. (A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other "accredited investors". These securities have been determined to be liquid under guidelines established by the Board of Trustees. (B) This security or a partial position of this security is on loan at June 30, 2007. The total value of securities on loan at June 30, 2007 was $101,566 ($ Thousands). (C) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2007 was $106,083 ($ Thousands). - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Equity Fund June 30, 2007 (D) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total value of such securities as of June 30, 2007 was $9,727 ($ Thousands). ADR -- American Depositary Receipt ADS -- American Depositary Share Cl -- Class GDR -- Global Depositary Receipt NVDR -- Non-Voting Depositary Receipt PDR -- Philippine Depositary Receipt Ser -- Series Amounts designated as "--" are $0 or have been rounded to $0. +++ At June 30, 2007, the tax basis cost of the Fund's investments was $1,290,858 ($ Thousands), and the unrealized appreciation and depreciation were $466,074 ($ Thousands) and $(6,935) ($ Thousands), respectively. For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements. - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- GLOBAL BONDS -- 64.3% AUSTRALIA -- 1.8% FMG Finance 9.750%, 09/01/13 350 $ 539 Government of Australia 8.750%, 08/15/08 1,900 1,653 7.500%, 09/15/09 8,673 7,513 Macquarie Bank MTN, Ser E (A) 0.000%, 09/19/07 GBP 336 649 New S Wales Treasury 7.000%, 12/01/10 4,950 4,239 ------------- 14,593 ------------- AUSTRIA -- 0.4% Kommunalkredit Austria 4.125%, 02/07/14 1,650 2,152 Telekom Finanzmanagement 5.000%, 07/22/13 601 804 Wienerberger (A) 6.500%, 02/09/17 300 396 ------------- 3,352 ------------- BELGIUM -- 1.3% Kingdom of Belgium, Ser 31 5.500%, 03/28/28 4,622 6,846 Kingdom of Belgium, Ser 41 4.250%, 09/28/13 2,600 3,448 ------------- 10,294 ------------- BERMUDA -- 0.1% Seadrill (A) (B) 5.870%, 01/23/09 NOK 2,000 338 5.370%, 01/23/08 NOK 500 85 ------------- 423 ------------- BRAZIL -- 0.3% Federal Republic of Brazil 8.250%, 01/20/34 1,847 2,268 ------------- CANADA -- 2.0% Bell Canada MTN 5.000%, 02/15/17 270 224 Government of Canada 5.000%, 06/01/37 2,000 2,049 4.500%, 06/01/15 190 178 4.000%, 06/01/16 9,572 8,639 Government of Canada Real Return 3.000%, 12/01/36 766 864 Province of Ontario 4.700%, 06/02/37 1,800 1,629 Province of Ontario MTN, Ser E 1.875%, 01/25/10 JPY 95,000 784 Suncor Energy MTN 6.700%, 08/22/11 1,212 1,212 YPG Holdings MTN 5.250%, 02/15/16 665 567 ------------- 16,146 ------------- CAYMAN ISLANDS -- 0.5% MUFG Capital Finance 2 (A) 4.850%, 07/25/16 1,000 1,266 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Mizuho Capital Investments (A) 5.020%, 06/30/11 1,000 $ 1,334 Resona Preferred Global Securities (A) (B) 7.191%, 07/30/49 443 453 Vale Overseas 6.875%, 11/21/36 301 303 Yorkshire Power Finance 7.250%, 08/04/28 GBP 408 921 ------------- 4,277 ------------- CZECH REPUBLIC -- 0.2% Czech Republic Bond 6.550%, 10/05/11 25,000 1,282 ------------- DENMARK -- 2.0% Danica Pension 4.350%, 10/29/49 1,980 2,605 Danske Bank MTN, Ser E (A) 5.875%, 03/26/15 540 755 FS Funding (A) 10.439%, 05/15/16 400 546 Kingdom of Denmark 4.000%, 11/15/17 10,025 1,726 Nykredit 4.858%, 10/01/38 (A) 41,996 7,172 4.000%, 01/01/08 18,000 3,258 ------------- 16,062 ------------- FINLAND -- 1.0% Government of Finland 4.250%, 07/04/15 150 198 3.875%, 09/15/17 6,000 7,615 ------------- 7,813 ------------- FRANCE -- 4.0% AXA MTN, Ser E (A) 5.777%, 07/29/49 1,100 1,490 Caisse D'Amort Dette Sociale MTN, Ser E 4.125%, 04/25/17 3,100 3,994 Caisse Nationale des Autoroutes 4.500%, 03/28/18 813 1,065 Caisse Refinancement de l'Habitat 4.250%, 10/25/14 332 432 Compagnie De St Gobain MTN, Ser E (A) 4.196%, 07/11/07 350 472 France Telecom MTN, Ser E 4.375%, 02/21/12 150 197 Government of France 5.750%, 10/25/32 8,830 13,655 3.750%, 04/25/17 1,880 2,367 3.500%, 04/25/15 2,074 2,606 Imerys 5.000%, 04/18/17 200 260 PPR MTN, Ser E 4.000%, 01/29/13 1,000 1,270 Renault MTN, Ser E 4.625%, 05/28/10 1,000 1,339 Veolia Environnement MTN, Ser E 5.875%, 06/27/08 1,740 2,378 ------------- 31,525 ------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30,2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- GERMANY -- 10.6% Bayer (A) 5.000%, 07/29/05 718 $ 898 Bayer MTN, Ser E 5.625%, 05/23/18 150 282 5.450%, 04/10/10 (A) 250 337 Bayerische Landesbank MTN, Ser E (A) 4.500%, 02/07/19 1,000 1,301 Bundesobligation 3.500%, 10/14/11 6,745 8,746 2.500%, 10/08/10 960 1,219 Bundesschatzanweisungen, Ser 1 3.750%, 03/13/09 2,125 2,836 Commerzbank MTN, Ser E (A) 4.125%, 09/12/16 1,350 1,764 Deutsche Bundesrepublik 5.500%, 01/04/31 1,785 2,668 4.750%, 07/04/34 10,497 14,250 4.250%, 01/04/14 1,350 1,792 4.250%, 07/04/14 695 921 4.000%, 01/04/37 1,090 1,309 3.750%, 07/04/13 3,630 4,700 3.750%, 01/04/15 6,765 8,671 3.750%, 01/04/17 410 519 3.750%, 01/04/17 315 399 3.500%, 01/04/16 14,151 17,706 3.250%, 07/04/15 2,775 3,425 Deutsche Pfandbriefbank 4.500%, 01/15/18 1,338 1,751 Henkel Kgaa (A) 5.375%, 11/25/04 221 286 KFW 4.700%, 06/02/37 3,000 2,658 1.350%, 01/20/14 JPY 615,000 4,881 Munich Re (A) 5.767%, 06/29/49 350 465 ------------- 83,784 ------------- HUNGARY -- 0.1% Government of Hungary 6.750%, 04/12/10 116,980 640 6.500%, 08/12/09 104,490 568 ------------- 1,208 ------------- IRELAND -- 0.7% Ardagh Glass Group PIK 10.750%, 03/01/15 160 222 GE Capital Euro Funding MTN, Ser E 4.375%, 03/30/11 400 533 GE Capital UK Funding MTN, Ser E 5.125%, 03/03/15 1,875 3,508 Hypo Real International Trust I (A) 5.864%, 06/29/49 1,000 1,327 ------------- 5,590 ------------- ITALY -- 2.5% Banca Pop Verona Novara MTN, Ser E (A) 4.386%, 02/08/17 1,350 1,348 Buoni Poliennali Del Tesoro 5.750%, 02/01/33 4,170 6,223 4.000%, 02/01/37 6,600 7,534 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Sanpaolo IMI MTN, Ser E 6.375%, 04/06/10 2,150 $ 3,020 Unicredito Italiano MTN, Ser E (A) 4.500%, 09/22/19 1,300 1,696 ------------- 19,821 ------------- JAPAN -- 14.9% Abbott Japan 1.050%, 11/06/08 67,000 541 Development Bank of Japan 2.300%, 03/19/26 110,000 893 1.600%, 06/20/14 470,000 3,790 East Japan Railway MTN, Ser E 4.750%, 12/08/31 GBP 1,000 1,775 Fukoku Mutual Life Insurance (A) 4.500%, 09/28/25 EUR 500 623 Government of Japan 10 Year Bond, Ser 252 1.000%, 06/20/13 951,300 7,458 Government of Japan 10 Year Bond, Ser 256 1.400%, 12/20/13 2,283,000 18,247 Government of Japan 10 Year Bond, Ser 257 1.300%, 12/20/13 2,229,250 17,707 Government of Japan 10 Year Bond, Ser 268 1.500%, 03/20/15 1,705,700 13,585 Government of Japan 15 Year Bond, Ser 35 (A) 0.780%, 07/20/20 375,000 2,849 Government of Japan 15 Year Bond, Ser 39 1.220%, 03/20/21 349,000 2,813 Government of Japan 15 Year Bond, Ser 40 (A) 1.350%, 05/20/21 406,600 3,295 Government of Japan 20 Year Bond, Ser 48 2.500%, 12/21/20 648,000 5,522 Government of Japan 20 Year Bond, Ser 82 2.100%, 09/20/25 719,000 5,729 Government of Japan 30 Year Bond, Ser 20 2.500%, 09/20/35 14,000 115 Government of Japan 30 Year Bond, Ser 22 2.500%, 03/20/36 287,000 2,349 Government of Japan CPI Linked Bond , Ser 10 1.100%, 12/10/16 1,650,000 13,191 Government of Japan CPI Linked Bond, Ser 5 0.800%, 09/10/15 515,754 4,052 Japan Finance for Municipal Enterprises 1.350%, 11/26/13 1,334,000 10,639 Resona Bank (A) 4.125%, 09/27/12 EUR 1,000 1,280 Sumitomo Mitsui Banking 5.625%, 10/15/15 (A) (B) 228 217 4.375%, 10/27/14 (A) EUR 830 1,108 ------------- 117,778 ------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- LUXEMBOURG -- 0.8% Basell AF SCA Registered 8.375%, 08/15/15 173 $ 234 Gaz Capital (B) 6.212%, 11/22/16 230 225 Gazprom OAO 9.625%, 03/01/13 470 544 Glencore Finance 6.500%, 02/27/19 200 381 5.375%, 09/30/11 450 608 Telecom Italia MTN, Ser E 7.000%, 04/20/11 2,050 2,968 Tyco International Group 6.500%, 11/21/31 GBP 415 930 6.000%, 11/15/13 331 340 ------------- 6,230 ------------- MEXICO -- 0.9% Mexican Bonos, Ser M10 8.000%, 12/17/15 14,710 1,389 Mexican Bonos, Ser M20 8.000%, 12/07/23 5,150 490 Mexican Bonos, Ser