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 811-05601
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)
Registrants telephone number, including area code: 1-800-342-5734
Date of fiscal year end: September 30, 2011
Date of reporting period: June 30, 2011
Item 1. | Schedule of Investments |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares |
Market Value ($ Thousands) |
||||||
COMMON STOCK 94.8% |
||||||||
Australia 3.1% |
||||||||
Aditya Birla Minerals |
23,081 | $ | 38 | |||||
Alumina(A) |
1,242,585 | 2,807 | ||||||
Amcor |
90,823 | 700 | ||||||
AMP |
22,520 | 118 | ||||||
Atlas Iron* |
1,676,348 | 6,694 | ||||||
Australia & New Zealand Banking Group |
43,538 | 1,025 | ||||||
Australian Stock Exchange |
11,235 | 366 | ||||||
Beach Energy(A) |
520,405 | 510 | ||||||
Bendigo and Adelaide Bank |
51,793 | 491 | ||||||
BHP Billiton |
164,540 | 7,716 | ||||||
Boral |
10,177 | 48 | ||||||
Brambles |
62,349 | 482 | ||||||
Caltex Australia |
174,610 | 2,198 | ||||||
Centamin Egypt* |
302,200 | 607 | ||||||
Coca-Cola Amatil |
5,384 | 66 | ||||||
Cochlear |
2,447 | 189 | ||||||
Commonwealth Bank of Australia |
31,852 | 1,783 | ||||||
Crown |
29,947 | 286 | ||||||
CSL |
63,005 | 2,230 | ||||||
Echo Entertainment Group* |
57,373 | 252 | ||||||
Fortescue Metals Group |
441,846 | 3,004 | ||||||
GrainCorp |
26,400 | 235 | ||||||
Iluka Resources |
33,813 | 607 | ||||||
Incitec Pivot |
241,592 | 998 | ||||||
Leighton Holdings |
9,533 | 213 | ||||||
Lend Lease(A) |
43,358 | 416 | ||||||
Lynas* |
99,889 | 212 | ||||||
National Australia Bank(A) |
75,790 | 2,079 | ||||||
Newcrest Mining |
248,367 | 10,027 | ||||||
Orica |
12,406 | 358 | ||||||
OZ Minerals |
33,287 | 470 | ||||||
Paladin Energy* |
11,131 | 30 | ||||||
Qantas Airways |
98,345 | 194 | ||||||
QBE Insurance Group |
6,494 | 120 | ||||||
QR National*(A) |
254,217 | 920 | ||||||
Ramsay Health Care |
16,729 | 326 | ||||||
Rio Tinto(A) |
62,461 | 5,550 | ||||||
Santos |
226,903 | 3,289 | ||||||
Sonic Healthcare |
17,373 | 239 | ||||||
Suncorp-Metway |
33,282 | 290 | ||||||
TABCORP Holdings |
57,373 | 202 | ||||||
Tattersalls Group |
79,684 | 205 | ||||||
Thorn Group |
43,500 | 88 | ||||||
Transurban Group(A) |
165,827 | 929 | ||||||
Washington H Soul Pattinson |
6,014 | 84 | ||||||
Wesfarmers |
48,539 | 1,658 | ||||||
Westfield Group(B) |
31,909 | 296 | ||||||
Westpac Banking |
28,352 | 676 | ||||||
Woolworths |
34,216 | 1,017 | ||||||
WorleyParsons |
8,754 | 265 | ||||||
|
|
|||||||
63,603 | ||||||||
|
|
|||||||
Austria 0.3% |
||||||||
Erste Group Bank |
8,800 | 461 | ||||||
IMMOFINANZ* |
88,810 | 379 | ||||||
Oesterreichische Post |
4,748 | 153 | ||||||
OMV |
4,693 | 205 |
Description | Shares | Market Value ($ Thousands) |
||||||
Raiffeisen International Bank Holding |
2,769 | $ | 143 | |||||
Telekom Austria |
10,126 | 129 | ||||||
Vienna Insurance Group |
59,460 | 3,267 | ||||||
Voestalpine |
12,017 | 663 | ||||||
|
|
|||||||
5,400 | ||||||||
|
|
|||||||
Belgium 1.4% |
||||||||
Bekaert |
6,607 | 503 | ||||||
Belgacom |
170,077 | 6,065 | ||||||
Colruyt |
75,135 | 3,758 | ||||||
Delhaize Group |
29,690 | 2,226 | ||||||
Groupe Bruxelles Lambert |
6,364 | 566 | ||||||
InBev |
194,190 | 11,262 | ||||||
KBC Groep |
16,377 | 643 | ||||||
Mobistar |
3,749 | 285 | ||||||
Solvay |
2,701 | 417 | ||||||
Telenet Group Holding |
44,386 | 2,111 | ||||||
UCB |
1,767 | 79 | ||||||
Umicore |
13,814 | 753 | ||||||
|
|
|||||||
28,668 | ||||||||
|
|
|||||||
Bosnia and Herzegovina 0.1% |
||||||||
Axis Capital Holdings |
64,200 | 1,988 | ||||||
|
|
|||||||
Brazil 1.4% |
||||||||
Anhanguera Educacional Participacoes |
231,950 | 4,923 | ||||||
Banco Santander Brasil ADR |
254,100 | 2,976 | ||||||
Brasil Telecom ADR |
94,034 | 2,695 | ||||||
Centrais Eletricas Brasileiras ADR |
262,657 | 3,546 | ||||||
HRT Participacoes em Petroleo* |
2,300 | 2,068 | ||||||
Petroleo Brasileiro ADR |
199,328 | 6,749 | ||||||
Porto Seguro |
244,300 | 3,786 | ||||||
Telecomunicacoes de Sao Paulo ADR |
26,564 | 789 | ||||||
Vale ADR, Cl B |
38,991 | 1,246 | ||||||
|
|
|||||||
28,778 | ||||||||
|
|
|||||||
Canada 3.8% |
||||||||
Barrick Gold |
178,257 | 8,073 | ||||||
Bird Construction |
3,501 | 42 | ||||||
Cameco |
131,977 | 3,478 | ||||||
Cenovus Energy |
98,500 | 3,715 | ||||||
Crescent Point Energy(A) |
52,300 | 2,415 | ||||||
Domtar |
27,532 | 2,608 | ||||||
FirstService* |
2,000 | 69 | ||||||
Genworth MI Canada |
5,500 | 145 | ||||||
Goldcorp |
72,200 | 3,490 | ||||||
IGM Financial |
16,200 | 848 | ||||||
Kinross Gold |
353,331 | 5,583 | ||||||
Magna International, Cl A |
39,800 | 2,151 | ||||||
New Gold* |
182,500 | 1,882 | ||||||
Nexen |
194,345 | 4,373 | ||||||
Niko Resources |
98,785 | 6,163 | ||||||
Onex |
45,800 | 1,773 | ||||||
Peyto Exploration & Development |
124,300 | 2,769 | ||||||
Potash Saskatchewan |
66,800 | 3,812 | ||||||
Precision Drilling* |
129,400 | 1,857 | ||||||
QLT* |
8,100 | 58 | ||||||
Research In Motion* |
47,007 | 1,356 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Rogers Communications, Cl B |
4,300 | $ | 170 | |||||
Saputo |
4,500 | 217 | ||||||
Silver Wheaton(A) |
99,500 | 3,282 | ||||||
Suncor Energy |
186,860 | 7,316 | ||||||
TELUS, Cl A |
1 | | ||||||
Toronto-Dominion Bank |
65,917 | 5,586 | ||||||
Transcontinental, Cl A |
5,100 | 77 | ||||||
Valener |
5,300 | 89 | ||||||
Vermilion Energy(A) |
52,600 | 2,780 | ||||||
West Fraser Timber |
3,100 | 169 | ||||||
|
|
|||||||
76,346 | ||||||||
|
|
|||||||
Chile 0.2% |
||||||||
Sociedad Quimica y Minera de Chile ADR |
60,500 | 3,916 | ||||||
|
|
|||||||
China 0.8% |
||||||||
Bank of China |
6,210,200 | 3,025 | ||||||
China Vanke, Cl B |
1,371,000 | 1,846 | ||||||
Guangshen Railway (A) |
2,362,000 | 989 | ||||||
Huaneng Power International |
4,828,000 | 2,538 | ||||||
Ping An Insurance Group of China (A) |
640,000 | 6,609 | ||||||
|
|
|||||||
15,007 | ||||||||
|
|
|||||||
Denmark 1.2% |
||||||||
AP Moller - Maersk, Cl A |
92 | 761 | ||||||
AP Moller - Maersk, Cl B |
485 | 4,182 | ||||||
Carlsberg, Cl B |
1,600 | 174 | ||||||
Coloplast, Cl B |
2,323 | 353 | ||||||
Danske Bank |
14,328 | 265 | ||||||
Jyske Bank* |
95,182 | 3,758 | ||||||
Novo Nordisk, Cl B |
79,842 | 10,018 | ||||||
Novozymes, Cl B |
988 | 161 | ||||||
TDC |
6,203 | 56 | ||||||
TrygVesta |
73,525 | 4,240 | ||||||
|
|
|||||||
23,968 | ||||||||
|
|
|||||||
Finland 1.1% |
||||||||
Elisa, Cl A |
2,330 | 50 | ||||||
Fortum |
32,618 | 944 | ||||||
Kesko, Cl B |
3,775 | 176 | ||||||
Kone, Cl B |
2,088 | 131 | ||||||
Metso |
120,847 | 6,863 | ||||||
Nokia |
426,814 | 2,766 | ||||||
Nokia ADR(A) |
554,270 | 3,559 | ||||||
Nokian Renkaat |
10,883 | 546 | ||||||
Orion, Cl B |
6,544 | 169 | ||||||
Stora Enso, Cl R |
470,807 | 4,939 | ||||||
UPM-Kymmene |
78,343 | 1,432 | ||||||
Wartsila, Cl B |
14,670 | 495 | ||||||
|
|
|||||||
22,070 | ||||||||
|
|
|||||||
France 10.6% |
||||||||
Accor |
31,918 | 1,427 | ||||||
Air France-KLM |
36,559 | 561 | ||||||
Air Liquide |
26,680 | 3,823 | ||||||
Alcatel-Lucent* |
1,271,360 | 7,351 | ||||||
Alstom |
5,112 | 315 | ||||||
Areva |
44,100 | 1,644 |
Description | Shares | Market Value ($ Thousands) |
||||||
Arkema |
31,013 | $ | 3,192 | |||||
AXA |
699,942 | 15,902 | ||||||
BNP Paribas |
271,542 | 20,956 | ||||||
Bouygues |
10,018 | 440 | ||||||
Bureau Veritas |
2,678 | 226 | ||||||
Carrefour(A) |
89,559 | 3,677 | ||||||
Christian Dior |
8,086 | 1,272 | ||||||
Cie de Saint-Gobain(A) |
12,318 | 798 | ||||||
CNP Assurances |
168,462 | 3,672 | ||||||
Compagnie Generale de Geophysique* |
25,077 | 924 | ||||||
Credit Agricole |
78,217 | 1,176 | ||||||
Dassault Systemes |
128 | 11 | ||||||
Edenred |
15,110 | 461 | ||||||
Electricite de France |
65,976 | 2,593 | ||||||
Eutelsat Communications |
122,768 | 5,518 | ||||||
France Telecom |
51,566 | 1,096 | ||||||
GDF Suez |
227,616 | 8,328 | ||||||
Gecina(B) |
499 | 70 | ||||||
Groupe Danone |
10,531 | 786 | ||||||
Groupe Eurotunnel |
2,457 | 27 | ||||||
ICADE(B) |
644 | 79 | ||||||
Iliad(A) |
264 | 35 | ||||||
Lafarge(A) |
11,774 | 750 | ||||||
Lagardere SCA |
5,531 | 234 | ||||||
Legrand |
177,454 | 7,473 | ||||||
LOreal |
7,063 | 917 | ||||||
LVMH Moet Hennessy Louis |
||||||||
Vuitton |
69,504 | 12,506 | ||||||
Metropole Television |
14,578 | 337 | ||||||
Michelin, Cl B(A) |
22,075 | 2,158 | ||||||
Natixis |
92,978 | 466 | ||||||
Neopost |
3,856 | 331 | ||||||
PagesJaunes Groupe(A) |
22,299 | 201 | ||||||
Pernod-Ricard(A) |
3,999 | 394 | ||||||
Peugeot |
71,932 | 3,219 | ||||||
PPR |
3,590 | 639 | ||||||
Renault |
4,576 | 271 | ||||||
Safran |
188,101 | 8,032 | ||||||
Sanofi-Aventis |
329,133 | 26,455 | ||||||
Schneider Electric |
87,787 | 14,662 | ||||||
SCOR |
7,903 | 225 | ||||||
SES |
12,383 | 348 | ||||||
Societe Generale(A) |
64,098 | 3,803 | ||||||
Societe Television Francaise |
10,722 | 195 | ||||||
Sodexho Alliance |
84,811 | 6,647 | ||||||
Technip |
61,450 | 6,587 | ||||||
Thales |
85,929 | 3,705 | ||||||
Total |
123,005 | 7,112 | ||||||
Unibail(B) |
1,660 | 384 | ||||||
Veolia Environnement |
214,205 | 6,040 | ||||||
Vinci |
128,508 | 8,230 | ||||||
Vivendi |
193,043 | 5,367 | ||||||
Wendel |
1,813 | 223 | ||||||
|
|
|||||||
214,271 | ||||||||
|
|
|||||||
Germany 7.0% |
||||||||
Adidas |
910 | 72 | ||||||
Allianz |
22,155 | 3,094 | ||||||
Axel Springer |
7,731 | 382 | ||||||
BASF |
91,313 | 8,946 | ||||||
Bayer |
75,022 | 6,030 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
2 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Bayerische Motoren Werke |
105,488 | $ | 10,524 | |||||
Brenntag |
46,552 | 5,410 | ||||||
Commerzbank |
92,406 | 398 | ||||||
Continental |
2,153 | 226 | ||||||
DaimlerChrysler |
22,868 | 1,721 | ||||||
Deutsche Bank |
39,419 | 2,329 | ||||||
Deutsche Boerse(A) |
80,094 | 6,085 | ||||||
Deutsche Lufthansa |
175,399 | 3,821 | ||||||
Deutsche Post |
387,997 | 7,454 | ||||||
Deutsche Telekom |
275,800 | 4,325 | ||||||
E.ON |
68,625 | 1,949 | ||||||
Fraport Frankfurt Airport Services Worldwide |
4,928 | 396 | ||||||
Fresenius |
3,401 | 355 | ||||||
Fresenius Medical Care |
87,642 | 6,550 | ||||||
GEA Group |
177,193 | 6,342 | ||||||
HeidelbergCement |
55,123 | 3,518 | ||||||
Henkel KGaA |
8,190 | 469 | ||||||
Hochtief |
2,637 | 220 | ||||||
Infineon Technologies(A) |
136,510 | 1,534 | ||||||
K+S |
5,784 | 444 | ||||||
Kabel Deutschland Holding* |
11,077 | 681 | ||||||
Lanxess |
6,721 | 552 | ||||||
Linde |
90,893 | 15,932 | ||||||
MAN(A) |
5,770 | 769 | ||||||
Merck KGaA |
18,978 | 2,062 | ||||||
Metro |
6,673 | 404 | ||||||
Muenchener Rueckversicherungs |
51,482 | 7,871 | ||||||
RWE |
11,672 | 647 | ||||||
SAP |
127,452 | 7,715 | ||||||
SAP ADR(A) |
59,400 | 3,603 | ||||||
Siemens |
104,454 | 14,342 | ||||||
Suedzucker |
42,109 | 1,496 | ||||||
ThyssenKrupp |
21,220 | 1,102 | ||||||
TUI |
1,479 | 16 | ||||||
Volkswagen |
8,443 | 1,551 | ||||||
Wacker Chemie |
176 | 38 | ||||||
|
|
|||||||
141,375 | ||||||||
|
|
|||||||
Greece 0.3% |
||||||||
Hellenic Telecommunications Organization |
39,130 | 365 | ||||||
OPAP |
396,415 | 6,178 | ||||||
|
|
|||||||
6,543 | ||||||||
|
|
|||||||
Guernsey 0.0% |
||||||||
Resolution |
63,351 | 299 | ||||||
|
|
|||||||
Hong Kong 2.3% |
||||||||
AIA Group* |
142,600 | 494 | ||||||
Asia Standard International Group |
206,000 | 47 | ||||||
ASM Pacific Technology |
20,900 | 286 | ||||||
Bank of East Asia |
14,300 | 59 | ||||||
BOC Hong Kong Holdings |
697,000 | 2,024 | ||||||
Cathay Pacific Airways |
218,600 | 506 | ||||||
Chaoda Modern Agriculture(A) |
1,394,000 | 606 | ||||||
Cheung Kong Holdings |
85,000 | 1,243 | ||||||
Cheung Kong Infrastructure Holdings |
73,700 | 383 | ||||||
China Mobile |
146,000 | 1,351 | ||||||
China Mobile ADR |
72,200 | 3,378 |
Description | Shares | Market Value ($ Thousands) |
||||||
CLP Holdings |
449,400 | $ | 3,982 | |||||
DMX Technologies Group* |
194,000 | 55 | ||||||
Esprit Holdings |
225,000 | 700 | ||||||
First Pacific |
678,000 | 606 | ||||||
Galaxy Entertainment Group*(A) |
94,000 | 201 | ||||||
Get Nice Holdings |
1,558,000 | 102 | ||||||
Hang Lung Group |
21,500 | 136 | ||||||
Hang Lung Properties |
9,000 | 37 | ||||||
Hang Seng Bank |
37,900 | 605 | ||||||
Henderson Land Development |
48,000 | 309 | ||||||
Hong Kong Exchanges and Clearing |
43,000 | 901 | ||||||
HongKong Electric Holdings |
6,500 | 49 | ||||||
Hongkong Land Holdings |
294,000 | 2,093 | ||||||
Hutchison Telecommunications Hong Kong Holdings |
802,000 | 247 | ||||||
Hutchison Whampoa |
363,500 | 3,924 | ||||||
Hysan Development |
88,300 | 436 | ||||||
Jardine Strategic Holdings |
223,535 | 6,840 | ||||||
Li & Fung |
473,600 | 943 | ||||||
MTR |
73,000 | 259 | ||||||
New World Development |
221,000 | 334 | ||||||
Nine Dragons Paper Holdings |
3,859,000 | 3,358 | ||||||
Orient Overseas International |
25,300 | 163 | ||||||
PCCW |
443,000 | 191 | ||||||
RCG Holdings* |
39,556 | 5 | ||||||
Shangri-La Asia |
152,900 | 374 | ||||||
SJM Holdings |
271,800 | 643 | ||||||
Sun Hung Kai Properties |
39,000 | 568 | ||||||
Swire Pacific, Cl A |
134,700 | 1,979 | ||||||
Wharf Holdings |
54,800 | 381 | ||||||
Wheelock |
23,600 | 95 | ||||||
Wing Hang Bank |
27,600 | 302 | ||||||
Wynn Macau |
60,000 | 196 | ||||||
Yue Yuen Industrial Holdings |
1,758,500 | 5,582 | ||||||
|
|
|||||||
46,973 | ||||||||
|
|
|||||||
Indonesia 0.1% |
||||||||
Telekomunikasi Indonesia ADR |
54,596 | 1,884 | ||||||
|
|
|||||||
Ireland 0.5% |
||||||||
CRH |
16,914 | 375 | ||||||
Elan* |
11,160 | 129 | ||||||
Experian |
455,776 | 5,806 | ||||||
Ryanair Holdings ADR |
5,900 | 173 | ||||||
Smurfit Kappa Group* |
261,595 | 3,120 | ||||||
|
|
|||||||
9,603 | ||||||||
|
|
|||||||
Israel 0.5% |
||||||||
Bank Hapoalim* |
15,701 | 78 | ||||||
Bank Leumi Le-Israel |
33,954 | 160 | ||||||
Bezeq Israeli Telecommunication |
190,802 | 481 | ||||||
Cellcom Israel |
8,879 | 246 | ||||||
Check Point Software Technologies* |
100,865 | 5,734 | ||||||
Israel |
474 | 515 | ||||||
Israel Chemicals |
92,487 | 1,468 | ||||||
NICE Systems* |
6,574 | 237 | ||||||
Partner Communications |
13,175 | 199 | ||||||
Teva Pharmaceutical Industries |
24,500 | 1,178 | ||||||
|
|
|||||||
10,296 | ||||||||
|
|
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Italy 2.3% |
||||||||
Assicurazioni Generali |
20,404 | $ | 430 | |||||
Atlantia |
10,340 | 220 | ||||||
Banca Monte dei Paschi di Siena(A) |
326,877 | 248 | ||||||
Banco Popolare Scarl |
93,885 | 216 | ||||||
Enel |
817,159 | 5,336 | ||||||
Engineering Ingegneria Informatica |
2,148 | 73 | ||||||
ENI |
70,063 | 1,657 | ||||||
Exor |
10,324 | 323 | ||||||
Fiat |
160,833 | 1,765 | ||||||
Fiat Industrial* |
116,284 | 1,500 | ||||||
Finmeccanica |
22,267 | 269 | ||||||
Intesa Sanpaolo(A) |
3,381,633 | 8,752 | ||||||
Mediaset |
56,566 | 266 | ||||||
Mediobanca |
10,137 | 103 | ||||||
Parmalat |
84,739 | 319 | ||||||
Pirelli & C |
4,554 | 49 | ||||||
Prada* |
680,400 | 4,105 | ||||||
Saipem |
22,868 | 1,180 | ||||||
Snam Rete Gas |
719,590 | 4,261 | ||||||
Telecom Italia |
7,040,529 | 8,284 | ||||||
Terna Rete Elettrica Nazionale |
10,437 | 49 | ||||||
UniCredito Italiano |
2,946,218 | 6,236 | ||||||
Unione di Banche Italiane(A) |
30,237 | 170 | ||||||
|
|
|||||||
45,811 | ||||||||
|
|
|||||||
Japan 17.4% |
||||||||
Aeon |
285,500 | 3,422 | ||||||
Aeon Mall |
2,400 | 58 | ||||||
Aica Kogyo |
3,200 | 44 | ||||||
Aisin Seiki |
15,800 | 606 | ||||||
Ajinomoto |
17,700 | 209 | ||||||
Alfresa Holdings |
5,900 | 228 | ||||||
All Nippon Airways |
149,400 | 485 | ||||||
Alpen |
5,700 | 92 | ||||||
Arc Land Sakamoto |
7,300 | 116 | ||||||
Arnest One |
6,600 | 67 | ||||||
Asahi Breweries |
10,200 | 204 | ||||||
Asahi Glass |
68,000 | 788 | ||||||
Asahi Kasei |
28,600 | 191 | ||||||
Asics |
25,300 | 375 | ||||||
Astellas Pharma |
17,000 | 656 | ||||||
Autobacs Seven |
2,500 | 105 | ||||||
Bank of Kyoto |
3,800 | 35 | ||||||
Bank of the Ryukyus |
4,900 | 62 | ||||||
Bank of Yokohama |
36,000 | 179 | ||||||
Belluna |
6,800 | 44 | ||||||
Benesse |
2,400 | 103 | ||||||
Best Bridal |
65 | 55 | ||||||
Bic Camera |
401 | 214 | ||||||
Bridgestone |
7,500 | 171 | ||||||
Brother Industries |
211,400 | 3,102 | ||||||
Calsonic Kansei |
67,000 | 401 | ||||||
Canon |
35,400 | 1,670 | ||||||
Capcom |
6,600 | 151 | ||||||
Central Japan Railway |
477 | 3,733 | ||||||
Century Tokyo Leasing |
33,200 | 594 | ||||||
Chiba Bank |
23,000 | 143 | ||||||
Chubu Electric Power |
14,000 | 272 |
Description | Shares | Market Value ($ Thousands) |
||||||
Chuetsu Pulp & Paper |
18,000 | $ | 30 | |||||
Chugai Pharmaceutical |
10,100 | 165 | ||||||
Coca-Cola West |
311,800 | 5,946 | ||||||
Cosmo Oil |
187,100 | 528 | ||||||
Credit Saison |
8,200 | 137 | ||||||
Dai Nippon Printing |
720,000 | 8,051 | ||||||
Daicel Chemical Industries |
190,000 | 1,247 | ||||||
Daido Steel |
24,900 | 165 | ||||||
Daihatsu Motor |
35,800 | 605 | ||||||
Dai-ichi Life Insurance |
170 | 236 | ||||||
Daiichi Sankyo |
135,600 | 2,634 | ||||||
Daiichikosho |
3,500 | 56 | ||||||
Daikin Industries |
5,200 | 183 | ||||||
Dainippon Sumitomo Pharma |
26,400 | 249 | ||||||
Daito Trust Construction |
11,600 | 978 | ||||||
Daiwa House Industry |
192,000 | 2,404 | ||||||
Daiwa Securities Group |
65,500 | 286 | ||||||
Dena |
17,700 | 757 | ||||||
Denso |
14,800 | 546 | ||||||
Dydo Drinco |
4,400 | 163 | ||||||
East Japan Railway |
19,900 | 1,133 | ||||||
EDION(A) |
93,800 | 879 | ||||||
Eisai |
28,300 | 1,099 | ||||||
Elpida Memory* |
100,500 | 1,170 | ||||||
Faith |
378 | 46 | ||||||
Fanuc |
63,200 | 10,471 | ||||||
Fast Retailing |
1,900 | 305 | ||||||
Fuji Film Holdings |
200,200 | 6,195 | ||||||
Fuji Heavy Industries |
75,500 | 581 | ||||||
Fuji Soft |
4,100 | 60 | ||||||
Fujishoji |
42 | 39 | ||||||
Fujitsu |
62,000 | 352 | ||||||
Fukuoka Financial Group |
30,000 | 124 | ||||||
Hachijuni Bank |
169,000 | 944 | ||||||
Hamamatsu Photonics |
8,700 | 373 | ||||||
Haseko |
2,656,500 | 1,908 | ||||||
Hino Motors |
315,000 | 1,822 | ||||||
HIS |
4,900 | 120 | ||||||
Hitachi |
892,700 | 5,228 | ||||||
Hitachi Construction Machinery |
1,300 | 29 | ||||||
Hitachi Metals |
700 | 10 | ||||||
Hokuriku Electric Power |
11,400 | 217 | ||||||
Honda Motor |
485,100 | 18,531 | ||||||
Hosiden |
12,600 | 114 | ||||||
Hoya |
11,800 | 259 | ||||||
IBJ Leasing |
8,800 | 213 | ||||||
Idemitsu Kosan |
8,600 | 912 | ||||||
IHI |
441,200 | 1,131 | ||||||
Iida Home Max |
34,800 | 302 | ||||||
Inpex |
162 | 1,188 | ||||||
Isuzu Motors |
138,100 | 648 | ||||||
IT Holdings |
12,700 | 112 | ||||||
Itochu |
57,500 | 593 | ||||||
Itochu-Shokuhin |
1,900 | 67 | ||||||
Japan Prime Realty Investment, Cl A(B) |
110 | 290 | ||||||
Japan Real Estate Investment, Cl A(B) |
16 | 157 | ||||||
Japan Retail Fund Investment, Cl A(B) |
335 | 514 | ||||||
Japan Steel Works |
245,000 | 1,665 | ||||||
Japan Tobacco |
271 | 1,039 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 4 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
JFE Holdings |
6,400 | $ | 175 | |||||
JFE Shoji Holdings |
23,000 | 112 | ||||||
JGC |
337,200 | 9,165 | ||||||
JS Group |
19,000 | 487 | ||||||
JTEKT |
207,900 | 3,035 | ||||||
Jupiter Telecommunications |
6,350 | 7,077 | ||||||
Juroku Bank |
16,000 | 50 | ||||||
Justsystems* |
13,900 | 32 | ||||||
JVC Kenwood Holdings* |
78,200 | 386 | ||||||
JX Holdings |
61,700 | 412 | ||||||
Kansai Electric Power |
14,500 | 287 | ||||||
Kansai Paint |
4,200 | 38 | ||||||
Kao |
78,300 | 2,046 | ||||||
Kawasaki Heavy Industries |
120,000 | 474 | ||||||
Kawasaki Kisen Kaisha |
50,000 | 173 | ||||||
KDDI |
1,696 | 12,117 | ||||||
Keyence |
1,100 | 310 | ||||||
Kinden |
20,000 | 170 | ||||||
Kintetsu |
14,000 | 45 | ||||||
Kita-Nippon Bank |
1,700 | 38 | ||||||
Kobe Steel |
77,700 | 175 | ||||||
Komatsu |
93,400 | 2,888 | ||||||
Konami |
1,900 | 45 | ||||||
Ks Holdings |
48,100 | 2,070 | ||||||
Kubota |
10,800 | 95 | ||||||
Kyocera |
4,900 | 494 | ||||||
Lawson |
2,300 | 120 | ||||||
Mabuchi Motor |
130,900 | 6,564 | ||||||
Makita |
113,300 | 5,233 | ||||||
Marubeni |
356,800 | 2,350 | ||||||
Matsushita Electric Industrial |
153,200 | 1,859 | ||||||
Mediceo Paltac Holdings |
4,500 | 40 | ||||||
MEIJI Holdings |
5,500 | 231 | ||||||
Melco Holdings |
1,900 | 48 | ||||||
Millea Holdings |
9,300 | 259 | ||||||
Miraca Holdings |
9,200 | 371 | ||||||
Mitsubishi |
217,300 | 5,381 | ||||||
Mitsubishi Chemical Holdings |
176,100 | 1,239 | ||||||
Mitsubishi Electric |
112,400 | 1,294 | ||||||
Mitsubishi Estate |
23,600 | 411 | ||||||
Mitsubishi Gas Chemical |
22,100 | 161 | ||||||
Mitsubishi Heavy Industries |
99,000 | 462 | ||||||
Mitsubishi UFJ Financial Group |
414,600 | 2,002 | ||||||
Mitsui |
65,300 | 1,119 | ||||||
Mitsui Engineering & Shipbuilding |
17,300 | 37 | ||||||
Mitsui Fudosan |
22,700 | 387 | ||||||
Mitsui Home |
8,000 | 40 | ||||||
Mitsui OSK Lines |
51,000 | 272 | ||||||
Mitsui Sumitomo Insurance Group Holdings |
259,400 | 6,026 | ||||||
Mitsui Trust Holdings |
935,330 | 3,231 | ||||||
Mizuho Financial Group |
677,800 | 1,108 | ||||||
Murata Manufacturing |
20,900 | 1,385 | ||||||
Nabtesco |
16,100 | 386 | ||||||
Namco Bandai Holdings |
13,100 | 157 | ||||||
NEC |
50,000 | 113 | ||||||
NEC Networks & System Integration |
19,400 | 270 | ||||||
Nichii Gakkan |
9,500 | 84 | ||||||
Nichireki |
8,000 | 38 | ||||||
Nidec |
2,000 | 184 | ||||||
Nintendo |
23,700 | 4,422 |
Description | Shares | Market Value ($ Thousands) |
||||||
Nippo |
11,000 | $ | 89 | |||||
Nippon Building Fund, Cl A(B) |
49 | 477 | ||||||
Nippon Densetsu Kogyo |
5,000 | 53 | ||||||
Nippon Electric Glass |
442,700 | 5,624 | ||||||
Nippon Express |
39,000 | 157 | ||||||
Nippon Paper Group |
4,800 | 106 | ||||||
Nippon Sheet Glass |
34,000 | 105 | ||||||
Nippon Telegraph & Telephone |
89,600 | 4,288 | ||||||
Nippon Telegraph & Telephone ADR |
229,400 | 5,547 | ||||||
Nippon Yusen |
104,200 | 384 | ||||||
Nishimatsu Construction |
78,000 | 114 | ||||||
Nissan Motor |
36,400 | 379 | ||||||
Nisshin Fudosan |
13,200 | 84 | ||||||
Nissin Food Products |