M30 10.000%, 11/20/36 6,810 804 Mexican Bonos, Ser MI10 9.500%, 12/18/14 11,240 1,147 9.000%, 12/20/12 31,008 3,040 ------------- 6,870 ------------- NETHERLANDS -- 3.6% ASML Holding 5.750%, 06/13/17 400 530 Adecco International Financial Services 4.500%, 04/25/13 1,200 1,566 Allianz Finance II (A) 6.125%, 05/31/22 1,000 1,412 Asset Repackaging Trust MTN, Ser E PIK 12.246%, 12/21/11 250 350 BMW Finance MTN 5.000%, 08/06/18 383 514 Bank Nederlandse Gemeenten MTN, Ser E 4.000%, 03/02/09 4,000 5,356 4.000%, 02/15/12 3,500 4,586 Boats Invest Netherlands PIK MTN, Ser E 11.000%, 03/31/17 250 348 Eureko (A) 5.125%, 06/24/15 450 588 Generali Finance (A) 5.479%, 02/28/49 450 593 Government of Netherlands 7.500%, 01/15/23 443 779 ING Bank MTN, Ser E 5.500%, 01/04/12 556 769 ING Groep MTN, Ser E (A) 4.176%, 06/29/49 382 475 ING Verzekeringen (A) 6.250%, 06/21/21 1,000 1,411 Iberdrola International MTN, Ser E 4.875%, 02/18/13 800 1,073 Kazkommerts International 8.000%, 11/03/15 700 681 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Koninklijke Philips Electronic 5.750%, 05/16/08 513 $ 700 Linde Finance (A) 8.125%, 07/14/66 250 534 8.125%, 07/14/66 340 726 Rabobank Nederland MTN, Ser E (E) 4.125%, 04/04/12 4,000 5,250 Siemens Financieringsmat (A) 6.125%, 09/14/66 275 522 ------------- 28,763 ------------- NEW ZEALAND -- 1.4% Government of New Zealand 6.000%, 07/15/08 10,033 7,638 Westpac New Zealand 7.750%, 03/08/10 5,000 3,794 ------------- 11,432 ------------- NORWAY -- 1.6% DDI Holding 10.000%, 03/15/12 2,000 351 Government of Norway 6.000%, 05/16/11 52,000 9,020 4.250%, 05/19/17 11,400 1,792 Petrojack (A) (B) 10.540%, 05/30/12 2,000 352 Petrolia Drilling (B) 10.750%, 02/14/11 2,000 358 Sevan Drilling (A) (B) 8.870%, 12/07/12 2,000 352 Sinvest (A) (B) 10.000%, 12/22/09 1,000 178 ------------- 12,403 ------------- PANAMA -- 0.1% Republic of Panama 9.375%, 04/01/29 879 1,165 ------------- PERU -- 0.1% Republic of Peru 7.350%, 07/21/25 509 567 ------------- POLAND -- 0.5% Republic of Poland 5.000%, 10/24/13 3,185 1,109 4.750%, 04/25/12 8,000 2,777 ------------- 3,886 ------------- RUSSIA -- 0.3% Ministry Finance of Russia, Ser V 3.000%, 05/14/08 1,162 1,137 Russian Federation Registered (C) 5.000%, 09/30/07 1,174 1,293 ------------- 2,430 ------------- SINGAPORE -- 0.7% Government of Singapore 3.750%, 09/01/16 7,963 5,596 ------------- SOUTH AFRICA -- 0.8% Foodcorp 8.875%, 06/15/12 77 109 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Foodcorp Registered 8.875%, 06/15/12 253 $ 358 Republic of South Africa 13.000%, 08/31/10 25,000 3,913 13.000%, 08/31/10 7,880 1,233 5.875%, 05/30/22 1,195 1,168 ------------- 6,781 ------------- SPAIN -- 0.2% BBVA International Preferred Uniperson (A) 3.798%, 09/29/49 1,000 1,195 S Finance Preferred Uniperson (A) 7.005%, 07/29/49 150 298 ------------- 1,493 ------------- SUPRA-NATIONAL -- 0.2% European Investment Bank 5.375%, 10/15/12 EUR 551 768 3.125%, 10/15/15 EUR 554 668 ------------- 1,436 ------------- SWEDEN -- 0.5% Kingdom of Sweden, Ser 1043 5.000%, 01/28/09 7,025 1,036 Kingdom of Sweden, Ser 1046 5.500%, 10/08/12 9,550 1,457 Svenska Handelsbanken MTN, Ser E (A) 4.194%, 12/29/49 467 579 Swedbank MTN, Ser E (A) 5.750%, 03/17/16 GBP 420 797 ------------- 3,869 ------------- SWITZERLAND -- 0.1% Bombardier 7.250%, 11/15/16 400 564 ------------- UNITED ARAB EMIRATES -- 0.4% Nakheel Development 3.173%, 12/14/09 1,285 1,300 National Bank of Abu Dhabi 5.875%, 02/27/12 950 1,854 ------------- 3,154 ------------- UNITED KINGDOM -- 5.8% AIB UK 1 (A) 4.781%, 12/17/49 EUR 194 239 Abbey National Treasury Services 5.375%, 12/30/09 389 767 Anglian Water Services Financial MTN, Ser E 5.250%, 10/30/15 280 526 4.625%, 10/07/13 1,450 1,920 Anglian Water Services Financial, Ser A5 6.293%, 07/30/30 500 1,047 Barclays Bank MTN, Ser E 5.750%, 09/14/26 274 532 British Telecommunications 5.750%, 12/07/28 111 200 5.250%, 06/23/14 EUR 300 404 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Brixton + 5.250%, 10/21/15 280 $ 516 Chester Asset Receivables 6.125%, 10/15/10 EUR 2,160 3,032 FCE Bank MTN, Ser E 7.125%, 01/15/13 EUR 500 663 4.722%, 09/30/09 (A) 500 665 Friends Provident (A) 6.875%, 11/21/19 413 815 Getin Finance MTN, Ser E (A) 6.019%, 05/13/09 200 271 Green King Finance, Ser B1 5.702%, 12/15/34 70 135 HBOS MTN, Ser E 5.125%, 10/29/49 (A) EUR 386 512 4.875%, 03/29/49 (A) 1,000 1,319 Halifax MTN, Ser E 6.375%, 04/03/08 267 537 Hammerson + 5.250%, 12/15/16 280 516 Ineo's Group Holdings 7.875%, 02/15/16 EUR 111 142 Lloyds TSB Bank (A) 6.350%, 10/29/49 EUR 391 558 Lloyds TSB Bank MTN, Ser E 6.625%, 03/30/15 214 438 MBNA Europe Funding MTN, Ser E 4.500%, 01/23/09 EUR 558 752 Marks & Spencer MTN, Ser E 5.625%, 03/24/14 268 508 National Westminster Bank 6.500%, 09/07/21 220 455 Northern Rock (B) 5.625%, 06/22/17 2,550 2,532 Northumbrian Water Finance 6.000%, 10/11/17 500 981 Novae Group 8.375%, 04/27/17 100 198 Old Mutual MTN, Ser E (A) 4.500%, 01/18/17 450 590 Standard Chartered Bank MTN, Ser E (A) 3.625%, 02/03/17 400 509 United Kingdom Treasury 8.750%, 08/25/17 800 2,011 8.000%, 12/07/15 1,300 3,033 5.000%, 03/07/18 950 1,850 4.750%, 09/07/15 390 742 4.750%, 12/07/38 1,000 1,995 4.000%, 09/07/16 6,150 11,050 Vodafone Group MTN, Ser E 5.900%, 11/26/32 500 949 4.250%, 05/27/09 EUR 994 1,331 W&DB Issuer, Ser B1 (A) 5.641%, 07/15/35 60 116 Zurich Finance MTN, Ser E (A) 6.625%, 10/30/49 260 508 ------------- 45,864 ------------- UNITED STATES -- 3.9% ASIF III Jersey 0.950%, 07/15/09 JPY 56,000 450 American Express Credit MTN, Ser E 5.625%, 08/18/09 GBP 437 865 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- BA Covered Bond Issuer MTN, Ser E 4.125%, 04/05/12 EUR 3,100 $ 4,066 BNP Paribas Capital Trust III (A) 6.625%, 12/29/49 1,000 1,429 Banca Poparle Bergamo Capital Trust (A) 8.364%, 12/29/49 EUR 475 706 Banca Popolare Lodi Trust (A) 6.742%, 06/29/49 EUR 955 1,358 CIT Group MTN, Ser E 5.500%, 12/15/08 GBP 416 824 Cablevision Systems, Ser B 8.000%, 04/15/12 235 232 Chesapeake Energy 6.250%, 01/15/17 EUR 400 540 Citigroup 5.000%, 09/15/14 5 5 4.750%, 02/10/19 (A) 1,000 1,325 Citigroup MTN, Ser E (A) 4.250%, 02/25/30 EUR 250 290 DaimlerChrysler MTN, Ser E 4.375%, 03/16/10 EUR 400 533 Directv Holdings 6.375%, 06/15/15 232 218 Dubai Islamic Bank 0.000%, 03/22/12 1,050 1,051 Electronic Data Systems, Ser B 6.500%, 08/01/13 474 469 General Electric Capital MTN, Ser E 0.750%, 02/05/09 JPY 39,000 314 General Motors 8.375%, 07/05/33 200 256 Genworth Financial 1.600%, 06/20/11 JPY 89,000 708 HSBC Finance MTN, Ser E 6.125%, 01/22/10 GBP 334 665 4.875%, 05/30/17 EUR 500 658 ILFC E-Capital Trust I (A) (B) 5.900%, 12/21/07 150 149 JPMorgan Chase MTN, Ser E (A) 4.375%, 11/12/19 1,000 1,286 Liberty Mutual Group (B) 7.800%, 03/15/37 315 297 Mirant Americas 8.500%, 10/01/21 275 287 Morgan Stanley MTN, Ser E 5.450%, 01/09/17 800 758 3.750%, 03/01/13 1,000 1,260 Motorola 7.500%, 05/15/25 85 90 6.500%, 09/01/25 531 508 Pfizer 1.800%, 02/22/16 JPY 110,000 867 0.800%, 03/18/08 JPY 13,000 105 Qwest Communications International 7.500%, 02/15/14 335 339 Reliant Energy 7.875%, 06/15/17 135 131 SLM (A) 4.089%, 09/15/07 300 382 4.039%, 06/15/09 150 198 SLM MTN 5.050%, 11/14/14 1,392 1,158 Toyota Motor Credit 0.750%, 06/09/08 JPY 101,000 817 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Tyson Foods 8.250%, 10/01/11 991 $ 1,072 Unicredito Ital Cap Trust 4.028%, 10/27/15 EUR 800 970 Wal-Mart Stores 4.875%, 01/19/39 GBP 238 424 Washington Mutual Bank 4.500%, 01/17/17 1,000 1,243 Western Union 5.930%, 10/01/16 1,538 1,501 ------------- 30,804 ------------- Total Global Bonds (Cost $515,136) ($ Thousands) 509,523 ------------- ASSET - BACKED SECURITIES -- 14.0% BELGIUM -- 0.4% B-Arena, Ser 2006-1, Cl A (A) 3.854%, 04/22/44 2,500 3,375 ------------- FRANCE -- 0.4% Auto Compartiment, Ser 2007-1, Cl A (A) 3.919%, 02/25/19 2,500 3,376 ------------- IRELAND -- 0.1% Talisman Finance, Ser 7, Cl H (A) 6.452%, 04/22/17 500 675 ------------- JERSEY -- 0.1% Whinstone Capital Management, Ser 1X, Cl B1 (A) 6.596%, 10/25/45 311 627 ------------- LUXEMBOURG -- 0.5% Geldilux, Ser 2005-TS, Cl 1A 3.878%, 12/10/12 3,000 4,054 ------------- NETHERLANDS -- 2.1% Amstel Corporate Loan Offering, Ser 2007-1, Cl A2 (A) 4.085%, 03/25/17 1,000 1,351 Beluga Master Issuer, Ser 2006-1, Cl A2 (A) 3.899%, 04/28/99 2,500 3,381 Lambda Finance, Ser 2005-1X, Cl A2 (A) 4.054%, 11/15/29 2,500 3,367 Saecure, Ser 5, Cl A (A) 3.353%, 05/25/42 1,415 1,911 Shield, Ser 1, Cl A (A) 3.924%, 01/20/14 2,500 3,383 Storm, Ser 2006-1, Cl A2 (A) 3.864%, 04/22/48 2,500 3,379 ------------- 16,772 ------------- SPAIN -- 0.4% FTA Santander Auto, Ser 1, Cl A (A) 3.902%, 11/25/21 1,773 2,393 Santander Consumer Finance, Ser 2007-1, Cl A 4.271%, 09/20/22 500 675 ------------- 3,068 ------------- - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- UNITED KINGDOM -- 1.4% Arkle Master Issuer, Ser 2006-1X, Cl 2C (A) 4.416%, 02/17/52 150 $ 203 Canary Wharf Finance, Ser II, Cl C2 (A) 6.224%, 10/22/37 200 401 Granite Master Issuer, Ser 2006-2, Cl A5 (A) 3.854%, 12/20/54 2,500 3,378 Metrix Funding, Ser 1X, Cl A2 (A) 4.013%, 02/10/19 2,500 3,383 Permanent Master Issuer, Ser 2007-1, Cl 3A (A) 3.870%, 10/15/33 2,500 3,377 ------------- 10,742 ------------- UNITED STATES -- 8.6% BCAP Trust, Ser 2007-AA1, Cl 1A1 (A) 5.420%, 02/25/47 2,640 2,640 Bear Stearns Commercial Mortgage Securities, Ser 2006-PW14, Cl A4 5.201%, 12/11/38 2,775 2,642 Chase Manhattan Auto Owner Trust, Ser 2005-B, Cl A4 4.880%, 06/15/12 3,230 3,208 Citibank Credit Card Issurance Trust, Ser A4, Cl A4 EUR 5.375%, 04/10/13 6,800 9,336 Countrywide Alternative Loan Trust, Ser 2006-43CB, Cl 1A7 (A) 6.000%, 01/31/37 4,394 4,398 Countrywide Alternative Loan Trust, Ser 2006-OC8, Cl 2A1A (A) 5.410%, 11/25/36 2,872 2,873 Countrywide Asset-Backed Certificates, Ser 2007-2, Cl 2A1 5.370%, 03/14/37 3,191 3,190 Credit Suisse First Boston Mortgage Securities, Ser 2002-CKS4, Cl A2 5.183%, 11/15/36 2,810 2,748 Credit Suisse First Boston Mortgage Securities, Ser CKS4, Cl A1 4.485%, 11/15/36 2,129 2,078 Deutsche Alt-A Securities, Ser 2007-BAR1, Cl A1 (A) 5.400%, 03/25/37 2,573 2,573 Ford Credit Auto Owner Trust, Ser 2006-B, Cl A2B (A) 5.340%, 07/15/09 2,623 2,623 Ford Credit Auto Owner Trust, Ser 2006-C, Cl A3 5.160%, 11/15/10 2,215 2,209 Keybank, Ser 2000-CA, Cl A2 7.727%, 05/17/32 2,613 2,728 LB-UBS Commercial Mortgage Trust, Ser 2007-C1, Cl A4 5.424%, 02/15/40 1,449 1,401 LB-UBS Commercial Mortgage Trust, Ser 2007-C7, Cl A1A 4.475%, 10/15/29 2,936 2,797 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Merrill Lynch/Countrywide Commercial Mortgage, Ser 2007-6, Cl A4 (A) 5.485%, 03/12/51 750 $ 727 Morgan Stanley Capital I, Ser 2006-IQ12, Cl A4 5.319%, 12/15/43 2,560 2,459 Morgan Stanley Capital I, Ser 2007-T25, Cl A3 (A) 5.514%, 11/12/49 784 764 Peco Energy Transition Trust, Ser A, Cl A1 6.520%, 12/31/10 2,600 2,676 SLM Student Loan Trust, Ser 2, Cl A5 (A) EUR 3.304%, 07/22/07 1,000 1,352 Salomon Brothers Mortgage Securities, Ser 2000-C1, Cl A2 7.520%, 12/18/09 2,475 2,567 Soundview Home Loan Equity Trust, Ser 2007-NS1, Cl A1 (A) 5.440%, 01/25/37 2,400 2,401 Structured Asset Investment Loan Trust, Ser 2006-BNC3, Cl A2 (A) 5.360%, 09/25/36 2,047 2,046 USAA Auto Owner Trust, Ser 2006-4, Cl A3 5.010%, 06/15/11 3,105 3,092 Wells Fargo Home Equity, Ser 2006-2, Cl A1 (A) 5.390%, 07/25/36 2,305 2,305 ------------- 67,833 ------------- Total Asset-Backed Securities (Cost $109,473) ($ Thousands) 110,522 ------------- LOAN PARTICIPATIONS -- 1.6 % UNITED STATES -- 1.6% Amsted Industries Term Loan 7.370%, 03/28/13 246 246 Aramark Term Loan 7.715%, 01/26/14 299 299 Beverly Enterprises Term Loan 8.124%, 07/24/11 343 345 Boston Generating Term Loan 7.615%, 12/22/13 749 726 Cablevision, Ser B Term Loan 7.122%, 03/14/13 495 494 Chapter Communications Term Loan 8.005%, 04/28/13 962 953 Eastman Kodak Term Loan 7.639%, 10/18/12 270 270 Education Management Term Loan 7.875%, 05/26/13 744 743 Ferro Term Loan 8.570%, 06/06/12 556 556 Ford Motor Company Term Loan 8.360%, 11/29/13 748 751 Hexion Specialty Term Loan 7.875%, 05/04/13 815 819 Jean Coutu Group Term Loan 7.938%, 07/30/11 605 605 Lear Term Loan 7.867%, 04/25/12 823 815 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- London Arena & Waterfront Term Loan 8.853%, 01/31/12 1,188 $ 1,194 N.E.W. Holding Term Loan 8.070%, 08/08/13 876 873 Peach Holding Term Loan 9.110%, 11/21/13 594 598 TP Generation Holdings Term Loan 9.616%, 12/15/14 500 502 Targus Group Term Loan 8.870%, 11/22/12 496 489 United Subcontractors Term Loan 8.120%, 12/27/12 746 738 Wimar Opco Term Loan 7.870%, 01/03/11 500 503 ------------- Total Loan Participations (Cost $12,563) ($ Thousands) 12,519 ------------- CORPORATE OBLIGATIONS -- 1.5% UNITED STATES -- 1.5% AK Steel 7.875%, 02/15/09 117 117 Altria Group 7.750%, 01/15/27 705 824 Autonation (A) (B) 7.374%, 07/15/07 44 44 Embarq 7.082%, 06/01/16 1,648 1,657 Ford Motor Credit 6.625%, 06/16/08 365 365 4.950%, 01/15/08 119 118 Hertz (B) 8.875%, 01/01/14 221 230 JPMorgan Chase MTN (A) 5.437%, 12/22/08 4,000 4,003 MGM Mirage 8.375%, 02/01/11 211 216 Momentive Performance 0.000%, 12/04/13 998 996 NRG Energy 7.375%, 02/01/16 225 226 Sara Lee 6.250%, 09/15/11 448 456 Starwood Hotels & Resorts 7.375%, 11/15/15 1,194 1,181 Union Carbide 7.750%, 10/01/96 910 924 Wachovia Capital Trust III (A) 5.800%, 03/15/11 385 383 Williams 7.875%, 09/01/21 207 223 ------------- Total Corporate Obligations (Cost $12,019) ($ Thousands) 11,963 ------------- U.S. GOVERNMENT AGENCY OBLIGATIONS -- 0.4% FHLMC CMO, Ser 2945, Cl BD 5.500%, 10/15/34 2,158 2,146 FHLMC 4.750%, 01/15/13 EUR 557 752 ------------- Total U.S. Government Agency Obligations (Cost $2,953) ($ Thousands) 2,898 ------------- - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- U.S. GOVERNMENT AGENCY MORTGAGE-BACKED OBLIGATIONS -- 0.0% FHLMC 7.000%, 02/01/37 126 $ 129 5.805%, 02/01/36 (A) 8 8 ------------- Total U.S. Government Agency Mortgage-Backed Obligations (Cost $137) ($ Thousands) 137 ------------- TIME DEPOSITS -- 6.0% UNITED STATES -- 6.0% Royal Bank of Canada 5.260%, 07/11/07 14,505 14,505 5.250%, 07/02/07 16,421 16,421 UBS London 5.260%, 07/31/07 16,384 16,384 ------------- Total Time Deposits (Cost $47,310) ($ Thousands) 47,310 ------------- U.S. TREASURY OBLIGATIONS -- 0.8% U.S. Treasury Bills (D) 0.949%, 07/12/07 1,200 1,199 U.S. Treasury Bonds 6.000%, 02/15/26 975 1,064 U.S. Treasury Inflationary Index Notes 2.500%, 07/15/16 1,870 1,849 U.S. Treasury Notes 4.750%, 02/15/37 1,140 1,075 4.500%, 05/15/17 1,450 1,390 4.250%, 11/15/14 90 86 ------------- Total U.S. Treasury Obligations (Cost $6,686) ($ Thousands) 6,663 ------------- Total Investments -- 88.6% (Cost $706,277) ($ Thousands)+++ $ 701,535 ============= - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 FORWARD FOREIGN CURRENCY CONTRACTS -- A SUMMARY OF THE OUTSTANDING FORWARD FOREIGN CURRENCY CONTRACTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- -------------------------------------------------------------------------------------------------------------------------- UNREALIZED CURRENCY CURRENCY APPRECIATION SETTLEMENT TO DELIVER TO RECEIVE (DEPRECIATION) DATE (THOUSANDS) (THOUSANDS) ($ THOUSANDS) - -------------------------------------------------------------------------------------------------------------------------- 7/3/07-7/11/07 USD 5,657 NOK 34,040 $ 108 7/3/07-7/30/07 USD 19,371 EUR 14,309 (37) 7/3/07-8/3/07 AUD 14,106 USD 11,686 (275) 7/3/07-8/3/07 CZK 57,000 USD 2,685 3 7/3/07-8/3/07 GBP 29,419 USD 58,294 (714) 7/3/07-8/3/07 MXP 116,009 USD 10,644 (96) 7/3/07-8/3/07 NOK 138,477 USD 22,914 (540) 7/3/07-8/3/07 SEK 121,730 USD 17,808 36 7/3/07-8/13/07 PLZ 25,264 USD 8,915 (163) 7/3/07-8/17/07 CAD 32,984 USD 30,442 (589) 7/3/07-8/17/07 USD 9,342 CAD 9,972 38 7/3/07-8/28/07 EUR 314,729 USD 423,523 (1,792) 7/3/07-10/10/07 USD 25,614 JPY 3,049,213 (856) 7/3/07-12/12/07 JPY 22,265,445 USD 186,126 5,275 7/10/07-7/26/07 USD 11,921 GBP 5,965 44 7/11/07 AUD 8,011 EUR 5,040 14 7/11/07 AUD 5,583 GBP 2,377 32 7/11/07 EUR 3,137 AUD 5,013 14 7/11/07 GBP 2,741 AUD 6,467 (14) 7/11/07 SEK 40,130 EUR 4,328 (9) 7/11/07-7/24/07 EUR 5,708 SEK 52,906 10 7/11/07-8/10/07 JPY 1,130,000 NZD 13,604 1,309 7/11/07-8/10/07 NZD 7,087 JPY 565,000 (874) 7/11/07-10/10/07 GBP 5,984 CHF 14,300 (301) 7/11/07-11/09/07 GBP 12,196 JPY 2,795,000 (1,673) 7/11/07-12/12/07 CHF 31,200 GBP 13,022 523 7/11/07-12/12/07 CHF 48,450 USD 39,957 242 7/11/07-12/12/07 JPY 4,464,000 GBP 19,339 2,318 7/11/07-12/12/07 USD 25,712 CHF 31,100 (218) 7/17/07-7/18/07 NZD 6,402 USD 4,681 (258) 7/18/07 DKK 86,333 USD 15,706 30 7/18/07 USD 3,058 DKK 16,804 (7) 7/18/07 USD 4,643 MXP 50,219 7 7/18/07 USD 1,406 PLZ 4,040 45 7/18/07 USD 1,739 SGD 2,619 (24) 7/18/07 USD 714 ZAR 5,010 (5) 7/18/07-7/25/07 USD 10,853 SEK 76,421 305 7/18/07-8/21/07 ZAR 40,272 USD 5,569 (127) 7/18/07-8/27/07 SGD 11,051 USD 7,254 - 7/23/07 HUF 225,654 USD 1,223 (17) 7/23/07 USD 2,423 AUD 2,866 7 7/25/07 EUR 3,500 NOK 28,316 67
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 FORWARD FOREIGN CURRENCY CONTRACTS (CONTINUED)
- -------------------------------------------------------------------------------------------------------------------------- UNREALIZED CURRENCY CURRENCY APPRECIATION SETTLEMENT TO DELIVER TO RECEIVE (DEPRECIATION) DATE (THOUSANDS) (THOUSANDS) ($ THOUSANDS) - -------------------------------------------------------------------------------------------------------------------------- 7/26/07 EUR 3,500 JPY 562,512 $ (161) 9/12/07-12/12/07 CHF 5,600 NZD 6,445 322 9/12/07-12/12/07 JPY 692,000 AUD 7,194 396 10/10/07 AUD 1,418 JPY 138,000 (67) --------------- $ 2,328 ===============
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 FUTURES CONTRACTS -- A SUMMARY OF THE OPEN FUTURES CONTRACTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- --------------------------------------------------------------------------------------- UNREALIZED NUMBER OF APPRECIATION TYPE OF CONTRACTS EXPIRATION (DEPRECIATION) CONTRACT LONG (SHORT) DATE ($ THOUSANDS) - --------------------------------------------------------------------------------------- U.S. Long Treasury Bond (105) Sep-2007 $ 41 U.S. 5-Year Note (27) Sep-2007 4 U.S. 2-Year Note (77) Sep-2007 20 U.S. 10-Year Note (272) Sep-2007 176 Canadian Bank Acceptance (141) Sep-2007 (4) Canadian Bank Acceptance 128 Dec-2007 (28) Japan 10-Year Bond 6 Sep-2007 (19) Euro-Bobl 123 Sep-2007 (48) Euro-Bund 194 Sep-2007 (281) -------------- $ (139) ==============
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 SWAP CONTRACTS - A SUMMARY OF OUTSTANDING SWAP AGREEMENTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- ------------------------------------------------------------------------------------------------------------------------------------ CREDIT DEFAULT SWAP - ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Pays a quarterly payment of 0.4000% (1.600% per annum) times the notional amount of the Reutersfin PLC, 4.625%, 11/19/10. Upon a defined credit event, Fund receives the notional amount and delivers the defined deliverable obligation. (Counterparty: Deutsche Bank) 06/20/12 EUR 2,000 $ (31) ==================================================================================================================================== TOTAL RETURN SWAP - ------------------------------------------------------------------------------------------------------------------------------------ Receive payment on the monthly reset spread from Lehman Global Aggregate Ex USD RBI Basket Series 1 Index plus 11 basis points times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Lehman Brothers) 02/01/08 84,352 $ (661) ==================================================================================================================================== INTEREST RATE SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ Pays a fixed rate of 4.269% and receives a floating rate based on the 3 Month Canadian LIBOR quarterly. (Counterparty: JPMorgan Chase) 03/22/12 CAD 15,000 $ 266 Pays a fixed rate of 4.196% and receives a floating rate based on the 6 Month Euribor semi-annually. (Counterparty: JPMorgan Chase) 03/30/12 EUR 3,000 253 Receives a fixed rate of 5.499% and pays a floating rate based on the 6 Month GBP LIBOR semi-annually. (Counterparty: Deutsche Bank) 03/22/12 GBP 6,000 (353) Receives a fixed rate of 1.285% and pays a floating rate based on the 6 Month Yen LIBOR semi-annually. (Counterparty: JPMorgan Chase) 03/26/12 JPY 2,600,000 (252) Receives a fixed rate of 2.218% and pays a floating rate based on the 6 Month Yen LIBOR semi-annually. (Counterparty: JPMorgan Chase) 03/26/27 JPY 1,000,000 (328) Receives a fixed rate of 7.661% and pays a floating rate based on the 3 Month New Zealand BKBM semi-annually. (Counterparty: Deutsche Bank) 03/26/12 NZD 3,000 9 - ------------------------------------------------------------------------------------------------------------------------------------ $ (405) ====================================================================================================================================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) International Fixed Income Fund June 30, 2007 Percentages are based on Net Assets of $792,151 ($ Thousands). + Real Estate Investment Trust (1) In local currency unless otherwise indicated. For countries that have adopted the Euro as their local currency, face amount represents either Euro of the country's legacy currency. (A) Variable Rate Security -- The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2007. (B) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other "accredited investors". These securities have been determined to be liquid under guidelines established by the Board of Trustees. (C) Step Bonds -- The rate reflected on the Schedule of Investments is the effective yield on June 30, 2007. The coupon on a step bond changes on a specified date. (D) Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. (E) Security purchased on a when-issued basis. AUD -- Australian Dollar CAD -- Canadian Dollar CHF -- Swiss Franc Cl -- Class CMO -- Collateralized Mortgage Obligation CPI -- Consumer Price Index CZK -- Czech Koruna DKK -- Danish Krone EUR -- Euro FHLMC -- Federal Home Loan Mortgage Corporation GBP -- British Pound Sterling HUF -- Hungarian Forint JPY -- Japanese Yen LIBOR -- London Interbank Offered Rate MTN -- Medium Term Note MXP -- Mexican Peso NOK -- Norwegian Krone NZD -- New Zealand Dollar PIK -- Payment-in-Kind PLC -- Public Limited Company PLZ -- Polish Zloty SEK -- Swedish Krona Ser -- Series SGD -- Singapore Dollar USD -- U.S. Dollar ZAR -- South African Rand Amounts designated as "--" are $0 or have been rounded to $0. +++ At June 30, 2007, the tax basis cost of the Fund's investments was $706,277 ($ Thousands), and the unrealized appreciation and depreciation were $8,708 ($ Thousands) and $(13,450) ($ Thousands), respectively. For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements. - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- GLOBAL BONDS -- 84.3% ARGENTINA -- 6.4% Alto Parana Sa Celara6 (A) 6.375%, 06/09/17 440 $ 439 Cia Transporte Energia Registered (A) 8.875%, 12/15/16 470 471 Province Del Neuquen (A) 8.656%, 10/18/14 250 253 Province of Buenos Aires (A) 9.620%, 04/18/28 1,605 1,521 Province of Buenos Aires Registered 9.625%, 04/18/28 410 390 9.375%, 09/14/18 470 451 2.000%, 05/15/35 (H) 1,200 540 Province of Mendoza Registered 5.500%, 09/04/18 128 107 Republic of Argentina 12.000%, 09/19/16 (I) EUR 1,000 229 11.750%, 05/20/11 (I) EUR 2,500 593 9.000%, 05/29/09 (I) EUR 2,650 1,206 9.000%, 06/20/49 EUR 1,125 517 8.857%, 12/15/35 (B) 2,400 331 8.500%, 07/01/04 (I) EUR 775 351 8.280%, 12/31/33 (C) 11,660 11,252 8.125%, 04/21/08 (I) EUR 4,200 1,920 8.000%, 02/25/02 (I) EUR 675 310 8.000%, 02/26/08 (I) EUR 1,000 467 7.820%, 12/31/33 EUR 249 308 7.625%, 03/31/05 (I) 1,120 280 7.625%, 08/11/07 (I) EUR 2,325,000 524 7.535%, 12/15/35 (B) 10,120 1,478 7.000%, 03/18/04 (I) EUR 1,475,000 339 7.000%, 09/12/13 3,600 3,420 7.000%, 10/03/15 3,810 3,421 5.875%, 08/03/12 (B) (I) 8,145 5,946 5.475%, 08/03/07 (B) 1,440 1,051 3.127%, 12/31/33 (B) 2,123 950 1.330%, 