2,600 | 94 | ||||||
Nitto Denko |
27,300 | 1,374 | ||||||
NKSJ Holdings |
29,000 | 190 | ||||||
NOK |
3,400 | 58 | ||||||
Nomura Holdings |
88,700 | 435 | ||||||
Nomura Real Estate Holdings |
3,900 | 64 | ||||||
Nomura Real Estate Office Fund, Cl A(B) |
46 | 303 | ||||||
Noritsu Koki |
6,500 | 35 | ||||||
Noritz |
4,300 | 79 | ||||||
NSK |
6,700 | 66 | ||||||
NTN |
4,100 | 23 | ||||||
NTT Data |
52 | 171 | ||||||
NTT DoCoMo |
594 | 1,052 | ||||||
Oita Bank |
16,000 | 47 | ||||||
OJI Paper |
24,000 | 114 | ||||||
Omron |
6,300 | 174 | ||||||
Ono Pharmaceutical |
9,400 | 500 | ||||||
Oriental Land |
6,400 | 540 | ||||||
ORIX |
12,110 | 1,168 | ||||||
Osaka Gas |
26,000 | 98 | ||||||
Otsuka Holdings |
13,800 | 364 | ||||||
PanaHome |
9,000 | 58 | ||||||
Rakuten |
308 | 317 | ||||||
Resona Holdings |
70,000 | 328 | ||||||
Ricoh |
13,000 | 143 | ||||||
Ricoh Leasing |
6,400 | 142 | ||||||
Rinnai |
900 | 65 | ||||||
Rohm |
69,600 | 3,960 | ||||||
Saizeriya |
20,000 | 379 | ||||||
San-In Godo Bank |
18,000 | 128 | ||||||
Sankyo |
53,800 | 2,761 | ||||||
Santen Pharmaceutical |
4,300 | 174 | ||||||
Sapporo Hokuyo Holdings |
412,300 | 1,715 | ||||||
Secom |
3,900 | 186 | ||||||
Sega Sammy Holdings |
141,100 | 2,706 | ||||||
Seiko Epson |
2,400 | 41 | ||||||
Seino Transportation |
76,000 | 543 | ||||||
Sekisui Chemical |
1,002,000 | 8,499 | ||||||
Sekisui House |
572,000 | 5,284 | ||||||
Sekisui Jushi |
5,000 | 51 | ||||||
Seven & I Holdings |
507,300 | 13,549 | ||||||
Sharp |
24,000 | 217 | ||||||
Shimano |
700 | 38 | ||||||
Shimizu |
38,000 | 157 | ||||||
Shin-Etsu Chemical |
101,100 | 5,377 | ||||||
Shinko Securities |
48,000 | 115 | ||||||
Ship Healthcare Holdings |
5,900 | 108 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Shiseido |
325,000 | $ | 6,032 | |||||
Shizuoka Bank |
18,000 | 164 | ||||||
Showa Shell Sekiyu |
76,500 | 705 | ||||||
SMC |
37,900 | 6,777 | ||||||
Softbank |
59,000 | 2,214 | ||||||
Sojitz |
370,700 | 689 | ||||||
Sony |
12,000 | 315 | ||||||
Sony Financial Holdings |
508,630 | 9,126 | ||||||
SRI Sports |
4,400 | 47 | ||||||
Sumitomo |
164,500 | 2,218 | ||||||
Sumitomo Chemical |
34,000 | 168 | ||||||
Sumitomo Electric Industries |
26,900 | 389 | ||||||
Sumitomo Metal Industries |
174,000 | 388 | ||||||
Sumitomo Metal Mining |
10,000 | 163 | ||||||
Sumitomo Mitsui Financial Group |
311,200 | 9,510 | ||||||
Sumitomo Realty & Development |
21,300 | 472 | ||||||
T&D Holdings |
10,250 | 242 | ||||||
Taisei |
20,000 | 46 | ||||||
Taisho Pharmaceutical |
2,000 | 45 | ||||||
Takeda Pharmaceutical |
114,000 | 5,244 | ||||||
Tanabe Seiyaku |
17,100 | 285 | ||||||
TDK |
2,700 | 147 | ||||||
Teijin |
117,300 | 513 | ||||||
Terumo |
2,900 | 156 | ||||||
THK |
1,700 | 43 | ||||||
Tochigi Bank |
9,000 | 34 | ||||||
Toho Holdings |
3,400 | 34 | ||||||
Tohoku Electric Power |
8,600 | 124 | ||||||
Tokai |
2,800 | 61 | ||||||
Tokyo Electric Power |
65,200 | 263 | ||||||
Tokyo Electron |
69,700 | 3,772 | ||||||
Tokyo Gas |
37,000 | 166 | ||||||
Tokyo Tekko |
24,000 | 71 | ||||||
Tokyu |
61,000 | 252 | ||||||
Tokyu Land |
49,600 | 209 | ||||||
TonenGeneral Sekiyu(A) |
100,500 | 1,229 | ||||||
Toppan Printing |
24,000 | 185 | ||||||
Toray Industries |
50,600 | 371 | ||||||
Toshiba |
120,000 | 627 | ||||||
Toshiba TEC |
82,000 | 355 | ||||||
Tosoh |
39,000 | 155 | ||||||
Totetsu Kogyo |
9,000 | 86 | ||||||
Toyo Securities |
37,000 | 60 | ||||||
Toyo Suisan Kaisha |
8,000 | 188 | ||||||
Toyo Tire & Rubber |
18,000 | 45 | ||||||
Toyota Auto Body |
22,800 | 372 | ||||||
Toyota Motor |
257,400 | 10,518 | ||||||
Toyota Motor ADR |
35,768 | 2,948 | ||||||
Toyota Tsusho |
62,500 | 1,063 | ||||||
Ube Industries |
76,000 | 227 | ||||||
Unicharm |
3,300 | 143 | ||||||
Unipres |
3,300 | 85 | ||||||
Wacoal Holdings |
311,704 | 3,871 | ||||||
Warabeya Nichiyo |
5,200 | 59 | ||||||
Watabe Wedding |
6,395 | 53 | ||||||
West Japan Railway |
57,100 | 2,220 | ||||||
Xebio |
3,500 | 79 | ||||||
Yahoo! Japan |
1,045 | 357 | ||||||
Yamaha Motor |
5,400 | 98 | ||||||
Yamato Transport |
22,900 | 358 | ||||||
Yaskawa Electric |
845,500 | 9,401 | ||||||
Yokohama Rubber |
46,000 | 263 |
Description | Shares | Market Value ($ Thousands) |
||||||
Zeon |
48,000 | $ | 446 | |||||
|
|
|||||||
352,804 | ||||||||
|
|
|||||||
Malaysia 0.1% |
||||||||
Axiata Group |
1,646,200 | 2,731 | ||||||
|
|
|||||||
Malta 0.0% |
||||||||
BGP Holdings* |
198,683 | | ||||||
|
|
|||||||
Mexico 0.1% |
||||||||
Telefonos de Mexico ADR, Ser L |
134,341 | 2,217 | ||||||
|
|
|||||||
Netherlands 5.2% |
||||||||
Aegon* |
193,951 | 1,323 | ||||||
Akzo Nobel |
238,916 | 15,068 | ||||||
ArcelorMittal |
30,641 | 1,066 | ||||||
ASML Holding |
17,329 | 638 | ||||||
Delta Lloyd |
13,726 | 326 | ||||||
European Aeronautic Defence and Space |
56,487 | 1,890 | ||||||
Fugro |
57,549 | 4,148 | ||||||
Gemalto |
88,463 | 4,229 | ||||||
Heineken |
9,783 | 588 | ||||||
ING Groep* |
572,942 | 7,052 | ||||||
Koninklijke Ahold |
368,746 | 4,954 | ||||||
Koninklijke DSM |
11,678 | 758 | ||||||
Koninklijke KPN |
26,903 | 391 | ||||||
Koninklijke Philips Electronics |
15,195 | 390 | ||||||
Randstad Holding |
169,354 | 7,826 | ||||||
Reed Elsevier |
916,410 | 12,297 | ||||||
Royal Dutch Shell, Cl A |
330,980 | 11,762 | ||||||
Royal Dutch Shell, Cl B |
168,515 | 6,017 | ||||||
Royal Dutch Shell ADR, Cl B |
60,277 | 4,325 | ||||||
SBM Offshore |
20,693 | 547 | ||||||
TNT |
398,822 | 3,384 | ||||||
TNT Express* |
467,923 | 4,852 | ||||||
Unilever |
218,068 | 7,147 | ||||||
Wolters Kluwer |
198,349 | 4,394 | ||||||
|
|
|||||||
105,372 | ||||||||
|
|
|||||||
New Zealand 0.5% |
||||||||
Fletcher Building |
7,411 | 53 | ||||||
Mainfreight |
4,933 | 41 | ||||||
Telecom of New Zealand |
5,119,868 | 10,381 | ||||||
|
|
|||||||
10,475 | ||||||||
|
|
|||||||
Norway 1.1% |
||||||||
Aker Solutions |
105,598 | 2,126 | ||||||
DnB |
699,693 | 9,807 | ||||||
Gjensidige Forsikring |
3,675 | 45 | ||||||
Norsk Hydro |
15,478 | 119 | ||||||
Seadrill |
44,480 | 1,574 | ||||||
Statoil |
339,217 | 8,636 | ||||||
Telenor |
11,999 | 198 | ||||||
Yara International |
9,496 | 537 | ||||||
|
|
|||||||
23,042 | ||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 6 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Poland 0.1% |
||||||||
KGHM Polska Miedz |
36,441 | $ | 2,615 | |||||
|
|
|||||||
Portugal 0.1% |
||||||||
Energias de Portugal |
55,870 | 198 | ||||||
Galp Energia, Cl B |
3,738 | 89 | ||||||
Jeronimo Martins |
35,455 | 681 | ||||||
Portugal Telecom (A) |
54,802 | 543 | ||||||
|
|
|||||||
1,511 | ||||||||
|
|
|||||||
Russia 0.1% |
||||||||
OAO Gazprom ADR |
121,940 | 1,774 | ||||||
Polyus Gold ADR |
26,057 | 821 | ||||||
Surgutneftegas ADR |
8,414 | 83 | ||||||
|
|
|||||||
2,678 | ||||||||
|
|
|||||||
Singapore 1.6% |
||||||||
City Developments |
8,400 | 71 | ||||||
ComfortDelgro |
39,000 | 46 | ||||||
DBS Group Holdings |
367,000 | 4,383 | ||||||
Fraser and Neave |
59,800 | 282 | ||||||
Golden Agri-Resources |
722,000 | 400 | ||||||
GuocoLeisure |
296,000 | 166 | ||||||
Jardine Cycle & Carriage |
9,200 | 322 | ||||||
Keppel |
110,110 | 994 | ||||||
Keppel Land |
30,200 | 89 | ||||||
Oversea-Chinese Banking(A) |
503,500 | 3,839 | ||||||
SembCorp Industries |
58,600 | 238 | ||||||
SembCorp Marine |
953,100 | 4,115 | ||||||
Singapore Airlines |
504,000 | 5,822 | ||||||
Singapore Exchange |
10,500 | 64 | ||||||
Singapore Land |
23,000 | 133 | ||||||
Singapore Press Holdings |
160,400 | 510 | ||||||
Singapore Technologies Engineering |
33,100 | 81 | ||||||
Singapore Telecommunications |
295,000 | 759 | ||||||
Transpac Industrial Holdings |
36,000 | 58 | ||||||
United Overseas Bank |
372,000 | 5,964 | ||||||
UOL Group |
35,600 | 145 | ||||||
Wilmar International |
87,000 | 384 | ||||||
Yangzijiang Shipbuilding Holdings(A) |
2,249,300 | 2,675 | ||||||
|
|
|||||||
31,540 | ||||||||
|
|
|||||||
South Africa 0.8% |
||||||||
AngloGold Ashanti |
38,800 | 1,634 | ||||||
AngloGold Ashanti ADR |
100,921 | 4,248 | ||||||
Gold Fields |
345,849 | 5,060 | ||||||
Impala Platinum Holdings |
38,000 | 1,021 | ||||||
MTN Group |
238,037 | 5,053 | ||||||
|
|
|||||||
17,016 | ||||||||
|
|
|||||||
South Korea 2.8% |
||||||||
Asia Cement |
980 | 45 | ||||||
Hyundai Heavy Industries |
14,989 | 6,226 | ||||||
Hyundai Mobis |
23,459 | 8,789 | ||||||
Hyundai Motor |
9,915 | 2,201 | ||||||
Kia Motors |
26,116 | 1,768 | ||||||
Korea Electric Power ADR |
205,475 | 2,727 | ||||||
KT&G |
146,039 | 9,083 |
Description | Shares | Market Value ($ Thousands) |
||||||
Samsung Electronics |
12,446 | $ | 9,629 | |||||
Shinhan Financial Group |
184,272 | 8,785 | ||||||
SK Telecom ADR |
426,697 | 7,979 | ||||||
|
|
|||||||
57,232 | ||||||||
|
|
|||||||
Spain 1.8% |
||||||||
Abertis Infraestructuras(A) |
18,213 | 407 | ||||||
Acciona |
605 | 64 | ||||||
ACS Actividades de Construccion y Servicios(A) |
4,258 | 201 | ||||||
Amadeus IT Holding, Cl A* |
5,678 | 118 | ||||||
Banco Bilbao Vizcaya Argentaria(A) |
75,065 | 880 | ||||||
Banco Popular Espanol |
167,700 | 944 | ||||||
Banco Santander Central Hispano |
554,384 | 6,400 | ||||||
Caja de Ahorros del Mediterraneo |
12,489 | 84 | ||||||
Criteria Caixacorp(A) |
157,569 | 1,099 | ||||||
Enagas(A) |
313,989 | 7,607 | ||||||
Endesa(A) |
8,158 | 272 | ||||||
Ferrovial(A) |
121,198 | 1,531 | ||||||
Fomento de Construcciones y Contratas |
10,686 | 326 | ||||||
Gas Natural |
19,818 | 415 | ||||||
Grifols(A) |
15,584 | 313 | ||||||
Iberdrola |
117,488 | 1,045 | ||||||
Iberdrola Renovables |
11,959 | 53 | ||||||
Inditex |
13,569 | 1,236 | ||||||
Indra Sistemas(A) |
140,300 | 2,895 | ||||||
Red Electrica |
5,230 | 316 | ||||||
Repsol(A) |
70,727 | 2,455 | ||||||
Tecnicas Reunidas |
88,459 | 4,537 | ||||||
Telefonica |
115,440 | 2,822 | ||||||
|
|
|||||||
36,020 | ||||||||
|
|
|||||||
Sweden 1.7% |
||||||||
Alfa Laval |
20,643 | 446 | ||||||
Assa Abloy, Cl B |
7,834 | 211 | ||||||
Atlas Copco, Cl A |
66,004 | 1,742 | ||||||
Atlas Copco, Cl B |
68,882 | 1,625 | ||||||
Boliden |
20,390 | 377 | ||||||
Elekta, Cl B |
56,555 | 2,685 | ||||||
Hennes & Mauritz, Cl B |
36,293 | 1,254 | ||||||
Hexagon, Cl B |
262,372 | 6,478 | ||||||
Holmen, Cl B |
7,149 | 223 | ||||||
Industrivarden, Cl C |
73,977 | 1,228 | ||||||
Kinnevik Investment, Cl B |
1,572 | 35 | ||||||
Millicom International Cellular |
531 | 56 | ||||||
Nordea Bank |
193,838 | 2,089 | ||||||
Ratos, Cl B |
2,369 | 46 | ||||||
Sandvik |
41,137 | 723 | ||||||
Scania, Cl B |
25,140 | 585 | ||||||
Skandinaviska Enskilda Banken, Cl A |
634,794 | 5,201 | ||||||
SKF, Cl B |
25,651 | 744 | ||||||
Svenska Cellulosa, Cl B |
28,350 | 400 | ||||||
Svenska Handelsbanken, Cl A |
7,281 | 225 | ||||||
Swedbank, Cl A |
109,947 | 1,852 | ||||||
Swedish Match |
21,412 | 720 | ||||||
Tele2, Cl B |
27,782 | 550 | ||||||
Telefonaktiebolaget LM Ericsson, Cl B |
182,542 | 2,638 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Volvo, Cl B |
93,206 | $ | 1,632 | |||||
|
|
|||||||
33,765 | ||||||||
|
|
|||||||
Switzerland 8.3% |
||||||||
ABB |
23,237 | 602 | ||||||
Actelion |
14,144 | 696 | ||||||
Aryzta |
493 | 26 | ||||||
Baloise Holding |
3,769 | 388 | ||||||
Clariant |
120,850 | 2,306 | ||||||
Compagnie Financiere Richemont |
65,539 | 4,285 | ||||||
Credit Suisse Group |
135,596 | 5,266 | ||||||
Daetwyler Holding |
463 | 40 | ||||||
Elektrizitaets-Gesellschaft Laufenburg |
56 | 56 | ||||||
Geberit |
1,238 | 293 | ||||||
Givaudan |
14,312 | 15,119 | ||||||
Glencore International* |
15,637 | 123 | ||||||
Helvetia Holding |
415 | 177 | ||||||
Holcim |
6,330 | 477 | ||||||
Julius Baer Group |
185,187 | 6,520 | ||||||
Kuehne & Nagel International |
886 | 134 | ||||||
Lindt & Spruengli |
120 | 573 | ||||||
Nestle |
244,831 | 15,193 | ||||||
Nobel Biocare Holding |
388,165 | 7,902 | ||||||
Novartis |
566,606 | 34,656 | ||||||
Pargesa Holding |
2,978 | 276 | ||||||
Roche Holding |
103,471 | 17,290 | ||||||
Schindler Holding |
3,279 | 398 | ||||||
SGS |
3,675 | 6,966 | ||||||
Sika |
1,412 | 3,399 | ||||||
STMicroelectronics |
146,315 | 1,457 | ||||||
Straumann Holding |
446 | 107 | ||||||
Sulzer |
49,246 | 8,001 | ||||||
Swatch Group |
10,442 | 2,708 | ||||||
Swiss Life Holding |
4,090 | 670 | ||||||
Swiss Re |
8,945 | 502 | ||||||
Swisscom |
3,900 | 1,786 | ||||||
Syngenta |
3,182 | 1,073 | ||||||
Transocean |
9,594 | 623 | ||||||
UBS |
728,758 | 13,276 | ||||||
Xstrata |
384,620 | 8,469 | ||||||
Zurich Financial Services |
24,019 | 6,065 | ||||||
|
|
|||||||
167,898 | ||||||||
|
|
|||||||
Taiwan 0.1% |
||||||||
United Microelectronics ADR(A) |
691,541 | 1,770 | ||||||
|
|
|||||||
United Kingdom 15.5% |
||||||||
3i Group |
10,342 | 47 | ||||||
Acergy |
142,390 | 3,662 | ||||||
Admiral Group |
12,292 | 328 | ||||||
AMEC |
54,791 | 957 | ||||||
Amlin |
768,349 | 5,009 | ||||||
Anglo American |
8,269 | 410 | ||||||
Antofagasta |
45,993 | 1,029 | ||||||
ARM Holdings |
217,546 | 2,054 | ||||||
Associated British Foods |
5,532 | 96 | ||||||
AstraZeneca |
258,885 | 12,918 | ||||||
Aviva |
1,257,126 | 8,860 | ||||||
BAE Systems |
606,792 | 3,103 | ||||||
Balfour Beatty |
777,197 | 3,849 |
Description | Shares | Market Value ($ Thousands) |
||||||
Barclays |
1,723,644 | $ | 7,097 | |||||
BG Group |
618,416 | 14,039 | ||||||
BHP Billiton |
75,601 | 2,976 | ||||||
BP |
1,318,923 | 9,712 | ||||||
BP ADR |
27,419 | 1,214 | ||||||
British American Tobacco |
307,180 | 13,468 | ||||||
British Land(B) |
53,517 | 523 | ||||||
British Sky Broadcasting Group |
127,343 | 1,731 | ||||||
BT Group, Cl A |
839,846 | 2,717 | ||||||
Bunzl |
346,231 | 4,336 | ||||||
Burberry Group |
58,596 | 1,364 | ||||||
Cairn Energy* |
99,008 | 659 | ||||||
Capita Group |
428,400 | 4,921 | ||||||
Capital Shopping Centres Group(B) |
11,152 | 72 | ||||||
Carnival |
5,482 | 212 | ||||||
Centrica |
254,655 | 1,322 | ||||||
Compass Group |
48,527 | 468 | ||||||
Davis Service Group |
44,500 | 389 | ||||||
Diageo |
474,172 | 9,691 | ||||||
Essar Energy* |
13,158 | 86 | ||||||
Eurasian Natural Resources |
253,210 | 3,177 | ||||||
Fresnillo |
9,713 | 219 | ||||||
GlaxoSmithKline |
637,508 | 13,653 | ||||||
Hammerson(B) |
50,659 | 392 | ||||||
Home Retail Group |
1,385,998 | 3,643 | ||||||
HSBC Holdings |
1,156,655 | 11,466 | ||||||
ICAP |
94,087 | 714 | ||||||
Imperial Tobacco Group |
134,917 | 4,486 | ||||||
Informa |
603,913 | 4,189 | ||||||
Intercontinental Hotels Group |
2,510 | 51 | ||||||
Intermediate Capital Group |
10,719 | 56 | ||||||
International Consolidated Airlines Group* |
38,421 | 156 | ||||||
International Power |
102,932 | 532 | ||||||
Intertek Group |
702 | 22 | ||||||
ITV* |
655,989 | 753 | ||||||
J Sainsbury |
43,551 | 230 | ||||||
Johnson Matthey |
1,119 | 35 | ||||||
Kingfisher |
2,348,606 | 10,075 | ||||||
Land Securities Group(B) |
54,282 | 743 | ||||||
Legal & General Group |
465,914 | 884 | ||||||
Lloyds Banking Group* |
2,637,064 | 2,074 | ||||||
London Stock Exchange Group |
26,955 | 459 | ||||||
Man Group |
60,513 | 230 | ||||||
Marks & Spencer Group |
61,105 | 355 | ||||||
Michael Page International |
429,880 | 3,692 | ||||||
National Grid |
95,805 | 942 | ||||||
Old Mutual |
120,000 | 257 | ||||||
Pearson |
26,826 | 506 | ||||||
Petrofac |
160,660 | 3,905 | ||||||
Prudential |
552,680 | 6,389 | ||||||
Reckitt Benckiser Group |
12,401 | 685 | ||||||
Reed Elsevier |
511,484 | 4,648 | ||||||
Rexam |
956,530 | 5,878 | ||||||
Rio Tinto |
266,472 | 19,211 | ||||||
Rio Tinto ADR |
60,100 | 4,346 | ||||||
Rolls-Royce Holdings |
1,802,014 | 18,660 | ||||||
Royal Bank of Scotland Group* |
4,162,020 | 2,570 | ||||||
SABMiller |
33,750 | 1,231 | ||||||
Sage Group |
1,235,247 | 5,729 | ||||||
Schroders |
32,926 | 818 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
8 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Scottish & Southern Energy |
30,890 | $ | 691 | |||||
Severn Trent |
39,903 | 943 | ||||||
Shire |
61,604 | 1,924 | ||||||
Smith & Nephew |
13,615 | 145 | ||||||
Smiths Group |
32,066 | 618 | ||||||
Standard Chartered |
26,542 | 698 | ||||||
Standard Life |
35,704 | 121 | ||||||
Tesco |
1,121,896 | 7,241 | ||||||
Travis Perkins |
1,063 | 17 | ||||||
TUI Travel |
26,786 | 96 | ||||||
Tullow Oil |
198,210 | 3,946 | ||||||
Unilever |
42,156 | 1,358 | ||||||
United Utilities Group |
722,613 | 6,949 | ||||||
Vodafone Group |
9,601,959 | 25,482 | ||||||
Weir Group |
14,589 | 498 | ||||||
Whitbread |
8,968 | 233 | ||||||
Willis Group Holdings |
118,000 | 4,851 | ||||||
Wolseley |
19,488 | 636 | ||||||
WPP |
76,214 | 954 | ||||||
|
|
|||||||
314,781 | ||||||||
|
|
|||||||
United States 0.5% |
||||||||
Advance America Cash Advance Centers |
24,598 | 170 | ||||||
Calamos Asset Management, Cl A |
12,204 | 177 | ||||||
Capital One Financial |
60,998 | 3,152 | ||||||
Cash America International |
742 | 43 | ||||||
ConocoPhillips |
28,959 | 2,177 | ||||||
Eli Lilly |
12,683 | 476 | ||||||
Five Star Quality Care* |
7,156 | 42 | ||||||
Newmont Mining |
52,000 | 2,806 | ||||||
Providence Service* |
3,464 | 44 | ||||||
Synthes |
5,448 | 957 | ||||||
Tyson Foods, Cl A |
2,543 | 49 | ||||||
|
|
|||||||
10,093 | ||||||||
|
|
|||||||
Total Common Stock |
1,920,359 | |||||||
|
|
|||||||
PREFERRED STOCK 0.3% |
||||||||
Germany 0.3% |
||||||||
Bayerische Motoren Werke |
12,391 | 787 | ||||||
Draegerwerk |
2,624 | 293 | ||||||
Henkel |
9,448 | 656 | ||||||
Porsche(A) |
10,930 | 867 | ||||||
ProSiebenSat.1 Media(A) |
6,903 | 196 | ||||||
RWE(A) |
5,062 | 258 | ||||||
Volkswagen |
19,340 | 3,991 | ||||||
|
|
|||||||
Total Preferred Stock |
7,048 | |||||||
|
|
Description | Face Amount ($ Thousands) /Shares |
Market Value ($ Thousands) |
||||||
Number Of Rights |
||||||||
RIGHTS 0.0% |
||||||||
Spain 0.0% |
||||||||
Banco Popular Espanol, Expires 07/11/11 (A) |
168 | $ | 12 | |||||
CaixaBank, Expires 07/15/11 (A) |
158 | 12 | ||||||
|
|
|||||||
Total Rights |
24 | |||||||
|
|
|||||||
Number Of Warrants |
||||||||
WARRANT 0.2% |
||||||||
India 0.2% |
||||||||
Shriram Transport Finance, Expires 09/24/14 * (F) |
278,164 | 3,820 | ||||||
|
|
|||||||
Total Warrant (Cost $3,532) ($ Thousands) |
|
3,820 | ||||||
|
|
|||||||
U.S. TREASURY OBLIGATION 0.2% |
||||||||
U.S. Treasury Bill (C)(D) |
$ | 4,246 | 4,244 | |||||
|
|
|||||||
Total U.S. Treasury Obligation |
4,244 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 3.5% |
||||||||
United States 3.5% |
||||||||
SEI Liquidity Fund, L.P. |
73,084,222 | 71,368 | ||||||
|
|
|||||||
Total Affiliated Partnership |
71,368 | |||||||
|
|
|||||||
CASH EQUIVALENT 2.1% |
||||||||
United States 2.1% |
||||||||
SEI Daily Income Trust, Prime Obligation Fund, Cl A |
42,290,843 | 42,291 | ||||||
|
|
|||||||
Total Cash Equivalent |
42,291 | |||||||
|
|
|||||||
Total Investments 101.1% |
$ | 2,049,154 | ||||||
|
|
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Equity Fund
June 30, 2011
A summary of the open futures contracts held by the Fund at June 30, 2011, is as follows:
Type of Contract |
Number of Contracts Long |
Expiration Date |
Unrealized Appreciation ($ Thousands) |
|||||||||
DJ Euro Stoxx 50 Index |
406 | Sep-2011 | $ | 385 | ||||||||
FTSE 100 Index |
135 | Sep-2011 | 263 | |||||||||
Hang Seng Index |
13 | Jul-2011 | 21 | |||||||||
Nikkei 225 Index |
13 | Sep-2011 | 27 | |||||||||
SPI 200 Index |
38 | Oct-2011 | 31 | |||||||||
Topix Index |
101 | Sep-2011 | 462 | |||||||||
|
|
|||||||||||
$ | 1,189 | |||||||||||
|
|
For the period ended June 30, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
Percentages | are based on a Net Assets of $2,026,315 ($ Thousands). |
* | Non-income producing security. |
** | The rate shown is the 7-day effective yield as of June 30, 2011. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2011. The total market value of securities on loan at June 30, 2011 was $71,000 ($ Thousands). |
(B) | Real Estate Investment Trust. |
(C) | The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(D) | Security, or portion thereof, has been pledged as collateral on open futures contracts. |
(E) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2011 was $71,368 ($ Thousands). |
(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. |
| At June 30, 2011, the tax basis cost of the Funds investments was $1,874,966 ($ Thousands), and the unrealized appreciation and depreciation were $230,559 ($ Thousands) and ($56,371) ($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
DJ Dow Jones
FTSE Financial Times and the London Stock Exchange
L. P. Limited Partnership
Ser Series
SPI Share Price Index
The following is a summary of the inputs used as of June 30, 2011, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 1,920,359 | $ | | $ | | $ | 1,920,359 | ||||||||
Preferred Stock |
7,048 | | | 7,048 | ||||||||||||
Rights |
24 | | | 24 | ||||||||||||
Warrant |
| 3,820 | | 3,820 | ||||||||||||
U.S. Treasury Obligation |
| 4,244 | | 4,244 | ||||||||||||
Affiliated Partnership |
| 71,368 | | 71,368 | ||||||||||||
Cash Equivalent |
42,291 | | | 42,291 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | 1,969,722 | $ | 79,432 | $ | | $ | 2,049,154 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
$ | 1,189 | $ | | $ | | $ | 1,189 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | 1,189 | $ | | $ | | $ | 1,189 | ||||||||
|
|
|
|
|
|
|
|
* Futures | contracts are valued at the unrealized depreciation on the instrument. |
For the period ended June 30, 2011, there were no transfers between Level 1 and into Level 2 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information regarding the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
10 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($Thousands) |
||||||
COMMON STOCK 91.5% |
||||||||
Argentina 0.1% |
||||||||
Tenaris ADR(A) |
24,020 | $ | 1,098 | |||||
|
|
|||||||
Australia 0.1% |
||||||||
Centamin Egypt* |
341,200 | 686 | ||||||
|
|
|||||||
Brazil 11.2% |
||||||||
All America Latina Logistica |
83,600 | 705 | ||||||
Amil Participacoes |
84,838 | 984 | ||||||
Anhanguera Educacional |
||||||||