12/31/38 (C) (H) 38,225 15,768 Republic of Argentina MTN, Ser E 10.000%, 01/03/07 (I) EUR 3,000,000 717 9.250%, 07/20/04 1,375 630 9.000%, 05/24/49 (I) EUR 1,400 650 8.750%, 02/04/49 (I) EUR 1,375 636 8.500%, 07/30/10 (I) EUR 2,000 897 7.625%, 08/11/07 (I) ITL 2,255,000 492 Transportadora Gas Norte (A) (H) 7.500%, 12/31/12 260 252 6.500%, 12/31/12 40 38 Transportadora Gas Norte Registered (H) 7.500%, 12/31/12 130 122 6.500%, 12/31/12 102 99 6.500%, 12/31/12 114 107 ------------ 59,473 ------------ BAHAMAS -- 0.2% Banco Votorantim Nassau (A) 10.325%, 04/10/14 2,750 1,480 ------------ BELIZE -- 0.0% Government of Belize Registered 4.250%, 02/20/29 (H) 400 324 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- BERMUDA -- 0.1% Citic Resources Finance (A) 6.750%, 05/15/14 300 289 Digicel Group (A) 8.875%, 01/15/15 550 539 ------------ 828 ------------ BOSNIA-HERZEGOVINA -- 0.1% Republic of Bosnia & Herzegovina, Ser B (L) 10.325%, 12/11/17 EUR 2,300 1,175 ------------ BRAZIL -- 8.9% Cesp-Comp Ener Sao Paulo (A) 9.750%, 01/15/15 BRL 1,375 822 Federal Republic of Brazil 12.500%, 01/05/22 BRL 9,990 6,683 11.000%, 08/17/40 21,462 28,147 10.500%, 07/14/14 240 302 10.250%, 01/10/28 BRL 11,325 6,595 10.125%, 05/15/27 5,625 7,931 8.875%, 10/14/19 2,825 3,453 8.875%, 04/15/24 3,700 4,607 8.750%, 02/04/25 3,755 4,647 8.250%, 01/20/34 2,500 3,070 8.000%, 01/15/18 340 374 7.125%, 01/20/37 (C) 9,070 9,796 6.000%, 01/17/17 6,385 6,257 ------------ 82,684 ------------ CAYMAN ISLANDS -- 0.5% Banco Safra (A) 10.875%, 04/03/17 BRL 2,800 1,499 Blue City Investments 13.750%, 11/07/13 750 748 Earls Eight (A) (H) 7.500%, 12/31/12 420 409 Interoceanica IV Finance (A) (L) 3.794%, 11/30/25 1,000 466 3.623%, 11/30/18 450 281 Peru Enhanced Pass-Thru (A) (L) 5.843%, 05/31/25 320 124 3.911%, 05/31/18 1,495 999 Vale Overseas 6.875%, 11/21/36 220 221 6.250%, 01/23/17 85 84 ------------ 4,831 ------------ CHILE -- 0.5% Codelco 5.500%, 10/15/13 1,875 1,848 Republic of Chile 5.500%, 01/15/13 3,215 3,183 ------------ 5,031 ------------ COLOMBIA -- 5.6% BanColombia 6.875%, 05/25/17 285 276 Republic of Colombia 11.750%, 02/25/20 11,611 17,155 10.375%, 01/28/33 (C) 2,165 3,194 9.850%, 06/28/27 COP 20,574,000 11,151 8.250%, 12/22/14 8,100 9,060 8.125%, 05/21/24 (C) 3,275 3,848 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- 7.375%, 01/27/17 1,285 $ 1,393 7.375%, 09/18/37 (C) 5,735 6,366 ------------ 52,443 ------------ CYPRUS -- 0.5% ABH Financial (A) 8.200%, 06/25/12 500 498 Springvale Holdings (B) 11.389%, 09/07/07 1,000 1,000 Teorema Holding 11.000%, 10/27/09 2,400 2,400 9.000%, 10/27/08 1,000 1,005 ------------ 4,903 ------------ DOMINICAN REPUBLIC -- 0.2% Republic of Dominican Republic 9.040%, 01/23/18 618 693 8.625%, 04/20/27 1,325 1,537 8.625%, 04/20/27 100 116 ------------ 2,346 ------------ ECUADOR -- 0.8% Republic of Ecuador Registered 10.000%, 08/15/07 (H) 1,955 1,647 9.375%, 12/15/15 (C) 6,305 5,596 ------------ 7,243 ------------ EL SALVADOR -- 1.8% Republic of El Salvador 8.250%, 04/10/32 3,485 4,269 7.750%, 01/24/23 3,790 4,321 7.650%, 06/15/35 975 1,114 7.650%, 06/15/35 6,241 7,130 ------------ 16,834 ------------ INDONESIA -- 2.5% Garuda Indonesia (B) (J) (K) 5.860%, 09/30/07 1,183 793 Indosat Finance 7.125%, 06/22/12 1,050 1,064 Republic of Indonesia 10.250%, 07/15/27 IDR 47,131,920 5,466 8.500%, 10/12/35 1,100 1,311 8.500%, 10/12/35 3,150 3,772 7.500%, 01/15/16 240 257 7.500%, 01/15/16 (A) 1,760 1,883 7.250%, 04/20/15 (A) 155 163 7.250%, 04/20/15 (C) 2,845 2,991 6.875%, 03/09/17 1,170 1,216 6.750%, 03/10/14 2,600 2,660 6.625%, 02/17/37 650 626 6.625%, 02/17/37 (A) 800 770 ------------ 22,972 ------------ IRAQ -- 0.8% Republic of Iraq 5.800%, 01/15/28 11,450 6,984 ------------ IRELAND -- 0.2% Dal Capital (Vneshtorgbk) 7.000%, 04/13/09 RUB 19,000 751 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Transcapit (Transneft) (A) 6.103%, 06/27/12 700 $ 702 ------------ 1,453 ------------ JERSEY -- 0.3% Aldar Funding 5.767%, 11/10/11 700 858 UBS Jersey Branch MTN (A) (B) 0.783%, 11/01/13 1,320 1,482 ------------ 2,340 ------------ LEBANON -- 0.1% Lebanese Republic Registered 8.250%, 04/12/21 950 872 ------------ LUXEMBOURG -- 1.2% Alfa Dividend Payment Rights Finance (A) (B) 7.260%, 09/15/07 560 560 Gaz Capital for Gazprom Registered 9.625%, 03/01/13 1,500 1,734 8.625%, 04/28/34 3,340 4,161 Kuznetski (Bank of Moscow) (H) 7.500%, 11/25/15 1,200 1,221 RSHB Captl 7.175%, 05/16/13 400 412 6.299%, 05/15/17 (A) 2,545 2,491 UBS (Vimpelcom) 8.250%, 05/23/16 235 245 8.250%, 05/23/16 335 350 ------------ 11,174 ------------ MALAYSIA -- 2.5% Bank Megara Monetary Note (L) 3.167%, 11/01/07 MYR 12,250 3,505 Government of Malaysia 7.500%, 07/15/11 3,910 4,180 3.814%, 02/15/17 MYR 11,625 3,451 3.502%, 05/31/27 MYR 12,250 3,368 Petronas Capital Registered 7.875%, 05/22/12 550 647 7.875%, 05/22/22 7,010 8,244 ------------ 23,395 ------------ MEXICO -- 6.3% Cornhill, Ser 39 (I) (J) (K) 0.000%, 01/30/00 1,650 577 Cornhill, Ser 46 (I) (J) (K) 8.626%, 03/02/00 150 53 Mexican Bonos, Ser M20 8.000%, 12/07/23 MXP 71,744 6,827 Pemex Project Funding Master Trust 8.625%, 02/01/22 650 799 7.375%, 12/15/14 500 543 United Mexican States 8.125%, 12/30/19 8,790 10,416 7.500%, 04/08/33 7,590 8,797 6.625%, 03/03/15 6,405 6,732 5.625%, 01/15/17 800 783 United Mexican States MTN 8.300%, 08/15/31 6,425 8,054 United Mexican States MTN, Ser A 6.750%, 09/27/34 13,613 14,518 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- United Mexican States MTN, Ser E 0.006%, 05/08/17 EUR 5,000 $ 5 ------------- 58,104 ------------- NETHERLANDS -- 0.6% ING Bank MTN, Ser E 9.625%, 05/30/08 700 702 Kazkommerts International (A) 7.500%, 11/29/16 450 423 Kazkommerts International Registered (A) 7.500%, 11/29/16 900 846 Lukoil International Finance 6.656%, 06/07/22 245 238 Majapahit Holding (A) 7.875%, 06/29/37 260 257 7.750%, 10/17/16 280 288 7.750%, 10/17/16 260 263 7.250%, 06/28/17 600 586 White Nights Belagroprom Bank (B) 8.284%, 12/15/07 1,390 1,880 ------------- 5,483 ------------- PAKISTAN -- 0.0% Republic of Pakistan 7.875%, 03/31/36 330 331 ------------- PANAMA -- 1.7% Republic of Panama 9.375%, 04/01/29 2,005 2,656 8.875%, 09/30/27 3,125 3,930 7.250%, 03/15/15 (C) 7,090 7,586 6.700%, 01/26/36 580 594 6.700%, 01/26/36 1,345 1,372 ------------- 16,138 ------------- PERU -- 2.4% Republic of Peru 8.750%, 11/21/33 1,430 1,852 8.375%, 05/03/16 (C) 3,305 3,842 7.350%, 07/21/25 6,850 7,624 Republic of Peru FLIRB, Ser 20YR (B) 6.143%, 09/07/07 5,823 5,823 5.000%, 03/07/17 752 752 Republic of Peru, Ser 20YR (B) 5.000%, 09/07/07 2,785 2,785 ------------- 22,678 ------------- PHILIPPINES -- 7.5% DMCI Water (K) 0.000%, 12/31/09 1,989 1,989 National Power 9.625%, 05/15/28 1,400 1,781 6.875%, 11/02/16 (A) 965 970 Republic of Philippines 10.625%, 03/16/25 13,220 18,409 9.875%, 01/15/19 500 631 9.500%, 02/02/30 6,940 9,048 9.375%, 01/18/17 (C) 6,425 7,726 9.000%, 02/15/13 600 669 8.875%, 03/17/15 200 230 8.250%, 01/15/14 905 993 8.000%, 01/15/16 3,600 3,955 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- 7.750%, 01/14/31 (C) 7,938 $ 8,752 7.500%, 09/25/24 (C) 12,509 13,510 6.375%, 01/15/32 (C) 1,025 984 ------------- 69,647 ------------- POLAND -- 0.6% Republic of Poland 5.250%, 01/15/14 3,535 3,468 5.000%, 10/19/15 1,865 1,783 ------------- 5,251 ------------- RUSSIA -- 11.6% Kazan Orgsintez 9.250%, 10/30/11 505 510 Russian Federation Registered 12.750%, 06/24/28 5,700 10,043 11.000%, 07/24/18 9,585 13,338 7.500%, 03/31/30 (H) 72,993 80,401 5.000%, 09/30/07 (H) 500 551 5.000%, 03/31/30 (H) 3,000 3,305 ------------- 108,148 ------------- SOUTH AFRICA -- 0.9% Republic of South Africa 6.500%, 06/02/14 7,080 7,292 5.875%, 05/30/22 1,115 1,090 ------------- 8,382 ------------- SUPRA-NATIONAL -- 0.3% European Investment Bank 10.000%, 01/28/11 TRY 3,770 2,482 ------------- THAILAND -- 0.2% True Move (A) 10.750%, 12/16/13 1,250 1,335 ------------- TUNISIA -- 0.2% Banque Centrale de Tunisie 8.250%, 09/19/27 1,095 1,304 7.375%, 04/25/12 465 496 ------------- 1,800 ------------- TURKEY -- 4.7% Republic of Turkey 21.932%, 