Participacoes |
27,300 | 579 | ||||||
B2W Cia Global Do Varejo |
34,600 | 423 | ||||||
Banco Bradesco ADR |
111,134 | 2,277 | ||||||
Banco do Brasil |
233,380 | 4,156 | ||||||
Banco Santander Brasil ADR(A) |
260,100 | 3,046 | ||||||
BM&F Bovespa |
445,470 | 2,943 | ||||||
BR Malls Participacoes |
5,100 | 57 | ||||||
BR Properties |
121,191 | 1,365 | ||||||
Brasil Insurance Participacoes e Administracao |
804 | 952 | ||||||
Braskem ADR |
24,700 | 718 | ||||||
BRF - Brasil Foods ADR |
39,200 | 679 | ||||||
Centrais Eletricas Brasileiras |
110,180 | 1,464 | ||||||
Cia de Saneamento Basico do Estado de Sao Paulo ADR |
3,342 | 199 | ||||||
Cia de Saneamento de Minas Gerais |
30,600 | 613 | ||||||
Cia Energetica de Minas Gerais ADR |
23,392 | 483 | ||||||
Cia Hering |
129,725 | 2,948 | ||||||
Cia Siderurgica Nacional |
56,700 | 693 | ||||||
Cielo |
50,282 | 1,246 | ||||||
Cosan Industria e Comercio |
58,814 | 926 | ||||||
Cyrela Brazil Realty |
302,367 | 2,888 | ||||||
Diagnosticos da America |
304,566 | 4,123 | ||||||
EcoRodovias Infraestrutura e Logistica |
120,300 | 1,031 | ||||||
Embraer ADR |
10,071 | 310 | ||||||
Equatorial Energia |
8,050 | 61 | ||||||
Eternit |
17,051 | 104 | ||||||
Even Construtora e Incorporadora |
217,739 | 1,105 | ||||||
Fibria Celulose |
83,992 | 1,096 | ||||||
Fibria Celulose ADR |
128,100 | 1,690 | ||||||
Fleury |
62,958 | 920 | ||||||
Gafisa ADR |
49,825 | 471 | ||||||
Gerdau |
66,754 | 605 | ||||||
Gerdau ADR |
331,917 | 3,492 | ||||||
Gol Linhas Aereas Inteligentes ADR(A) |
86,552 | 1,052 | ||||||
Grendene |
140,859 | 811 | ||||||
HRT Participacoes em Petroleo* |
600 | 540 | ||||||
Hypermarcas |
266,462 | 2,507 | ||||||
JBS* |
493,300 | 1,683 | ||||||
Julio Simoes Logistica |
140,566 | 1,035 | ||||||
Light |
22,068 | 416 | ||||||
Localiza Rent a Car |
12,800 | 227 | ||||||
Magazine Luiza* |
93,500 | 959 |
Description | Shares | Market Value ($ Thousands) |
||||||
Magnesita Refratarios* |
328,265 | $ | 1,618 | |||||
MRV Engenharia e Participacoes |
333,632 | 2,793 | ||||||
OGX Petroleo e Gas Participacoes* |
65,950 | 614 | ||||||
PDG Realty Empreendimentos e Participacoes |
543,844 | 3,060 | ||||||
Petroleo Brasileiro |
423,144 | 7,075 | ||||||
Petroleo Brasileiro ADR |
181,620 | 6,150 | ||||||
Porto Seguro |
113,255 | 1,755 | ||||||
QGEP Participacoes |
175,100 | 1,803 | ||||||
Redecard |
104,300 | 1,562 | ||||||
Santos Brasil Participacoes |
36,800 | 660 | ||||||
Souza Cruz |
112,090 | 1,413 | ||||||
Sul America |
42,146 | 529 | ||||||
Technos* |
32,999 | 349 | ||||||
Telecomunicacoes de Sao Paulo ADR |
26,350 | 783 | ||||||
Telegraph Norte Leste Participacoes ADR |
91,085 | 1,415 | ||||||
Tim Participacoes |
86,300 | 490 | ||||||
Tim Participacoes ADR |
17,384 | 856 | ||||||
Totvs |
305,294 | 5,536 | ||||||
Vale |
201,080 | 6,361 | ||||||
Vale ADR, Cl B |
204,546 | 6,535 | ||||||
|
|
|||||||
105,939 | ||||||||
|
|
|||||||
Canada 0.5% |
||||||||
First Majestic Silver* |
39,300 | 727 | ||||||
Pacific Rubiales Energy |
113,279 | 3,034 | ||||||
Yamana Gold |
90,134 | 1,048 | ||||||
|
|
|||||||
4,809 | ||||||||
|
|
|||||||
Chile 0.6% |
||||||||
Banco Santander Chile ADR(A) |
7,967 | 747 | ||||||
Cia Cervecerias Unidas ADR |
10,230 | 601 | ||||||
Empresa Nacional de |
||||||||
Telecomunicaciones |
47,957 | 971 | ||||||
Enersis ADR |
37,731 | 872 | ||||||
Lan Airlines ADR(A) |
25,455 | 726 | ||||||
Sociedad Quimica y Minera de Chile ADR |
30,294 | 1,961 | ||||||
|
|
|||||||
5,878 | ||||||||
|
|
|||||||
China 12.0% |
||||||||
AAC Acoustic Technologies |
||||||||
Holdings |
988,180 | 2,301 | ||||||
Agile Property Holdings(A) |
350,000 | 542 | ||||||
Agricultural Bank of China(A) |
4,418,932 | 2,323 | ||||||
Airtac International Group |
93,000 | 743 | ||||||
Ajisen China Holdings |
969,434 | 2,008 | ||||||
Aluminum Corp of China(A) |
581,710 | 490 | ||||||
Anta Sports Products |
263,000 | 470 | ||||||
Asia Cement China Holdings(A) |
158,500 | 124 | ||||||
Baidu ADR* |
6,744 | 945 | ||||||
Bank of China |
11,724,394 | 5,711 | ||||||
Bank of Communications |
2,141,770 | 2,051 | ||||||
Beijing Capital International Airport(A) |
2,580,000 | 1,207 | ||||||
Boer Power Holdings |
1,024,700 | 923 | ||||||
Bosideng International |
||||||||
Holdings(A) |
2,154,000 | 664 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($Thousands) |
||||||
BYD Electronic International |
2,087,000 | $ | 885 | |||||
Changsha Zoomlion Heavy Industry Science and Technology Development(A) |
1,458,860 | 2,779 | ||||||
China Automation Group |
1,329,004 | 931 | ||||||
China BlueChemical |
922,701 | 762 | ||||||
China Coal Energy |
950,000 | 1,280 | ||||||
China Construction Bank |
7,878,188 | 6,530 | ||||||
China Dongxiang Group(A) |
3,917,000 | 1,243 | ||||||
China Liansu Group Holdings(A) |
1,198,200 | 978 | ||||||
China Life Insurance |
482,000 | 1,648 | ||||||
China Merchants Bank |
717,931 | 1,735 | ||||||
China Minsheng Banking |
1,121,500 | 1,033 | ||||||
China National Materials |
3,002,438 | 2,458 | ||||||
China Oilfield Services |
501,513 | 913 | ||||||
China Petroleum & Chemical |
1,508,000 | 1,517 | ||||||
China Petroleum & Chemical ADR(A) |
25,351 | 2,572 | ||||||
China Railway Construction |
1,058,000 | 885 | ||||||
China Railway Group |
1,840,000 | 863 | ||||||
China Rongsheng Heavy Industry Group(A) |
1,827,797 | 1,104 | ||||||
China Shenhua Energy |
288,000 | 1,373 | ||||||
China Telecom |
1,106,000 | 716 | ||||||
China Vanke, Cl B |
881,600 | 1,187 | ||||||
China Yurun Food Group |
569,735 | 1,604 | ||||||
Dongfeng Motor Group |
702,120 | 1,326 | ||||||
First Tractor(A) |
745,900 | 928 | ||||||
Fosun International |
66,079 | 50 | ||||||
Foxconn International Holdings*(A) |
2,378,000 | 1,045 | ||||||
Great Wall Motor(A) |
966,500 | 1,590 | ||||||
Greentown China Holdings |
76,000 | 73 | ||||||
Haitian International Holdings |
155,000 | 201 | ||||||
Harbin Power Equipment(A) |
204,000 | 233 | ||||||
Hidili Industry International Development(A) |
3,265,366 | 2,824 | ||||||
Huaneng Power International |
3,490,900 | 1,835 | ||||||
Huaneng Power International ADR |
4,330 | 92 | ||||||
Industrial & Commercial Bank of China |
5,158,929 | 3,918 | ||||||
Jiangling Motors, Cl B |
28,600 | 73 | ||||||
Kingdee International Software Group(A) |
2,966,376 | 1,594 | ||||||
Lianhua Supermarket Holdings |
197,116 | 451 | ||||||
Lumena Resources(A) |
1,189,300 | 478 | ||||||
Maanshan Iron & Steel(A) |
820,000 | 379 | ||||||
Mindray Medical International ADR(A) |
83,263 | 2,336 | ||||||
Netease.com ADR* |
31,679 | 1,428 | ||||||
Noah Holdings ADR*(A) |
73,151 | 822 | ||||||
Parkson Retail Group |
691,902 | 1,012 | ||||||
Peak Sport Products(A) |
1,138,837 | 801 | ||||||
Perfect World ADR* |
43,330 | 813 | ||||||
PetroChina |
2,288,119 | 3,346 | ||||||
PetroChina ADR |
15,995 | 2,336 | ||||||
Ping An Insurance Group of China |
236,000 | 2,437 | ||||||
Renhe Commercial Holdings(A) |
10,334,000 | 1,992 | ||||||
Renren ADR* |
2,000 | 18 | ||||||
Sina* |
14,700 | 1,530 | ||||||
Sinopharm Group |
251,800 | 846 |
Description | Shares | Market Value ($Thousands) |
||||||
Sinotrans |
3,044,000 | $ | 720 | |||||
Sinotruk Hong Kong |
186,000 | 130 | ||||||
Soho China(A) |
1,304,500 | 1,165 | ||||||
SouFun Holdings ADR*(A) |
37,800 | 781 | ||||||
SPG Land Holdings |
147,300 | 59 | ||||||
Springland International Holdings |
1,427,704 | 1,187 | ||||||
Tencent Holdings |
76,504 | 2,077 | ||||||
Tingyi Cayman Islands Holding |
825,512 | 2,551 | ||||||
Travelsky Technology |
362,880 | 229 | ||||||
Tsingtao Brewery |
146,000 | 843 | ||||||
Want Want China Holdings(A) |
1,234,800 | 1,198 | ||||||
Weichai Power(A) |
148,000 | 864 | ||||||
Weiqiao Textile |
570,400 | 429 | ||||||
Xingda International Holdings |
1,526,400 | 1,489 | ||||||
Yanzhou Coal Mining |
476,000 | 1,811 | ||||||
Youku.com ADR*(A) |
| | ||||||
Zhejiang Expressway(A) |
1,087,922 | 819 | ||||||
Zhuzhou CSR Times Electric |
818,327 | 2,761 | ||||||
Zijin Mining Group |
2,913,150 | 1,460 | ||||||
|
|
|||||||
112,878 | ||||||||
|
|
|||||||
Colombia 0.6% |
||||||||
BanColombia ADR |
52,722 | 3,518 | ||||||
Ecopetrol ADR(A) |
30,200 | 1,329 | ||||||
Grupo de Inversiones Suramericana |
51,640 | 1,101 | ||||||
|
|
|||||||
5,948 | ||||||||
|
|
|||||||
Cyprus 0.4% |
||||||||
Eurasia Drilling GDR(B) |
119,558 | 3,527 | ||||||
|
|
|||||||
Czech Republic 0.1% |
||||||||
Komercni Banka |
2,696 | 657 | ||||||
|
|
|||||||
Egypt 0.2% |
||||||||
Commercial International Bank |
280,443 | 1,399 | ||||||
Egyptian Financial Group-Hermes Holding |
236,163 | 795 | ||||||
|
|
|||||||
2,194 | ||||||||
|
|
|||||||
Guernsey 0.0% |
||||||||
Etalon Group GDR*(B) |
56,800 | 403 | ||||||
|
|
|||||||
Hong Kong 5.6% |
||||||||
AIA Group* |
310,474 | 1,075 | ||||||
Chaoda Modern Agriculture(A) |
2,056,181 | 893 | ||||||
China High Precision Automation Group |
1,491,624 | 1,167 | ||||||
China Mengniu Dairy |
134,000 | 451 | ||||||
China Mobile |
847,424 | 7,841 | ||||||
China Mobile ADR |
45,350 | 2,121 | ||||||
China Pharmaceutical Group |
1,174,000 | 569 | ||||||
China Power International Development(A) |
3,729,200 | 944 | ||||||
China Resources Power Holdings |
755,339 | 1,474 | ||||||
China State Construction International Holdings |
3,184,584 | 3,225 | ||||||
China Unicom |
1,722,835 | 3,472 | ||||||
China Unicom Hong Kong ADR |
80,600 | 1,634 | ||||||
CNOOC |
2,713,238 | 6,332 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 2 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
CNOOC ADR |
4,400 | $ | 1,038 | |||||
Comba Telecom Systems Holdings(A) |
931,711 | 982 | ||||||
Cosco International Holdings |
306,729 | 172 | ||||||
Digital China Holdings |
1,098,100 | 1,778 | ||||||
GCL-Poly Energy Holdings |
1,332,500 | 690 | ||||||
Geely Automobile Holdings(A) |
4,496,896 | 1,757 | ||||||
Global Bio-Chemical Technology Group |
3,039,300 | 961 | ||||||
GOME Electrical Appliances Holdings(A)(C) |
9,253,229 | 3,698 | ||||||
Guangzhou Automobile Group, Cl H |
972,415 | 1,187 | ||||||
GZI Real Estate Investment Trust(D) |
345,065 | 178 | ||||||
GZI Transportation |
244,000 | 124 | ||||||
Huabao International Holdings |
1,184,901 | 1,078 | ||||||
Man Wah Holdings |
822,000 | 857 | ||||||
NWS Holdings |
553,017 | 741 | ||||||
Shanghai Industrial Holdings |
161,000 | 592 | ||||||
Shenzhen Investment |
1,024,000 | 307 | ||||||
Sinolink Worldwide Holdings |
1,610,532 | 170 | ||||||
SJM Holdings |
517,405 | 1,225 | ||||||
Sparkle Roll Group(A) |
3,016,000 | 570 | ||||||
TPV Technology |
1,279,890 | 645 | ||||||
Vinda International Holdings(A) |
1,178,576 | 1,324 | ||||||
Xinyi Glass Holdings |
1,767,070 | 1,751 | ||||||
|
|
|||||||
53,023 | ||||||||
|
|
|||||||
Hungary 0.4% |
||||||||
Egis Gyogyszergyar |
1,778 | 191 | ||||||
Magyar Telekom |
33,134 | 107 | ||||||
MOL Hungarian Oil and Gas(A) |
16,259 | 1,864 | ||||||
OTP Bank |
44,568 | 1,452 | ||||||
Richter Gedeon |
1,378 | 272 | ||||||
|
|
|||||||
3,886 | ||||||||
|
|
|||||||
India 6.0% |
||||||||
Allahabad Bank |
176,490 | 778 | ||||||
Andhra Bank |
273,765 | 822 | ||||||
Apollo Tyres |
32,544 | 57 | ||||||
Bajaj Holdings and Investment |
8,485 | 138 | ||||||
Ballarpur Industries |
1,160,200 | 857 | ||||||
Bank |
14,494 | 171 | ||||||
Bank of Baroda |
148,860 | 2,908 | ||||||
Bank of India |
34,780 | 322 | ||||||
BEML |
42,640 | 553 | ||||||
Bharat Heavy Electricals |
30,785 | 1,412 | ||||||
Cadila Healthcare |
55,000 | 1,130 | ||||||
Cairn India* |
117,079 | 817 | ||||||
Canara Bank |
84,826 | 996 | ||||||
DEN Networks* |
227,501 | 444 | ||||||
Divis Laboratories |
55,219 | 973 | ||||||
Escorts |
205,300 | 519 | ||||||
Exide Industries |
444,110 | 1,606 | ||||||
Glenmark Pharmaceuticals |
96,080 | 682 | ||||||
Grasim Industries |
5,165 | 242 | ||||||
Gujarat Mineral Development* |
25,161 | 84 | ||||||
Gujarat State Petronet |
345,200 | 687 | ||||||
HCL Technologies |
89,840 | 994 | ||||||
HDFC Bank ADR |
6,500 | 1,147 |
Description | Shares | Market Value ($ Thousands) |
||||||
Hindalco Industries |
241,704 | $ | 976 | |||||
Hindustan Petroleum |
102,190 | 909 | ||||||
ICICI Bank ADR |
57,854 | 2,852 | ||||||
India Cements |
1,247,223 | 1,981 | ||||||
Indiabulls Financial Services |
146,365 | 528 | ||||||
Indian Bank |
128,703 | 613 | ||||||
Infosys Technologies |
30,879 | 2,010 | ||||||
Jindal Saw |
22,649 | 80 | ||||||
Jubilant Life Sciences |
195,150 | 845 | ||||||
Mahanagar Telephone Nigam* |
507,220 | 487 | ||||||
Mahindra & Mahindra |
58,265 | 915 | ||||||
Mahindra & Mahindra GDR |
46,000 | 722 | ||||||
Mangalore Refinery & Petrochemicals |
75,141 | 131 | ||||||
Nagarjuna Construction |
432,188 | 785 | ||||||
NMDC |
165,040 | 941 | ||||||
Oil & Natural Gas |
205,693 | 1,262 | ||||||
Oriental Bank of Commerce |
38,240 | 282 | ||||||
Petronet LNG |
153,259 | 466 | ||||||
Power Finance |
235,980 | 971 | ||||||
Prestige Estates Projects* |
220,000 | 592 | ||||||
Reliance Industries |
166,770 | 3,352 | ||||||
Reliance Industries GDR(B) |
37,500 | 1,509 | ||||||
Reliance Infrastructure* |
67,623 | 809 | ||||||
Rolta India |
319,820 | 922 | ||||||
Shipping Corporation of India |
27,585 | 63 | ||||||
Shree Renuka Sugars |
342,995 | 512 | ||||||
Shriram Transport Finance |
184,000 | 2,538 | ||||||
Sintex Industries* |
271,100 | 1,100 | ||||||
State Bank of India |
37,772 | 2,032 | ||||||
State Bank of India GDR(B) |
11,500 | 1,237 | ||||||
Steel Authority of India |
184,050 | 566 | ||||||
Sterlite Industries India |
9,850 | 37 | ||||||
Sterlite Industries India ADR |
59,130 | 890 | ||||||
Sun TV Network |
94,429 | 733 | ||||||
Syndicate Bank |
192,117 | 505 | ||||||
Tata Chemicals |
88,672 | 740 | ||||||
Tata Global Beverages* |
86,250 | 186 | ||||||
Triveni Engineering & Industries |
142,252 | 126 | ||||||
Triveni Turbine* |
142,252 | 181 | ||||||
Ultratech Cement* |
3,611 | 75 | ||||||
United Phosphorus |
232,450 | 794 | ||||||
Vijaya Bank |
264,940 | 412 | ||||||
Welspun |
238,147 | 921 | ||||||
|
|
|||||||
56,927 | ||||||||
|
|
|||||||
Indonesia 2.6% |
||||||||
Aneka Tambang |
1,254,500 | 304 | ||||||
Astra Agro Lestari |
125,000 | 343 | ||||||
Astra International |
410,684 | 3,044 | ||||||
Bank Mandiri |
553,958 | 465 | ||||||
Bank Negara Indonesia Persero |
3,661,275 | 1,654 | ||||||
Bank Rakyat Indonesia |
5,758,015 | 4,364 | ||||||
Charoen Pokphand Indonesia |
945,000 | 219 | ||||||
Global Mediacom(C) |
10,741,588 | 1,052 | ||||||
Gudang Garam |
188,571 | 1,095 | ||||||
Harum Energy |
875,900 | 976 | ||||||
Indika Energy |
162,405 | 73 | ||||||
Indo Tambangraya Megah |
86,500 | 451 | ||||||
Indofood CBP Sukses Makmur TBK |
1,252,515 | 789 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Indosat |
1,190,500 | $ | 708 | |||||
Kalbe Farma |
2,161,554 | 851 | ||||||
Medco Energi Internasional |
3,086,500 | 846 | ||||||
Perusahaan Gas Negara |
2,689,448 | 1,262 | ||||||
Tambang Batubara Bukit Asam |
942,500 | 2,286 | ||||||
Telekomunikasi Indonesia |
2,176,455 | 1,865 | ||||||
United Tractors |
594,571 | 1,726 | ||||||
|
|
|||||||
24,373 | ||||||||
|
|
|||||||
Israel 0.2% |
||||||||
Israel Chemicals |
137,412 | 2,181 | ||||||
|
|
|||||||
Kazakhstan 0.7% |
||||||||
Halyk Savings Bank of Kazakhstan JSC GDR* |
322,582 | 2,887 | ||||||
KazMunaiGas Exploration Production GDR |
106,997 | 2,129 | ||||||
Zhaikmunai GDR* |
142,002 | 1,406 | ||||||
|
|
|||||||
6,422 | ||||||||
|
|
|||||||
Malaysia 2.0% |
||||||||
Affin Holdings |
96,100 | 106 | ||||||
AMMB Holdings |
29,200 | 63 | ||||||
Axiata Group |
2,281,894 | 3,786 | ||||||
Boustead Holdings |
66,800 | 137 | ||||||
British American Tobacco Malaysia |
4,700 | 73 | ||||||
Dialog Group |
221,900 | 203 | ||||||
DRB-Hicom |
580,601 | 436 | ||||||
Gamuda |
531,883 | 678 | ||||||
Genting |
447,646 | 1,663 | ||||||
Genting Malaysia |
757,140 | 903 | ||||||
Hong Leong Bank |
211,643 | 938 | ||||||
Hong Leong Financial Group |
63,000 | 275 | ||||||
IOI |
100,415 | 176 | ||||||
KLCC Property Holdings |
106,600 | 118 | ||||||
Kuala Lumpur Kepong |
120,300 | 883 | ||||||
Kulim Malaysia |
102,000 | 120 | ||||||
Lafarge Malayan Cement |
107,400 | 265 | ||||||
Malayan Banking |
839,033 | 2,484 | ||||||
Malaysian Bulk Carriers |
163,740 | 115 | ||||||
Multi-Purpose Holdings |
172,600 | 173 | ||||||
RHB Capital |
270,700 | 821 | ||||||
SapuraCrest Petroleum |
150,755 | 210 | ||||||
Tenaga Nasional |
707,158 | 1,585 | ||||||
Top Glove |
876,428 | 1,524 | ||||||
UEM Land Holdings* |
975,200 | 908 | ||||||
|
|
|||||||
18,643 | ||||||||
|
|
|||||||
Mexico 3.9% |
||||||||
Alfa, Cl A |
140,715 | 2,094 | ||||||
America Movil, Ser L |
3,535,842 | 4,761 | ||||||
America Movil ADR, Ser L |
49,436 | 2,664 | ||||||
Cemex ADR* |
169,400 | 1,457 | ||||||
Consorcio ARA |
869,100 | 439 | ||||||
Desarrolladora Homex ADR* |
41,810 | 1,055 | ||||||
Embotelladoras Arca |
64,193 | 459 | ||||||
Empresas ICA Sociedaad Controladora ADR* |
75,200 | 693 | ||||||
Fomento Economico Mexicano ADR |
46,670 | 3,103 |
Description | Shares | Market Value ($ Thousands) |
||||||
Genomma Lab Internacional, Cl B* |
1,488,211 | $ | 3,782 | |||||
GEO* |
1,103,930 | 2,542 | ||||||
Grupo Bimbo, Ser A |
539,052 | 1,246 | ||||||
Grupo Carso, Ser A1 |
49,870 | 165 | ||||||
Grupo Financiero Banorte, Cl O |
967,096 | 4,384 | ||||||
Grupo Mexico, Ser B |
586,812 | 1,934 | ||||||
Grupo Televisa |
288,784 | 1,419 | ||||||
Grupo Televisa ADR |
53,500 | 1,316 | ||||||
Minera Frisco* |
44,570 | 213 | ||||||
OHL Mexico* |
614,940 | 1,235 | ||||||
Organizacion Soriana, Cl B |
51,304 | 153 | ||||||
Urbi Desarrollos Urbanos* |
536,603 | 1,176 | ||||||
Wal-Mart de Mexico, Ser V |
228,900 | 678 | ||||||
|
|
|||||||
36,968 | ||||||||
|
|
|||||||
Netherlands 0.2% |
||||||||
VimpelCom ADR |
130,210 | 1,661 | ||||||
|
|
|||||||
Nigeria 0.1% |
||||||||
Guaranty Trust Bank |
9,303,241 | 950 | ||||||
|
|
|||||||
Norway 0.1% |
||||||||
Opera Software |
86,349 | 546 | ||||||
|
|
|||||||
Peru 0.2% |
||||||||
Banco Continental |
71,331 | 150 | ||||||
Cia de Minas Buenaventura ADR |
22,200 | 843 | ||||||
Intergroup Financial* |
8,301 | 192 | ||||||
Sociedad Minera Cerro Verde |
7,347 | 254 | ||||||
|
|
|||||||
1,439 | ||||||||
|
|
|||||||
Philippines 0.5% |
||||||||
Bank of the Philippine Islands |
334,474 | 451 | ||||||
Energy Development |
6,605,928 | 1,005 | ||||||
International Container Terminal Services |
1,543,204 | 1,788 | ||||||
SM Investments |
138,587 | 1,709 | ||||||
Universal Robina |
224,900 | 212 | ||||||
|
|
|||||||
5,165 | ||||||||
|
|
|||||||
Poland 0.8% |
||||||||
Asseco Poland |
74,748 | 1,349 | ||||||
Bank Pekao |
6,590 | 389 | ||||||
Grupa Lotos* |
49,502 | 814 | ||||||
KGHM Polska Miedz |
26,304 | 1,888 | ||||||
Polski Koncern Naftowy Orlen |
99,233 | 1,871 | ||||||
Powszechna Kasa Oszczednosci Bank Polski |
44,100 | 675 | ||||||
Powszechny Zaklad Ubezpieczen |
5,500 | 751 | ||||||
|
|
|||||||
7,737 | ||||||||
|
|
|||||||
Portugal 0.1% |
||||||||
Jeronimo Martins |
23,420 | 450 | ||||||
|
|
|||||||
Russia 7.4% |
||||||||
Alliance Oil* |
222,108 | 3,861 |
SEI Institutional International Trust / QuarterlyReport / June 30, 2011 | 4 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares |
Market Value ($ Thousands) |
||||||
Gazprom Neft JSC ADR |
7,050 | $ | 166 | |||||
Globaltrans Investment GDR(B) |
231,648 | 4,286 | ||||||
LSR Group GDR |
177,639 | 1,403 | ||||||
Lukoil ADR |
146,464 | 9,337 | ||||||
Magnit GDR |
87,773 | 2,755 | ||||||
Magnitogorsk Iron & Steel Works GDR |
147,095 | 1,674 | ||||||
Mail.ru Group GDR* |
34,627 | 1,150 | ||||||
Mechel ADR |
3,591 | 86 | ||||||
MMC Norilsk Nickel ADR |
114,423 | 2,998 | ||||||
Mobile Telesystems ADR |
205,529 | 3,909 | ||||||
NovaTek OAO GDR |
6,440 | 889 | ||||||
OAO Gazprom ADR |
767,608 | 11,169 | ||||||
Pharmstandard GDR* |
66,703 | 1,521 | ||||||
Rosneft Oil GDR(B) |
379,439 | 3,195 | ||||||
Sberbank of Russia ADR* |
408,504 | 5,921 | ||||||
Severstal GDR |
67,970 | 1,254 | ||||||
Surgutneftegaz ADR |
63,689 | 625 | ||||||
Tatneft ADR |
23,344 | 1,006 | ||||||
TMK OAO GDR |
157,710 | 2,941 | ||||||
Uralkali GDR |
69,642 | 3,134 | ||||||
VTB Bank GDR |
800,877 | 4,937 | ||||||
X5 Retail Group GDR* |
45,145 | 1,765 | ||||||
|
|
|||||||
69,982 | ||||||||
|
|
|||||||
Singapore 0.2% |
||||||||
China Yuchai International |
19,232 | 406 | ||||||
Yangzijiang Shipbuilding Holdings |
890,801 | 1,059 | ||||||
|
|
|||||||
1,465 | ||||||||
|
|
|||||||
South Africa 6.7% |
||||||||
ABSA Group |
39,269 | 781 | ||||||
Adcock Ingram Holdings |
14,590 | 128 | ||||||
African Bank Investments |
325,086 | 1,651 | ||||||
Anglo Platinum |
30,640 | 2,838 | ||||||
ArcelorMittal South Africa |
89,232 | 1,040 | ||||||
Aspen Pharmacare Holdings |
79,204 | 981 | ||||||
Aveng |
95,923 | 507 | ||||||
AVI |
20,784 | 96 | ||||||
Barloworld |
196,246 | 1,995 | ||||||
Capital Property Fund |
84,569 | 103 | ||||||
Clicks Group |
229,684 | 1,431 | ||||||
Emira Property Fund(D) |
35,573 | 70 | ||||||
Exxaro Resources |
207,400 | 5,460 | ||||||
FirstRand |
138,724 | 406 | ||||||
Fountainhead Property Trust |
141,681 | 135 | ||||||
Grindrod |
35,796 | 74 | ||||||
Harmony Gold Mining |
114,397 | 1,518 | ||||||
Impala Platinum Holdings |
101,898 | 2,739 | ||||||
Imperial Holdings |
71,067 | 1,271 | ||||||
Investec |
100,408 | 826 | ||||||
JD Group |
168,050 | 1,047 | ||||||
Kumba Iron Ore |
10,447 | 746 | ||||||
Liberty Holdings |
20,133 | 213 | ||||||
Life Healthcare Group Holdings |
117,963 | 306 | ||||||
MMI Holdings |
224,595 | 563 | ||||||
Mondi |
193,216 | 1,881 | ||||||
Mr Price Group |
226,609 | 2,280 | ||||||
MTN Group |
533,517 | 11,325 | ||||||
Murray & Roberts Holdings |
270,810 | 1,198 | ||||||
Naspers, Cl N |
40,035 | 2,256 |
Description | Shares | Market Value ($ Thousands) |
||||||
Nedbank Group |
46,540 | $ | 1,006 | |||||
Netcare |
187,103 | 414 | ||||||
Redefine Properties |
351,155 | 407 | ||||||
Remgro |
22,646 | 373 | ||||||
Sanlam |
305,009 | 1,240 | ||||||
Sappi |
120,737 | 614 | ||||||
Sasol |
23,318 | 1,224 | ||||||