07/16/08 (B) TRY 8,900 5,693 14.000%, 01/19/11 4,225 3,190 11.875%, 01/15/30 8,680 13,302 10.000%, 02/15/12 TRY 360 304 9.500%, 01/15/14 500 572 8.000%, 02/14/34 1,800 1,937 7.375%, 02/05/25 4,500 4,602 7.250%, 03/15/15 3,825 3,945 7.000%, 09/26/16 2,190 2,215 7.000%, 06/05/20 890 892 6.875%, 03/17/36 5,200 4,920 1.897%, 01/19/11 (B) TRY 3,175 2,397 ------------- 43,969 ------------- UKRAINE -- 2.3% Government of Ukraine Registered 6.875%, 03/04/11 1,000 1,022 6.875%, 03/04/11 (A) 4,475 4,562 6.580%, 11/21/16 1,600 1,592 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- 6.580%, 11/21/16 (A) 6,735 $ 6,676 Government of Ukraine Registered 8.903%, 08/07/07 (B) 900 952 7.650%, 06/11/13 (C) 5,340 5,651 Naftogaz Ukrainy 8.125%, 09/30/09 700 700 ------------- 21,155 ------------- UNITED KINGDOM -- 0.5% Barclays Bank (A) (B) 0.000%, 07/17/22 770 943 Credit Suisse First Boston International (Export/Import - Ukraine) 6.800%, 10/04/12 600 589 Credit Suisse First Boston for the City of Kiev 8.000%, 11/06/15 750 777 Standard Bank 15.000%, 03/12/12 481 481 Standard Bank MTN, Ser E (B) 0.000%, 07/20/09 658 676 UK Private Bank (A) 8.000%, 02/06/12 1,000 988 ------------- 4,454 ------------- UNITED STATES -- 0.2% Citigroup Funding (A) 6.000%, 05/18/15 800 816 DST 10.750%, 05/22/09 1,300 1,300 ------------- 2,116 ------------- URUGUAY -- 3.7% Republic of Uruguay 9.250%, 05/17/17 5,025 6,005 8.000%, 11/18/22 17,805 19,764 7.875%, 01/15/33 PIK 3,019 3,367 7.625%, 03/21/36 1,100 1,204 7.500%, 03/15/15 1,225 1,311 5.000%, 09/14/18 UYU 33,530 1,685 3.700%, 06/26/37 UYU 33,850 1,392 ------------- 34,728 ------------- VENEZUELA -- 7.4% Government of Venezuela 13.625%, 08/15/18 1,200 1,632 10.750%, 09/19/13 8,815 9,789 9.375%, 01/13/34 4,970 5,181 9.250%, 09/15/27 28,035 29,226 8.500%, 10/08/14 8,738 8,847 7.650%, 04/21/25 370 339 6.000%, 12/09/20 4,830 3,908 5.750%, 02/26/16 6,500 5,460 Government of Venezuela Registered 7.000%, 12/01/18 400 353 5.375%, 08/07/10 (C) 1,850 1,748 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- Petroleos De Venezuela 5.375%, 04/12/27 3,055 $ 2,009 ------------- 68,492 ------------- Total Global Bonds (Cost $746,624) ($ Thousands) 783,478 ------------- DEPOSIT WITH COUNTERPARTY AS COLLATERAL FOR SWAP CONTRACTS(G) -- 5.4% UNITED STATES -- 5.4% Deposits with Citibank as Collateral for Swap Contracts Outstanding 648 648 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 1,582 1,211 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 750 750 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 8,550 8,550 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 1,000 1,000 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 1,400 1,400 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 1,400 1,400 Deposits with Credit Suisse First Boston as Collateral for Swap Contracts Outstanding 3,600 3,600 Deposits with Deutsche Bank as Collateral for Swap Contracts Outstanding 5,518 2,865 Deposits with Deutsche Bank as Collateral for Swap Contracts Outstanding 877 877 Deposits with Goldman Sachs as Collateral for Swap Contracts Outstanding 4,564 2,369 Deposits with HSBC as Collateral for Swap Contracts Outstanding 9,793 7,498 Deposits with JPMorgan Chase as Collateral for Swap Contracts Outstanding 7,812 7,812 Deposits with JPMorgan Chase as Collateral for Swap Contracts Outstanding 248 248 Deposits with JPMorgan Chase as Collateral for Swap Contracts Outstanding 2,798 2,798 Deposits with Merrill Lynch as Collateral for Swap Contracts Outstanding 863 863 Deposits with Standard Bank as Collateral for Swap Contracts Outstanding 5,300 5,300 Deposits with Standard Bank as Collateral for Swap Contracts Outstanding 239 239 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1)/Shares ($ Thousands) - ------------------------------------------------------------------------------- Deposits with Standard Bank as Collateral for Swap Contracts Outstanding 352 $ 352 Deposits with Standard Bank as Collateral for Swap Contracts Outstanding 438 438 ------------- Total Deposit with Counterparty as Collateral for Swap Contracts (Cost $49,810) ($ Thousands) 50,218 ------------- LOAN PARTICIPATIONS -- 4.8% BRAZIL -- 0.4% Global Village Telecom Loan, Senior Secured Note (Counterparty: Deutsche Bank) (J) (K) 12.000%, 06/30/11 3,185 3,487 ------------- INDONESIA -- 1.0% Indonesia Standby Loan 94 (Counterparty: Deutsche Bank) (B) (J) (K) 4.000%, 09/29/07 5,594 5,496 PKN Tranche Loan A (Counterparty: Citigroup Global Markets) (I) (J) (K) 0.000%, 06/30/11 1,533 1,457 PKN Tranche Loan D Secured Short Term, Ser 1 (Counterparty: Citibank) (I) (J) (K) 4.000%, 02/09/07 451 449 PKN Tranche Loan D Secured Short Term, Ser 2 (Counterparty: Citibank) (I) (J) (K) 4.000%, 02/09/07 819 815 Star Energy Mezzanine Note 0.000%, 04/01/08 1,400 1,400 ------------- 9,617 ------------- MEXICO -- 1.4% Altos Hornos, Promissory Note # 5 (I) (J) (K) 0.000%, 04/29/99 2,500 1,750 Altos Hornos, Promissory Note # 6 (I) (J) (K) 0.000%, 04/29/99 2,500 1,750 Altos Hornos, Promissory Note (Counterparty: Deutche Bank) (I) (J) (K) 0.000%, 12/31/49 4,500 3,150 Altos Hornos, Tranche A (Counterparty: Bank of America) (I) (J) (K) 0.000%, 04/11/04 6,540 4,709 Grupo Accerco Del Norte (Counterparty: Deutsche Bank) (I) (J) (K) 0.000%, 12/31/49 7,750 1,318 ------------- 12,677 ------------- NIGERIA -- 0.0% PPMC GTEE Note (I) (J) (K) 0.000%, 09/27/07 270 270 - -------------------------------------------------------------------------------- Shares/Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - -------------------------------------------------------------------------------- SINGAPORE -- 0.9% C2C Loan (Counterparty: Deutsche Bank) (B) (E) (J) (K) 0.000%, 12/31/10 10,800 $ 6,156 C2C Loan, (Counterparty: Direct Bank) (J) (K) 0.000%, 12/31/49 2,494 2,494 ------------- 8,650 ------------- TURKEY -- 1.1% Cukurova, Ser A 0.000%, 05/01/08 5,250 5,250 Cukurova, Ser B 0.000%, 05/01/12 4,600 4,600 ------------- 9,850 ------------- UNITED STATES -- 0.0% Baja Ferries 5.100%, 01/26/17 430 430 ------------- Total Loan Participations (Cost $32,776) ($ Thousands) 44,981 ------------- COMMON STOCK -- 1.3% BRAZIL -- 1.2% GVT Holding* 632,000 10,997 ------------- INDONESIA -- 0.1% PKN Tranche C Equity* 247,000 355 ------------- THAILAND -- 0.0% TPI Polene Public* 595,000 252 ------------- Total Common Stock (Cost $3,249) ($ Thousands) 11,604 ------------- CORPORATE OBLIGATIONS (D) -- 1.0% UNITED STATES -- 1.0% American General Finance (A) (B) 5.370%, 07/16/07 766 766 Bear Stearns EXL (B) 5.380%, 07/16/07 1,516 1,516 Countrywide Financial Services MTN, Ser A (B) 5.437%, 08/06/07 1,277 1,277 Jackson National Life Funding (A) (B) 5.320%, 07/02/07 1,873 1,873 Morgan Stanley EXL (B) 5.400%, 07/05/07 298 298 Nationwide Building Society (A) (B) 5.370%, 07/09/07 852 852 Northern Rock (A) (B) 5.380%, 07/03/07 877 877 Premium Asset Trust, Ser 2004-10 (A) (B) 5.380%, 07/16/07 1,192 1,192 SLM EXL MTN (B) 5.330%, 07/16/07 937 937 - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 - -------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1)/Shares ($ Thousands) - -------------------------------------------------------------------------------- Total Corporate Obligations (Cost $9,588) ($ Thousands) $ 9,588 ------------- ASSET-BACKED SECURITY (A)(B)(D) -- 0.1% UNITED STATES -- 0.1% Duke Funding, Ser 2004-6B, Cl A1S1 5.420%, 07/09/07 639 639 ------------- Total Asset-Backed Security (Cost $639) ($ Thousands) 639 ------------- WARRANTS -- 0.0% Number of Warrants -------- CYPRUS -- 0.0% Teorema Holding, Expires 10/27/09* 226 -- MEXICO -- 0.0% United Mexican States, Expires 09/24/2007* 174,200 148 NIGERIA -- 0.0% Central Bank of Nigeria, Expires 11/15/20 (K)* 2,250 -- ------------- Total Warrants (Cost $217) ($ Thousands) 148 ------------- MASTER NOTE (B)(D) -- 0.1% Bear Stearns 5.495%, 07/02/07 852 852 ------------- Total Master Note (Cost $851) ($ Thousands) 852 ------------- CASH EQUIVALENTS -- 5.0% UNITED STATES -- 5.0% Ashmore Margin Deposit 6,033,946 6,034 JPMorgan Chase Margin Deposit 600,000 600 SEI Liquidity Fund, L.P., 5.500%**+(D) 40,022,894 40,023 ------------- Total Cash Equivalents 46,657 ------------- (Cost $46,657) ($ Thousands) U.S. TREASURY OBLIGATIONS (C)(E) -- 1.0% U.S. Treasury Bills 3.202%, 08/23/07 9,280 9,219 ------------- Total U.S. Treasury Obligations (Cost $9,213) ($ Thousands) 9,219 ------------- REPURCHASE AGREEMENTS (D)(F) -- 0.4% Barclays 5.330%, dated 06/29/07, to be repurchased on 07/02/07, repurchase price $484,552 (collateralized by a U.S. Government obligation, par value $492,460, 3.625%, 02/15/08, total market value $494,028) 484 484 - ------------------------------------------------------------------------------- Face Amount Market Value Description ($ Thousands)(1) ($ Thousands) - ------------------------------------------------------------------------------- Lehman Brothers 5.370%, dated 06/29/07, to be repurchased on 07/02/07, repurchase price $3,407,728 (collateralized by various U.S. Government obligations, ranging in par value $335,894-$386,051, 0.000%-6.500%, 12/17/07- 06/15/22, total market value $3,474,360) 3,406 $ 3,406 ------------- Total Repurchase Agreements (Cost $3,890) ($ Thousands) 3,890 ------------- Total Investments -- 103.4% (Cost $903,514) ($ Thousands)+++ $ 961,274 ============= - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investment (Unaudited) EMERGING MARKETS DEBT FUND June 30, 2007 FORWARD FOREIGN CURRENCY CONTRACTS -- A SUMMARY OF THE OUTSTANDING FORWARD FOREIGN CURRENCY CONTRACTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- -------------------------------------------------------------------------------------------------------------------------- UNREALIZED CURRENCY CURRENCY APPRECIATION SETTLEMENT TO DELIVER TO RECEIVE (DEPRECIATION) DATE (THOUSANDS) (THOUSANDS) ($ THOUSANDS) - -------------------------------------------------------------------------------------------------------------------------- 7/3/07 JPY 547,153 USD 4,500 $ 69 7/3/07-8/2/07 USD 5,460 BRL 10,696 85 7/10/07 USD 443 NGN 57,816 11 7/18/07 USD 6,500 HUF 1,184,437 6 7/25/07-10/25/07 USD 7,208 RUB 185,323 1 7/26/07 TRY 2,849 USD 2,108 (57) 7/26/07 USD 2,100 TRY 3,000 180 8/8/07-9/19/07 USD 6,450 ZAR 47,007 182 8/8/07-9/19/07 ZAR 47,007 USD 6,513 (118) 9/10/07 HUF 647,968 USD 3,531 (19) 9/17/07 USD 5,395 MXP 59,428 89 9/10/07-10/19/07 EUR 9,373 USD 12,774 75 9/19/07-9/28/07 USD 7,625 PLZ 21,562 135 --------------- $ 639 ===============
- -------------------------------------------------------------------------------- SEI Institutional Internationl Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investment (Unaudited) EMERGING MARKETS DEBT FUND June 30, 2007 FUTURES CONTRACTS -- A SUMMARY OF THE OPEN FUTURES CONTRACTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- -------------------------------------------------------------------------------------- NUMBER OF UNREALIZED TYPE OF CONTRACTS EXPIRATION APPRECIATION CONTRACT LONG (SHORT) DATE ($ THOUSANDS) - -------------------------------------------------------------------------------------- U.S. Long Treasury Bond (84) Sep-2007 $ 131 =================
- -------------------------------------------------------------------------------- SEI Institutional Internationl Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 SWAP CONTRACTS - A SUMMARY OF OUTSTANDING SWAP AGREEMENTS HELD BY THE FUND AT JUNE 30, 2007, IS AS FOLLOWS:
- ------------------------------------------------------------------------------------------------------------------------------------ TOTAL RETURN SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives payment at maturity on the Brazilian CDI Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Deutsche Bank) 08/15/10 BRL 1,400 $ 316 Fund receives payment at maturity on the Brazilian CDI Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Goldman Sachs) 01/01/17 BRL 4,500 90 Fund receives payment at maturity on the Brazilian CDI Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: JPMorgan Chase) 08/15/10 BRL 12,000 1,427 Fund receives payment at maturity on the Brazilian CDI Index times the notional amount. Fund receives payment if the return on the spread appreciates over the return on the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: JPMorgan Chase) 05/15/11 BRL 4,214 439 Fund receives payment at maturity on the Brazilian CDI Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Merrill Lynch) 08/15/10 BRL 1,400 180 Fund receives payment at maturity on the Gazprom times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Standard Bank) 05/17/08 5,300 -- Fund receives payment at maturity on the Nigerian NGN Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Citibank) 04/03/09 NGN 82,011 58
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives payment at maturity on the Nigerian NGN Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Standard Bank) 01/04/08 NGN 33,633 $ 14 Fund receives payment at maturity on the Nigerian NGN Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Standard Bank) 12/16/08 NGN 45,003 38 Fund receives payment at maturity on the Nigerian NGN Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Standard Bank) 02/25/09 NGN 55,618 24 Fund receives payment at maturity on the Turkish TRY Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: Credit Suisse First Boston) 03/07/12 TRY 1,600 126 Fund receives payment at maturity on the Turkish TRY Index times the notional amount. Fund receives payment if the return on the spread appreciates over the payment period and pays if the return on the spread depreciates over the payment period. (Counterparty: HSBC Bank) 03/07/12 TRY 1,100 85 - ------------------------------------------------------------------------------------------------------------------------------------ $ 2,797 ==================================================================================================================================== CREDIT DEFAULT SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives quarterly payment of 0.9225% (3.690% per annum) times the notional amount of Federal Republic of Brazil, 12.250%, 03/06/30. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: JPMorgan Chase) 10/20/15 4,500 $ 840 Fund receives quarterly payment of 0.4000% (1.600% per annum) times the notional amount of JSC Gazprom, 8.625%, 04/28/34. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 01/20/16 8,550 511
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ Fund receives quarterly payment of 0.3425% (1.370% per annum) times the notional amount of JSC Gazprom, 8.625%, 04/28/34. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 08/20/16 1,000 $ 42 Fund receives semi-annual payment of 2.8750% (5.750% per annum) times the notional amount of Naftogaz Ukrainy, 8.125%, 09/30/09. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 12/20/07 1,400 26 Fund receives semi-annual payment of 2.8750% (5.750% per annum) times the notional amount of Naftogaz Ukrainy, 8.125%, 09/30/09.Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 12/20/08 1,400 61 Fund receives semi-annual payment of 2.8750% (5.750% per annum) times the notional amount of Naftogaz Ukrainy, 8.125%, 09/30/09. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 12/20/09 3,600 213 Fund receives semi-annual payment of 2.8750% (5.750% per annum) times the notional amount of Naftogaz Ukrainy, 8.125%, 09/30/09. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Credit Suisse First Boston) 02/20/12 750 42 Fund receives semi-annual payment of 1.6150% (3.230% per annum) times the notional amount of Republic of Turkey, 11.875%, 01/15/30. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: Citibank) 03/20/12 3,870 71 Fund receives semi-annual payment of 1.6200% (3.240% per annum) times the notional amount of Republic of Turkey, 11.875%, 01/15/30. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: JPMorgan Chase) 02/12/12 TRY 3,395 68 Fund receives semi-annual payment of 1.9200% (3.840% per annum) times the notional amount of Republic of Turkey, 11.875%, 01/15/30. Upon a defined credit event, Fund pays the notional amount and takes receipt of the defined deliverable obligation. (Counterparty: JPMorgan Chase) 03/20/12 TRY 2,865 87 - ------------------------------------------------------------------------------------------------------------------------------------ $ 1,961 ====================================================================================================================================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007