Sasol ADR |
16,100 | 851 | ||||||
Shoprite Holdings |
109,697 | 1,647 | ||||||
Standard Bank Group |
527,284 | 7,776 | ||||||
Telkom |
120,570 | 654 | ||||||
Vodacom Group |
78,900 | 977 | ||||||
Wilson Bayly Holmes-Ovcon |
6,076 | 99 | ||||||
Woolworths Holdings |
57,833 | 254 | ||||||
|
|
|||||||
63,401 | ||||||||
|
|
|||||||
South Korea 13.3% |
||||||||
BS Financial Group* |
200,238 | 2,832 | ||||||
Cheil Jedang |
7,537 | 535 | ||||||
CrucialTec* |
748 | 12 | ||||||
Daelim Industrial |
9,375 | 1,128 | ||||||
Daewoo Shipbuilding & Marine Engineering |
46,441 | 1,968 | ||||||
Daishin Securities |
20,788 | 266 | ||||||
Daum Communications |
17,975 | 1,869 | ||||||
Dongbu Insurance |
33,713 | 1,752 | ||||||
Dongkuk Steel Mill |
24,533 | 942 | ||||||
E-Mart* |
7,848 | 1,797 | ||||||
Grand Korea Leisure |
57,660 | 1,094 | ||||||
GS Home Shopping |
9,700 | 1,237 | ||||||
Halla Climate Control |
28,490 | 686 | ||||||
Hana Financial Group |
19,090 | 667 | ||||||
Hanwha Chemical |
34,388 | 1,623 | ||||||
Hite Brewery |
7,395 | 776 | ||||||
Honam Petrochemical |
4,503 | 1,668 | ||||||
Hyundai Development |
32,180 | 901 | ||||||
Hyundai Marine & Fire Insurance |
8,750 | 261 | ||||||
Hyundai Mobis |
13,153 | 4,928 | ||||||
Hyundai Motor |
20,641 | 4,582 | ||||||
Industrial Bank of Korea |
52,190 | 912 | ||||||
Jinro |
12,590 | 411 | ||||||
Kangwon Land |
48,420 | 1,297 | ||||||
KB Financial Group |
72,140 | 3,412 | ||||||
KB Financial Group ADR |
31,000 | 1,482 | ||||||
KCC |
2,800 | 876 | ||||||
Kia Motors |
10,463 | 709 | ||||||
Korea Electric Power |
67,960 | 1,805 | ||||||
Korea Exchange Bank |
317,700 | 2,857 | ||||||
Korea Zinc |
2,232 | 856 | ||||||
Korean Reinsurance |
38,834 | 507 | ||||||
KP Chemical |
37,770 | 868 | ||||||
KT |
2,740 | 104 | ||||||
KT ADR |
167,320 | 3,253 | ||||||
KT&G |
36,043 | 2,242 | ||||||
LG |
18,710 | 1,407 | ||||||
LG Chemical |
4,900 | 2,240 | ||||||
LG Electronics |
45,053 | 3,498 | ||||||
LG Fashion |
23,940 | 941 | ||||||
LG International |
14,484 | 738 | ||||||
LG Philips LCD |
48,208 | 1,334 | ||||||
LG Philips LCD ADR |
34,200 | 480 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Lock & Lock |
22,053 | $ | 895 | |||||
Lotte Chilsung Beverage |
900 | 1,113 | ||||||
Lotte Confectionery |
700 | 1,115 | ||||||
Lotte Shopping |
3,114 | 1,485 | ||||||
MegaStudy |
4,958 | 666 | ||||||
Melfas |
38,879 | 1,116 | ||||||
Mirae Asset Securities |
4,750 | 200 | ||||||
Neowiz Games |
19,511 | 965 | ||||||
Nong Shim |
4,857 | 1,108 | ||||||
POSCO |
5,572 | 2,422 | ||||||
POSCO ADR |
16,454 | 1,787 | ||||||
Samsung Electronics |
33,600 | 25,995 | ||||||
Samsung Engineering |
8,331 | 1,990 | ||||||
Samsung Fire & Marine Insurance |
1,716 | 399 | ||||||
Samsung Heavy Industries |
34,300 | 1,529 | ||||||
Samsung Life Insurance |
13,900 | 1,237 | ||||||
Samsung SDI |
3,397 | 520 | ||||||
Shinhan Financial Group |
153,379 | 7,312 | ||||||
Shinsegae |
4,357 | 1,385 | ||||||
SK C&C |
3,725 | 454 | ||||||
SK Chemicals |
5,392 | 362 | ||||||
SK Energy |
4,025 | 756 | ||||||
SK Telecom |
4,204 | 636 | ||||||
SK Telecom ADR |
115,280 | 2,156 | ||||||
Tong Yang Life Insurance |
102,820 | 1,218 | ||||||
Woongjin Coway |
53,300 | 1,897 | ||||||
Yuhan |
9,774 | 1,236 | ||||||
|
|
|||||||
125,707 | ||||||||
|
|
|||||||
Taiwan 9.0% |
||||||||
Advantech |
185,000 | 629 | ||||||
Asia Cement |
151,860 | 217 | ||||||
Asustek Computer |
117,000 | 1,161 | ||||||
AU Optronics |
267,000 | 182 | ||||||
AU Optronics ADR |
168,000 | 1,156 | ||||||
Catcher Technology |
174,000 | 1,096 | ||||||
Cathay Financial Holding |
672,324 | 1,040 | ||||||
Chinatrust Financial Holding |
2,104,906 | 1,832 | ||||||
Chunghwa Telecom |
438,056 | 1,507 | ||||||
Chunghwa Telecom ADR |
29,600 | 1,023 | ||||||
Delta Electronics |
107,585 | 395 | ||||||
Eternal Chemical |
110,000 | 124 | ||||||
Evergreen Marine Taiwan |
817,000 | 657 | ||||||
Far Eastern New Century |
953,937 | 1,486 | ||||||
Farglory Land Development |
327,000 | 815 | ||||||
First Financial Holding |
356,296 | 295 | ||||||
Formosa Chemicals & Fibre |
239,000 | 890 | ||||||
Formosa Taffeta |
88,000 | 97 | ||||||
Fubon Financial Holding |
524,000 | 805 | ||||||
High Tech Computer |
218,233 | 7,339 | ||||||
Hon Hai Precision Industry |
1,117,942 | 3,834 | ||||||
Huaku Development |
210,108 | 625 | ||||||
Hung Poo Real Estate Development |
542,515 | 672 | ||||||
KGI Securities |
941,000 | 496 | ||||||
Largan Precision |
14,754 | 473 | ||||||
Lite-On Technology |
701,388 | 923 | ||||||
MediaTek |
133,030 | 1,445 | ||||||
Merida Industry |
356,000 | 809 | ||||||
Nan Ya Printed Circuit Board |
366,067 | 1,389 | ||||||
Novatek Microelectronics |
224,000 | 721 | ||||||
Pou Chen |
962,000 | 888 |
Description | Shares | Market Value ($ Thousands) |
||||||
Powertech Technology |
235,000 | $ | 789 | |||||
President Chain Store |
368,000 | 2,127 | ||||||
Prime View International |
1,244,348 | 2,335 | ||||||
Prince Housing & Development* |
955,000 | 974 | ||||||
Radiant Opto-Electronics |
252,920 | 817 | ||||||
Radium Life Tech |
94,520 | 124 | ||||||
Siliconware Precision Industries |
328,000 | 422 | ||||||
Silitech Technology |
148,070 | 350 | ||||||
Simplo Technology |
268,426 | 2,163 | ||||||
SinoPac Financial Holdings |
3,578,230 | 1,545 | ||||||
Soft-World International |
121,420 | 484 | ||||||
Synnex Technology International |
1,180,783 | 2,865 | ||||||
Taishin Financial Holding |
2,446,000 | 1,452 | ||||||
Taiwan Fertilizer |
393,254 | 1,209 | ||||||
Taiwan Hon Chuan Enterprise |
272,000 | 818 | ||||||
Taiwan Semiconductor Manufacturing |
3,959,614 | 9,953 | ||||||
Taiwan Semiconductor Manufacturing ADR(A) |
235,460 | 2,969 | ||||||
Tatung* |
1,459,428 | 676 | ||||||
Teco Electric and Machinery |
551,000 | 397 | ||||||
Transcend Information |
389,640 | 1,145 | ||||||
Tripod Technology |
820,354 | 3,399 | ||||||
TSRC |
173,000 | 509 | ||||||
TXC |
789,632 | 1,380 | ||||||
U-Ming Marine Transport |
346,000 | 741 | ||||||
Unimicron Technology |
383,000 | 681 | ||||||
United Microelectronics |
5,120,312 | 2,540 | ||||||
United Microelectronics ADR |
330,900 | 847 | ||||||
UPC Technology |
58,000 | 46 | ||||||
Wintek |
478,000 | 635 | ||||||
Wistron |
1,155,737 | 2,052 | ||||||
Wistron NeWeb |
113,000 | 354 | ||||||
Yang Ming Marine Transport |
458,000 | 348 | ||||||
Young Fast Optoelectronics |
215,000 | 1,340 | ||||||
Yuanta Financial Holding |
2,059,115 | 1,427 | ||||||
|
|
|||||||
84,934 | ||||||||
|
|
|||||||
Thailand 1.4% |
||||||||
Bangkok Bank |
296,200 | 1,523 | ||||||
Bangkok Bank Foreign |
266,400 | 1,374 | ||||||
Bangkok Bank NVDR(A) |
420,793 | 2,164 | ||||||
Bangkok Life Assurance |
132,900 | 199 | ||||||
Banpu |
26,614 | 620 | ||||||
Bumrungrad Hospital |
559,038 | 664 | ||||||
CalComp Electronics Thailand |
434,000 | 63 | ||||||
Charoen Pokphand Foods |
474,256 | 455 | ||||||
CP ALL |
388,400 | 559 | ||||||
CP Seven Eleven PCL |
311,600 | 449 | ||||||
Kasikornbank |
288,389 | 1,163 | ||||||
Krung Thai Bank |
535,700 | 328 | ||||||
PTT |
80,600 | 879 | ||||||
PTT Exploration & Production |
175,939 | 979 | ||||||
Siam Cement |
59,800 | 687 | ||||||
Thanachart Capital |
1,180,067 | 1,095 | ||||||
|
|
|||||||
13,201 | ||||||||
|
|
|||||||
Turkey 2.4% |
||||||||
Arcelik |
60,173 | 308 | ||||||
Asya Katilim Bankasi* |
393,780 | 613 | ||||||
Bizim Toptan Satis Magazalari |
82,921 | 1,328 | ||||||
Cimsa Cimento Sanayi VE Tica |
120,986 | 645 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 6 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
Emlak Konut Gayrimenkul Yatirim Ortakligi(D) |
632,114 | $ | 1,067 | |||||
Ford Otomotiv Sanayi |
163,238 | 1,402 | ||||||
Gubre Fabrikalari* |
74,283 | 663 | ||||||
KOC Holding |
89,021 | 383 | ||||||
Petkim Petrokimya Holding* |
380,795 | 574 | ||||||
Selcuk Ecza Deposu Ticaret ve Sanayi A.S. |
91,063 | 122 | ||||||
Sinpas Gayrimenkul Yatirim Ortakligi(D) |
682,654 | 765 | ||||||
Tofas Turk Otomobil Fabrikasi |
508,821 | 2,319 | ||||||
Turk Ekonomi Bankasi |
646,593 | 768 | ||||||
Turk Traktor ve Ziraat Makineleri |
24,919 | 571 | ||||||
Turkcell Iletisim Hizmet |
133,610 | 717 | ||||||
Turkcell Iletisim Hizmet ADR |
32,500 | 440 | ||||||
Turkiye Garanti Bankasi |
581,429 | 2,635 | ||||||
Turkiye Halk Bankasi |
112,222 | 840 | ||||||
Turkiye Is Bankasi, Cl C |
1,013,960 | 3,109 | ||||||
Turkiye Sinai Kalkinma Bankasi |
900,835 | 1,442 | ||||||
Turkiye Sise ve Cam Fabrikalari |
842,537 | 1,842 | ||||||
Ulker Biskuvi Sanayi |
59,241 | 206 | ||||||
|
|
|||||||
22,759 | ||||||||
|
|
|||||||
United Arab Emirates 0.1% |
||||||||
Dragon Oil |
106,235 | 891 | ||||||
|
|
|||||||
United Kingdom 1.1% |
||||||||
Afren* |
606,822 | 1,538 | ||||||
African Barrick Gold |
168,440 | 1,120 | ||||||
Anglo American ADR |
35,600 | 885 | ||||||
Antofagasta |
106,042 | 2,373 | ||||||
BG Group |
60,000 | 1,362 | ||||||
JKX Oil & Gas |
93,240 | 397 | ||||||
Tullow Oil |
113,369 | 2,257 | ||||||
|
|
|||||||
9,932 | ||||||||
|
|
|||||||
United States 0.6% |
||||||||
Avon Products |
96,500 | 2,702 | ||||||
NII Holdings* |
55,108 | 2,336 | ||||||
Yahoo!* |
93,500 | 1,406 | ||||||
|
|
|||||||
6,444 | ||||||||
|
|
|||||||
Total Common Stock |
863,104 | |||||||
|
|
|||||||
PREFERRED STOCK 4.6% |
||||||||
Brazil 4.6% |
||||||||
Banco do Estado do Rio Grandedo Sul |
158,351 | 1,774 | ||||||
Bradespar |
38,179 | 959 | ||||||
Brasil Telecom |
97,482 | 922 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar |
7,532 | 347 | ||||||
Cia Brasileira de Distribuicao Grupo Pao de Acucar ADR(A) |
34,471 | 1,618 | ||||||
Cia de Bebidas das Americas ADR |
111,047 | 3,746 | ||||||
Cia de Tecidos do Norte de Minas - Coteminas |
147,032 | 400 | ||||||
Cia Energetica de Minas Gerais |
74,560 | 1,506 |
Description | Shares/Face Amount ($ Thousands) |
Market Value ($ Thousands) |
||||||
Cia Vale do Rio Doce Sponsored ADR, Cl B |
1,393 | $ | 40 | |||||
Confab Industrial |
64,786 | 180 | ||||||
Eletropaulo Metropolitana Eletricidade de Sao Paulo |
28,941 | 629 | ||||||
Gerdau |
16,500 | 171 | ||||||
Itau Unibanco Holding |
29,964 | 694 | ||||||
Itau Unibanco Holding ADR |
112,572 | 2,651 | ||||||
Klabin |
240,219 | 889 | ||||||
Marcopolo |
476,300 | 2,131 | ||||||
Metalurgica Gerdau, Cl A |
67,616 | 860 | ||||||
Petroleo Brasileiro |
165,342 | 2,498 | ||||||
Petroleo Brasileiro Sponsored ADR, Cl A |
206,536 | 6,337 | ||||||
Randon Participacoes |
516,562 | 4,093 | ||||||
Suzano Papel e Celulose |
101,340 | 732 | ||||||
Telecomunicacoes de Sao Paulo |
25,866 | 753 | ||||||
Telemar Norte Leste |
5,271 | 174 | ||||||
Tim Participacoes |
226,785 | 1,095 | ||||||
Vale, Cl A |
108,882 | 3,107 | ||||||
Vale ADR, Cl B(A) |
181,652 | 5,261 | ||||||
|
|
|||||||
Total Preferred Stock |
43,567 | |||||||
|
|
|||||||
EXCHANGE TRADED FUNDS 1.4% |
|
|||||||
United States 1.4% |
||||||||
iShares MSCI Emerging Markets Index Fund |
216,753 | 10,317 | ||||||
iShares MSCI Taiwan Index Fund |
153,800 | 2,335 | ||||||
Vanguard Emerging Markets ETF |
15,614 | 759 | ||||||
|
|
|||||||
Total Exchange Traded Funds |
13,411 | |||||||
|
|
|||||||
DEBENTURE BOND 0.0% |
|
|||||||
Brazil 0.0% |
||||||||
Vale, Ser 1997 |
$ | 8 | | |||||
|
|
|||||||
Total Debenture Bond |
| |||||||
|
|
|||||||
|
Number Of Rights |
|
||||||
RIGHT 0.0% |
||||||||
Brazil 0.0% |
||||||||
JBS, Expires 07/01/11 |
98 | 1 | ||||||
|
|
|||||||
Total Right |
1 | |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 4.6% |
|
|||||||
United States 4.6% |
||||||||
SEI Liquidity Fund, L.P. |
44,519,797 | 43,578 | ||||||
|
|
|||||||
Total Affiliated Partnership |
43,578 | |||||||
|
|
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Equity Fund
June 30, 2011
Description | Shares | Market Value ($ Thousands) |
||||||
CASH EQUIVALENT 0.1% |
||||||||
United States 0.1% |
||||||||
SEI Daily Income Trust, |
1,082,476 | $ | 1,082 | |||||
|
|
|||||||
Total Cash Equivalent |
1,082 | |||||||
|
|
|||||||
Total Investments 102.2% |
$ | 964,743 | ||||||
|
|
Percentages are based on a Net Assets of $944,050 ($ Thousands). |
* | Non-income producing security. |
** | The rate shown is the 7-day effective yield as of June 30, 2011. |
| Investment in Affiliated Security. |
(A) | This security or a partial position of this security is on loan at June 30, 2011. The total market value of securities on loan at June 30, 2011 was $41,984 ($ Thousands). |
(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) | Securities considered illiquid. The total market value of such securities as of June 30, 2011 was $4,750 ($ Thousands) and represented 0.5% of Net Assets. |
(D) | Real Estate Investment Trust. |
(E) | Variable Rate SecurityThe rate reported on the Schedule of Investments is the rate in effect as of June 30, 2011. |
(F) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2011 was $43,578 ($ Thousands). |
| At June 30, 2011, the tax basis cost of the Funds investments was $858,346 ($ Thousands), and the unrealized appreciation and depreciation were $142,999($ Thousands) and ($36,602)($ Thousands), respectively. |
ADR American Depositary Receipt
Cl Class
ETF Exchange Traded Fund
GDR Global Depositary Receipt
L.P. Limited Partnership
MSCI Morgan Stanley Capital International
NVDR Non-Voting Depository Receipt
Ser Series
The following is a summary of the inputs used as of June 30, 2011, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Common Stock |
$ | 863,104 | $ | | $ | | $ | 863,104 | ||||||||
Preferred Stock |
43,567 | | | 43,567 | ||||||||||||
Exchange Traded Funds |
13,411 | | | 13,411 | ||||||||||||
Right |
1 | | | 1 | ||||||||||||
Debenture Bond |
| | | | ||||||||||||
Affiliated Partnership |
| 43,578 | | 43,578 | ||||||||||||
Cash Equivalent |
1,082 | | | 1,082 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities | $ | 921,165 | $ | 43,578 | $ | | $ | 964,743 | ||||||||
|
|
|
|
|
|
|
|
For the period ended June 30, 2011, there were no transfers between Level 1 and into Level 2 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information regarding the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 8 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 88.7% |
|
|||||||||||
Australia 1.5% |
||||||||||||
Fairfax Med |
||||||||||||
6.250%, 06/15/12 |
250 | $ | 368 | |||||||||
Government of Australia |
||||||||||||
5.919%, 08/20/20 |
200 | 359 | ||||||||||
Government of Australia, Ser 25CI |
||||||||||||
3.000%, 09/20/25 |
640 | 763 | ||||||||||
Macquarie Bank MTN |
||||||||||||
5.500%, 09/19/16(A) |
GBP | 211 | 336 | |||||||||
New South Wales Treasury |
||||||||||||
5.250%, 05/01/13 |
980 | 1,056 | ||||||||||
Optus Finance Pty MTN |
||||||||||||
3.500%, 09/15/20 |
EUR | 200 | 274 | |||||||||
Queensland Treasury |
||||||||||||
6.000%, 09/14/17 |
1,630 | 1,809 | ||||||||||
Suncorp-Metway MTN |
||||||||||||
4.000%, 01/16/14 |
GBP | 550 | 933 | |||||||||
Westpac Banking MTN |
||||||||||||
4.250%, 09/22/16 |
EUR | 350 | 521 | |||||||||
WT Finance |
||||||||||||
3.625%, 06/27/12 |
EUR | 450 | 657 | |||||||||
|
|
|||||||||||
7,076 | ||||||||||||
|
|
|||||||||||
Austria 0.1% |
||||||||||||
Republic of Austria MTN |
||||||||||||
3.900%, 07/15/20 |
75 | 113 | ||||||||||
Republic of Austria, Ser 97-6 |
|
|||||||||||
6.250%, 07/15/27 |
225 | 417 | ||||||||||
|
|
|||||||||||
530 | ||||||||||||
|
|
|||||||||||
Belgium 0.8% |
||||||||||||
Anheuser-Busch InBev MTN |
||||||||||||
8.625%, 01/30/17 |
200 | 364 | ||||||||||
Barry Callebaut Services |
||||||||||||
5.375%, 06/15/21 |
300 | 427 | ||||||||||
Dexia Funding |
||||||||||||
4.892%, 11/30/49(A) |
200 | 168 | ||||||||||
Fortis Bank |
||||||||||||
4.625%, 10/24/49(A) |
200 | 257 | ||||||||||
Kingdom of Belgium |
||||||||||||
3.250%, 09/28/16 |
650 | 932 | ||||||||||
Kingdom of Belgium, Ser 48 |
||||||||||||
4.000%, 03/28/22 |
1,025 | 1,469 | ||||||||||
|
|
|||||||||||
3,617 | ||||||||||||
|
|
|||||||||||
Brazil 0.4% |
||||||||||||
Banco do Brasil MTN |
||||||||||||
4.500%, 01/20/16 |
150 | 216 | ||||||||||
Centrais Eletricas Brasileiras |
||||||||||||
6.875%, 07/30/19 |
USD | 150 | 170 | |||||||||
Federal Republic of Brazil |
||||||||||||
12.500%, 01/05/16 |
650 | 490 | ||||||||||
10.250%, 01/10/28 |
370 | 257 | ||||||||||
4.875%, 01/22/21 |
USD | 115 | 123 | |||||||||
Petrobras International Finance |
||||||||||||
5.750%, 01/20/20 |
USD | 650 | 693 | |||||||||
|
|
|||||||||||
1,949 | ||||||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Canada 4.6% |
||||||||||||
Bank of Montreal |
||||||||||||
2.625%, 01/25/16(B) |
250 | $ | 254 | |||||||||
Bell Canada MTN |
||||||||||||
5.000%, 02/15/17 |
270 | 296 | ||||||||||
CDP Financial |
||||||||||||
4.400%, 11/25/19(B) |
USD | 850 | 870 | |||||||||
Export Development Canada MTN |
|
|||||||||||
2.375%, 03/19/12 |
USD | 800 | 812 | |||||||||
Government of Canada |
||||||||||||
5.750%, 06/01/33 |
1,300 | 1,799 | ||||||||||
5.000%, 06/01/14 |
2,700 | 3,047 | ||||||||||
5.000%, 06/01/37 |
1,300 | 1,669 | ||||||||||
4.000%, 06/01/17 |
3,020 | 3,380 | ||||||||||
3.750%, 06/01/12 |
810 | 858 | ||||||||||
3.500%, 06/01/20 |
2,855 | 3,057 | ||||||||||
3.250%, 06/01/21 |
2,000 | 2,097 | ||||||||||
2.000%, 12/01/14 |
1,500 | 1,555 | ||||||||||
Nexen |
||||||||||||
6.200%, 07/30/19 |
275 | 309 | ||||||||||
Province of Quebec Canada |
||||||||||||
4.250%, 02/27/13 |
EUR | 450 | 674 | |||||||||
Royal Bank of Canada MTN |
||||||||||||
4.625%, 01/22/18 |
EUR | 252 | 390 | |||||||||
Toronto-Dominion Bank |
||||||||||||
2.200%, 07/29/15(B) |
USD | 540 | 547 | |||||||||
Xstrata Finance Canada MTN |
||||||||||||
5.250%, 06/13/17 |
150 | 226 | ||||||||||
|
|
|||||||||||
21,840 | ||||||||||||
|
|
|||||||||||
Colombia 0.2% |
||||||||||||
Ecopetrol |
||||||||||||
7.625%, 07/23/19(B) |
USD | 237 | 284 | |||||||||
Republic of Colombia |
||||||||||||
7.750%, 04/14/21 |
707,000 | 453 | ||||||||||
|
|
|||||||||||
737 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Government of Czech Republic, Ser 51 |
||||||||||||
4.000%, 04/11/17 |
5,450 | 339 | ||||||||||
|
|
|||||||||||
Denmark 1.0% |
||||||||||||
Danske Bank MTN |
||||||||||||
4.875%, 06/11/13 |
EUR | 150 | 228 | |||||||||
4.125%, 11/26/19 |
EUR | 290 | 430 | |||||||||
FIH Erhvervsbank |
||||||||||||
2.000%, 06/12/13(B) |
USD | 625 | 639 | |||||||||
Kingdom of Denmark |
||||||||||||
4.500%, 11/15/39 |
1,300 | 285 | ||||||||||
4.000%, 11/15/12 |
5,416 | 1,086 | ||||||||||
4.000%, 11/15/19 |
4,425 | 920 | ||||||||||
3.125%, 03/17/14 |
EUR | 500 | 745 | |||||||||
TDC MTN |
||||||||||||
4.375%, 02/23/18 |
200 | 296 | ||||||||||
|
|
|||||||||||
4,629 | ||||||||||||
|
|
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Finland 0.4% |
||||||||
Government of Finland |
||||||||
4.375%, 07/04/19 |
225 | $ | 354 | |||||
3.875%, 09/15/17 |
350 | 536 | ||||||
3.500%, 04/15/21 |
670 | 985 | ||||||
|
|
|||||||
1,875 | ||||||||
|
|
|||||||
France 9.8% |
||||||||
Alstom |
||||||||
3.625%, 10/05/18 |
400 | 549 | ||||||
Arkema |
||||||||
4.000%, 10/25/17 |
200 | 285 | ||||||
AXA MTN |
||||||||
5.250%, 04/16/40(A) |
600 | 794 | ||||||
4.500%, 01/23/15 |
100 | 151 | ||||||
Banque PSA Finance MTN |
||||||||
3.875%, 01/14/15 |
100 | 144 | ||||||
BNP Paribas |
||||||||
5.019%, 04/29/49(A) |
1,150 | 1,501 | ||||||
BPCE MTN |
||||||||
6.117%, 10/29/49(A) |
100 | 126 | ||||||
Caisse dAmortissement de la Dette Sociale MTN |
||||||||
4.500%, 09/04/13 |
2,600 | 3,958 | ||||||
Caisse Refinancement de lHabitat |
||||||||
3.300%, 09/23/22 |
170 | 228 | ||||||
Cie de Financement Foncier |
||||||||
4.625%, 09/23/17 |
515 | 786 | ||||||
4.500%, 01/09/13 |
290 | 434 | ||||||
2.500%, 09/16/15(B) |
800 | 793 | ||||||
Cie de Saint-Gobain MTN |
||||||||
6.000%, 05/20/13 |
50 | 77 | ||||||
Compagnie De St Gobain MTN |
||||||||
1.530%, 04/11/12(A) |
350 | 505 | ||||||
Credit Agricole MTN |
||||||||
7.875%, 10/29/49(A) |
150 | 223 | ||||||
5.875%, 06/11/19 |
50 | 73 | ||||||
3.900%, 04/19/21 |
100 | 126 | ||||||
Credit Agricole Covered Bonds MTN |
||||||||
3.500%, 07/21/14 |
200 | 296 | ||||||
Credit Logement |
||||||||
2.627%, 03/29/49(A)(C) |
350 | 411 | ||||||
2.071%, 12/15/49(A)(C) |
150 | 178 | ||||||
EDF |
||||||||
6.500%, 01/26/19(B) |
250 | 292 | ||||||
4.000%, 11/12/25 |
150 | 203 | ||||||
Government of France |
||||||||
5.000%, 10/25/16 |
435 | 700 | ||||||
4.750%, 04/25/35 |
1,450 | 2,287 | ||||||
4.500%, 04/25/41 |
950 | 1,446 | ||||||
4.000%, 04/25/13 |
900 | 1,358 | ||||||
3.750%, 04/25/21 |
2,300 | 3,427 | ||||||
3.500%, 04/25/20 |
1,165 | 1,713 | ||||||
3.250%, 04/25/16 |
1,000 | 1,489 | ||||||
3.250%, 10/25/21 |
4,900 | 6,941 | ||||||
3.000%, 10/25/15 |
4,525 | 6,691 | ||||||
HSBC France MTN |
||||||||
4.875%, 01/15/14 |
250 | 381 | ||||||
Iliand |
||||||||
4.875%, 06/01/16 |
300 | 434 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Lafarge |
||||||||||||
8.750%, 05/30/17 |
GBP | 250 | $ | 472 | ||||||||
6.150%, 07/15/11 |
475 | 476 | ||||||||||
RCI Banque |
||||||||||||
3.400%, 04/11/14(B) |
250 | 255 | ||||||||||
Safran |
||||||||||||
4.000%, 11/26/14 |
250 | 364 | ||||||||||
Societe Financement delEconomie Francaise |
|
|||||||||||
3.375%, 05/05/14(B) |
905 | 960 | ||||||||||
2.125%, 01/30/12(B) |
2,430 | 2,453 | ||||||||||
Societe Fonciere Lyonnaise |
||||||||||||
4.625%, 05/25/16(D) |
300 | 437 | ||||||||||
Societe Generale MTN |
||||||||||||
8.875%, 06/29/49(A) |
50 | 79 | ||||||||||
5.200%, 04/15/21(B) |
325 | 319 | ||||||||||
1.611%, 06/07/17(A) |
200 | 280 | ||||||||||
0.484%, 10/20/16(A) |
150 | 144 | ||||||||||
Societe Generale Societe de Credit Fonciere MTN |
|
|||||||||||
4.000%, 07/07/16 |
650 | 976 | ||||||||||
Vivendi MTN |
||||||||||||
7.750%, 01/23/14 |
250 | 404 | ||||||||||
|
|
|||||||||||
46,619 | ||||||||||||
|
|
|||||||||||
Germany 12.0% |
||||||||||||
Bayerische Landesbank MTN |
||||||||||||
4.500%, 02/07/19(A) |
350 | 428 | ||||||||||
2.750%, 01/23/12 |
750 | 1,094 | ||||||||||
Bundesobligation, Ser 159 |
||||||||||||
2.000%, 02/26/16 |
685 | 982 | ||||||||||
Bundesrepublik Deutschland |
||||||||||||
3.250%, 07/04/21 |
3,250 | 4,801 | ||||||||||
3.000%, 07/04/20 |
3,025 | 4,413 | ||||||||||
2.500%, 01/04/21 |
1,212 | 1,690 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 00 |
||||||||||||
5.500%, 01/04/31 |
100 | 180 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 02 |
||||||||||||
5.000%, 01/04/12 |
25 | 37 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 03 |
||||||||||||
4.750%, 07/04/34 |
535 | 888 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 04 |
||||||||||||
3.750%, 01/04/15 |
3,025 | 4,648 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 05 |
||||||||||||
3.500%, 01/04/16 |
5,605 | 8,575 | ||||||||||
Bundesrepublik Deutschland, |
||||||||||||
Ser 08 |
||||||||||||
4.750%, 07/04/40 |
1,305 | 2,213 | ||||||||||
4.250%, 07/04/18 |
125 | 199 | ||||||||||
Bundesrepublik Deutschland, Ser 09 |
|
|||||||||||
3.250%, 01/04/20 |
490 | 731 | ||||||||||
Bundesschatzanweisungen |
||||||||||||
1.750%, 06/14/13 |
1,025 | 1,490 | ||||||||||
Bundesschatzanweisungen, Ser 1 |
|
|||||||||||
1.250%, 09/16/11 |
10,750 | 15,480 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
2 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Commerzbank |
||||||||||||
2.750%, 01/13/12 |
325 | $ | 474 | |||||||||
Deutsche Postbank MTN |
||||||||||||
3.750%, 02/12/14 |
800 | 1,202 | ||||||||||
Dexia Kommunalbank |
||||||||||||
Deutschland MTN |
||||||||||||
3.500%, 06/05/14 |
390 | 576 | ||||||||||
HSH Nordbank MTN |
||||||||||||
2.750%, 01/20/12 |
1,075 | 1,568 | ||||||||||
K+S |
||||||||||||
5.000%, 09/24/14 |
350 | 539 | ||||||||||
Kreditanstalt fuer Wiederaufbau |
||||||||||||
MTN |
||||||||||||
4.750%, 08/12/15 |
6,000 | 999 | ||||||||||
4.375%, 10/11/13 |
1,050 | 1,603 | ||||||||||
3.875%, 01/21/19 |
1,075 | 1,614 | ||||||||||
3.375%, 08/30/17 |
CHF | 370 | 491 | |||||||||
Landesbank Berlin MTN |
||||||||||||
5.875%, 11/25/19 |
300 | 426 | ||||||||||
Munich |
||||||||||||
7.625%, 06/21/28(A) |
110 | 198 | ||||||||||
|
|
|||||||||||
57,539 | ||||||||||||
|
|
|||||||||||
Hong Kong 0.1% |
||||||||||||
Hutchison Whampoa International |
||||||||||||
7.625%, 04/09/19 |
255 | 302 | ||||||||||
|
|
|||||||||||
Hungary 0.1% |
||||||||||||
Republic of Hungary |
||||||||||||
6.375%, 03/29/21 |
650 | 686 | ||||||||||
|
|
|||||||||||
Ireland 0.4% |
||||||||||||
Allied Irish Banks MTN |
||||||||||||
1.546%, 09/15/11(A) |
300 | 419 | ||||||||||
Ardagh Glass Finance |
||||||||||||
7.125%, 06/15/17 |
125 | 173 | ||||||||||
Bank of Ireland MTN |
||||||||||||
4.625%, 04/08/13 |
400 | 475 | ||||||||||
0.872%, 02/15/12(A) |
500 | 718 | ||||||||||
Iberdrola Finance Ireland |
||||||||||||
5.000%, 09/11/19(B) |
240 | 237 | ||||||||||
|
|
|||||||||||
2,022 | ||||||||||||
|
|
|||||||||||
Italy 5.7% |
||||||||||||
Enel Finance International |
||||||||||||
3.875%, 10/07/14(B) |
USD | 350 | 361 | |||||||||
Fiat Industrial Finance MTN |
||||||||||||
6.250%, 03/09/18 |
250 | 360 | ||||||||||
Intesa Sanpaolo MTN |
||||||||||||
6.375%, 11/12/17(A) |
GBP | 300 | 478 | |||||||||
4.375%, 08/16/16 |
730 | 1,067 | ||||||||||
4.125%, 01/14/16 |
200 | 288 | ||||||||||
3.750%, 11/23/16 |
400 | 563 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Italy Buoni Poliennali Del Tesoro |
|
|||||||||||
6.500%, 11/01/27 |
500 | $ | 811 | |||||||||
6.000%, 05/01/31 |
350 | 537 | ||||||||||
5.250%, 08/01/17 |
625 | 955 | ||||||||||
5.000%, 09/01/40 |
1,375 | 1,822 | ||||||||||
4.750%, 09/01/21 |
5,050 | 7,277 | ||||||||||
4.500%, 03/01/19 |
400 | 579 | ||||||||||
4.250%, 10/15/12 |
585 | 866 | ||||||||||
4.250%, 08/01/14 |
1,405 | 2,071 | ||||||||||
4.250%, 02/01/15 |
1,750 | 2,579 | ||||||||||
4.000%, 09/01/20 |
1,330 | 1,837 | ||||||||||
3.750%, 12/15/13 |
515 | 753 | ||||||||||
3.750%, 03/01/21 |
1,570 | 2,108 | ||||||||||
Pirelli & C SpA |
|
|||||||||||
5.125%, 02/22/16 |
500 | 744 | ||||||||||
Telecom Italia Capital |
|
|||||||||||
6.175%, 06/18/14 |
USD | 300 | 323 | |||||||||
Unicredit MTN |
|
|||||||||||
6.375%, 10/16/18(A) |
100 | 159 | ||||||||||
4.500%, 09/22/19 |
400 | 564 | ||||||||||
Unione di Banche Italiane SCPA |
||||||||||||
MTN |
||||||||||||
4.500%, 02/22/16 |
200 | 293 | ||||||||||
|
|
|||||||||||
27,395 | ||||||||||||
|
|
|||||||||||
Japan 18.7% |
||||||||||||
eAccess |
|
|||||||||||
8.250%, 04/01/18(B)(E) |
116 | 116 | ||||||||||
Government of Japan 5 Year Bond, |
||||||||||||
0.800%, 03/20/13 |
397,000 | 4,968 | ||||||||||
Government of Japan 5 Year Bond, |
||||||||||||
0.700%, 12/20/13 |
51,300 | 643 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.400%, 12/20/15 |
626,600 | 8,105 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.700%, 12/20/16 |
250,000 | 3,296 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.800%, 06/20/17 |
96,450 | 1,281 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.700%, 09/20/17 |
1,057,950 | 13,984 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.300%, 12/20/18 |
533,750 | 6,864 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.500%, 06/20/19 |
235,300 | 3,061 | ||||||||||
Government of Japan 10 Year Bond, |
||||||||||||
1.300%, 06/20/20 |
1,109,650 | 14,111 | ||||||||||
Government of Japan 20 Year Bond, |
||||||||||||
1.900%, 03/20/29 |
39,000 | 490 | ||||||||||
Government of Japan 20 Year Bond, |
||||||||||||
2.100%, 06/20/29 |
795,000 | 10,284 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Japan 20 Year Bond, Ser 48 |
|
|||||||||||
2.500%, 12/21/20 |
614,450 | $ | 8,584 | |||||||||
Government of Japan 20 Year Bond, Ser 99 |
|
|||||||||||
2.100%, 12/20/27 |
558,950 | 7,289 | ||||||||||
Government of Japan 30 Year Bond, Ser 29 |
|
|||||||||||
2.400%, 09/20/38 |
103,250 | 1,380 | ||||||||||
Government of Japan 30 Year Bond, Ser 30 |
|
|||||||||||
2.300%, 03/20/39 |
145,200 | 1,903 | ||||||||||
Government of Japan 30 Year Bond, Ser 33 |
|
|||||||||||
2.000%, 09/20/40 |
117,000 | 1,437 | ||||||||||
Japan Finance Organization for Municipalities |
|
|||||||||||
4.500%, 05/27/14 |
450 | 689 | ||||||||||
ORIX |
||||||||||||
4.710%, 04/27/15 |
USD | 326 | 337 | |||||||||
SMFG Preferred Capital GBP 2 |
||||||||||||
10.231%, 01/25/29(A) |
150 | 284 | ||||||||||
|
|
|||||||||||
89,106 | ||||||||||||
|
|
|||||||||||
Malaysia 0.2% |
||||||||||||
Government of Malaysia |
||||||||||||
5.734%, 07/30/19 |
900 | 337 | ||||||||||
Petronas Capital |
||||||||||||
5.250%, 08/12/19(B) |
USD | 410 | 442 | |||||||||
|
|
|||||||||||
779 | ||||||||||||
|
|
|||||||||||
Mexico 0.8% |
||||||||||||
Mexican Bonos, Ser M10 |
||||||||||||
7.750%, 12/14/17 |
7,275 | 663 | ||||||||||
Mexican Bonos, Ser MI10 |
||||||||||||
9.500%, 12/18/14 |
23,335 | 2,215 | ||||||||||
9.000%, 12/20/12 |
10,000 | 900 | ||||||||||
|
|
|||||||||||
3,778 | ||||||||||||
|
|
|||||||||||
Netherlands 4.7% |
||||||||||||
ABN Amro Bank MTN |
||||||||||||
3.750%, 07/15/14 |
750 | 1,121 | ||||||||||
Aegon |
||||||||||||
4.750%, 06/01/13 |
USD | 250 | 263 | |||||||||
Allianz Finance II |
||||||||||||
6.125%, 05/31/22(A) |
1,000 | 1,460 | ||||||||||
Boats Investments MTN |
||||||||||||
11.000%, 03/31/17 |
365 | 477 | ||||||||||
Conti-Gummi Finance MTN |
||||||||||||
6.500%, 01/15/16 |
80 | 120 | ||||||||||
Cooperatieve Centrale Raiffeisen- Boerenleenbank BA MTN |
| |||||||||||
4.125%, 01/12/21 |
230 | 330 | ||||||||||
Deutsche Telekom International Finance MTN |
|
|||||||||||
6.500%, 04/08/22 |
GBP | 190 | 337 | |||||||||
E.ON International Finance |
||||||||||||
5.800%, 04/30/18(B) |
USD | 150 | 167 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Netherlands |
||||||||||||
4.500%, 07/15/17 |
1,500 | $ | 2,375 | |||||||||
4.000%, 07/15/16 |
1,700 | 2,627 | ||||||||||
4.000%, 07/15/18 |
1,355 | 2,089 | ||||||||||
4.000%, 01/15/37 |
200 | 295 | ||||||||||
3.500%, 07/15/20 |
360 | 533 | ||||||||||
3.250%, 07/15/15 |
520 | 781 | ||||||||||
ING Bank MTN |
||||||||||||
4.750%, 05/27/19 |
800 | 1,231 | ||||||||||
3.000%, 09/30/14 |
125 | 182 | ||||||||||
0.934%, 05/23/16(A) |
USD | 450 | 422 | |||||||||
ING Groep MTN |
||||||||||||
4.750%, 05/31/17 |
500 | 742 | ||||||||||
ING Verzekeringen |
||||||||||||
6.250%, 06/21/21(A) |
310 | 421 | ||||||||||
Lanxess Finance MTN |
||||||||||||
4.125%, 05/23/18 |
250 | 362 | ||||||||||
Linde Finance MTN |
||||||||||||
3.875%, 06/01/21 |
450 | 643 | ||||||||||
NIBC Bank MTN |
||||||||||||
3.500%, 04/07/14 |
650 | 974 | ||||||||||
OI European Group BV |
||||||||||||
6.875%, 03/31/17 |
150 | 217 | ||||||||||
Rabobank Nederland |
||||||||||||
5.875%, 05/20/19 |
300 | 468 | ||||||||||
4.125%, 04/04/12 |
1,250 | 1,842 | ||||||||||
4.125%, 07/14/25 |
375 | 518 | ||||||||||
RWE Finance MTN |
||||||||||||
5.000%, 02/10/15 |
500 | 770 | ||||||||||
UPCB Finance |
||||||||||||
7.625%, 01/15/20 |
250 | 370 | ||||||||||
Volkswagen MTN |
||||||||||||
5.625%, 02/09/12 |
150 | 222 | ||||||||||
Ziggo Bond |
||||||||||||
8.000%, 05/15/18 |
130 | 194 | ||||||||||
|
|
|||||||||||
22,553 | ||||||||||||
|
|
|||||||||||
New Zealand 0.4% |
||||||||||||
Government of New Zealand |
||||||||||||
6.000%, 12/15/17 |
2,250 | 1,996 | ||||||||||
|
|
|||||||||||
Norway 0.5% |
||||||||||||
DnB Bank MTN |
||||||||||||
4.500%, 05/29/14 |
EUR | 200 | 304 | |||||||||
1.630%, 05/30/17(A) |
EUR | 425 | 606 | |||||||||
DnB Boligkreditt |
||||||||||||
2.750%, 04/20/15 |
EUR | 625 | 903 | |||||||||
Government of Norway |
||||||||||||
4.500%, 05/22/19 |
1,150 | 233 | ||||||||||
MPU Offshore Lift |
||||||||||||
11.285%, 12/22/11(C) |
1,445 | 5 | ||||||||||
Yara International |
||||||||||||
7.875%, 06/11/19(B) |
410 | 501 | ||||||||||
|
|
|||||||||||
2,552 | ||||||||||||
|
|
|||||||||||
Poland 0.3% |
||||||||||||
Republic of Poland |
||||||||||||
5.125%, 04/21/21 |
135 | 140 | ||||||||||
4.000%, 03/23/21 |
950 | 1,270 | ||||||||||
|
|
|||||||||||
1,410 | ||||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 4 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Portugal 0.1% |
||||||||||||
EDP Finance |
||||||||||||
5.375%, 11/02/12(B) |
USD | 425 | $ | 426 | ||||||||
|
|
|||||||||||
Russia 0.7% |
||||||||||||
Gazprom OAO Via Gaz Capital MTN |
||||||||||||
5.364%, 10/31/14 |
200 | 304 | ||||||||||
Gazprom MTN |
||||||||||||
9.625%, 03/01/13 |
USD | 470 | 526 | |||||||||
6.580%, 10/31/13 |
GBP | 150 | 256 | |||||||||
6.212%, 11/22/16(B) |
USD | 230 | 249 | |||||||||
Novatek Finance |
||||||||||||
5.326%, 02/03/16 |
230 | 237 | ||||||||||
RSHB Capital for Russian Agricultural Bank |
||||||||||||
7.750%, 05/29/18(B) |
USD | 715 | 813 | |||||||||
Steel Capital (Severstal) |
||||||||||||
9.750%, 07/29/13(B) (C) |
USD | 285 | 319 | |||||||||
TransCapit (Transneft) Registered |
||||||||||||
7.700%, 08/07/13 |
USD | 539 | 598 | |||||||||
Vimpel Communications Via VIP Finance Ireland |
||||||||||||
6.493%, 02/02/16(B) |
230 | 237 | ||||||||||
|
|
|||||||||||
3,539 | ||||||||||||
|
|
|||||||||||
Singapore 0.8% |
||||||||||||
DBS Bank |
||||||||||||
0.481%, 05/16/17(A)(B) |
USD | 525 | 517 | |||||||||
Government of Singapore |
||||||||||||
4.000%, 09/01/18 |
2,320 | 2,163 | ||||||||||
3.500%, 03/01/27 |
650 | 571 | ||||||||||
0.240%, 07/28/11(F) |
800 | 651 | ||||||||||
|
|
|||||||||||
3,902 | ||||||||||||
|
|
|||||||||||
South Africa 0.8% |
||||||||||||
Republic of South Africa, Ser R203 |
||||||||||||
8.250%, 09/15/17 |
24,205 | 3,585 | ||||||||||
|
|
|||||||||||
Spain 2.6% |
||||||||||||
Banco Bilbao Vizcaya Argentaria |
||||||||||||
4.250%, 03/30/15 |
800 | 1,144 | ||||||||||
4.125%, 01/13/14 |
300 | 433 | ||||||||||
Banco Santander |
||||||||||||
4.625%, 01/20/16 |
300 | 431 | ||||||||||
CaixaBank |
||||||||||||
5.125%, 04/27/16 |
200 | 286 | ||||||||||
Fondo de Amortizacion del Deficit Electrico |
||||||||||||
5.000%, 06/17/15 |
300 | 437 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Government of Spain |
||||||||||||
5.500%, 04/30/21 |
2,475 | $ | 3,606 | |||||||||
4.750%, 07/30/14 |
925 | 1,367 | ||||||||||
4.700%, 07/30/41 |
665 | 795 | ||||||||||
4.600%, 07/30/19 |
155 | 216 | ||||||||||
4.200%, 01/31/37 |
330 | 371 | ||||||||||
4.000%, 04/30/20 |
780 | 1,034 | ||||||||||
3.300%, 10/31/14 |
475 | 671 | ||||||||||
3.250%, 04/30/16 |
220 | 299 | ||||||||||
Instituto de Credito Oficial MTN |
||||||||||||
2.375%, 03/04/13(B) |
USD | 200 | 201 | |||||||||
Santander Issuances, Ser 24 |
||||||||||||
7.300%, 07/27/19(A) |
GBP | 400 | 663 | |||||||||
Telefonica Emisiones SAU MTN |
||||||||||||
4.750%, 02/07/17 |
100 | 145 | ||||||||||
4.375%, 02/02/16 |
375 | 546 | ||||||||||
|
|
|||||||||||
12,645 | ||||||||||||
|
|
|||||||||||
Supra-National 1.2% |
||||||||||||
European Investment Bank MTN |
||||||||||||
3.500%, 04/15/16 |
EUR | 1,975 | 2,948 | |||||||||
European Union MTN |
||||||||||||
3.250%, 04/04/18 |
850 | 1,238 | ||||||||||
Inter-American Development Bank |
||||||||||||
9.750%, 05/15/15 |
GBP | 750 | 1,534 | |||||||||
|
|
|||||||||||
5,720 | ||||||||||||
|
|
|||||||||||
Sweden 1.5% |
||||||||||||
Kingdom of Sweden, Ser 1041 |
||||||||||||
6.750%, 05/05/14 |
6,145 | 1,091 | ||||||||||
Kingdom of Sweden, Ser 1049 |
||||||||||||
4.500%, 08/12/15 |
5,050 | 861 | ||||||||||
Kingdom of Sweden, Ser 1050 |
||||||||||||
3.000%, 07/12/16 |
8,310 | 1,340 | ||||||||||
Kingdom of Sweden, Ser 1052 |
||||||||||||
4.250%, 03/12/19 |
2,000 | 347 | ||||||||||
Kommuninvest I Sverige MTN |
||||||||||||
2.750%, 08/12/15 |
5,300 | 830 | ||||||||||
Nordea Bank MTN |
||||||||||||
4.500%, 05/12/14 |
EUR | 100 | 151 | |||||||||
Stadshypotek MTN |
||||||||||||
3.750%, 12/12/13 |
EUR | 400 | 597 | |||||||||
Svenska Handelsbanken MTN |
||||||||||||
3.625%, 02/16/16 |
400 | 584 | ||||||||||
1.532%, 10/19/17(A) |
EUR | 675 | 961 | |||||||||
Swedbank Hypotek MTN |
||||||||||||
4.125%, 06/09/14 |
150 | 226 | ||||||||||
Swedbank MTN |
||||||||||||
7.375%, 06/26/18(A) |
EUR | 150 | 232 | |||||||||
Volvo Treasury |
||||||||||||
5.950%, 04/01/15(B) |
145 | 160 | ||||||||||
|
|
|||||||||||
7,380 | ||||||||||||
|
|
|||||||||||
Switzerland 1.2% |
||||||||||||
Credit Suisse NY MTN |
||||||||||||
5.300%, 08/13/19 |
150 | 160 | ||||||||||
Credit Suisse MTN |
||||||||||||
6.125%, 05/16/14 |
EUR | 350 | 551 | |||||||||
4.750%, 08/05/19 |
EUR | 400 | 594 | |||||||||
2.875%, 09/24/15 |
EUR | 220 | 313 |
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Glencore Finance Europe MTN |
||||||||||||
7.125%, 04/23/15 |
EUR | 300 | $ | 475 | ||||||||
5.250%, 03/22/17 |
EUR | 300 | 440 | |||||||||
Government of Switzerland |
||||||||||||
2.000%, 04/28/21 |
820 | 996 | ||||||||||
Holcim US Finance Sarl & Cie SCS |
||||||||||||
6.000%, 12/30/19(B) |
USD | 25 | 27 | |||||||||
Novartis Finance MTN |
||||||||||||
4.250%, 06/15/16 |
EUR | 375 | 574 | |||||||||
UBS MTN |
||||||||||||
6.625%, 04/11/18 |
GBP | 150 | 269 | |||||||||
6.375%, 07/20/16 |
160 | 283 | ||||||||||
6.250%, 09/03/13 |
EUR | 200 | 310 | |||||||||
5.875%, 12/20/17 |
USD | 575 | 631 | |||||||||
|
|
|||||||||||
5,623 | ||||||||||||
|
|
|||||||||||
United Arab Emirates 0.1% |
||||||||||||
MDC-GMTN B.V. MTN |
||||||||||||
5.500%, 04/20/21(B) |
380 | 381 | ||||||||||
|
|
|||||||||||
United Kingdom 10.3% |
||||||||||||
3i Group MTN |
||||||||||||
5.625%, 03/17/17 |
EUR | 150 | 222 | |||||||||
1.638%, 06/08/12(A) |
EUR | 350 | 499 | |||||||||
Abbey National Treasury Services MTN |
||||||||||||
4.250%, 04/12/21 |
EUR | 350 | 489 | |||||||||
Anglian Water Services Financing, Ser A5 MTN |
||||||||||||
6.293%, 07/30/30 |
500 | 913 | ||||||||||
Aviva MTN |
||||||||||||
0.587%, 06/19/17(A) |
USD | 475 | 454 | |||||||||
BAA Funding Ltd. MTN |
||||||||||||
4.125%, 10/12/16 |
200 | 289 | ||||||||||
Bank of Scotland MTN |
||||||||||||
4.750%, 06/08/22 |
EUR | 650 | 940 | |||||||||
Barclays Bank MTN |
||||||||||||
6.750%, 05/22/19 |
USD | 225 | 253 | |||||||||
6.750%, 01/16/23(A) |
350 | 572 | ||||||||||
5.125%, 01/08/20 |
150 | 152 | ||||||||||
5.000%, 09/22/16 |
USD | 375 | 403 | |||||||||
4.500%, 03/04/19(A) |
EUR | 125 | 180 | |||||||||
Barclays Bank, Ser E MTN |
||||||||||||
4.875%, 12/29/49(A) |
EUR | 200 | 241 | |||||||||
BAT International Finance MTN |
||||||||||||
7.250%, 03/12/24 |
250 | 467 | ||||||||||
5.375%, 06/29/17 |
EUR | 425 | 671 | |||||||||
Bishopsgate Asset Finance |
||||||||||||
4.808%, 08/14/44 |
200 | 261 | ||||||||||
British American Tobacco Holdings MTN |
||||||||||||
4.000%, 07/07/20 |
100 | 143 | ||||||||||
British Telecommunications |
||||||||||||
8.750%, 12/07/16 |
165 | 321 | ||||||||||
5.750%, 12/07/28 |
411 | 640 | ||||||||||
Daily Mail & General Trust |
||||||||||||
5.750%, 12/07/18 |
350 | 559 | ||||||||||
EDF Energy Networks EPN MTN |
||||||||||||
6.000%, 11/12/36 |
160 | 266 | ||||||||||
ENW Finance MTN |
||||||||||||
6.125%, 07/21/21 |
350 | 617 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Experian Finance MTN |
||||||||||||
4.750%, 11/23/18 |
300 | $ | 498 | |||||||||
FCE Bank MTN |
||||||||||||
5.125%, 11/16/15 |
250 | 391 | ||||||||||
First Hydro Finance |
||||||||||||
9.000%, 07/31/21 |
220 | 420 | ||||||||||
HSBC Bank |
||||||||||||
3.500%, 06/28/15(B) |
USD | 120 | 123 | |||||||||
3.100%, 05/24/16(B) |
261 | 259 | ||||||||||
HSBC Holdings MTN |
||||||||||||
9.875%, 04/08/18(A) |
80 | 142 | ||||||||||
6.500%, 05/20/24 |
250 | 438 | ||||||||||
0.497%, 10/06/16(A) |
USD | 625 | 618 | |||||||||
Imperial Tobacco Finance MTN |
||||||||||||
8.375%, 02/17/16 |
EUR | 450 | 777 | |||||||||
7.750%, 06/24/19 |
600 | 1,145 | ||||||||||
7.250%, 09/15/14 |
EUR | 150 | 243 | |||||||||
4.500%, 07/05/18 |
150 | 216 | ||||||||||
Intercontinental Hotels Group MTN |
||||||||||||
6.000%, 12/09/16 |
150 | 255 | ||||||||||
Legal & General Group MTN |
||||||||||||
4.000%, 06/08/25(A) |
EUR | 200 | 264 | |||||||||
Lloyds TSB Bank MTN |
||||||||||||
6.375%, 04/15/14 |
725 | 1,243 | ||||||||||
6.375%, 01/21/21 |
110 | 115 | ||||||||||
6.250%, 04/15/14 |
EUR | 150 | 230 | |||||||||
Marks & Spencer MTN |
||||||||||||
6.125%, 12/02/19 |
100 | 169 | ||||||||||
Motability Operations Group MTN |
||||||||||||
3.750%, 11/29/17 |
300 | 432 | ||||||||||
National Westminster Bank |
||||||||||||
6.500%, 09/07/21 |
220 | 328 | ||||||||||
Network Rail Infrastructure Finance MTN |
||||||||||||
4.400%, 03/06/16 |
690 | 757 | ||||||||||
Northern Rock |
||||||||||||
5.625%, 06/22/17(B) |
USD | 1,750 | 1,841 | |||||||||
Northumbrian Water Finance |
||||||||||||
6.000%, 10/11/17 |
500 | 900 | ||||||||||
Old Mutual MTN |
||||||||||||
7.125%, 10/19/16 |
250 | 443 | ||||||||||
Rexam MTN |
||||||||||||
4.375%, 03/15/13 |
EUR | 170 | 252 | |||||||||
Rolls-Royce |
||||||||||||
6.750%, 04/30/19 |
100 | 186 | ||||||||||
Royal Bank of Scotland |
||||||||||||
6.125%, 01/11/21 |
310 | 318 | ||||||||||
5.750%, 05/21/14 |
EUR | 250 | 380 | |||||||||
5.750%, 05/21/14 |
350 | 531 | ||||||||||
Scottish & Southern Energy MTN |
||||||||||||
5.750%, 02/05/14 |
245 | 426 | ||||||||||
Severn Trent Utilities Finance |
||||||||||||
6.250%, 06/07/29 |
350 | 616 | ||||||||||
Standard Chartered Bank MTN |
||||||||||||
6.400%, 09/26/17 |
USD | 250 | 278 | |||||||||
6.400%, 09/26/17(B) |
USD | 175 | 194 | |||||||||
5.875%, 09/26/17 |
EUR | 250 | 377 | |||||||||
Tesco |
||||||||||||
6.052%, 10/13/39 |
345 | 576 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 6 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Thames Water Utilities Cayman Finance MTN |
||||||||||||
6.125%, 02/04/13 |
EUR | 200 | $ | 305 | ||||||||
United Kingdom Gilt |
||||||||||||
4.500%, 03/07/13 |
600 | 1,022 | ||||||||||
3.750%, 09/07/20 |
1,625 | 2,684 | ||||||||||
United Kingdom Gilt - Inflation Linked |
||||||||||||
1.875%, 11/22/22 |
855 | 1,574 | ||||||||||
United Kingdom Treasury |
||||||||||||
5.000%, 03/07/25 |
400 | 716 | ||||||||||
4.750%, 03/07/20 |
325 | 581 | ||||||||||
4.750%, 12/07/30 |
800 | 1,378 | ||||||||||
4.750%, 12/07/38 |
1,590 | 2,756 | ||||||||||
4.500%, 12/07/42 |
335 | 560 | ||||||||||
4.250%, 06/07/32 |
1,335 | 2,151 | ||||||||||
4.250%, 03/07/36 |
375 | 600 | ||||||||||
4.250%, 09/07/39 |
1,300 | 2,079 | ||||||||||
4.250%, 12/07/49 |
225 | 362 | ||||||||||
4.000%, 09/07/16 |
150 | 262 | ||||||||||
2.750%, 01/22/15 |
1,485 | 2,474 | ||||||||||
2.250%, 03/07/14 |
795 | 1,312 | ||||||||||
2.000%, 01/22/16 |
240 | 384 | ||||||||||
Virgin Media Secured Finance |
||||||||||||
7.000%, 01/15/18 |
280 | 475 | ||||||||||
Wales & West Utilities Finance MTN |
||||||||||||
6.750%, 12/17/36(A) |
200 | 353 | ||||||||||
Western Power Distribution South West |
||||||||||||
5.750%, 03/23/40 |
200 | 314 | ||||||||||
WPP MTN |
||||||||||||
6.625%, 05/12/16 |
225 | 364 | ||||||||||
Yorkshire Power Finance |
||||||||||||
7.250%, 08/04/28 |
208 | 387 | ||||||||||
Yorkshire Water Services Bradford Finance |
||||||||||||
6.375%, 08/19/39 |
100 | 181 | ||||||||||
|
|
|||||||||||
49,207 | ||||||||||||
|
|
|||||||||||
United States 6.6% |
||||||||||||
AES |
||||||||||||
7.750%, 10/15/15 |
55 | 59 | ||||||||||
Altria Group |
||||||||||||
9.250%, 08/06/19 |
550 | 717 | ||||||||||
4.750%, 05/05/21 |
330 | 330 | ||||||||||
American Express Credit MTN |
||||||||||||
5.375%, 10/01/14 |
GBP | 100 | 171 | |||||||||
American International Group |
||||||||||||
8.175%, 05/15/58(A) |
365 | 399 | ||||||||||
6.250%, 03/15/37 |
100 | 91 | ||||||||||
Anheuser-Busch InBev |
||||||||||||
5.375%, 01/15/20 |
450 | 496 | ||||||||||
AT&T |
||||||||||||
5.875%, 04/28/17 |
GBP | 200 | 354 | |||||||||
4.450%, 05/15/21 |
525 | 534 | ||||||||||
BA Covered Bond Issuer MTN |
||||||||||||
4.125%, 04/05/12 |
EUR | 3,100 | 4,549 | |||||||||
Bank of America MTN |
||||||||||||
5.750%, 12/01/17 |
100 | 106 | ||||||||||
5.650%, 05/01/18 |
350 | 369 | ||||||||||
4.750%, 05/06/19(A) |
EUR | 250 | 334 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Cablevision Systems, Ser B |
||||||||||||
8.000%, 04/15/12 |
235 | $ | 242 | |||||||||
Citigroup |
||||||||||||
5.500%, 04/11/13 |
500 | 531 | ||||||||||
4.250%, 02/25/30(A) |
EUR | 1,350 | 1,540 | |||||||||
Comcast Cable Communications Holdings |
||||||||||||
9.455%, 11/15/22 |
340 | 473 | ||||||||||
Computer Sciences |
||||||||||||
5.500%, 03/15/13 |