- ------------------------------------------------------------------------------------------------------------------------------------ UNREALIZED NOTIONAL APPRECIATION EXPIRATION AMOUNT (DEPRECIATION) DESCRIPTION DATE (THOUSANDS) ($ THOUSANDS) - ------------------------------------------------------------------------------------------------------------------------------------ INTEREST RATE SWAPS - ------------------------------------------------------------------------------------------------------------------------------------ Pay fixed rate of 10.630% and receive floating rate, rate based on BRL CDI Index. (Counterparty: Deutsche Bank) 01/02/12 BRL 8,700 $ (4) Receive fixed rate of 10.650% and pay floating rate at maturity, rate based on BRL CDI Index. (Counterparty: Lehman Brothers) 01/02/12 BRL 7,300 (2) Receive fixed rate of 10.880% and pay floating rate at maturity, rate based on BRL CDI Index. (Counterparty: Lehman Brothers) 01/02/12 BRL 5,300 11 Receive fixed rate of 11.093% and pay floating rate at maturity, rate based on BRL CDI Index. (Counterparty: Lehman Brothers) 01/02/12 BRL 14,300 70 - ------------------------------------------------------------------------------------------------------------------------------------ $ 75 ====================================================================================================================================
- -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 - -------------------------------------------------------------------------------- Schedule of Investments (Unaudited) Emerging Markets Debt Fund June 30, 2007 Percentages are based on Net Assets of $929,589 ($ Thousands). * Non-Income Producing Security ** Rate shown is the 7-day effective yield as of June 30, 2007. + Affiliated security (1) In U.S. dollars unless otherwise indicated. (A) Securities sold within terms of a private placement memorandum, exempt from registration under Section 144A of the Securities Act of 1933, as amended, and may be sold only to dealers in that program or other "accredited investors". These securities have been determined to be liquid under guidelines established by the Board of Trustees. (B) Variable Rate Security -- The rate reported on the Schedule of Investments is the rate in effect as of June 30, 2007. (C) This security or a partial position of this security is on loan at June 30, 2007. The total value of securities on loan at June 30, 2007 was $57,307 ($ Thousands). (D) This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2007 was $54,992 ($ Thousands). (E) The rate reported is the effective yield at time of purchase. (F) Tri-Party Repurchase Agreement (G) Cash on loan to swap counterparty as collateral for outstanding swap contracts. (H) Step Bonds -- The rate reflected on the Schedule of Investments is the effective yield on June 30, 2007. The coupon on a step bond changes on a specified date. (I) Security in default on interest payments. (J) Securities considered illiquid. The total value of such securities as of June 30, 2007 was $34,724 ($ Thousands) and represented 3.74% of Net Assets. (K) Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total value of such securities as of June 30, 2007 was $36,713 and represented 3.95% of Net Assets. (L) Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. BRL -- Brazilian Real CDI -- Chess Depositary Interest Cl -- Class COP -- Chilean Peso EUR -- Euro EXL -- Extendable Maturity FLIRB -- Front Loaded Interest Reduction Bond HUF -- Hungarian Forint IDR -- Indonesian Rupiah ITL -- Italian Lira MTN -- Medium Term Note MXP -- Mexican Peso MYR -- Malaysian Ringgit NGN -- Nigerian Naira PIK -- Payment-in-Kind PLZ -- Polish Zloty RUB -- Russian Ruble Ser -- Series TRY -- New Turkish Lira USD -- U.S. Dollar UYU -- Uruguay Peso ZAR -- South African Rand Amounts designated as "--" are $0 or have been rounded to $0. +++ At June 30, 2007, the tax basis cost of the Fund's investments was $903,514 ($ Thousands), and the unrealized appreciation and depreciation were $69,845 ($ Thousands) and $(12,085) ($ Thousands), respectively. For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi- annual or annual financial statements. - -------------------------------------------------------------------------------- SEI Institutional International Trust / Quarterly Report / June 30, 2007 ITEM 2. CONTROLS AND PROCEDURES (a) The certifying officers, whose certifications are included herewith, have evaluated the registrant's disclosure controls and procedures within 90 days of the filing date of this report. In their opinion, based on their evaluation, the registrant's disclosure controls and procedures are adequately designed, and are operating effectively to ensure, that information required to be disclosed by the registrant in the reports it files or submits under the Securities Exchange Act of 1934 is recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms. (b) There were no significant changes in the registrant's internal control over financial reporting that occurred during the registrant's last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting. ITEM 3. EXHIBITS. (a) A separate certification for the principal executive officer and the principal financial officer of the registrant as required by Rule 30a-2(a) under the Investment Company Act of 1940, as amended (17 CFR 270.30a-2(a)), are filed herewith. - -------------------------------------------------------------------------------- SIGNATURES Pursuant to the requirements of the securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. (Registrant) SEI Institutional International Trust By (Signature and Title)* /s/ Robert A. Nesher ----------------------------------------- Robert A. Nesher, Chief Executive Officer Date: August 28, 2007 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By (Signature and Title)* /s/ Robert A. Nesher ----------------------------------------- Robert A. Nesher, Chief Executive Officer Date: August 28, 2007 By (Signature and Title)* /s/ Stephen F. Panner ----------------------------------------- Stephen F. Panner, Controller & CFO Date: August 28, 2007 * Print the name and title of each signing officer under his or her signature. EX-99.CERT 2 sitnq302cert_rn.txt SEI INSTL INTL TRUST NQ 6_07 CERT302RN CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002 I, Robert A. Nesher, certify that: 1. I have reviewed this report on Form N-Q of SEI Institutional International Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) Designed such internal controls over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) All significant deficiencies and material weaknesses in the design or operation of internal controls which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: August 28, 2007 /s/ Robert A. Nesher - ------------------------------ Robert A. Nesher Chief Executive Officer EX-99.CERT 3 sitnq302cert_sp.txt SEI INST INTL TRUST NQ 6_07 CERT302SP CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002 I, Stephen F. Panner, certify that: 1. I have reviewed this report on Form N-Q of SEI Institutional International Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: (a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) Designed such internal controls over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) All significant deficiencies and material weaknesses in the design or operation of internal controls which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: August 28, 2007 /s/ Stephen F. Panner - ------------------------------ Stephen F. Panner Controller & CFO -----END PRIVACY-ENHANCED MESSAGE-----