305 | 324 | ||||||||||
Countrywide Financial MTN |
||||||||||||
5.800%, 06/07/12 |
507 | 529 | ||||||||||
Duke Energy |
||||||||||||
6.300%, 02/01/14 |
375 | 419 | ||||||||||
Ford Motor |
||||||||||||
7.450%, 07/16/31 |
160 | 181 | ||||||||||
Gatwick Funding MTN |
||||||||||||
6.500%, 03/02/41 |
200 | 321 | ||||||||||
GE Capital UK Funding MTN |
||||||||||||
4.125%, 09/28/17 |
GBP | 110 | 179 | |||||||||
General Electric Capital MTN |
||||||||||||
5.900%, 05/13/14 |
300 | 333 | ||||||||||
5.625%, 05/01/18 |
300 | 329 | ||||||||||
5.500%, 01/08/20 |
305 | 327 | ||||||||||
5.300%, 02/11/21 |
205 | 213 | ||||||||||
3.750%, 11/14/14 |
375 | 397 | ||||||||||
Goldman Sachs Group |
||||||||||||
6.375%, 05/02/18 |
EUR | 400 | 621 | |||||||||
6.250%, 02/01/41 |
225 | 227 | ||||||||||
1.695%, 02/04/13(A) |
EUR | 450 | 647 | |||||||||
Hartford Life Institutional Funding MTN |
||||||||||||
5.375%, 01/17/12 |
GBP | 200 | 324 | |||||||||
Hertz |
||||||||||||
8.875%, 01/01/14 |
20 | 21 | ||||||||||
HSBC Finance MTN |
||||||||||||
7.000%, 03/27/12 |
GBP | 285 | 473 | |||||||||
Ingersoll-Rand Global Holding |
||||||||||||
9.500%, 04/15/14 |
213 | 256 | ||||||||||
International Lease Finance |
||||||||||||
5.750%, 05/15/16 |
205 | 202 | ||||||||||
International Paper |
||||||||||||
7.950%, 06/15/18 |
260 | 310 | ||||||||||
JPMorgan Chase |
||||||||||||
4.400%, 07/22/20 |
100 | 98 | ||||||||||
1.694%, 10/12/15(A) |
EUR | 350 | 482 | |||||||||
JPMorgan Chase Bank |
||||||||||||
4.625%, 05/31/17(A) |
EUR | 250 | 361 | |||||||||
Key Bank MTN |
||||||||||||
1.594%, 02/09/12(A) |
EUR | 570 | 808 | |||||||||
1.559%, 11/21/11(A) |
EUR | 50 | 72 | |||||||||
Kraft Foods |
||||||||||||
7.000%, 08/11/37 |
200 | 233 | ||||||||||
5.375%, 02/10/20 |
400 | 437 | ||||||||||
Merrill Lynch MTN |
||||||||||||
2.019%, 09/14/18(A) |
EUR | 375 | 463 | |||||||||
MetLife |
||||||||||||
4.750%, 02/08/21 |
185 | 189 | ||||||||||
Metropolitan Life Global Funding I MTN |
||||||||||||
4.625%, 05/16/17 |
EUR | 1,200 | 1,800 |
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Morgan Stanley MTN |
||||||||||||
5.625%, 09/23/19 |
150 | $ | 154 | |||||||||
5.375%, 08/10/20 |
EUR | 350 | 497 | |||||||||
3.750%, 03/01/13 |
EUR | 1,000 | 1,464 | |||||||||
Nabors Industries |
||||||||||||
9.250%, 01/15/19 |
275 | 349 | ||||||||||
News America |
||||||||||||
6.900%, 03/01/19 |
300 | 349 | ||||||||||
Noble Holding International |
||||||||||||
4.900%, 08/01/20 |
25 | 26 | ||||||||||
Owens Corning |
||||||||||||
6.500%, 12/01/16 |
420 | 457 | ||||||||||
PNC Funding |
||||||||||||
5.125%, 02/08/20 |
300 | 321 | ||||||||||
Republic Services |
||||||||||||
4.750%, 05/15/23 |
405 | 402 | ||||||||||
Reynolds American |
||||||||||||
7.625%, 06/01/16 |
377 | 452 | ||||||||||
7.300%, 07/15/15 |
195 | 220 | ||||||||||
Ryder System MTN |
||||||||||||
5.850%, 11/01/16 |
116 | 131 | ||||||||||
Tesoro |
||||||||||||
6.500%, 06/01/17 |
280 | 286 | ||||||||||
Toyota Motor Credit MTN |
||||||||||||
5.250%, 02/03/12 |
250 | 369 | ||||||||||
United Health Group |
||||||||||||
6.000%, 02/15/18 |
135 | 153 | ||||||||||
US Bank MTN |
||||||||||||
4.375%, 02/28/17(A) |
EUR | 900 | 1,278 | |||||||||
Weatherford International |
||||||||||||
9.625%, 03/01/19 |
USD | 275 | 355 | |||||||||
Western Union |
||||||||||||
5.930%, 10/01/16 |
475 | 537 | ||||||||||
WM Covered Bond Program MTN |
|
|||||||||||
3.875%, 09/27/11 |
EUR | 250 | 364 | |||||||||
Wyndham Worldwide |
||||||||||||
6.000%, 12/01/16 |
242 | 257 | ||||||||||
|
|
|||||||||||
31,292 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
423,029 | |||||||||||
|
|
|||||||||||
MORTGAGE-BACKED SECURITIES 3.8% |
| |||||||||||
Non-Agency Mortgage-Backed Obligation 3.8% |
| |||||||||||
Banc of America Commercial |
|
|||||||||||
5.492%, 02/10/51 |
1,200 | 1,285 | ||||||||||
Bear Stearns Adjustable Rate |
|
|||||||||||
5.431%, 09/25/34 (A) |
258 | 249 | ||||||||||
Bear Stearns Commercial |
|
|||||||||||
4.715%, 02/11/41 |
380 | 403 | ||||||||||
Bear Stearns Commercial |
|
|||||||||||
4.825%, 11/11/41 |
575 | 616 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Bear Stearns Commercial Mortgage, |
|
|||||||||||
5.452%, 03/11/39 (A) |
600 | $ | 656 | |||||||||
Canary Wharf Finance, Ser II, Cl C2 |
||||||||||||
1.372%, 10/22/37 (A)(C) |
200 | 202 | ||||||||||
Citigroup Commercial Mortgage Trust, |
|
|||||||||||
5.886%, 12/10/49 (A) |
1,140 | 1,245 | ||||||||||
Citigroup Commercial Mortgage Trust, |
|
|||||||||||
5.823%, 12/10/49 (A) |
405 | 448 | ||||||||||
Citigroup Mortgage Loan Trust, |
|
|||||||||||
5.110%, 05/25/35 (A) |
1,210 | 1,092 | ||||||||||
Commercial Mortgage Asset Trust, |
|
|||||||||||
6.640%, 01/17/32 |
31 | 31 | ||||||||||
Credit Suisse Mortgage Capital Certificates, Ser 2006-C5, Cl A3 |
||||||||||||
5.311%, 12/15/39 |
1,215 | 1,301 | ||||||||||
DBUBS Mortgage Trust, Ser 2011- LC1A, Cl A3 |
||||||||||||
5.002%, 11/10/46 (B) |
226 | 234 | ||||||||||
Eddystone Finance, |
||||||||||||
1.029%, 04/19/21 (A)(C) |
150 | 229 | ||||||||||
Eddystone Finance, |
||||||||||||
1.199%, 04/19/21 (A)(C) |
100 | 147 | ||||||||||
Fosse Master Issuer, |
||||||||||||
2.081%, 10/18/54 (A) |
300 | 483 | ||||||||||
Gracechurch Mortgage Financing, |
||||||||||||
1.701%, 11/20/56 (A)(C) |
EUR | 350 | 504 | |||||||||
Gracechurch Mortgage Financing, |
||||||||||||
1.531%, 11/20/56 (A) |
EUR | 1,565 | 2,248 | |||||||||
Granite Master Issuer, |
||||||||||||
1.469%, 12/20/54 (A)(C) |
EUR | 254 | 348 | |||||||||
Granite Master Issuer, |
||||||||||||
1.389%, 12/20/54 (A)(C) |
EUR | 490 | 673 | |||||||||
GSR Mortgage Loan Trust, |
||||||||||||
5.068%, 01/25/35 (A) |
326 | 328 | ||||||||||
Holmes Master Issuer, |
||||||||||||
2.777%, 10/15/54 (A)(C) |
400 | 582 | ||||||||||
Immeo Residential Finance, |
||||||||||||
1.631%, 12/15/16 (A) |
342 | 471 | ||||||||||
JP Morgan Chase Commercial Mortgage Securities, |
||||||||||||
5.440%, 06/12/47 |
880 | 941 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 8 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
JP Morgan Mortgage Trust, Ser 2004-A5, Cl 3A1 |
||||||||
5.158%, 12/25/34 (A) |
316 | $ | 314 | |||||
London and Regional Debt Securitisation, Ser 1, Cl A |
||||||||
1.029%, 10/15/14 (A)(C) |
150 | 226 | ||||||
Merrill Lynch Mortgage Trust, Ser 2005-LC1, Cl A4 |
||||||||
5.291%, 01/12/44 (A) |
420 | 455 | ||||||
Permanent Master Issuer, Ser 2011-1X, Cl 1A2 |
||||||||
2.200%, 07/15/42 |
250 | 403 | ||||||
Silverstone, Ser 2009-1, Cl A2 |
||||||||
2.269%, 01/21/55 (A) |
300 | 484 | ||||||
Storm, Ser 2006-1, Cl A2 |
||||||||
1.459%, 04/22/48 (A) |
1,145 | 1,637 | ||||||
Talisman Finance, Ser 7, Cl H |
||||||||
3.577%, 04/22/17 (A) |
485 | 70 | ||||||
|
|
|||||||
Total Mortgage-Backed Securities |
18,305 | |||||||
|
|
|||||||
CORPORATE OBLIGATIONS 3.1% |
||||||||
United States 3.1% |
||||||||
AES |
||||||||
7.750%, 03/01/14 |
110 | 119 | ||||||
American Tower |
||||||||
5.050%, 09/01/20 |
315 | 310 | ||||||
Anadarko Petroleum |
||||||||
6.375%, 09/15/17 |
330 | 378 | ||||||
Bank of America |
||||||||
5.875%, 01/05/21 |
130 | 136 | ||||||
CBS |
||||||||
4.300%, 02/15/21 |
400 | 390 | ||||||
CCO Holdings |
||||||||
8.125%, 04/30/20(B) |
90 | 97 | ||||||
CIGNA |
||||||||
5.125%, 06/15/20 |
154 | 163 | ||||||
Citigroup |
||||||||
4.750%, 05/19/15 |
240 | 254 | ||||||
CMS Energy |
||||||||
8.750%, 06/15/19 |
225 | 275 | ||||||
CNA Financial |
||||||||
7.250%, 11/15/23 |
110 | 122 | ||||||
6.500%, 08/15/16 |
40 | 45 | ||||||
DIRECTV Holdings |
||||||||
6.000%, 08/15/40 |
150 | 152 | ||||||
4.600%, 02/15/21 |
300 | 301 | ||||||
Duke Realty |
||||||||
6.750%, 03/15/20(D) |
140 | 157 | ||||||
EH Holding |
||||||||
6.500%, 06/15/19(B) |
150 | 153 | ||||||
Embarq |
||||||||
7.082%, 06/01/16 |
333 | 370 | ||||||
Enterprise Products Operating |
||||||||
5.950%, 02/01/41 |
225 | 223 | ||||||
Equities |
||||||||
8.125%, 06/01/19 |
285 | 349 | ||||||
Ford Motor Credit |
||||||||
5.750%, 02/01/21 |
200 | 200 |
Description |
Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Fresenius Medical Care |
||||||||
5.750%, 02/15/21(B) |
150 | $ | 147 | |||||
Goldman Sachs Group MTN |
||||||||
6.000%, 06/15/20 |
45 | 48 | ||||||
Hess |
||||||||
8.125%, 02/15/19 |
141 | 178 | ||||||
Humana |
||||||||
7.200%, 06/15/18 |
280 | 325 | ||||||
6.450%, 06/01/16 |
40 | 46 | ||||||
6.300%, 08/01/18 |
50 | 56 | ||||||
Huntington Ingalls Industries |
||||||||
7.125%, 03/15/21(B) |
54 | 56 | ||||||
6.875%, 03/15/18(B) |
54 | 55 | ||||||
Jefferies Group |
||||||||
6.875%, 04/15/21 |
154 | 165 | ||||||
5.125%, 04/13/18 |
203 | 203 | ||||||
Kinder Morgan Energy Partners |
||||||||
6.550%, 09/15/40 |
255 | 267 | ||||||
Lincoln National |
||||||||
8.750%, 07/01/19 |
128 | 162 | ||||||
Lorillard Tobacco |
||||||||
6.875%, 05/01/20 |
375 | 407 | ||||||
Lyondell Chemical |
||||||||
8.000%, 11/01/17(B) |
121 | 135 | ||||||
McGraw-Hill |
||||||||
5.900%, 11/15/17 |
325 | 363 | ||||||
Mirant Americas Generation |
||||||||
8.500%, 10/01/21 |
399 | 409 | ||||||
Mohawk Industries |
||||||||
6.625%, 01/15/16 |
375 | 408 | ||||||
Morgan Stanley |
||||||||
5.750%, 01/25/21 |
130 | 132 | ||||||
3.450%, 11/02/15 |
225 | 223 | ||||||
Motorola |
||||||||
7.500%, 05/15/25 |
85 | 99 | ||||||
Nalco |
||||||||
6.625%, 01/15/19(B) |
150 | 154 | ||||||
NBC Universal |
||||||||
5.150%, 04/30/20(B) |
200 | 211 | ||||||
News America |
||||||||
4.500%, 02/15/21(B) |
330 | 326 | ||||||
Nisource Finance |
||||||||
6.800%, 01/15/19 |
235 | 273 | ||||||
Nissan Motor |
||||||||
3.250%, 01/30/13(B) |
430 | 439 | ||||||
NRG Energy |
||||||||
7.875%, 05/15/21(B) |
248 | 247 | ||||||
Principal Financial Group |
||||||||
7.875%, 05/15/14 |
290 | 335 | ||||||
Prudential Financial MTN |
||||||||
6.100%, 06/15/17 |
125 | 140 | ||||||
RR Donnelley & Sons |
||||||||
7.250%, 05/15/18 |
65 | 65 | ||||||
Ryder System MTN |
||||||||
7.200%, 09/01/15 |
108 | 126 | ||||||
SLM MTN |
||||||||
5.050%, 11/14/14 |
600 | 600 | ||||||
Time Warner |
||||||||
4.875%, 03/15/20 |
725 | 751 | ||||||
Time Warner Cable |
||||||||
7.500%, 04/01/14 |
385 | 444 |
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Union Electric |
||||||||
6.700%, 02/01/19 |
45 | $ | 53 | |||||
United States Steel |
||||||||
6.050%, 06/01/17 |
300 | 298 | ||||||
Valero Energy |
||||||||
9.375%, 03/15/19 |
345 | 441 | ||||||
Viacom |
||||||||
6.125%, 10/05/17 |
325 | 373 | ||||||
5.625%, 09/15/19 |
325 | 361 | ||||||
Wachovia Capital Trust III |
||||||||
5.570%, 12/31/49(A) |
385 | 352 | ||||||
WellPoint |
||||||||
4.350%, 08/15/20 |
145 | 146 | ||||||
Whirlpool MTN |
||||||||
8.600%, 05/01/14 |
298 | 347 | ||||||
|
|
|||||||
Total Corporate Obligations |
14,560 | |||||||
|
|
|||||||
U.S. TREASURY OBLIGATIONS 1.4% |
|
|||||||
U.S. Treasury Bonds |
||||||||
4.375%, 11/15/39 to 05/15/40 |
75 | 75 | ||||||
3.875%, 08/15/40 |
5 | 4 | ||||||
3.500%, 02/15/39 |
75 | 64 | ||||||
U.S. Treasury Notes |
||||||||
4.750%, 01/31/12 |
25 | 26 | ||||||
4.500%, 11/15/15 |
1,100 | 1,242 | ||||||
3.500%, 05/15/20 |
935 | 976 | ||||||
2.000%, 11/30/13 |
4,300 | 4,444 | ||||||
|
|
|||||||
Total U.S. Treasury Obligations |
6,831 | |||||||
|
|
|||||||
ASSET-BACKED SECURITIES 0.9% |
||||||||
Automotive 0.3% |
||||||||
Auto Compartiment, Ser 2006-1, Cl B |
||||||||
1.599%, 07/25/17 (A)(C) |
500 | 707 | ||||||
Auto Compartiment, Ser 2007-1, Cl A |
||||||||
1.544%, 02/25/19 (A) |
393 | 566 | ||||||
FTA Santander Auto, Ser 2005-1, Cl A |
||||||||
1.493%, 11/25/21 (A) |
18 | 26 | ||||||
Santander Consumer Finance, Ser 2007-1, Cl A |
||||||||
1.644%, 09/20/22 (C) |
113 | 160 | ||||||
|
|
|||||||
1,459 | ||||||||
|
|
|||||||
Mortgage Related Securities 0.1% |
||||||||
Countrywide Asset-Backed Certificates, Ser 2007-2, Cl 2A1 |
||||||||
0.236%, 08/25/37 (A) |
351 | 341 | ||||||
|
|
|||||||
Other Asset-Backed Securities 0.5% |
||||||||
Amstel Corporate Loan Offering, Ser 2007-1, Cl A2 |
||||||||
1.706%, 03/25/17 (A)(C) |
917 | 1,310 |
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Lambda Finance, Ser 2005-1X, Cl A2 |
||||||||
1.660%, 11/15/29 (A)(C) |
162 | $ | 233 | |||||
Skyline, Ser 2007-1, Cl D |
||||||||
2.159%, 07/22/43 (A)(C) |
200 | 261 | ||||||
SLM Student Loan Trust, Ser 2008-5, Cl A4 |
||||||||
1.374%, 10/25/16 |
638 | 645 | ||||||
|
|
|||||||
2,449 | ||||||||
|
|
|||||||
Total Asset-Backed Securities |
4,249 | |||||||
|
|
|||||||
MUNICIPAL BONDS 0.1% |
||||||||
State of Illinois, GO |
||||||||
5.877%, 03/01/19 |
140 | 144 | ||||||
5.665%, 03/01/18 |
160 | 166 | ||||||
|
|
|||||||
Total Municipal Bonds |
310 | |||||||
|
|
|||||||
Total Investments 98.0% |
$ | 467,284 | ||||||
|
|
A summary of the open futures contracts held by the Fund at June 30, 2011, is as follows:
Type of Contract |
Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Australian 10-Year Bond |
2 | Sep-2011 | $ | | ||||||||
Canadian 10-Year Bond |
16 | Sep-2011 | (9 | ) | ||||||||
Euro-Bobl |
73 | Sep-2011 | (78 | ) | ||||||||
Euro-Bund |
1 | Sep-2011 | (1 | ) | ||||||||
Euro-Buxl 30 Year Bond |
9 | Sep-2011 | (34 | ) | ||||||||
Euro-Schatz |
44 | Sep-2011 | (20 | ) | ||||||||
Japanese 10-Year Bond |
4 | Sep-2011 | 18 | |||||||||
Long Gilt 10-Year Bond |
6 | Sep-2011 | (17 | ) | ||||||||
U.S. 10-Year Treasury Note |
(82 | ) | Sep-2011 | (46 | ) | |||||||
U.S. 2-Year Treasury Note |
(46 | ) | Oct-2011 | (26 | ) | |||||||
U.S. 5-Year Treasury Note |
(52 | ) | Oct-2011 | (43 | ) | |||||||
U.S. 5-Year Treasury Note |
(120 | ) | Sep-2011 | 62 | ||||||||
U.S. Long Treasury Bond |
(37 | ) | Sep-2011 | 40 | ||||||||
U.S. Ultra Long Treasury Bond |
(8 | ) | Oct-2011 | 8 | ||||||||
|
|
|||||||||||
$ | (146 | ) | ||||||||||
|
|
For the period ended June 30, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 10 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2011, is as follows:
Maturity Date |
Currency to Deliver (Thousands) |
Currency to Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
7/1/11 |
KRW | 3,522,189 | USD | 3,246 | $ | (54 | ) | |||||||||||||
7/1/11-9/9/11 |
USD | 6,473 | KRW | 7,044,377 | 121 | |||||||||||||||
7/1/11-9/21/11 |
USD | 56,414 | GBP | 35,000 | (258 | ) | ||||||||||||||
7/5/11 |
USD | 761 | BRL | 1,201 | 8 | |||||||||||||||
7/5/11-8/2/11 |
BRL | 2,402 | USD | 1,509 | (23 | ) | ||||||||||||||
7/5/11-9/21/11 |
CAD | 30,237 | USD | 30,940 | (366 | ) | ||||||||||||||
7/5/11-9/21/11 |
EUR | 248,102 | USD | 357,375 | (2,035 | ) | ||||||||||||||
7/5/11-9/21/11 |
GBP | 64,108 | USD | 104,770 | 1,916 | |||||||||||||||
7/5/11-9/21/11 |
JPY | 11,975,927 | USD | 148,052 | (300 | ) | ||||||||||||||
7/5/11-9/21/11 |
MXP | 58,611 | USD | 4,952 | (27 | ) | ||||||||||||||
7/5/11-9/21/11 |
SEK | 241,228 | USD | 37,097 | (996 | ) | ||||||||||||||
7/5/11-9/21/11 |
USD | 13,673 | CAD | 13,359 | 155 | |||||||||||||||
7/5/11-9/21/11 |
USD | 136,489 | EUR | 94,509 | 487 | |||||||||||||||
7/5/11-9/21/11 |
USD | 56,342 | JPY | 4,549,537 | 7 | |||||||||||||||
7/5/11-9/21/11 |
USD | 1,213 | MXP | 14,244 | (1 | ) | ||||||||||||||
7/5/11-9/21/11 |
USD | 34,464 | SEK | 217,025 | (192 | ) | ||||||||||||||
7/25/11 |
COP | 782,882 | USD | 440 | (2 | ) | ||||||||||||||
8/11/11-9/21/11 |
NZD | 2,754 | USD | 2,237 | (31 | ) | ||||||||||||||
8/18/11-9/21/11 |
DKK | 11,612 | USD | 2,263 | 10 | |||||||||||||||
8/18/11-9/21/11 |
USD | 20,203 | NOK | 111,300 | 462 | |||||||||||||||
8/19/11 |
USD | 768 | IDR | 6,584,392 | (6 | ) | ||||||||||||||
8/19/11-9/21/11 |
ZAR | 24,222 | USD | 3,544 | (5 | ) | ||||||||||||||
9/6/11-9/21/11 |
CHF | 6,614 | USD | 7,759 | (102 | ) | ||||||||||||||
9/6/11-9/21/11 |
NOK | 104,267 | USD | 18,634 | (723 | ) | ||||||||||||||
9/6/11-9/21/11 |
USD | 6,341 | CHF | 5,390 | 65 | |||||||||||||||
9/21/11 |
AUD | 3,472 | USD | 3,635 | (44 | ) | ||||||||||||||
9/21/11 |
CZK | 5,583 | USD | 336 | 3 | |||||||||||||||
9/21/11 |
HUF | 33,100 | USD | 181 | 2 | |||||||||||||||
9/21/11 |
MYR | 1,001 | USD | 330 | | |||||||||||||||
9/21/11 |
SGD | 3,670 | USD | 2,988 | (3 | ) | ||||||||||||||
9/21/11 |
USD | 99 | AUD | 95 | 2 | |||||||||||||||
9/21/11 |
USD | 291 | NZD | 360 | 4 | |||||||||||||||
9/21/11 |
USD | 619 | SGD | 760 | | |||||||||||||||
1/13/12 |
USD | 1,946 | CNY | 12,617 | 19 | |||||||||||||||
|
|
|||||||||||||||||||
$ | (1,907 | ) | ||||||||||||||||||
|
|
A summary of the counterparties for the outstanding forward foreign currency contracts held by the Fund at June 30, 2011, is as follows:
CounterParty |
Currency to Deliver ($ Thousands) |
Currency to Receive ($ Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||
Bank of America |
$ | (661 | ) | $ | 656 | $ | (5 | ) | ||||
Barclays PLC |
(105,486 | ) | 105,402 | (84 | ) | |||||||
BNP Paribas |
(67,801 | ) | 67,791 | (10 | ) | |||||||
Brown Brothers Harriman |
(8,801 | ) | 8,726 | (75 | ) | |||||||
Citigroup |
(17,349 | ) | 17,577 | 228 | ||||||||
Credit Suisse First Boston |
(115,020 | ) | 114,470 | (550 | ) | |||||||
Deutsche Bank |
(331,927 | ) | 331,009 | (918 | ) | |||||||
Goldman Sachs |
(69,178 | ) | 68,305 | (873 | ) | |||||||
HSBC |
(16,607 | ) | 16,432 | (175 | ) | |||||||
JPMorgan Chase Bank |
(93,364 | ) | 93,469 | 105 | ||||||||
Morgan Stanley |
(100,960 | ) | 101,223 | 263 | ||||||||
National Australia Bank |
(32,660 | ) | 32,473 | (187 | ) | |||||||
Northern Trust Brokerage |
(789 | ) | 794 | 5 | ||||||||
RBC |
(7,877 | ) | 7,794 | (83 | ) | |||||||
Royal Bank of Canada |
(309 | ) | 312 | 3 | ||||||||
Royal Bank of Scotland |
(45,248 | ) | 45,661 | 413 | ||||||||
Societe Generale |
(47,100 | ) | 47,156 | 56 | ||||||||
State Street |
(1,022 | ) | 1,028 | 6 | ||||||||
UBS |
(7,005 | ) | 6,979 | (26 | ) | |||||||
|
|
|||||||||||
$ | (1,907 | ) | ||||||||||
|
|
A summary of outstanding interest rate swap agreements held by the Fund at June 30, 2011, is as follows:
Interest Rate Swaps | ||||||||||||||||
Counterparty | Fund Pays | Fund Receives | Termination Date |
Notional Amount (Thousands) |
Net Unrealized Appreciation (Depreciation) ($Thousands) |
|||||||||||
Barclays Bank PLC | 3.83% | 3-Month LIBOR | 03/31/20 | EUR | 2,650,000 | $ | (190 | ) | ||||||||
Citigroup | 3.79% | 6-Month GBP LIBOR | 05/19/19 | GBP | 2,500,000 | (177 | ) | |||||||||
Deutsche Bank | 3.45% | 6-Month EUR LIBOR | 10/16/19 | EUR | 3,400,000 | (176 | ) | |||||||||
Deutsche Bank | 6-Month EURIBOR | 4.17% | 03/28/13 | EUR | 7,000,000 | 425 | ||||||||||
JPMorgan Chase Bank | 6-Month JPY LIBOR | 2.22% | 03/26/27 | JPY | 750,000,000 | 768 | ||||||||||
JPMorgan Chase Bank | 6-Month EURIBOR | 4.38% | 01/07/13 | EUR | 5,400,000 | 387 | ||||||||||
JPMorgan Chase Bank | 4.20% | 6-Month EURIBOR | 03/30/12 | EUR | 3,000,000 | (104 | ) | |||||||||
JPMorgan Chase Bank | 6-Month JPY LIBOR | 1.29% | 03/26/12 | JPY | 1,300,000,000 | 146 | ||||||||||
UBS Warburg | 1.77% | Eurostat Eurozone HICP All Items Ex Tobacco | 06/21/13 | EUR | 2,400,000 | 8 | ||||||||||
|
|
|||||||||||||||
$ | 1,087 | |||||||||||||||
|
|
Percentages are based on a Net Assets of $477,049($ Thousands).
(1) | In local currency unless otherwise indicated. |
(A) | Variable Rate SecurityThe rate reported on the Schedule of Investments is the rate in effect as of June 30, 2011. |
(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) | Securities considered illiquid. The total market value of such securities as of June 30, 2011 was $6,495 ($ Thousands) and represented 1.4% of Net Assets. |
(D) | Real Estate Investment Trust. |
(E) | Security is when-issued. |
(F) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
| At June 30, 2011, the tax basis cost of the Funds investments was $442,617 ($ Thousands), and the unrealized appreciation and depreciation were $28,095($ Thousands) and ($3,428)($ Thousands), respectively. |
AUD Australian Dollar
BRL Brazilian Real
CAD Canadian Dollar
CHF Swiss Franc
COP Colombian Peso
CNY Chinese Yuan
CZK Czech Koruna
DKK Danish Krone
EURIBOR Euro London Interbank Offered Rate
EUR Euro
GBP British Pound Sterling
GO General Obligation
HUF Hungarian Forint
JPY Japanese Yen
KRW Korean Won
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
International Fixed Income Fund
June 30, 2011
LIBOR London Interbank Offered Rate
MTN Medium Term Note
MXP Mexican Peso
MYR Malaysian Ringgit
NOK Norwegian Krone
NZD New Zealand Dollar
PLC Public Limited Company
SEK Swedish Krone
Ser Series
SGD Singapore Dollar
USD U.S. Dollar
ZAR South African Rand
The following is a summary of the inputs used as of June 30, 2011, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 423,024 | $ | 5 | $ | 423,029 | ||||||||
Mortgage-Backed Securities |
| 18,305 | | 18,305 | ||||||||||||
Corporate Obligations |
| 14,560 | | 14,560 | ||||||||||||
U.S. Treasury Obligations |
| 6,831 | | 6,831 | ||||||||||||
Asset-Backed Securities |
| 4,249 | | 4,249 | ||||||||||||
Municipal Bonds |
| 310 | | 310 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 467,279 | $ | 5 | $ | 467,284 | ||||||||
|
|
|
|
|
|
|
|
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
$ | (146 | ) | $ | | $ | | $ | (146 | ) | ||||||
Forwards Contracts * |
(1,907 | ) | | | (1,907 | ) | ||||||||||
Interest Rate Swaps |
| 1,087 | | 1,087 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (2,053 | ) | $ | 1,087 | $ | | $ | (966 | ) | ||||||
|
|
|
|
|
|
|
|
* | Future contracts and forwards contracts are valued at the net unrealized appreciation/(depreciation). |
The following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):
Global Bonds | ||||
Beginning balance as of October 1, 2010 |
$ | 5 | ||
Accrued discounts/premiums |
| |||
Realized gain/(loss) |
| |||
Change in unrealized appreciation/(depreciation) |
| |||
Net purchases/sales |
| |||
Net transfer in and/or out of Level 3 |
| |||
|
|
|||
Ending balance as of June 30, 2011 |
$ | 5 | ||
|
|
|||
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date. |
$ | | ||
|
|
For the period ended June 30, 2011, there were no transfers between Level 1 and into Level 2 assets and liabilities.
Amounts designated as are $0 or have been rounded to $0.
For information regarding the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
SEI Institutional International Trust / Quarterly Holdings / June 30, 2011 | 12 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
GLOBAL BONDS 91.8% |
||||||||||||
Argentina 4.7% |
||||||||||||
Capex |
||||||||||||
10.000%, 03/10/18(A)(B) |
488 | $ | 479 | |||||||||
Empresa Distribuidora Y Comercializadora Norte |
||||||||||||
9.750%, 10/25/22(A) |
736 | 741 | ||||||||||
IRSA |
||||||||||||
11.500%, 07/20/20(A) |
351 | 395 | ||||||||||
Province of Buenos Aires |
||||||||||||
9.625%, 04/18/28(C) |
595 | 497 | ||||||||||
9.625%, 04/18/28(A)(C) |
1,605 | 1,340 | ||||||||||
9.375%, 09/14/18(C) |
470 | 416 | ||||||||||
Province of Medoza |
||||||||||||
5.500%, 09/04/18(C) |
320 | 282 | ||||||||||
Province of Neuquen |
||||||||||||
8.656%, 10/18/14(A)(C) |
130 | 136 | ||||||||||
Republic of Argentina |
||||||||||||
8.750%, 06/02/17 |
1,000 | 1,027 | ||||||||||
8.292%, 12/15/35(D) |
EUR | 22,792 | 4,709 | |||||||||
8.280%, 12/31/33 |
4,436 | 3,915 | ||||||||||
8.280%, 12/31/33 |
3,023 | 2,540 | ||||||||||
7.820%, 12/31/33 |
EUR | 5,281 | 5,532 | |||||||||
7.820%, 12/31/33(D) |
EUR | 4,219 | 4,352 | |||||||||
7.000%, 10/03/15 |
3,950 | 3,909 | ||||||||||
7.000%, 10/03/15 |
500 | 495 | ||||||||||
7.000%, 04/17/17 |
2,991 | 2,663 | ||||||||||
5.830%, 12/31/33(D) |
ARS | 10,688 | 4,052 | |||||||||
3.117%, 12/15/35(D) |
4,360 | 767 | ||||||||||
2.500%, 03/31/19(E) |
3,940 | 1,714 | ||||||||||
1.269%, 12/15/35(D) |
1,091 | 182 | ||||||||||
0.467%, 08/03/12(D) |
9,155 | 2,245 | ||||||||||
Tarjeta Naranja |
||||||||||||
9.000%, 01/28/17(A) |
406 | 423 | ||||||||||
Transportadora Gas Norte |
||||||||||||
7.500%, 12/31/12(C)(F) |
130 | 68 | ||||||||||
7.500%, 12/31/12(A)(C)(F) |
260 | 135 | ||||||||||
7.500%, 12/31/12(C)(F) |
420 | 218 | ||||||||||
6.500%, 12/31/12(A)(C)(F) |
30 | 16 | ||||||||||
6.500%, 12/31/12(C)(F) |
81 | 42 | ||||||||||
6.500%, 12/31/12(C)(F) |
72 | 38 | ||||||||||
WPE International |
||||||||||||
10.375%, 09/30/20(A) |
950 | 1,007 | ||||||||||
|
|
|||||||||||
44,335 | ||||||||||||
|
|
|||||||||||
Australia 0.0% |
||||||||||||
Mirabela Nickel |
||||||||||||
8.750%, 04/15/18(A) |
203 | 202 | ||||||||||
|
|
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Bahrain 0.2% |
||||||||||||
Kingdom of Bahrain |
||||||||||||
5.500%, 03/31/20 |
400 | $ | 391 | |||||||||
5.500%, 03/31/20(A) |
1,153 | 1,127 | ||||||||||
|
|
|||||||||||
1,518 | ||||||||||||
|
|
|||||||||||
Barbados 0.3% |
||||||||||||
Columbus International |
||||||||||||
11.500%, 11/20/14 |
811 | 921 | ||||||||||
11.500%, 11/20/14(A) |
1,600 | 1,818 | ||||||||||
Government of Barbados |
||||||||||||
7.000%, 08/04/22(A) |
300 | 310 | ||||||||||
|
|
|||||||||||
3,049 | ||||||||||||
|
|
|||||||||||
Belarus 0.1% |
||||||||||||
Republic of Belarus |
||||||||||||
8.950%, 01/26/18 |
1,050 | 921 | ||||||||||
|
|
|||||||||||
Belize 0.0% |
||||||||||||
Government of Belize |
||||||||||||
6.000%, 02/20/29(C) |
157 | 100 | ||||||||||
|
|
|||||||||||
Bosnia and Herzegovina 0.1% |
||||||||||||
Republic of Bosnia & Herzegovina |
||||||||||||
5.647%, 12/11/17(C)(D) |
EUR | 2,013 | 1,074 | |||||||||
|
|
|||||||||||
Brazil 7.8% |
||||||||||||
Banco Cruzeiro do Sul |
||||||||||||
8.875%, 09/22/20 |
384 | 374 | ||||||||||
8.875%, 09/22/20(A)(B) |
1,144 | 1,118 | ||||||||||
Banco Nacional de Desenvolvimento Economico e Social |
||||||||||||
6.500%, 06/10/19(A) |
1,725 | 1,945 | ||||||||||
5.500%, 07/12/20(A) |
400 | 423 | ||||||||||
Banco Votorantim |
||||||||||||
7.375%, 01/21/20(A) |
720 | 763 | ||||||||||
BM&F Bovespa |
||||||||||||
5.500%, 07/16/20(A) |
163 | 169 | ||||||||||
BR Malls International Finance |
||||||||||||
8.500%, 12/31/49(A) |
345 | 365 | ||||||||||
BR Properties SA |
||||||||||||
9.000%, 12/31/49(A) |
762 | 796 | ||||||||||
Brazil Notas do Tesouro Nacional Serie F |
||||||||||||
10.000%, 01/01/13 |
BRL | 10,700 | 6,605 | |||||||||
Brazil Notas Do Tesouro Nacional |
||||||||||||
10.000%, 01/01/17 |
BRL | 2,200 | 1,272 | |||||||||
10.000%, 01/01/21 |
BRL | 16,554 | 9,215 | |||||||||
6.000%, 05/15/15 |
BRL | 6,700 | 8,585 | |||||||||
6.000%, 08/15/20 |
BRL | 1,600 | 2,025 | |||||||||
CGM, CLN (Federal Republic of Brazil) |
||||||||||||
10.000%, 01/01/21 |
BRL | 5,000 | 2,783 |
1 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Federal Republic of Brazil |
||||||||||||
12.500%, 01/05/16 |
BRL | 1,780 | $ | 1,342 | ||||||||
12.500%, 01/05/22 |
BRL | 680 | 544 | |||||||||
11.000%, 08/17/40 |
150 | 205 | ||||||||||
10.250%, 01/10/28 |
BRL | 1,970 | 1,374 | |||||||||
10.125%, 05/15/27 |
2,555 | 3,999 | ||||||||||
8.875%, 04/15/24 |
1,520 | 2,170 | ||||||||||
8.750%, 02/04/25 |
1,580 | 2,240 | ||||||||||
8.250%, 01/20/34 |
4,958 | 6,817 | ||||||||||
7.125%, 01/20/37 |
1,685 | 2,081 | ||||||||||
5.875%, 01/15/19 |
3,267 | 3,782 | ||||||||||
5.625%, 01/07/41 |
1,050 | 1,079 | ||||||||||
4.875%, 01/22/21 |
800 | 856 | ||||||||||
Fibria Overseas Finance |
||||||||||||
7.500%, 05/04/20(A) |
1,358 | 1,479 | ||||||||||
General Shopping Finance |
||||||||||||
10.000%, 12/31/49(A)(B) |
1,044 | 1,101 | ||||||||||
Hypermarcas |
||||||||||||
6.500%, 04/20/21(A) |
913 | 912 | ||||||||||
JBS Finance II |
||||||||||||
8.250%, 01/29/18 |
1,300 | 1,326 | ||||||||||
8.250%, 01/29/18(A) |
1,820 | 1,856 | ||||||||||
JPM, CLN (Federal Republic of Brazil) |
||||||||||||
10.000%, 12/12/11 |
BRL | 2,530 | 1,408 | |||||||||
Minerva Overseas II |
||||||||||||
10.875%, 11/15/19 |
310 | 341 | ||||||||||
10.875%, 11/15/19(A) |
235 | 258 | ||||||||||
Odebrecht Drilling Norbe VIII |
||||||||||||
6.350%, 06/30/21(A) |
1,125 | 1,187 | ||||||||||
OGX Petroleo e Gas Participacoes |
||||||||||||
8.500%, 06/01/18(A) |
804 | 827 | ||||||||||
Voto-Votorantim |
||||||||||||
6.750%, 04/05/21(A) |
306 | 324 | ||||||||||
6.625%, 09/25/19(A) |
490 | 518 | ||||||||||
|
|
|||||||||||
74,464 | ||||||||||||
|
|
|||||||||||
Chile 0.7% |
||||||||||||
Banco Estado |
||||||||||||
4.125%, 10/07/20(A) |
700 | 670 | ||||||||||
Empresa Nacional del Petroleo |
||||||||||||
6.250%, 07/08/19 |
700 | 758 | ||||||||||
6.250%, 07/08/19(A) |
100 | 108 | ||||||||||
5.250%, 08/10/20(A) |
400 | 405 | ||||||||||
Inversiones Alsacia |
||||||||||||
8.000%, 08/18/18(A) |
1,000 | 949 | ||||||||||
Nacional del Cobre de Chile |
||||||||||||
7.500%, 01/15/19 |
400 | 481 | ||||||||||
6.150%, 10/24/36 |
2,200 | 2,388 | ||||||||||
3.750%, 11/04/20(A) |
800 | 760 | ||||||||||
|
|
|||||||||||
6,519 | ||||||||||||
|
|
|||||||||||
China 1.2% |
||||||||||||
China Liansu Group Holdings |
||||||||||||
7.875%, 05/13/16(A) |
848 | 822 | ||||||||||
China Oriental Group |
||||||||||||
8.000%, 08/18/15(A) |
650 | 660 | ||||||||||
CNPC HK Overseas Capital |
||||||||||||
5.950%, 04/28/41(A) |
750 | 742 |
Description |
Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Evergrande Real Estate |
||||||||||||
13.000%, 01/27/15 |
155 | $ | 159 | |||||||||
13.000%, 01/27/15(A) |
809 | 829 | ||||||||||
Franshion Development |
||||||||||||
6.750%, 04/15/21(A) |
750 | 722 | ||||||||||
Hidili Industry International Development |
||||||||||||
8.625%, 11/04/15 |
193 | 190 | ||||||||||
Kaisa Group Holdings Ltd. |
||||||||||||
13.500%, 04/28/15 |
539 | 534 | ||||||||||
Mega Advance Investments |
||||||||||||
5.000%, 05/12/21(A) |
406 | 400 | ||||||||||
MIE Holdings |
||||||||||||
9.750%, 05/12/16(A) |
800 | 788 | ||||||||||
Sinochem Overseas Capital |
||||||||||||
6.300%, 11/12/40 |
250 | 246 | ||||||||||
6.300%, 11/12/40(A) |
616 | 610 | ||||||||||
4.500%, 11/12/20(A) |
4,056 | 3,889 | ||||||||||
Texhong Textile Group |
||||||||||||
7.625%, 01/19/16(A) |
255 | 249 | ||||||||||
West China Cement |
||||||||||||
7.500%, 01/25/16(A)(B) |
200 | 192 | ||||||||||
|
|
|||||||||||
11,032 | ||||||||||||
|
|
|||||||||||
Colombia 4.2% |
||||||||||||
BanColombia |
||||||||||||
5.950%, 06/03/21(A) |
1,080 | 1,096 | ||||||||||
Bogota Distrio Capital |
||||||||||||
9.750%, 07/26/28(A) |
COP | 9,020,000 | 6,351 | |||||||||
Citigroup, CLN (Republic of Colombia) |
||||||||||||
10.000%, 07/24/24 |
COP | 1,229,000 | 818 | |||||||||
Ecopetrol |
||||||||||||
7.625%, 07/23/19(A) |
500 | 599 | ||||||||||
Gruposura Finance |
||||||||||||
5.700%, 05/18/21(A) |
410 | 409 | ||||||||||
Republic of Colombia |
||||||||||||
11.750%, 02/25/20 |
1,645 | 2,545 | ||||||||||
10.375%, 01/28/33 |
400 | 632 | ||||||||||
8.125%, 05/21/24 |
2,050 | 2,705 | ||||||||||
7.375%, 01/27/17 |
3,125 | 3,834 | ||||||||||
7.375%, 03/18/19 |
4,470 | 5,572 | ||||||||||
7.375%, 09/18/37(B) |
10,853 | 13,675 | ||||||||||
6.125%, 01/18/41 |
1,275 | 1,386 | ||||||||||
|
|
|||||||||||
39,622 | ||||||||||||
|
|
|||||||||||
Croatia 1.2% |
||||||||||||
Government of Croatia |
||||||||||||
6.750%, 11/05/19 |
1,583 | 1,710 | ||||||||||
6.625%, 07/14/20(A)(B) |
3,568 | 3,778 | ||||||||||
6.375%, 03/24/21(A) |
4,488 | 4,667 | ||||||||||
Zagrebacki Holding |
||||||||||||
5.500%, 07/10/17 |
EUR | 1,100 | 1,306 | |||||||||
|
|
|||||||||||
11,461 | ||||||||||||
|
|
|||||||||||
Czech Republic 0.1% |
||||||||||||
Central European Media Enterprises |
||||||||||||
11.625%, 09/15/16(A) |
EUR | 700 | 1,076 | |||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 2 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||
Dominican Republic 0.2% |
||||||||
Cap Cana |
||||||||
10.000%, 04/30/16 |
936 | $ | 449 | |||||
10.000%, 04/30/16 |
844 | 566 | ||||||
Republic of Dominican Republic |
||||||||
7.500%, 05/06/21(A) |
750 | 780 | ||||||
|
|
|||||||
1,795 | ||||||||
|
|
|||||||
Ecuador 0.1% |
||||||||
Republic of Ecuador |
||||||||
9.375%, 12/15/15 |
550 | 549 | ||||||
|
|
|||||||
Egypt 0.2% |
||||||||
Government of Egypt |
||||||||
6.875%, 04/30/40 |
600 | 573 | ||||||
5.750%, 04/29/20 |
300 | 300 | ||||||
5.750%, 04/29/20(A) |
800 | 804 | ||||||
Nile Finance |
||||||||
5.250%, 08/05/15 |
550 | 565 | ||||||
|
|
|||||||
2,242 | ||||||||
|
|
|||||||
El Salvador 0.9% |
||||||||
Republic of El Salvador |
||||||||
8.250%, 04/10/32 |
250 | 279 | ||||||
7.650%, 06/15/35 |
4,586 | 4,747 | ||||||
7.625%, 02/01/41(A) |
950 | 974 | ||||||
7.375%, 12/01/19 |
400 | 440 | ||||||
7.375%, 12/01/19(A) |
930 | 1,023 | ||||||
Telemovil Finance |
||||||||
8.000%, 10/01/17(A) |
900 | 948 | ||||||
|
|
|||||||
8,411 | ||||||||
|
|
|||||||
Gabon 0.0% |
||||||||
Gabonese Republic |
||||||||
8.200%, 12/12/17 |
200 | 235 | ||||||
|
|
|||||||
Georgia 0.2% |
||||||||
Georgian Railway |
||||||||
9.875%, 07/22/15 |
650 | 722 | ||||||
Republic of Georgia |
||||||||
6.875%, 04/12/21(A) |
750 | 767 | ||||||
|
|
|||||||
1,489 | ||||||||
|
|
|||||||
Germany 0.2% |
||||||||
Deutsche Bank, CLN (Government of Germany) MTN |
||||||||
9.375%, 02/13/18(A)(C) |
1,626 | 1,618 | ||||||
|
|
|||||||
Ghana 0.2% |
||||||||
Republic of Ghana |
||||||||
8.500%, 10/04/17 |
1,416 | 1,604 | ||||||
8.500%, 10/04/17(A) |
500 | 565 | ||||||
|
|
|||||||
2,169 | ||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Hong Kong 0.3% |
||||||||||||
Bank of China Hong Kong |
||||||||||||
5.550%, 02/11/20(A) |
1,700 | $ | 1,719 | |||||||||
Hutchison Whampoa International |
||||||||||||
6.000%, 12/31/49(D) |
399 | 409 | ||||||||||
Industrial & Commercial Bank of China Asia MTN |
||||||||||||
5.125%, 11/30/20 |
400 | 391 | ||||||||||
PCCW-HKT Capital No. 4 |
||||||||||||
4.250%, 02/24/16 |
431 | 435 | ||||||||||
Sino-Forest |
||||||||||||
6.250%, 10/21/17(A)(B) |
720 | 330 | ||||||||||
|
|
|||||||||||
3,284 | ||||||||||||
|
|
|||||||||||
Hungary 0.8% |
||||||||||||
Republic of Hungary |
||||||||||||
7.625%, 03/29/41 |
2,758 | 2,975 | ||||||||||
6.375%, 03/29/21 |
2,834 | 2,990 | ||||||||||
6.250%, 01/29/20 |
1,200 | 1,267 | ||||||||||
4.750%, 02/03/15 |
187 | 192 | ||||||||||
|
|
|||||||||||
7,424 | ||||||||||||
|
|
|||||||||||
India 0.2% |
||||||||||||
Axis Bank MTN |
||||||||||||
7.125%, 06/28/22(D) |
163 | 160 | ||||||||||
Bank of India MTN |
||||||||||||
6.994%, 12/31/49(D) |
177 | 170 | ||||||||||
ICICI Bank |
||||||||||||
5.750%, 11/16/20(A) |
503 | 494 | ||||||||||
Reliance Holdings USA |
||||||||||||
6.250%, 10/19/40 |
300 | 277 | ||||||||||
Vedanta Resources |
||||||||||||
8.250%, 06/07/21(A) |
796 | 802 | ||||||||||
|
|
|||||||||||
1,903 | ||||||||||||
|
|
|||||||||||
Indonesia 5.1% |
||||||||||||
Bakrie Telecom |
||||||||||||
11.500%, 05/07/15 |
534 | 547 | ||||||||||
BLT Finance |
||||||||||||
7.500%, 05/15/14 |
197 | 142 | ||||||||||
BSP FINANCE |
||||||||||||
10.750%, 11/01/11 |
163 | 160 | ||||||||||
Deutsche Bank, CLN (Republic of Indonesia) |
||||||||||||
8.250%, 07/15/21 |
IDR | 3,600,000 | 437 | |||||||||
HSBC, CLN (Republic of Indonesia) |
||||||||||||
11.000%, 11/16/20(A)(D) |
IDR | 14,300,000 | 2,047 | |||||||||
8.250%, 07/15/21 |
IDR | 6,800,000 | 826 | |||||||||
Indosat Palapa |
||||||||||||
7.375%, 07/29/20(A) |
552 | 613 | ||||||||||
JPMorgan Chase, CLN (Republic of Indonesia) MTN |
||||||||||||
11.000%, 09/17/25 |
IDR | 7,952,000 | 1,135 | |||||||||
8.250%, 07/15/21 |
IDR | 3,589,000 | 436 |
3 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Majapahit Holding |
||||||||||||
8.000%, 08/07/19 |
400 | $ | 473 | |||||||||
8.000%, 08/07/19(A) |
500 | 591 | ||||||||||
7.875%, 06/29/37(A)(C) |
355 | 407 | ||||||||||
7.750%, 10/17/16 |
750 | 869 | ||||||||||
7.750%, 01/20/20 |
300 | 351 | ||||||||||
7.750%, 01/20/20(A) |
350 | 410 | ||||||||||
7.250%, 10/17/11 |
750 | 760 | ||||||||||
Pertamina Persero |
||||||||||||
6.500%, 05/27/41(A) |
380 | 376 | ||||||||||
5.250%, 05/23/21(A) |
500 | 504 | ||||||||||
PT Adaro MTN |
||||||||||||
7.625%, 10/22/19(A) |
305 | 339 | ||||||||||
Republic of Indonesia |
||||||||||||
12.800%, 06/17/21 |
IDR | 6,389,000 | 1,010 | |||||||||
11.625%, 03/04/19 |
5,353 | 7,889 | ||||||||||
11.625%, 03/04/19(A) |
1,925 | 2,837 | ||||||||||
10.375%, 05/04/14 |
1,550 | 1,895 | ||||||||||
8.500%, 10/12/35 |
3,650 | 4,900 | ||||||||||
7.750%, 01/17/38 |
4,396 | 5,512 | ||||||||||
7.500%, 01/15/16 |
1,150 | 1,352 | ||||||||||
7.250%, 04/20/15 |
130 | 150 | ||||||||||
6.875%, 01/17/18 |
2,050 | 2,399 | ||||||||||
6.875%, 01/17/18(A) |
1,400 | 1,638 | ||||||||||
6.750%, 03/10/14 |
950 | 1,058 | ||||||||||
6.750%, 03/10/14(A) |
350 | 390 | ||||||||||
6.625%, 02/17/37 |
900 | 992 | ||||||||||
6.625%, 02/17/37 |
1,050 | 1,157 | ||||||||||
5.875%, 03/13/20(A) |
1,374 | 1,525 | ||||||||||
4.875%, 05/05/21(A) |
2,045 | 2,094 | ||||||||||
Star Energy |
||||||||||||
11.500%, 02/12/15(A) |
400 | 452 | ||||||||||
|
|
|||||||||||
48,673 | ||||||||||||
|
|
|||||||||||
Iraq 1.4% |
||||||||||||
Republic of Iraq |
||||||||||||
5.800%, 01/15/28 |
14,160 | 12,779 | ||||||||||
|
|
|||||||||||
Ivory Coast 0.6% |
||||||||||||
Government of Ivory Coast |
||||||||||||
2.500%, 12/31/32(F) |
10,283 | 5,424 | ||||||||||
|
|
|||||||||||
Jamaica 0.3% |
||||||||||||
Digicel Group |
||||||||||||
10.500%, 04/15/18 |
860 | 963 | ||||||||||
9.125%, 01/15/15(A) |
592 | 605 | ||||||||||
8.875%, 01/15/15(A) |
1,050 | 1,074 | ||||||||||
|
|
|||||||||||
2,642 | ||||||||||||
|
|
|||||||||||
Jordan 0.2% |
||||||||||||
Kingdom of Jordan |
||||||||||||
3.875%, 11/12/15 |
1,850 | 1,760 | ||||||||||
|
|
Description | Face Amount (1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Kazakhstan 4.5% |
||||||||||||
BTA Bank |
||||||||||||
113.760%, 07/01/20(A)(D) |
2,492 | $ | 110 | |||||||||
10.750%, 01/01/13(E) |
1,695 | 1,339 | ||||||||||
10.750%, 01/01/13(A)(E) |
1,202 | 949 | ||||||||||
CenterCredit International |
||||||||||||
8.625%, 01/30/14 |
2,400 | 2,414 | ||||||||||
Development Bank of Kazakhstan |
||||||||||||
5.500%, 12/20/15(A) |
650 | 669 | ||||||||||
Halyk Savings Bank of Kazakhstan |
||||||||||||
7.250%, 01/28/21(A) |
1,200 | 1,215 | ||||||||||
HSBK Europe |
||||||||||||
7.250%, 05/03/17 |
960 | 970 | ||||||||||
Kazatoprom |
||||||||||||
6.250%, 05/20/15 |
500 | 538 | ||||||||||
Kazkommerts International |
||||||||||||
8.700%, 04/07/14(D) |
1,300 | 1,190 | ||||||||||
8.500%, 04/16/13 |
1,150 | 1,149 | ||||||||||
8.000%, 11/03/15 |
1,900 | 1,856 | ||||||||||
7.875%, 04/07/14 |
500 | 501 | ||||||||||
7.500%, 11/29/16(C) |
2,550 | 2,422 | ||||||||||
6.875%, 02/13/17 |
EUR | 450 | 587 | |||||||||
6.250%, 05/20/15(A) |
1,123 | 1,207 | ||||||||||
Kazkommertsbank MTN |
||||||||||||
12.850%, 12/18/12 |
600 | 633 | ||||||||||
KazMunaiGaz Finance Sub |
||||||||||||
11.750%, 01/23/15 |
950 | 1,180 | ||||||||||
11.750%, 01/23/15(A) |
2,673 | 3,322 | ||||||||||
9.125%, 07/02/18 |
1,329 | 1,638 | ||||||||||
9.125%, 07/02/18(A) |
2,650 | 3,266 | ||||||||||
8.375%, 07/02/13 |
3,000 | 3,274 | ||||||||||
7.000%, 05/05/20 |
2,840 | 3,128 | ||||||||||
7.000%, 05/05/20(A) |
1,626 | 1,791 | ||||||||||
KazMunayGas National |
||||||||||||
6.375%, 04/09/21 |
350 | 370 | ||||||||||
6.375%, 04/09/21(A) |
3,326 | 3,521 | ||||||||||
Republic of Kazakhstan |
||||||||||||
6.375%, 10/06/20(A) |
EUR | 1,400 | 1,495 | |||||||||
Tengizchevroil Finance |
||||||||||||
6.124%, 11/15/14 |
250 | 265 | ||||||||||
Zhaikmunai Finance |
||||||||||||
10.500%, 10/19/15(A) |
1,599 | 1,695 | ||||||||||
|
|
|||||||||||
42,694 | ||||||||||||
|
|
|||||||||||
Latvia 0.1% |
||||||||||||
Republic of Latvia |
||||||||||||
5.250%, 06/16/21(A) |
490 | 484 | ||||||||||
|
|
|||||||||||
Lebanon 0.3% |
||||||||||||
Republic of Lebanon MTN |
||||||||||||
9.000%, 03/20/17 |
100 | 118 | ||||||||||
6.375%, 03/09/20 |
1,200 | 1,239 | ||||||||||
6.100%, 10/04/22 |
900 | 873 | ||||||||||
5.150%, 11/12/18 |
300 | 289 | ||||||||||
|
|
|||||||||||
2,519 | ||||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 4 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Lithuania 0.8% |
||||||||||||
Republic of Lithuania |
||||||||||||
7.375%, 02/11/20 |
1,850 | $ | 2,128 | |||||||||
7.375%, 02/11/20(A) |
1,100 | 1,273 | ||||||||||
6.750%, 01/15/15(A) |
1,550 | 1,713 | ||||||||||
6.125%, 03/09/21 |
400 | 424 | ||||||||||
6.125%, 03/09/21(A) |
737 | 783 | ||||||||||
5.125%, 09/14/17(A) |
1,175 | 1,211 | ||||||||||
|
|
|||||||||||
7,532 | ||||||||||||
|
|
|||||||||||
Malaysia 3.3% |
||||||||||||
Axiata SPV1 Labuan |
||||||||||||
5.375%, 04/28/20 |
250 | 257 | ||||||||||
Government of Malaysia |
||||||||||||
5.094%, 04/30/14 |
MYR | 4,930 | 1,714 | |||||||||
3.835%, 08/12/15 |
MYR | 5,740 | 1,932 | |||||||||
3.741%, 02/27/15 |
MYR | 10,560 | 3,544 | |||||||||
Petroliam Nasional |
||||||||||||
7.625%, 10/15/26 |
925 | 1,193 | ||||||||||
Petronas Capital |
||||||||||||
7.875%, 05/22/22 |
8,205 | 10,499 | ||||||||||
7.875%, 05/22/22(A) |
250 | 319 | ||||||||||
5.250%, 08/12/19 |
1,200 | 1,293 | ||||||||||
5.250%, 08/12/19(A) |
9,245 | 9,958 | ||||||||||
Wakala Global Sukuk |
||||||||||||
4.646%, 07/06/21(A)(G) |
900 | 898 | ||||||||||
|
|
|||||||||||
31,607 | ||||||||||||
|
|
|||||||||||
Mexico 9.1% |
||||||||||||
Alestra |
||||||||||||
11.750%, 08/11/14 |
508 | 585 | ||||||||||
Axtel |
||||||||||||
9.000%, 09/22/19 |
719 | 702 | ||||||||||
7.625%, 02/01/17(A) |
109 | 104 | ||||||||||
Bank of New York Mellon Institucion de Banca Multiple |
|
|||||||||||
9.625%, 05/02/21(A) |
1,000 | 1,020 | ||||||||||
BBVA Bancomer |
||||||||||||
6.008%, 05/17/22(D) |
1,000 | 992 | ||||||||||
Cemex |
||||||||||||
9.250%, 05/12/20(A) |
2,000 | 1,980 | ||||||||||
9.000%, 01/11/18(A) |
185 | 188 | ||||||||||
5.246%, 09/30/15(A)(B)(D) |
|
1,137 | 1,097 | |||||||||
Cemex Espana |
||||||||||||
8.875%, 05/12/17 |
EUR | 51 | 73 | |||||||||
Cemex Finance |
||||||||||||
9.500%, 12/14/16 |
500 | 517 | ||||||||||
Comision Federal de Electricidad |
||||||||||||
4.875%, 05/26/21(A) |
750 | 749 | ||||||||||
Desarrolladora Homex |
||||||||||||
7.500%, 09/28/15 |
225 | 230 | ||||||||||
GEO |
||||||||||||
9.250%, 06/30/20 |
500 | 535 | ||||||||||
9.250%, 06/30/20(A) |
900 | 963 | ||||||||||
Grupo Bimbo |
||||||||||||
4.875%, 06/30/20(A) |
152 | 152 | ||||||||||
Grupo Senda |
||||||||||||
10.500%, 10/03/15 |
3,665 | 3,812 |
Description |
Face Amount(1) |
Market Value ($ Thousands) |
||||||||||
Hipotecaria Su Casita |
||||||||||||
8.500%, 10/04/16 |
65 | $ | 30 | |||||||||
8.500%, 10/04/16(A) |
|
189 | 87 | |||||||||
Mexican Bonos, Ser M10 |
||||||||||||
8.000%, 12/17/15 |
MXP | 21,200 | 1,939 | |||||||||
7.750%, 12/14/17 |
MXP | 42,900 | 3,908 | |||||||||
7.250%, 12/15/16 |
MXP | 54,500 | 4,846 | |||||||||
Mexican Bonos, Ser MI10 |
|
|||||||||||
9.500%, 12/18/14 |
MXP | 10,161 | 965 | |||||||||
9.000%, 12/20/12 |
MXP | 28,270 | 2,545 | |||||||||
Mexican Bonos |
||||||||||||
9.000%, 06/20/13 |
MXP | 7,200 | 657 | |||||||||
8.500%, 12/13/18 |
MXP | 44,600 | 4,208 | |||||||||
8.500%, 05/31/29 |
MXP | 40,140 | 3,672 | |||||||||
8.500%, 11/18/38 |
MXP | 19,390 | 1,724 | |||||||||
8.000%, 06/11/20 |
MXP | 37,000 | 3,377 | |||||||||
7.500%, 06/21/12 |
MXP | 7,600 | 665 | |||||||||
6.500%, 06/10/21 |
MXP | 30,000 | 2,459 | |||||||||
NII Capital |
||||||||||||
10.000%, 08/15/16 |
3,259 | 3,780 | ||||||||||
7.625%, 04/01/21 |
750 | 784 | ||||||||||
Oceanografia |
||||||||||||
11.250%, 07/15/15 |
1,029 | 525 | ||||||||||
Pemex Finance |
||||||||||||
9.150%, 11/15/18 |
1,595 | 2,047 | ||||||||||
Pemex Project Funding Master Trust |
|
|||||||||||
6.625%, 06/15/35 |
2,546 | 2,684 | ||||||||||
5.750%, 03/01/18 |
1,505 | 1,650 | ||||||||||
Petroleos Mexicanos |
||||||||||||
8.000%, 05/03/19 |
700 | 863 | ||||||||||
6.500%, 06/02/41(A) |
442 | 448 | ||||||||||
6.000%, 03/05/20(A) |
300 | 329 | ||||||||||
United Mexican States MTN |
|
|||||||||||
8.300%, 08/15/31 |
6,304 | 8,668 | ||||||||||
6.625%, 03/03/15 |
1,550 | 1,800 | ||||||||||
6.050%, 01/11/40 |
3,100 | 3,314 | ||||||||||
5.950%, 03/19/19 |
1,450 | 1,664 | ||||||||||
5.625%, 01/15/17 |
2,500 | 2,841 | ||||||||||
5.125%, 01/15/20 |
3,816 | 4,121 | ||||||||||
United Mexican States, Ser A MTN |
||||||||||||
8.000%, 09/24/22 |
2,267 | 3,094 | ||||||||||
6.750%, 09/27/34 |
2,148 | 2,497 | ||||||||||
|
|
|||||||||||
85,890 | ||||||||||||
|
|
|||||||||||
Morocco 0.3% |
||||||||||||
Kingdom of Morocco |
||||||||||||
4.500%, 10/05/20 |
EUR | 2,100 | 2,772 | |||||||||
|
|
|||||||||||
Nigeria 0.3% |
||||||||||||
Afren |
||||||||||||
11.500%, 02/01/16(A) |
|
1,150 | 1,265 | |||||||||
Republic of Nigeria |
||||||||||||
6.750%, 01/28/21(A) |
750 | 786 | ||||||||||
UBS |
||||||||||||
9.350%, 08/29/10(A)(C)(D) |
|
750 | 522 | |||||||||
|
|
|||||||||||
2,573 | ||||||||||||
|
|
5 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Oman 0.0% |
||||||||
Blue City Investments |
||||||||
13.750%, 11/07/13(C) |
2,250 | $ | 112 | |||||
|
|
|||||||
Pakistan 0.2% |
||||||||
Republic of Pakistan |
||||||||
7.125%, 03/31/16 |
910 | 790 | ||||||
6.875%, 06/01/17 |
100 | 81 | ||||||
6.875%, 06/01/17 |
1,640 | 1,329 | ||||||
|
|
|||||||
2,200 | ||||||||
|
|
|||||||
Panama 1.8% |
||||||||
Republic of Panama |
||||||||
9.375%, 01/16/23 |
560 | 764 | ||||||
9.375%, 04/01/29 |
3,788 | 5,625 | ||||||
8.875%, 09/30/27 |
1,646 | 2,333 | ||||||
8.125%, 04/28/34 |
820 | 1,107 | ||||||
7.250%, 03/15/15 |
1,390 | 1,637 | ||||||
7.125%, 01/29/26 |
200 | 247 | ||||||
6.700%, 01/26/36 |
4,161 | 4,910 | ||||||
5.200%, 01/30/20 |
444 | 487 | ||||||
|
|
|||||||
17,110 | ||||||||
|
|
|||||||
Peru 1.8% |
||||||||
Banco de Credito del Peru |
||||||||
5.375%, 09/16/20(A) |
1,007 | 959 | ||||||
Continental Senior Trustees Cayman |
|
|||||||
5.500%, 11/18/20(A) |
576 | 536 | ||||||
Inkia Energy |
||||||||
8.375%, 04/04/21(A) |
460 | 472 | ||||||
Interoceanica IV Finance |
||||||||
3.919%, 11/30/25(A)(C)(H) |
889 | 453 | ||||||
3.557%, 11/30/18(A)(C)(H) |
382 | 306 | ||||||
Peru Enhanced Pass-Through Finance |
|
|||||||
3.502%, 05/31/18(A)(C)(H) |
508 | 417 | ||||||
3.470%, 05/31/18(C)(H) |
188 | 154 | ||||||
Republic of Peru |
||||||||
8.750%, 11/21/33 |
5,379 | 7,334 | ||||||
8.375%, 05/03/16 |
600 | 740 | ||||||
7.350%, 07/21/25 |
4,510 | 5,509 | ||||||
Southern Copper |
||||||||
6.750%, 04/16/40 |
136 | 132 | ||||||
|
|
|||||||
17,012 | ||||||||
|
|
|||||||
Philippines 4.1% |
||||||||
National Power |
||||||||
9.625%, 05/15/28(C) |
1,100 | 1,480 | ||||||
Power Sector |
||||||||
7.390%, 12/02/24 |
700 | 825 | ||||||
7.390%, 12/02/24(A) |
800 | 944 | ||||||
7.250%, 05/27/19(A) |
150 | 177 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Republic of Philippines |
||||||||||||
10.625%, 03/16/25 |
2,950 | $ | 4,521 | |||||||||
9.500%, 02/02/30 |
3,482 | 5,053 | ||||||||||
8.875%, 03/17/15 |
75 | 93 | ||||||||||
8.375%, 06/17/19 |
1,500 | 1,929 | ||||||||||
7.750%, 01/14/31 |
3,224 | 4,054 | ||||||||||
7.500%, 09/25/24 |
8,174 | 10,013 | ||||||||||
6.375%, 10/23/34 |
4,168 | 4,554 | ||||||||||
5.500%, 03/30/26 |
2,260 | 2,319 | ||||||||||
4.950%, 01/15/21 |
PHP | 27,000 | 622 | |||||||||
4.000%, 01/15/21 |
2,456 | 2,410 | ||||||||||
|
|
|||||||||||
38,994 | ||||||||||||
|
|
|||||||||||
Poland 1.9% |
||||||||||||
Polish Television Holding |
||||||||||||
11.000%, 11/15/14(A)(E) |
600 | 905 | ||||||||||
Republic of Poland |
||||||||||||
6.375%, 07/15/19 |
10,552 | 12,056 | ||||||||||
5.125%, 04/21/21(B) |
1,986 | 2,053 | ||||||||||
4.000%, 03/23/21 |
736 | 991 | ||||||||||
TVN Finance |
||||||||||||
10.750%, 11/15/17(A) |
EUR | 1,300 | 2,073 | |||||||||
TVN Finance II |
||||||||||||
10.750%, 11/15/17 |
200 | 319 | ||||||||||
|
|
|||||||||||
18,397 | ||||||||||||
|
|
|||||||||||
Qatar 1.4% |
||||||||||||
Qatari Diar Finance |
||||||||||||
5.000%, 07/21/20(A) |
2,000 | 2,050 | ||||||||||
Qtel International Finance |
||||||||||||
7.875%, 06/10/19 |
2,674 | 3,209 | ||||||||||
6.500%, 06/10/14(A) |
200 | 221 | ||||||||||
5.000%, 10/19/25(A) |
1,139 | 1,051 | ||||||||||
4.750%, 02/16/21(A) |
457 | 446 | ||||||||||
State of Qatar |
||||||||||||
9.750%, 06/15/30 |
425 | 634 | ||||||||||
6.400%, 01/20/40 |
500 | 552 | ||||||||||
6.400%, 01/20/40(A) |
710 | 785 | ||||||||||
5.250%, 01/20/20(A) |
3,786 | 4,036 | ||||||||||
4.000%, 01/20/15(A) |
300 | 314 | ||||||||||
|
|
|||||||||||
13,298 | ||||||||||||
|
|
|||||||||||
Russia 8.3% |
||||||||||||
Alfa Bank Via Alfa Bond Issuance |
|
|||||||||||
7.875%, 09/25/17(A) |
675 | 709 | ||||||||||
7.750%, 04/28/21(A) |
750 | 756 | ||||||||||
Alfa Diversified Payment Rights Finance MTN |
||||||||||||
2.210%, 12/15/11(A)(D) |
56 | 54 | ||||||||||
Alfa Invest MTN |
||||||||||||
9.250%, 06/24/13(A)(C) |
750 | 811 | ||||||||||
Alfa Issuance MTN |
||||||||||||
8.000%, 03/18/15 |
417 | 446 | ||||||||||
Alliance Oil |
||||||||||||
9.875%, 03/11/15 |
211 | 231 | ||||||||||
Alrosa Finance |
||||||||||||
7.750%, 11/03/20(A) |
403 | 438 | ||||||||||
BOM Capital |
||||||||||||
6.699%, 03/11/15 |
1,200 | 1,245 |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 6 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Edel Capital for Sinek Capital |
||||||||||
7.700%, 08/03/15 |
500 | $ | 540 | |||||||
Evraz Group |
||||||||||
6.750%, 04/27/18(A) |
696 | 696 | ||||||||
Gaz Capital MTN |
||||||||||
8.625%, 04/28/34 |
53 | 66 | ||||||||
MTS International Funding |
||||||||||
8.625%, 06/22/20(A) |
1,296 | 1,479 | ||||||||
Novatek Finance |
||||||||||
6.604%, 02/03/21(A) |
2,408 | 2,516 | ||||||||
RSHB Capital |
||||||||||
7.750%, 05/29/18 |
450 | 515 | ||||||||
Russian Federation Registered |
||||||||||
12.750%, 06/24/28 |
2,310 | 4,089 | ||||||||
7.500%, 03/31/30 |
32,770 | 38,628 | ||||||||
Russian Foreign Bond - Eurobond |
||||||||||
5.000%, 04/29/20 |
100 | 103 | ||||||||
5.000%, 04/29/20(A) |
1,500 | 1,551 | ||||||||
3.625%, 04/29/15 |
500 | 514 | ||||||||
RZD Capital MTN |
||||||||||
5.739%, 04/03/17 |
650 | 691 | ||||||||
SCF Capital |
||||||||||
5.375%, 10/27/17(A) |
2,090 | 2,093 | ||||||||
Severstal OAO Via Steel Capital |
||||||||||
6.700%, 10/25/17(A) |
665 | 677 | ||||||||
Teorema |
||||||||||
11.000%, 10/27/09(F) |
3,400 | 340 | ||||||||
TNK-BP Finance |
||||||||||
6.250%, 02/02/15(A) |
202 | 220 | ||||||||
Vimpel Communications |
||||||||||
9.125%, 04/30/18(A)(C) |
600 | 677 | ||||||||
9.125%, 04/30/18 |
850 | 959 | ||||||||
8.250%, 05/23/16 |
570 | 626 | ||||||||
Vimpel Communications Via VIP Finance Ireland |
||||||||||
7.748%, 02/02/21(A) |
3,636 | 3,745 | ||||||||
VimpelCom Holdings |
||||||||||
7.504%, 03/01/22(A) |
1,300 | 1,301 | ||||||||
Vnesheconombank Via VEB Finance |
||||||||||
6.902%, 07/09/20 |
100 | 106 | ||||||||
6.902%, 07/09/20(A) |
2,985 | 3,184 | ||||||||
6.800%, 11/22/25(A) |
1,000 | 1,016 | ||||||||
5.450%, 11/22/17(A) |
700 | 714 | ||||||||
VTB Bank Via VTB Capital |
||||||||||
6.551%, 10/13/20(A) |
960 | 974 | ||||||||
VTB Capital |
||||||||||
6.875%, 05/29/18 |
3,300 | 3,534 | ||||||||
6.609%, 10/31/12(A) |
1,150 | 1,217 | ||||||||
6.250%, 06/30/35 |
381 | 399 | ||||||||
|
|
|||||||||
77,860 | ||||||||||
|
|
|||||||||
Saudi Arabia 0.2% |
||||||||||
Dar Al-Arkan International Sukuk |
||||||||||
10.750%, 02/18/15(A) |
1,500 | 1,538 | ||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Senegal 0.1% |
||||||||||||
Republic of Senegal |
||||||||||||
8.750%, 05/13/21(A) |
1,210 | $ | 1,245 | |||||||||
|
|
|||||||||||
Singapore 0.2% |
||||||||||||
Sea Product |
||||||||||||
4.563%, 05/14/10(C) |
2,395 | 1,940 | ||||||||||
STATS ChipPAC |
||||||||||||
5.375%, 03/31/16(A) |
176 | 172 | ||||||||||
Yanlord Land Group |
||||||||||||
9.500%, 05/04/17 |
119 | 121 | ||||||||||
|
|
|||||||||||
2,233 | ||||||||||||
|
|
|||||||||||
South Africa 3.9% |
||||||||||||
Edcon Proprietary |
||||||||||||
4.423%, 06/15/14(D) |
EUR | 2,500 | 3,171 | |||||||||
Edcon Pty |
||||||||||||
9.500%, 03/01/18 |
EUR | 100 | 137 | |||||||||
9.500%, 03/01/18(A) |
1,000 | 940 | ||||||||||
Eskom Holdings |
||||||||||||
5.750%, 01/26/21(A) |
2,450 | 2,536 | ||||||||||
Gold Fields Orogen Holdings |
||||||||||||
4.875%, 10/07/20 |
924 | 875 | ||||||||||
Myriad International Holding |
||||||||||||
6.375%, 07/28/17 |
310 | 335 | ||||||||||
6.375%, 07/28/17(A) |
1,817 | 1,962 | ||||||||||
Republic of South Africa |
||||||||||||
10.500%, 12/21/26 |
ZAR | 30,840 | 5,285 | |||||||||
8.500%, 06/23/17 |
860 | 1,068 | ||||||||||
6.875%, 05/27/19 |
3,397 | 4,051 | ||||||||||
6.750%, 03/31/21 |
ZAR | 25,560 | 3,337 | |||||||||
6.500%, 06/02/14 |
2,195 | 2,462 | ||||||||||
6.250%, 03/08/41 |
1,611 | 1,728 | ||||||||||
5.875%, 05/30/22 |
1,900 | 2,097 | ||||||||||
5.500%, 03/09/20 |
5,364 | 5,860 | ||||||||||
Transnet MTN |
||||||||||||
4.500%, 02/10/16(A) |
560 | 578 | ||||||||||
|
|
|||||||||||
36,422 | ||||||||||||
|
|
|||||||||||
South Korea 0.1% |
||||||||||||
Export-Import Bank of Korea |
||||||||||||
8.125%, 01/21/14 |
720 | 823 | ||||||||||
Republic of Korea |
||||||||||||
7.125%, 04/16/19 |
500 | 600 | ||||||||||
|
|
|||||||||||
1,423 | ||||||||||||
|
|
|||||||||||
Sri Lanka 0.1% |
||||||||||||
Republic of Sri Lanka |
||||||||||||
7.400%, 01/22/15(A) |
450 | 490 | ||||||||||
6.250%, 10/04/20(A) |
900 | 900 | ||||||||||
|
|
|||||||||||
1,390 | ||||||||||||
|
|
|||||||||||
Supra-National 0.2% |
||||||||||||
Andina de Fomento |
||||||||||||
8.125%, 06/04/19 |
485 | 592 | ||||||||||
European Bank for Reconstruction & Development |
||||||||||||
7.200%, 06/08/16 |
IDR | 7,320,000 | 857 | |||||||||
|
|
|||||||||||
1,449 | ||||||||||||
|
|
7 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||
Thailand 0.4% |
||||||||||
True Move |
||||||||||
10.750%, 12/16/13 |
600 | $ | 647 | |||||||
10.750%, 12/16/13(A)(C) |
1,250 | 1,360 | ||||||||
10.375%, 08/01/14 |
1,300 | 1,399 | ||||||||
|
|
|||||||||
3,406 | ||||||||||
|
|
|||||||||
Trinidad & Tobago 0.4% |
||||||||||
Petroleum of Trinidad & Tobago |
||||||||||
9.750%, 08/14/19(A)(C) |
1,090 | 1,316 | ||||||||
6.000%, 05/08/22(A)(C) |
321 | 326 | ||||||||
6.000%, 05/08/22(C) |
1,884 | 1,917 | ||||||||
|
|
|||||||||
3,559 | ||||||||||
|
|
|||||||||
Tunisia 0.1% |
||||||||||
Banque Centrale de Tunisie |
||||||||||
8.250%, 09/19/27 |
200 | 245 | ||||||||
7.375%, 04/25/12 |
300 | 311 | ||||||||
|
|
|||||||||
556 | ||||||||||
|
|
|||||||||
Turkey 3.2% |
||||||||||
Globus Capital Finance |
||||||||||
8.500%, 03/05/12 |
500 | 498 | ||||||||
Republic of Turkey |
||||||||||
11.875%, 01/15/30 |
850 | 1,445 | ||||||||
9.500%, 01/15/14 |
500 | 586 | ||||||||
8.000%, 02/14/34 |
1,700 | 2,108 | ||||||||
7.500%, 07/14/17 |
1,000 | 1,175 | ||||||||
7.500%, 11/07/19 |
3,630 | 4,303 | ||||||||
7.375%, 02/05/25 |
3,070 | 3,627 | ||||||||
7.250%, 03/15/15 |
850 | 970 | ||||||||
7.250%, 03/05/38 |
2,790 | 3,195 | ||||||||
7.000%, 09/26/16 |
938 | 1,076 | ||||||||
7.000%, 03/11/19 |
650 | 748 | ||||||||
7.000%, 06/05/20 |
570 | 656 | ||||||||
6.875%, 03/17/36 |
2,420 | 2,662 | ||||||||
6.750%, 04/03/18 |
2,900 | 3,295 | ||||||||
6.750%, 05/30/40 |
2,533 | 2,729 | ||||||||
6.000%, 01/14/41 |
352 | 343 | ||||||||
5.625%, 03/30/21 |
450 | 470 | ||||||||
Yuksel Insaat |
||||||||||
9.500%, 11/10/15 |
146 | 139 | ||||||||
|
|
|||||||||
30,025 | ||||||||||
|
|
|||||||||
Ukraine 3.5% |
||||||||||
Biz Finance for Ukreximbank |
||||||||||
8.375%, 04/27/15 |
4,771 | 4,974 | ||||||||
Credit Suisse First Boston |
||||||||||
International for CJSC The EXIM of Ukraine |
||||||||||
8.000%, 11/06/15(C) |
215 | 207 | ||||||||
7.650%, 09/07/11(C) |
500 | 507 | ||||||||
6.800%, 10/04/12 |
750 | 765 | ||||||||
DTEK Finance |
||||||||||
9.500%, 04/28/15(A) |
620 | 654 | ||||||||
Ferrexpo Finance |
||||||||||
7.875%, 04/07/16(A) |
308 | 317 |
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Financing of Infrastrucural |
||||||||||||
8.375%, 11/03/17(A) |
550 | $ | 575 | |||||||||
Government of Ukraine |
||||||||||||
7.950%, 02/23/21(A) |
250 | 261 | ||||||||||
7.750%, 09/23/20(A) |
1,140 | 1,183 | ||||||||||
7.650%, 06/11/13 |
850 | 892 | ||||||||||
6.875%, 09/23/15 |
1,186 | 1,224 | ||||||||||
6.875%, 09/23/15(A) |
2,914 | 3,009 | ||||||||||
6.750%, 11/14/17 |
1,900 | 1,917 | ||||||||||
6.580%, 11/21/16 |
1,500 | 1,511 | ||||||||||
6.580%, 11/21/16(A) |
590 | 595 | ||||||||||
6.250%, 06/17/16(A) |
600 | 599 | ||||||||||
JSC Commercial Bank |
||||||||||||
8.000%, 02/06/12 |
2,850 | 2,875 | ||||||||||
Metinvest MTN |
||||||||||||
8.750%, 02/14/18(A) |
609 | 630 | ||||||||||
MHP |
||||||||||||
10.250%, 04/29/15 |
368 | 393 | ||||||||||
10.250%, 04/29/15(A) |
1,528 | 1,633 | ||||||||||
Mriya Agro Holding |
||||||||||||
10.950%, 03/30/16(A) |
627 | 623 | ||||||||||
NAK Naftogaz Ukraine |
||||||||||||
9.500%, 09/30/14 |
7,073 | 7,754 | ||||||||||
Springvale Holdings |
||||||||||||
9.181%, 09/07/09(C)(D)(F) |
1,000 | 75 | ||||||||||
|
|
|||||||||||
33,173 | ||||||||||||
|
|
|||||||||||
United Arab Emirates 2.8% |
||||||||||||
Dolphin Energy |
||||||||||||
5.888%, 06/15/19 |
486 | 524 | ||||||||||
5.888%, 06/15/19(A) |
442 | 476 | ||||||||||
DP World MTN |
||||||||||||
6.850%, 07/02/37 |
790 | 754 | ||||||||||
Dubai DOF Sukuk MTN |
||||||||||||
6.396%, 11/03/14 |
800 | 838 | ||||||||||
Dubai Electricity & Water |
||||||||||||
8.500%, 04/22/15 |
1,078 | 1,198 | ||||||||||
8.500%, 04/22/15(A) |
1,200 | 1,334 | ||||||||||
7.375%, 10/21/20(A) |
2,438 | 2,508 | ||||||||||
Dubai Holding Commercial |
||||||||||||
6.000%, 02/01/17 |
GBP | 700 | 930 | |||||||||
4.750%, 01/30/14 |
EUR | 3,400 | 4,375 | |||||||||
0.679%, 02/01/12(D) |
150 | 142 | ||||||||||
Dubai Sukuk Centre |
||||||||||||
0.685%, 06/13/12(D) |
2,846 | 2,661 | ||||||||||
Emirate of Abu Dhabi |
||||||||||||
7.750%, 10/05/20 |
1,350 | 1,437 | ||||||||||
6.750%, 04/08/19 |
1,000 | 1,183 | ||||||||||
6.750%, 04/08/19(A) |
470 | 556 | ||||||||||
6.700%, 10/05/15 |
300 | 314 | ||||||||||
Jafz Sukuk |
||||||||||||
3.401%, 11/27/12(D) |
AED | 22,400 | 5,715 | |||||||||
MDC-GMTN MTN |
||||||||||||
5.500%, 04/20/21(A) |
1,350 | 1,353 | ||||||||||
|
|
|||||||||||
26,298 | ||||||||||||
|
|
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 8 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||||||
Uruguay 2.3% |
||||||||||||
Republic of Uruguay PIK |
||||||||||||
7.875%, 01/15/33 |
2,800 | $ | 3,534 | |||||||||
Republic of Uruguay |
||||||||||||
9.250%, 05/17/17 |
3,015 | 3,980 | ||||||||||
8.000%, 11/18/22 |
7,707 | 9,973 | ||||||||||
7.625%, 03/21/36 |
2,695 | 3,396 | ||||||||||
6.875%, 09/28/25 |
401 | 487 | ||||||||||
|
|
|||||||||||
21,370 | ||||||||||||
|
|
|||||||||||
Venezuela 4.4% |
||||||||||||
Government of Venezuela |
||||||||||||
13.625%, 08/15/18 |
2,100 | 2,090 | ||||||||||
13.625%, 08/15/18 |
144 | 143 | ||||||||||
12.750%, 08/23/22 |
300 | 269 | ||||||||||
10.750%, 09/19/13 |
400 | 398 | ||||||||||
9.375%, 01/13/34 |
830 | 591 | ||||||||||
9.250%, 09/15/27 |
1,320 | 995 | ||||||||||
9.250%, 05/07/28 |
1,580 | 1,106 | ||||||||||
9.000%, 05/07/23 |
3,868 | 2,746 | ||||||||||
8.500%, 10/08/14 |
3,919 | 3,576 | ||||||||||
8.250%, 10/13/24 |
3,014 | 2,020 | ||||||||||
7.750%, 10/13/19 |
1,100 | 786 | ||||||||||
7.650%, 04/21/25 |
1,450 | 943 | ||||||||||
7.000%, 12/01/18 |
230 | 164 | ||||||||||
7.000%, 03/31/38 |
100 | 57 | ||||||||||
6.000%, 12/09/20 |
880 | 548 | ||||||||||
5.750%, 02/26/16 |
663 | 514 | ||||||||||
Petroleos de Venezuela |
||||||||||||
8.500%, 11/02/17 |
1,180 | 873 | ||||||||||
5.500%, 04/12/37 |
1,750 | 866 | ||||||||||
5.375%, 04/12/27 |
4,105 | 2,073 | ||||||||||
5.250%, 04/12/17 |
4,497 | 2,822 | ||||||||||
5.000%, 10/28/15 |
4,201 | 2,899 | ||||||||||
4.900%, 10/28/14 |
19,418 | 15,000 | ||||||||||
|
|
|||||||||||
41,479 | ||||||||||||
|
|
|||||||||||
Vietnam 0.2% |
||||||||||||
Republic of Vietnam |
||||||||||||
6.875%, 01/15/16 |
350 | 370 | ||||||||||
6.750%, 01/29/20 |
1,350 | 1,404 | ||||||||||
|
|
|||||||||||
1,774 | ||||||||||||
|
|
|||||||||||
Total Global Bonds |
866,164 | |||||||||||
|
|
|||||||||||
LOAN PARTICIPATIONS 2.7% |
|
|||||||||||
Angola 0.2% |
||||||||||||
Republic of Angola |
||||||||||||
3.748%, 04/30/16 |
EUR | 1,083 | 1,447 | |||||||||
|
|
|||||||||||
Argentina 0.0% |
||||||||||||
Endesa Costanera Sociedad Anonima |
||||||||||||
11.302%, 03/30/12 (C) |
440 | 440 | ||||||||||
|
|
Description | Face Amount(1) (Thousands) |
Market Value ($ Thousands) |
||||||
Brazil 0.1% |
||||||||
Virgolino de Oliveira |
||||||||
5.273%, 11/03/15 |
500 | $ | 500 | |||||
|
|
|||||||
Georgia 0.0% |
||||||||
Ashmore Cayman |
||||||||
0.000%, 04/16/14 (C)(H) |
221 | 309 | ||||||
|
|
|||||||
Indonesia 0.4% |
||||||||
PT Bumi |
||||||||
11.190%, 08/07/13 (C) |
1,743 | 1,815 | ||||||
7.435%, 03/02/12 (C) |
1,749 | 1,740 | ||||||
|
|
|||||||
3,555 | ||||||||
|
|
|||||||
Mexico 0.5% |
||||||||
Altos Hornos Promissory Note No. 5 |
||||||||
0.000%, 04/29/99 (C) |
2,500 | 800 | ||||||
Altos Hornos Promissory Note No. 6 |
||||||||
0.000%, 04/29/99 (C) |
2,500 | 800 | ||||||
Altos Hornos Promissory Note |
||||||||
(Counterparty: Deustche Bank) |
||||||||
0.000%, 12/31/49 (C) |
4,500 | 1,440 | ||||||
Altos Hornos Tranche A |
||||||||
(Counterparty: Bank of America) |
||||||||
0.000%, 04/11/04 (C) |
6,540 | 2,093 | ||||||
|
|
|||||||
5,133 | ||||||||
|
|
|||||||
Russia 0.2% |
||||||||
Snegri |
||||||||
10.500%, 04/21/10 (C) |
1,953 | 1,845 | ||||||
|
|
|||||||
Singapore 1.3% |
||||||||
Connect International PIK |
||||||||
0.000%, 08/31/11 (C) |
9,161 | 8,325 | ||||||
Morton Bay |
||||||||
6.220%, 12/30/09 (C) |
3,377 | 3,438 | ||||||
|
|
|||||||
11,763 | ||||||||
|
|
|||||||
Total Loan Participations |
24,992 | |||||||
|
|
|||||||
CONVERTIBLE BONDS 0.4% |
||||||||
Firstsource CV to 42,549.14 Shares |
||||||||
5.760%, 12/04/12 (H) |
1,800 | 2,140 | ||||||
Sino-Forest CV to 47.2619 Shares |
||||||||
4.250%, 12/15/16 (A) |
40 | | ||||||
Suzlon Energy CV to 22.683 Shares |
||||||||
3.224%, 06/12/12 (H) |
810 | 1,093 | ||||||
Suzlon Energy CV to 533.2762 Shares |
||||||||
2.529%, 07/25/14 (H) |
450 | 396 | ||||||
|
|
|||||||
Total Convertible Bonds |
3,629 | |||||||
|
|
9 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
Description | Shares |
Market Value ($ Thousands) |
||||||
Number Of Warrants |
||||||||
WARRANTS 0.0% |
||||||||
Russia 0.0% |
||||||||
Teorema Holding A, |
||||||||
Expires 10/27/11 * |
226 | $ | | |||||
Teorema Holding B, |
||||||||
Expires 10/27/11 * |
452 | | ||||||
|
|
|||||||
Total Warrants |
| |||||||
|
|
|||||||
AFFILIATED PARTNERSHIP 1.0% |
|
|||||||
United States 1.0% |
||||||||
SEI Liquidity Fund, L.P. |
||||||||
0.140%** (I) |
10,082,988 | 9,808 | ||||||
|
|
|||||||
Total Affiliated Partnership |
9,808 | |||||||
|
|
|||||||
Total Investments 95.9% |
$ | 904,593 | ||||||
|
|
A summary of the open futures contracts held by the Fund at June 30, 2011, is as follows:
Type of Contract | Number of Contracts Long (Short) |
Expiration Date |
Unrealized Appreciation |
|||||||||
Euro-Buxl 30 Year Bond |
(12 | ) | Sep-2011 | $ | 50 | |||||||
U.S. 10-Year Treasury Note |
15 | Sep-2011 | 7 | |||||||||
U.S. Ultra Long Treasury Bond |
10 | Oct-2011 | (18 | ) | ||||||||
|
|
|||||||||||
$ | 39 | |||||||||||
|
|
For the period ended June 30, 2011, the total amount of all open futures contracts, as presented in the table above, are representative of the volume of activity for this derivative type during the period.
A summary of the outstanding forward foreign currency contracts held by the Fund at June 30, 2011, is as follows:
Maturity Date | Currency to Deliver (Thousands) |
Currency to Receive (Thousands) |
Unrealized Appreciation (Depreciation) ($ Thousands) |
|||||||||||||||||
7/5/11 |
USD | 5,430 | BRL | 8,667 | $ | 116 | ||||||||||||||
7/5/11-8/2/11 |
BRL | 44,184 | USD | 27,664 | (521 | ) | ||||||||||||||
7/5/11-8/19/11 |
RUB | 181,077 | USD | 6,388 | (83 | ) | ||||||||||||||
7/5/11-9/20/11 |
USD | 9,672 | RUB | 273,340 | 76 | |||||||||||||||
7/8/11 |
MXP | 272,883 | USD | 22,940 | (322 | ) | ||||||||||||||
7/8/11 |
USD | 3,400 | MXP | 40,135 | 21 | |||||||||||||||
7/14/11 |
GBP | 604 | USD | 978 | 8 | |||||||||||||||
7/14/11-7/21/11 |
EUR | 24,896 | USD | 35,243 | (837 | ) | ||||||||||||||
7/14/11-7/21/11 |
USD | 226 | EUR | 156 | | |||||||||||||||
7/18/11 |
COP | 6,912,386 | USD | 3,885 | (14 | ) | ||||||||||||||
7/18/11 |
USD | 1,596 | KRW | 1,723,745 | 19 | |||||||||||||||
7/20/11 |
ZAR | 30,254 | USD | 4,424 | (30 | ) | ||||||||||||||
7/25/11 |
USD | 3,700 | INR | 168,646 | 59 | |||||||||||||||
8/9/11-11/14/11 |
CNY | 43,564 | USD | 6,736 | (17 | ) | ||||||||||||||
8/9/11-5/16/12 |
USD | 10,051 | CNY | 65,346 | 109 | |||||||||||||||
8/11/11 |
SGD | 5,147 | USD | 4,138 | (56 | ) | ||||||||||||||
8/11/11 |
USD | 4,169 | SGD | 5,147 | 25 | |||||||||||||||
9/6/11 |
USD | 5,657 | MYR | 17,218 | 21 | |||||||||||||||
|
|
|||||||||||||||||||
$ | (1,426 | ) | ||||||||||||||||||
|
|
A summary of the counterparties for the outstanding forward foreign currency contracts held by the Fund at June 30, 2011, is as follows:
CounterParty | Currency
to ($ Thousands) |
Currency
to ($ Thousands) |
Unrealized ($ Thousands) |
|||||||||
Barclays PLC |
$ | (3,877 | ) | $ | 3,834 | $ | (43 | ) | ||||
Brown Brothers Harriman |
(6,233 | ) | 6,243 | 10 | ||||||||
Citigroup |
(51,866 | ) | 51,826 | (40 | ) | |||||||
Foresters Equity Services |
(5,657 | ) | 5,677 | 20 | ||||||||
HSBC |
(61,573 | ) | 60,466 | (1,107 | ) | |||||||
JPMorgan Chase Bank |
(14,169 | ) | 13,861 | (308 | ) | |||||||
Morgan Stanley |
(2,730 | ) | 2,744 | 14 | ||||||||
Standard Bank |
(12,063 | ) | 12,091 | 28 | ||||||||
|
|
|||||||||||
$ | (1,426 | ) | ||||||||||
|
|
A summary of outstanding swap agreements held by the fund at June 30, 2011, is as follows:
Total Return Swaps | ||||||||||||||||||||||||
Counterparty | Reference Entity/Obligation | Fund Pays | Fund Receives | Termination Date |
Notional Amount (Thousands) |
Net Unrealized Appreciation ($Thousands) |
||||||||||||||||||
HSBC | Republic of Ko rea 5% 06/10/20 | Cash Deposit Of Notional Amount | Price Return | 06/10/20 | KRW | 2,217,000 | $ | 178 | ||||||||||||||||
Barclays Bank PLC | Republic of Ko rea 5% 06/10/20 | Cash Deposit Of Notional Amount | Price Return | 06/10/20 | KRW | 2,237,000 | 155 | |||||||||||||||||
|
|
|||||||||||||||||||||||
$ | 333 | |||||||||||||||||||||||
|
|
Percentages are based on a Net Assets of $943,230 ($ Thousands).
* | Non-income producing security. |
** | Rate shown is the 7-day effective yield as of June 30, 2011. |
| Investment in 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, 2011. The total market value of securities on loan at June 30, 2011 was $9,316 ($ Thousands). |
(C) | Securities considered illiquid. The total market value of such securities as of June 30, 2011 was $44,434 ($ Thousands) and represented 4.7% of Net Assets. |
(D) | Variable Rate SecurityThe rate reported on the Schedule of Investments is the rate in effect as of June 30, 2011. |
(E) | Step BondsThe rate reflected on the Schedule of Investments is the effective yield on June 30, 2011. The coupon on a step bond changes on a specified date. |
(F) | Security in default on interest payments. |
(G) | Security is when-issued. |
(H) | Zero coupon security. The rate reported on the Schedule of Investments is the effective yield at time of purchase. |
(I) | This security was purchased with cash collateral held from securities on loan. The total value of such securities as of June 30, 2011 was $9,808 ($ Thousands). |
SEI Institutional International Trust / Quarterly Report / June 30, 2011 | 10 |
SCHEDULE OF INVESTMENTS (Unaudited)
Emerging Markets Debt Fund
June 30, 2011
| At June 30, 2011, the tax basis cost of the Funds investments was $827,402 ($ Thousands), and the unrealized appreciation and depreciation were $88,981($ Thousands) and ($11,790)($ Thousands), respectively. |
AED United Arab Emirates Dirham
ARS Argentine Peso
BRL Brazilian Real
COP Colombian Peso
CLN Credit Linked Note
CNY Chinese Yuan
CV Convertible Security
DEM German Mark
EUR Euro
GBP British Pound Sterling
IDR Indonesian Rupiah
KRW Korean Won
INR Indian Rupee
L.P. Limited Partnership
Ltd. Limited
MTN Medium Term Note
MXP Mexican Peso
MYR Malaysian Ringgit
PHP Philippine Peso
PIK Payment-in-Kind
PLC Public Limited Company
RUB Russian Rouble
Ser Series
USD U.S. Dollar
ZAR South African Rand
The following is a summary of the inputs used as of June 30, 2011, in valuing the Funds investments carried at value ($ Thousands):
Investments in Securities | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Global Bonds |
$ | | $ | 866,164 | $ | | 866,164 | |||||||||
Convertible Bonds |
| 3,629 | | 3,629 | ||||||||||||
Warrants |
| | | | ||||||||||||
Loan Participations |
| 4,495 | 20,497 | 24,992 | ||||||||||||
Affiliated Partnership |
| 9,808 | | 9,808 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Investments in Securities |
$ | | $ | 884,096 | $ | 20,497 | $ | 904,593 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Other Financial Instruments | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
Futures Contracts * |
$ | 39 | $ | | $ | | $ | 39 | ||||||||
Forwards Contracts * |
(1,426 | ) | | | (1.426 | ) | ||||||||||
Total Return Swaps |
| 333 | | 333 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Other Financial Instruments |
$ | (1,387 | ) | $ | 333 | $ | | $ | (1,054 | ) | ||||||
|
|
|
|
|
|
|
|
* | Futures contracts and forwards contracts are valued at the unrealized depreciation on the instrument. |
Loan Participations | ||||
Beginning balance as of October 1, 2010 |
$ | 20,088 | ||
Accrued discounts/premiums |
9 | |||
Realized gain/(loss) |
2 | |||
Change in unrealized appreciation/(depreciation) |
2,836 | |||
Net purchases/sales |
(2,438 | ) | ||
Net transfer in and/or out of Level 3 |
| |||
|
|
|||
Ending balance as of June 30, 2011 |
$ | 20,497 | ||
|
|
|||
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date. |
$ | 2,689 | ||
|
|
Amounts designated as are $0 or have been rounded to $0.
For information regarding the Funds policy regarding valuation of investments and other significant accounting policies, please refer to the Funds most recent semi-annual and annual financial statements.
11 | SEI Institutional International Trust / Quarterly Report / June 30, 2011 |
Item 2. | Controls and Procedures |
(a) The Registrants principal executive and principal financial officers, or persons performing similar functions, have concluded that the Registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the 1940 Act) are effective (except as noted below), based on the evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934 as of a date within 90 days of the filing date of this report.
(b) There was no change in the Registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the Registrants 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 29, 2011
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 29, 2011
By (Signature and Title) | /S/ PETER A. RODRIGUEZ | |
Peter A. Rodriguez, Controller & CFO |
Date: August 29, 2011
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 registrants 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 registrants 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 registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants 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 registrants 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 registrants internal control over financial reporting.
Date: August 29, 2011
/s/ Robert A. Nesher |
Robert A. Nesher |
Chief Executive Officer |
Certification
Pursuant to Section 302
of the Sarbanes-Oxley Act of 2002
I, Peter A. Rodriguez, 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 registrants 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 registrants 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 registrants internal control over financial reporting that occurred during the registrants most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrants internal control over financial reporting; and
5. The registrants other certifying officer(s) and I have disclosed to the registrants auditors and the audit committee of the registrants 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 registrants 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 registrants internal control over financial reporting.
Date: August 29, 2011
/s/ Peter A. Rodriguez |
Peter A. Rodriguez |
Controller & CFO |